Comments (7)
In general I'm a firm believer that PCA should default to a truncated SVD implementation (either irlba
or RSpectra
) and only switch to a full SVD when the user requests something like num_comp > p / 4
or something like that. It would also be nice to have a randomized SVD implementation (perhaps the rsvd
package) for larger datasets, perhaps as step_pca_approximate()
.
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This did issue get resolved in #83 or should it be kept open for more step variants?
I don't think this is resolved, since step_pca
still uses full PCA by default, and the above reprex (getting 5 principal components from a dataset with 62k observations) is still slow. I agree with Alex that it can be made much faster in the common use case by making it the default:
In general I'm a firm believer that PCA should default to a truncated SVD implementation (either irlba or RSpectra) and only switch to a full SVD when the user requests something like num_comp > p / 4 or something like that
But maybe this issue belongs in the recipes package, since that's where step_pca lives?
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Related to #73
We are definitely interested in functionality like this! This is mostly implemented already so we'll get a draft PR ready and would love some feedback on it and/or more contributions. We are fairly sure we want to include this in embed, along with a Bayesian implementation of sparse PCA.
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Also cc @topepo https://github.com/DataSlingers/MoMA is a high quality sparse PCA implementation by Michael Weylandt (of the high quality glmnet
replacement implementation)
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This did issue get resolved in #83 or should it be kept open for more step variants?
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I'd add an alternate PCA step here. Those package dependencies are a pita and I'd keep them here.
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This issue has been automatically locked. If you believe you have found a related problem, please file a new issue (with a reprex: https://reprex.tidyverse.org) and link to this issue.
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Related Issues (20)
- Metrice argument for step_umap function HOT 2
- Custom metric for step_umap HOT 2
- Upkeep for embed HOT 1
- remove tidyr_new_interface() check HOT 1
- Test that all tunable.step_*() are specified correctly HOT 1
- Use rlang errors HOT 1
- step_embed() should have `keep_original_cols` argument HOT 1
- Release embed 1.1.0 HOT 1
- Add missing infrastructure tests HOT 1
- Release embed 1.1.1 HOT 1
- new parameters for step_lencode_glm
- Release embed 1.1.2 HOT 1
- remove less_than_3.6 code in tests
- User defined cuts for tree-based methods
- step_discretize_kmeans()
- step_poisson_matric_factorization() HOT 1
- Steps idea: Dealing with correlation
- Release embed 1.1.3 HOT 1
- Release embed 1.1.4 HOT 1
- embed:::tunable.step_umap does not include target_weight in tunable params HOT 1
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