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cytomining / pycytominer

Python package for processing image-based profiling data
https://pycytominer.readthedocs.io
BSD 3-Clause "New" or "Revised" License
76 stars 34 forks source link

Consider Using SVD over eigh in ZCA for numerical stability #179

Open johnarevalo opened 2 years ago

johnarevalo commented 2 years ago

https://github.com/cytomining/pycytominer/blob/9a55470be3de1b2bf54ebf78c892e2929bc4203f/pycytominer/operations/transform.py#L80

There is some evidence that eigh implementation could be less stable than svd algorithms in LAPACK.

https://stats.stackexchange.com/a/314062

gwaybio commented 2 years ago

have you observed instability in this function in your work? Also, do you know if there are any speed tradeoffs?