mcmodels.models.homogeneous.svd_subset_selection

mcmodels.models.homogeneous.svd_subset_selection(X, n)[source]

svd subset selection to return n cols that are less linearly dependent.

Parameters:
X : array, shape (n_samples, n_features)

Array whose columns we wish to subset.

n : int

The number of columns to return.

Returns:
C : array, shape (n_samples, n)

Array containing the n ~least dependent columns of X.