@@ -406,15 +406,15 @@ X = augment_X(randn(100, 80), true)
406406y = X * θ
407407X, y = map(x -> DataFrame(x, :auto), (X, y))
408408
409- linear_regressor = LinearRegressor()
410- mach = machine(linear_regressor, X, y) |> fit!
411- llsq_coef = fitted_params(mach).coefficients
412-
413- ridge_regressor = RidgeRegressor(lambda=0)
414- ridge_mach = machine(ridge_regressor, X, y) |> fit!
415- coef = fitted_params(ridge_mach).coefficients
416- difference = llsq_coef - coef
417- @info "difference between λ=0 ridge and llsq" mean(difference) std(difference)
409+ # linear_regressor = LinearRegressor() # positive semi definite error for cholesky :(
410+ # mach = machine(linear_regressor, X, y) |> fit!
411+ # llsq_coef = fitted_params(mach).coefficients
412+ #
413+ # ridge_regressor = RidgeRegressor(lambda=0)
414+ # ridge_mach = machine(ridge_regressor, X, y) |> fit!
415+ # coef = fitted_params(ridge_mach).coefficients
416+ # difference = llsq_coef - coef
417+ # @info "difference between λ=0 ridge and llsq" mean(difference) std(difference)
418418
419419
420420ridge_regressor = RidgeRegressor(lambda=1.5)
@@ -429,4 +429,13 @@ TODO: ADD REFERENCES
429429"""
430430MultitargetRidgeRegressor
431431
432+ PCA
433+ KernelPCA
434+ ICA
435+ LDA
436+ BayesianLDA
437+ SubspaceLDA
438+ BayesianSubspaceLDA
439+ FactorAnalysis
440+ PPCA
432441end
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