8000 Collapsing PCA and RandomizedPCA · Issue #5243 · scikit-learn/scikit-learn · GitHub
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Collapsing PCA and RandomizedPCA #5243
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@giorgiop

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@giorgiop

Following discussions in #5141 we may want to collapse RandomizedPCA as an alternative solver into PCA with a svd_solver='auto' that would use randomized_svd whenever n_components + n_oversamples < 0.8 * min(n_samples, n_features).

This reflects the implementation of fbpca. People may not know that RandomizedPCA exists or when it makes sense to use it.

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