Incremental PCA — when do you need it?
mediumAnswer
- Dataset doesn't fit in RAM.
- Process mini-batches, update running estimate of principal components (block Lanczos or Ross et al.'s method). scikit-learn: IncrementalPCA.
- Constant memory O(dk) rather than O(np).
- Slight accuracy tradeoff vs full SVD.
- Standard for streaming / out-of-core PCA on terabyte-scale tabular data.
Check yourself — multiple choice
- Not needed
- Streaming / out-of-core PCA on data not fitting in RAM; constant memory O(dk); slight accuracy tradeoff vs full SVD
- Random
- Same as PCA
Incremental PCA: streaming mini-batches; O(dk) memory.
#dimensionality-reduction#pca
Practise Unsupervised Learning
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