hamsta.preprocess.SVD#
- hamsta.preprocess.SVD(A, Q=None, LAD=None, k=None)#
SVD, with covariate and output options.
When k is set, run truncated SVD in scikit learn.Else, compute all the components with jax SVD- Parameters
- Returns
E501
- Return type
(U, S)
in SVD ofX = U * S @ Vh
, where X is A/sqrt(N) with A standardized # noqa