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https://github.com/zacharyvarley/approxpcatorch

Oja and implicit Krasulina approaches to batched approximate top-k PCA estimation.
https://github.com/zacharyvarley/approxpcatorch

eigenface incremental-pca online-pca-algorithms pca pca-analysis pytorch pytorch-implementation stochastic-optimization subspace-decomposition subspace-learning

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Oja and implicit Krasulina approaches to batched approximate top-k PCA estimation.

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# ApproxPCATorch
Oja and implicit Krasulina approaches to batched approximate top-k PCA estimation. See mnist_test.py for usage. Batch size, dimension, and k all heavily influence which method might be the best fit for a given application.

![PCA components for SVD and four approximations](mnist_kpca_components.png)