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Commit 6580f15

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hamoguglemaitre
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DOC Add URL to reference of Minka paper used in PCA (#19207)
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‎sklearn/decomposition/_pca.py

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@@ -32,7 +32,8 @@ def _assess_dimension(spectrum, rank, n_samples):
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"""Compute the log-likelihood of a rank ``rank`` dataset.
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The dataset is assumed to be embedded in gaussian noise of shape(n,
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dimf) having spectrum ``spectrum``.
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dimf) having spectrum ``spectrum``. This implements the method of
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T. P. Minka.
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Parameters
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----------
@@ -50,10 +51,11 @@ def _assess_dimension(spectrum, rank, n_samples):
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ll : float
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The log-likelihood.
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Notes
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-----
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References
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----------
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This implements the method of `Thomas P. Minka:
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Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604`
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Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604
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<https://proceedings.neurips.cc/paper/2000/file/7503cfacd12053d309b6bed5c89de212-Paper.pdf>`_
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"""
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n_features = spectrum.shape[0]
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References
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----------
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For n_components == 'mle', this class uses the method of *Minka, T. P.
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"Automatic choice of dimensionality for PCA". In NIPS, pp. 598-604*
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For n_components == 'mle', this class uses the method from:
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`Minka, T. P.. "Automatic choice of dimensionality for PCA".
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In NIPS, pp. 598-604 <https://tminka.github.io/papers/pca/minka-pca.pdf>`_
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Implements the probabilistic PCA model from:
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Tipping, M. E., and Bishop, C. M. (1999). "Probabilistic principal
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`Tipping, M. E., and Bishop, C. M. (1999). "Probabilistic principal
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component analysis". Journal of the Royal Statistical Society:
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Series B (Statistical Methodology), 61(3), 611-622.
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<http://www.miketipping.com/papers/met-mppca.pdf>`_
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via the score and score_samples methods.
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See http://www.miketipping.com/papers/met-mppca.pdf
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For svd_solver == 'arpack', refer to `scipy.sparse.linalg.svds`.
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For svd_solver == 'randomized', see:
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*Halko, N., Martinsson, P. G., and Tropp, J. A. (2011).
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`Halko, N., Martinsson, P. G., and Tropp, J. A. (2011).
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"Finding structure with randomness: Probabilistic algorithms for
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constructing approximate matrix decompositions".
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SIAM review, 53(2), 217-288.* and also
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*Martinsson, P. G., Rokhlin, V., and Tygert, M. (2011).
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SIAM review, 53(2), 217-288.
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<https://doi.org/10.1137/090771806>`_
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and also
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`Martinsson, P. G., Rokhlin, V., and Tygert, M. (2011).
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"A randomized algorithm for the decomposition of matrices".
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Applied and Computational Harmonic Analysis, 30(1), 47-68.*
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Applied and Computational Harmonic Analysis, 30(1), 47-68
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<https://doi.org/10.1016/j.acha.2010.02.003>`_.
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Examples
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--------

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