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A Rust machine learning framework.

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### Description Implemented a new method for inverse PCA, similar to[ sklearn.decomposition.PCA.inverse_transform()](https://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html#sklearn.decomposition.PCA.inverse_transform)

Was just browsing through the source, and this seemed weird, I could be totally off-base so feel free to just close, but in `fit_nu`, `nu` is [the last param](https://github.com/rust-ml/linfa/blob/master/algorithms/linfa-svm/src/regression.rs#L81) ,...

Hello, I cannot get linfa-svm to produce any result as the operations take way too much memory and time: Multi-class classifier full data: ``` [2023-07-11T08:18:38Z INFO be] Fit SVM classifier...

help wanted

Benchmarking guidelines can be found [here](https://github.com/rust-ml/linfa/blob/master/CONTRIBUTE.md#benchmarking).

help wanted
good first issue

Hi everyone! I saw the issues with the partitions dependency described in #295 and #299, and finally the removal of the appx DBSCAN in #298. Coincidentally, I recently was looking...

Similar to the [scikit-learn module](https://scikit-learn.org/stable/modules/classes.html#module-sklearn.covariance). I'm primarily interested in implementing the Graphical Lasso, but empirical and shrinkage covariance estimators as well.

Is it possible to use `LInfDist` with `HierarchicalCluster` for calculate distance?

Preprocessing and transformation with Data frames are heavily used for ml model training in scikitlearn. The two most popular DataFrame libraries (Polars, DataFusion) written in rust are based on apache...

According to the benchmark results from [this comment](https://github.com/rust-ml/linfa/issues/228#issuecomment-1312491685), `linfa-linear` is faster with BLAS than without. The OLS algorithm isn't too different with 5 features and is only slightly slower with...

enhancement
help wanted

According to benchmark results from [this comment](https://github.com/rust-ml/linfa/issues/228#issuecomment-1312491685), `linfa-pls` is slightly slower without BLAS. Specifically, the `Regression-Nipals` benchmarks are slightly slower when the sample size is 100000, and the `Regression-Svd` and...

enhancement
help wanted