willtownes / glmpca-py

generalized principal component analysis (GLM-PCA) implemented in python
GNU Lesser General Public License v3.0
57 stars 7 forks source link

Gaussian family #5

Open willtownes opened 5 years ago

willtownes commented 5 years ago

It would be straightforward to include the Gaussian family, which would allow an alternative algorithm for computing PCA. In particular this may help scale PCA to out-of-memory datasets when we implement the generic scalable glmpca.