WIP ENH Added auto option to FastICA.whiten_solver
#23616
+157
−29
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…into whiten_auto
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
glemaitre
approved these changes
Jun 29, 2022
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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 |
Very good point, done! |
auto option to FastICA.whiten_solverauto option to FastICA.whiten_solver
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Changing to WIP until a better heuristic is found (or at least a better justification) |
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Reference Issues/PRs
Follow-up to #22527
What does this implement/fix? Explain your changes.
Added
autooption toFastICA.whiten_solveralong w/ tests, beginning deprecation to adoptautoas default value forwhiten_solver.Any other comments?
For justification of
>50xheuristic in choosing solver, please see this gist which contains the generating benchmark script as well as a copy of my results.