packages needed: numpy, matplotlib, pandas, scikit-learn Datasets: pullover - https://github.com/QuantLet/MVA/tree/master/QID-1617-MVAregpull bank2 - https://github.com/QuantLet/MVA/tree/master/QID-945-MVApcabank Decalthlon - https://data.library.virginia.edu/getting-started-with-factor-analysis/ Prostate cancer - https://web.stanford.edu/~hastie/ElemStatLearn/
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