[SciPy-Dev] scikit-procrustes

[Ralf Gommers]

On Wed, Aug 30, 2017 at 2:21 AM, Melissa Weber Mendonça <
profamelissa at gmail.com> wrote:

> In general, in unbalanced problems you are looking for a solution with
> more rows than columns (i.e. more data than variables, in the statistical
> sense). So the problem does not have a closed form solution, but needs to
> be solved via iterative methods. The balanced case is solved by performing
> one SVD, and the unbalanced problem needs roughly one SVD per iteration,
> and in ill conditioned problems this might mean a large number of SVD's.
>
> Together with a colleague we have studied a new method for this (cited in
> the docs), and I had to test it against other previously developed methods,
> so I had to implement the scikit for my research purposes. From what I
> gather, in Psychometrics it might be useful to use the unbalanced problem
> if you are looking to find redundancies in the variables, for example.
>
> - Melissa
>
> Em ter, 29 de ago de 2017 às 11:02, Scott Sievert <sievert.scott at gmail.com>
> escreveu:
>
>> How is the unbalanced problem different, and what applications does it
>> have? I've used the Procrustes transform for some low dimensional embedding
>> problems, and I'm curious to hear.
>>
>> Scott
>>
>> On Aug 29, 2017, 8:33 AM -0500, Melissa Weber Mendonça <
>> profamelissa at gmail.com>, wrote:
>>
>> Hello everybody,
>>
>> My name is Melissa, I'm a professor and researcher at the Federal
>> University of Santa Catarina, in Brazil. I'm an applied mathematician
>> working with Numerical Optimization and I've been working for some time
>> with Procrustes Problems. So I realized there was no implementation of
>> methods to solve the unbalanced Procrustes problem in python, and I decided
>> to build a scikit. Here it is:
>>
>>
>>    - https://github.com/melissawm/skprocrustes
>>
>>
>> http://scikits.scipy.org/scikit-procrustes
>>
>> All are welcome to criticize and to send pull requests if you feel you
>> have something to contribute, I'd appreciate it. I hope this is useful for
>> someone.
>>
>>
Hi Melissa, welcome! For those of us not very familiar with Procrustes
Problems, it may be good to point out the differences between
scipy.linalg.orthogonal_procrustes, scipy.spatial.procrustes and your
scikit. And perhaps it makes sense to cross-link to/from your scikit in the
docstrings of those scipy functions?

Cheers,
Ralf


>> Cheers!
>>
>> Melissa
>>
>> p.s. I'm not an expert in packaging and so it's highly possible that my
>> code is not optimal, if you have any suggestions I'd appreciate as I'm
>> trying to get better at this :)
>>
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