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Implement function to estimate loadings in held-out samples #4

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pcarbo opened this issue May 11, 2020 · 0 comments
Open

Implement function to estimate loadings in held-out samples #4

pcarbo opened this issue May 11, 2020 · 0 comments
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enhancement New feature or request

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@pcarbo
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pcarbo commented May 11, 2020

Fix F, estimate L for the held-out samples, then evaluate the log likelihood of the held-out samples.

In sklearn, the API is fit(X) to estimate L and F, and transform(X) to estimate L for some new X (fixing F). I'd probably not call it predict, since I would expect such a function to return the estimate of Lambda = LF'.
@pcarbo pcarbo added the enhancement New feature or request label May 11, 2020
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