Incremental PCA via streaming co-moment updates (Geron Ch 7, morie.fn hmipca)

Usage

morie_geron_incremental_pca(X_iter, n_components, batch_size = NULL)

Arguments

X_iter: List of batches (matrices), or a single matrix.
n_components: Components to keep.
batch_size: Rows per batch when X_iter is a single matrix.

Value

List with components, explained_variance, explained_variance_ratio, mean, n_samples_seen, n_batches, estimate, n, method.

Examples

X <- matrix(c(1, 2, 3, 4), ncol = 1)
morie_geron_incremental_pca(X, n_components = 1, batch_size = 2)
#> $components
#>      [,1]
#> [1,]    1
#> 
#> $explained_variance
#> [1] 1.666667
#> 
#> $explained_variance_ratio
#> [1] 1
#> 
#> $mean
#> [1] 2.5
#> 
#> $covariance
#>          [,1]
#> [1,] 1.666667
#> 
#> $n_samples_seen
#> [1] 4
#> 
#> $n_batches
#> [1] 2
#> 
#> $estimate
#> [1] 1
#> 
#> $n
#> [1] 4
#> 
#> $method
#> [1] "Incremental PCA (streaming co-moment accumulation)"
#>