GitHub - corbyrosset/Stochastic-and-Incremental-PCA: stochastic subspace learning library, e.g. stochastic and sparse approaches to PCA

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stochastic subspace learning library, e.g. stochastic and sparse approaches to PCA

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Name		Name	Last commit message	Last commit date
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data		data
finalReport		finalReport
logs		logs
presentation		presentation
progressReport		progressReport
proposal		proposal
src		src
.dropbox		.dropbox
README		README

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This library contains nearly all the state of the art methods for stochastic and incremental PCA algorithms (as well as an off-the-shelf sparse PCA algorithm for comparison). Run the algorithms you deem fit by commenting out lines 75 to 110 in RUNME.m script in the src/ directory. See the finalReport/ for a paper written about the algorithms and their results. Figures can also be found in the finalProject/ directory.

Corbin Rosset and Edmund Duhaime