8000 WIP ENH Added `auto` option to `FastICA.whiten_solver` by Micky774 · Pull Request #23616 · scikit-learn/scikit-learn · GitHub
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WIP ENH Added auto option to FastICA.whiten_solver #23616

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WIP ENH Added auto option to FastICA.whiten_solver #23616

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@Micky774 Micky774 commented Jun 14, 2022 •
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Reference Issues/PRs

Follow-up to #22527

What does this implement/fix? Explain your changes.

Added auto option to FastICA.whiten_solver along w/ tests, beginning deprecation to adopt auto as default value for whiten_solver.

Any other comments?

For justification of >50x heuristic in choosing solver, please see this gist which contains the generating benchmark script as well as a copy of my results.

@glemaitre glemaitre self-requested a review June 28, 2022 12:40
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glemaitre reviewed Jun 28, 2022
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LGTM

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glemaitre approved these changes Jun 29, 2022
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LGTM. Thanks @Micky774

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@glemaitre I changed the warning a bit to be more explicit about future backwards incompatibility, per a conversation @thomasjpfan and I had. Just wanted to let you know in case it affects your review :)

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May you include a link to the benchmarks you did in the opening comment in this PR? This way it is easier to find when someone is trying to see why it is set to 50x.

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Micky774 commented Jul 6, 2022

May you include a link to the benchmarks you did in the opening comment in this PR? This way it is easier to find when someone is trying to see why it is set to 50x.

Very good point, done!

@Micky774 Micky774 changed the title ENH Added auto option to FastICA.whiten_solver WIP ENH Added auto option to FastICA.whiten_solver Jul 6, 2022
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Micky774 commented Jul 6, 2022

Changing to WIP until a better heuristic is found (or at least a better justification)

@Micky774 Micky774 mentioned this pull request Sep 27, 2023
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