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Published 20 hours ago • verified publisher icon JuliaStats

PCA Whitening

Open wildart opened this issue 2 years ago • 0 comments

Provide a separate implementation of PCA whitening similar to Whitening, and remove duplicated code: https://github.com/JuliaStats/MultivariateStats.jl/blob/99ee965df3a8e136ff2d0fcb10456b434e1f9001/src/whiten.jl#L148-L159 Note: double sqrt application

https://github.com/JuliaStats/MultivariateStats.jl/blob/99ee965df3a8e136ff2d0fcb10456b434e1f9001/src/ica.jl#L238-L243 https://github.com/JuliaStats/MultivariateStats.jl/blob/99ee965df3a8e136ff2d0fcb10456b434e1f9001/src/lda.jl#L380-L389

wildart avatar Feb 11 '22 21:02 wildart