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Oja and implicit Krasulina approaches to batched approximate top-k PCA estimation.

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ZacharyVarley/ApproxPCATorch

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ApproxPCATorch

Oja and implicit Krasulina approaches to batched approximate top-k PCA estimation. See mnist_test.py for usage. Batch size, dimension, and k all heavily influence which method might be the best fit for a given application.

PCA components for SVD and four approximations