Closed Ddelval closed 1 year ago
Base: 85.52% // Head: 85.53% // Increases project coverage by +0.00%
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Is this still a draft?
@vnmabus, I just forgot to mark it as ready for review.
It has not been fixed completely, as there seems to be an issue with the penalization factor. However, now the components obtained are not orthogonal.
This was achieved by performing Cholesky decomposition. In doing this Cholesky decomposition, we can change the data to a new basis before fitting it and undo the change after calling the multivariate PCA.