Decomposition 0.2.0 truncatedsvdoptions - CyrilB1531/lodestar GitHub Wiki
Lodestar.Decomposition 0.2.0. This page is frozen at that release. Read the current documentation for what
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TruncatedSvdOptions
What TruncatedSvd.Fit is allowed to vary. Every property has an
initialiser, so new TruncatedSvdOptions() is scikit-learn's own default configuration and you
set only what you are changing.
Properties
| Property | Default | What it does |
|---|---|---|
Oversampling |
10 |
Extra columns drawn beyond the rank asked for. More is more accurate and slower; scikit-learn's default is the same 10. |
PowerIterations |
5 |
How many times the probe block is pushed through A and Aแต. This is the knob that matters when the singular values decay slowly. |
Normalizer |
Auto |
What happens to the block between the two products โ see PowerIterationNormalizer. |
Seed |
0 |
Seeds this package's generator when RandomMatrix is null. It reproduces a run of Lodestar, never a run of NumPy. |
RandomMatrix |
null |
ฮฉ itself, row-major and FeatureCount ร (componentCount + Oversampling). Given, it replaces the draw entirely. |
Seed and RandomMatrix answer two different questions. Seed makes a run repeatable on
your machine; the block it draws comes from a SplitMix64 generator this package owns, because
System.Random changed algorithm in .NET 6 and this package ships to runtimes on both sides of
that. RandomMatrix makes a run repeatable across implementations โ hand it the block NumPy
drew and the components come back equal to scikit-learn's entry by entry, which is how this
package's conformance is proved. See
ADR 0072.
Oversampling and PowerIterations are both refused when negative, and so is an Oversampling
too large to add to the rank asked for โ an int that wrapped would be a block width nobody
asked for rather than an error anybody could read. Oversampling = 0 is allowed and means the
probe block is exactly as wide as the rank, which is the fastest and the least accurate the
method gets.