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andland / generalizedPCA

Dimensionality reduction for exponential family data by extending PCA
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Initialize weighted PCA #11

Open andland opened 9 years ago

andland commented 9 years ago

Initialization does not take weights into account (unless there is normalization). Need to think of a general way to account for weights in the initialization.

Maybe scale values by square root of weight? That would be similar to what is being done with normalization, I think.