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LOBPCG PCA - Truncated SVD #7

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LOBPCG PCA - Truncated SVD #7

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glemaitre
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What does this implement/fix? Explain your changes.

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lobpcg and others added 30 commits October 12, 2018 17:31
@lobpcg @rc
added lobpcg_svd solver to pca and truncated_svd
4555c09
@lobpcg @rc
format editing added local lobpcg temporarily
ee76629
@lobpcg @rc
lobpcg.py formatting
469fb78
@lobpcg @rc
fommatting lobpcg.py
4a2c802
@lobpcg @rc
errors fixed
d429211
@lobpcg @rc
formatting/error fixes
9d05e3b
@lobpcg @rc
multiple editing
5867469
@lobpcg @rc
"fake" lobpcg edits, auto transpose in extmath, many test changes
f8b23c1
@rc
STY: small fixes
0d8b85d
@rc
FIX: move making operators after system reporting to fix the report
2078cbe
@rc
ENH: port fixes from scipy/scipy scikit-learn#9352
896b38d
@rc
FIX: preserve input matrix dtypes
7166dc6
@rc
FIX: typo in test_singular_values()
b9c5bc9
@rc
STY: fix long lines
0a1fb0d
@rc
STY: add extra lines (PEP8)
de7d195
@lobpcg @rc
added test_pca_lobpcg_solver to test_pca
6f27f4b
@lobpcg @rc
lobpcg added to test_explained_variance in test_pca
ec46500
@lobpcg @rc
typos fixed
73c5baf
@lobpcg @rc
lobpcg added to test_singular_values in test_pca
4b3e760 
lobpcg added to test_singular_values in test_pca somehow results in 18 new warnings?
@lobpcg @rc
doctest matrix output formatting fixed in lobpcg
b12921d
@lobpcg @rc
lobpcg.py overwrite residualTolerance =< 0.0
732453b 
 residualTolerance must NOT be negative or zero
@lobpcg @rc
typo fixed in lobpcg.py
dd53ee3
@lobpcg @rc
3 test_lobpcg_pca_* added to test_pca
e62c6bc 
test_lobpcg_pca_check_projection
test_lobpcg_pca_check_list
test_lobpcg_pca_inverse
added to test_pca.
Notice that the matrix sizes are too small in all these 3 tests to actually run LOBPCG method.
@lobpcg @rc
no need to set tol in test_n_components_mle
690fd32 
digits.data.shape is (1797, 64), so with n_components=30 LOBPCG just calls eigh anyway, so no reason to set any tol.
@lobpcg @rc
doctest errors fixed in lobpcg.py
08ff007
@rc
FIX: make save(), as2d() private
7fe4bfa
@rc
DOC: merge Other Parameters with Parameters, document all return values
45f3ec0
@rc
FIX: correct tol in _report_nonhermitian()
b449d78
@lobpcg
Merge pull request #1 from scikit-learn/master
2146c81 
master update since Oct 7
@lobpcg
default verbosityLevel=0
6c9aa2d
rc and others added 30 commits November 5, 2018 10:12
@rc
STY: remove unused import
2aeb959
@rc
ENH: speed-up LinearOperator in lobpcg_svd() by providing matmat()
39cbe8b
@rc
STY: fix PEP8 errors
3081252
@lobpcg
explicitNormalMatrix=None auto-choce added, comments edited
923ea6f
@lobpcg
typos fixed
0fcc8cc
@rc
FIX: update LinearOperator construction in lobpcg_svd() for old SciPy…
783b60e 
… versions
@rc
FIX: remove precision argument in _save() (does not exist in recent n…
8e88087 
…umpy)
@lobpcg
Merge pull request #2 from scikit-learn/master
1a8a552 
master merge with destro latest
@lobpcg
Merge pull request #4 from lobpcg/master
35d09a7 
merge just updated local master into lobpcg_svd
@lobpcg
Update lobpcg.py
ba17069 
1) edited heared
2) added for consistency from __future__ import..
@rc
sync with scipy version
19e7c24
@rc
fix escape sequence problem
3d72f93
@rc
fix docstring line lengths
421fa8f
@lobpcg
Merge pull request #5 from scikit-learn/master
4b3f74b 
master update with the latest
@lobpcg
Merge pull request #7 from lobpcg/master
c874474 
update lobpcg_svd with the latest master
@lobpcg
Merge pull request #8 from scikit-learn/master
9426b4b 
master update
@lobpcg
Merge pull request #10 from lobpcg/master
19cbe70 
update from latest master
@lobpcg
Merge pull request #11 from scikit-learn/master
abdb873 
master update
@lobpcg
Merge pull request #13 from lobpcg/master
95fc261 
lobpcg_svd update from the latest master
@lobpcg
lobpcg moved from utils to externals
32b015f
@lobpcg
_parse_version error fixes
d4d5d32
@lobpcg
comment on normal matrix clarified
34b9598
@lobpcg
consistent tol setup everywhere in lobpcg
70cf7ca
@lobpcg
combined arpack randomized and lobpcg tests into 1
445d06d
@lobpcg
scikit-learn/pull/12319#discussion_r276985457
ed79fb8
@lobpcg
import scipy.__version__ fix
5e9beb1
@lobpcg
Merge pull request #14 from scikit-learn/master
b75bd34 
master update
@lobpcg
Merge pull request #15 from lobpcg/master
99a0a8b 
lobpcg_svd update
@glemaitre
MAINT refactor randomized and lobpcg SVD
879c8a1
@glemaitre
iter
f6dd5cd
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@glemaitre @lobpcg @rc