h2oai / h2o-3

H2O is an Open Source, Distributed, Fast & Scalable Machine Learning Platform: Deep Learning, Gradient Boosting (GBM) & XGBoost, Random Forest, Generalized Linear Modeling (GLM with Elastic Net), K-Means, PCA, Generalized Additive Models (GAM), RuleFit, Support Vector Machine (SVM), Stacked Ensembles, Automatic Machine Learning (AutoML), etc.

Apache License 2.0

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Intel DAAL implementation of PCA

integrate with {{h2o-3}}

implement DAAL version of PCA as new implementation of the {{PCAImplementation}} interface

add necessary enums and constructors

benchmark against other PCA implementations

add new parameter to JMH benchmarks

For reference, see:

[Intel DAAL Java examples|https://github.com/01org/daal/tree/daal_2018_beta_update1/algorithms/kernel/pca]
[my notes|https://github.com/h2oai/daal/blob/kmeans-via-jni/kmeans_via_JNI/notes_by_mathemage.md]at [PR-23|https://github.com/01org/daal/pull/23] of Intel DAAL repo.