EFM (version 1.3.0)

incremental_perturb_pca: Incremental Perturbation PCA

Description

Batch-updated PCA with residual-projection perturbation.

Usage

incremental_perturb_pca(batch_data, m, eta = 0.1)

Value

List with Ap, Dp, V.

Arguments

batch_data

List of matrices.

m

Components.

eta

Step size.

Examples

if (FALSE) {
set.seed(789)
N <- 50; m.true <- 2; n_batch <- 5
batches <- lapply(1:n_batch, function(i) matrix(rnorm(60 * N), 60, N))
inc <- EFM::incremental_perturb_pca(batches, m = m.true)
print(round(inc$Ap[1:5, 1:2], 3))
}