Full release Pytorch PCA v1.0
Interesting features:
- ✨ Same API and features as sklearn (
.fit,.transform,.components_, ...) - ✨ Supported solver method: Full SVD, SVD by covariance matrix, Randomized SVD ( all from sklearn but LAPACK and sparse tensors)
- ✨ Differentiable fitting and transform (using Pytorch's autodiff)
- 🚀 Faster than sklearn due to GPU parallelization in most cases