Incremental PCA on big data
问题 I just tried using the IncrementalPCA from sklearn.decomposition, but it threw a MemoryError just like the PCA and RandomizedPCA before. My problem is, that the matrix I am trying to load is too big to fit into RAM. Right now it is stored in an hdf5 database as dataset of shape ~(1000000, 1000), so I have 1.000.000.000 float32 values. I thought IncrementalPCA loads the data in batches, but apparently it tries to load the entire dataset, which does not help. How is this library meant to be