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Rank submodule

Open CCampJr opened this issue 5 years ago • 0 comments

Submodule to estimate rank of the data.

Methods to incorporate (so far):

  • SVD/PCA + various metrics (I do a lot of these)
  • HySime
  • SIMPLISMA (@ClarkAH)
  • IND and RSD (@sshojiro )

Implementation considerations

  • Out-of-core analysis
  • Python vs Cython for some
  • ?

Note that rank approximation is not a trivial task. It's super-easy to get an estimate and seemingly easier to be incorrect. Kind of the reason I didn't incorporate this feature into the 0.3.0 release.

My plan is to create a super class RankEst that all subclasses will inherit. This class will likely incorporate some metrics to describe confidence or error -- not sure.

Questions and comment welcome!

CCampJr avatar Apr 23 '19 13:04 CCampJr