Closed adamgayoso closed 6 years ago
If it seems worthwhile to fully support sparse in and out, there are some options for getting "around" PCA densifying the matrix, such as a random subsample PCA. I'm not familiar with these approaches, so we'd have to look into them further.
Likely use sklearn.utils.check_array
.
We should at least accept:
For sparse matrices, we will probably just instantly make them dense.