Setting the output dimension for PCA

[esraiak]

Is it possible to set the output dimension for a PCA instance? (From the documentation, it seems like PCA's are constructed only by the fit() method, and that method determines the output dimension from pratio.)

[wildart]

Use maxoutdim keyword argument when you're calling fit.

[esraiak]

The maxoutdim only limits the number of output components from above, but I want to set it exactly. I realize now that I can use "maxoutdim=7, pratio=1.0" to get exactly 7 output components. Still, it would make sense to be able to achieve this in a more natural way.

[wildart]

Current PCA implementation targets a dimensionality reduction of the data rather than orthogonal transformation of it. Thus, you need to disable reduction step by setting maximum value for pratio parameter.