Add n_components option to BayesianPCA #1
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Summary
This PR adds an
n_componentsoption to theBayesianPCAclass, allowing users to directly specify the latent dimensionality instead of being forced to use d-1.Changes
BayesianPCA.__init__now acceptsn_components(default: None).n_componentsis not provided, it falls back to the original behavior (q = d - 1).eff_dimis empty (use all components).Motivation
Currently,
BayesianPCAalways usesd-1latent dimensions, which is impractical for high-dimensional datasets.This update improves usability by letting researchers control the number of latent dimensions (e.g., 10, 20, …), similar to scikit-learn's PCA API.
Validation
Checklist
d-1) and user-specified latent dimensions