gemmr.model_selection.n_components_to_explain_variance¶
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gemmr.model_selection.
n_components_to_explain_variance
(covariance_matrix, variance_threshold=0.9)¶ Given a covariance matrix, find the number of components necessary to explain at least variance_threshold variance.
Parameters: - covariance_matrix (np.ndarray (n_features, n_features)) – a covariance matrix, needs to be symmetric and positive definite
- variance_threshold (float between 0 and 1) – amount of variance to be explained by the determined number of components
Returns: n_components – number of components required to explain variance_threshold of variance
Return type: int