Not able to reproduce PCA optimization using sklearn about scikit-learn-intelex HOT 3 CLOSED

Sklearn 1.1 version changed auto solver selection rules so patched solver is not used for this data shape starting from this version.
You can explicitly request patched solver by using svd_solver parameter:

decomposition.PCA(svd_solver="full") # for sklearn < 1.5
decomposition.PCA(svd_solver="covariance_eigh") # for sklearn >= 1.5

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@Alexsandruss Thanks for quick reply. Using decomposition.PCA(svd_solver="full"), it takes 20 sec. Which is slower than older version (It was using svd_solver=auto). Is it expected result or am i missing something?

from scikit-learn-intelex.

@Alexsandruss Thanks for quick reply. Using decomposition.PCA(svd_solver="full"), it takes 20 sec. Which is slower than older version (It was using svd_solver=auto). Is it expected result or am i missing something?

It is possible because PCA had significant code changes since 2023.0.1 version including backend change and accuracy bugfixes.

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