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Sparse PCA #2

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zachmayer opened this issue Aug 10, 2015 · 0 comments
Open

Sparse PCA #2

zachmayer opened this issue Aug 10, 2015 · 0 comments

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@zachmayer
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"Since my data is high-dimensional and sparse, PCA is painfully slow."

Most of the work inside PCA is done via SVD, and there are good, fast implementations of SVD on sparse datasets. I know of the irlba package for R that's amazingly fast, and I'm sure python has something similar.
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@zachmayer