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Initialize weighted PCA #11

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andland opened this issue May 7, 2015 · 0 comments
Open

Initialize weighted PCA #11

andland opened this issue May 7, 2015 · 0 comments

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@andland
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andland commented May 7, 2015

Initialization does not take weights into account (unless there is normalization). Need to think of a general way to account for weights in the initialization.

Maybe scale values by square root of weight? That would be similar to what is being done with normalization, I think.
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@andland