I continued working on PCA. This week I made test cases and visualized the PCA results. So far it seems to work well with one major caveat being that it is way too slow. Currently PCA takes ~20s on a toy dataset and over 40 minutes on an actual raw dataset. This is presumably due to memory issue as well as computational cost of performing SVD at every step. I will be working on optimizing the performance in the coming weeks.
What did I do this week?
I continued working on PCA, made test cases and visualized the results. Merged PR for documentation
Did I get stuck anywhere?
Currently, PCA takes too long (~40 minutes on a large raw data). I need to cut it down significantly somehow.
What's coming up next week?
I will be working on optimizing PCA performance