Feature Request: batched approach to PCov based selectors.

scikit-learn-contrib / scikit-matter

A collection of scikit-learn compatible utilities that implement methods born out of the materials science and chemistry communities

https://scikit-matter.readthedocs.io/en/v0.2.0/

BSD 3-Clause "New" or "Revised" License

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Feature Request: batched approach to PCov based selectors. #130

Open eae32 opened 2 years ago

eae32 commented 2 years ago

For applications, in which reconstructing the modified Gram matrix at each selection step is not practical, it would be great to have the option of selecting batches of features/samples at a time before reconstruction the modified Gram matrix.

rosecers commented 2 years ago

Should be addressed in #133. @eae32, please confirm