Towards #2522 - RandomizedPcaTrainer documentation #3402
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## master #3402 +/- ##
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+ Coverage 72.69% 72.74% +0.05%
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+ Hits 105536 105635 +99
+ Misses 35220 35151 -69
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…mn types .md files
shmoradims
reviewed
Apr 18, 2019
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| | Output Column Name | Column Type | Description| | ||
| | -- | -- | -- | | ||
| | `Score` | <xref:System.Single> | The score that was calculated by the anomaly detection model.| |
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[](start = 38, length = 1)
if the range is (-inf,+inf) we call them 'unbounded score' to be clear that it's not normalized or anything like that. #Resolved
wschin
reviewed
Apr 18, 2019
| /// ### Training Algorithm Details | ||
| /// This trainer trains an approximate PCA using a randomized method for computing the singular value decomposition (SVD) of | ||
| /// the matrix whose rows are the input vectors. | ||
| /// The method is described [here](https://web.stanford.edu/group/mmds/slides2010/Martinsson.pdf). |
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My wish is that user can see the scoring rule in this document.
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I added it, but are you sure this is needed? isn't it too much math?
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Duplicate of #3429. Closing for now. |
ghost
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Adding documentation for Randomized PCA, as specified in #2252.