Open luigibonati opened 1 year ago
if the rank is equal to the number of features (or larger) it should fall back to least_squares, however, I think that as it is written now it just skips the calculation. Indeed, once it enters the first if statement it does not enter also in the following elif.
I should have fixed the first point, check the related commit
@Pietronvll I merged the lightning branch into main since we plan to make a release later today. if you open a pull request target the main branch, thanks!
Since this has not been fixed I removed this feature from the main branch and put it into a separate reduced_rank
branch. then we can open a pull request to put it back once it is working
I also moved the tests from the bottom of the file to the tests folder to use pytest fixtures to test different algorithms with the same function
There are two issues in the reduced_rank algorithm. 1) if the rank is equal to the number of features (or larger) it should fall back to
least_squares
, however, I think that as it is written now it just skips the calculation. Indeed, once it enters the first if statement it does not enter also in the following elif. 2) even when selecting rank < num features the algorithm throws an error. This is the result of executing thetest_reduced_rank_tica
function:@Pietronvll can you check this? thanks!