Skip to content

Sparse scree plot from Sparse PCA #36

@hamster-on-wheels

Description

@hamster-on-wheels

For each combination of n_components and alpha, I run the following for 6 times.
After that I plot eigen_values as a scree plot.

B, A, eigen_values, obj = ristretto.pca.compute_rspca(
    X, n_components=n_components, n_subspace=3, alpha=alpha, robust=robust)

For a small alpha and robust=True, the scree plot looks normal.
The horizontal axis is the component index, the vertical axis is the median eigenvalue over the 6 runs.
The color of the line corresponds to n_components.

crop_0 000010_true

However, for robust=False or higher values of alpha, I get a different kind of scree plot:

crop_0 000010_false

While nearly all of the plots shows the 3rd and higher components all have an eigenvalue close to 0, I don't quite believe the system only has 2 components.

Why do I get the 2nd kind of scree plot?

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions