Merge pull request #4 from sylvchev/example_with_init

New example with initialization

Author: sylvchev

example.py

@@ -2,6 +2,7 @@
 import numpy as np
 from pymanopt.optimizers.line_search import AdaptiveLineSearcher
 from pyriemann.datasets import make_matrices
+from pyriemann.utils.mean import mean_covariance
 
 from riemannianpca import compute_supervised_rpca
 
@@ -14,6 +15,7 @@
     "max_iterations": 30,
     "max_time": float("inf"),
 }
+starting_point = mean_covariance(C, metric="riemann")
 
 
 U, logs = compute_supervised_rpca(
@@ -24,7 +26,7 @@
     solver="steepest",
     solv_args=solv_args,
     return_log=True,
-    init=None,
+    init=starting_point,
     k=3,
 )