supervised-pca

The code for Principal Component Analysis (PCA), dual PCA, Kernel PCA, Supervised PCA (SPCA), dual SPCA, and Kernel SPCA

The code for Roweis Discriminant Analysis (RDA) and Kernel RDA methods

Latent asset-pricing factor models in Python: PCA, RP-PCA, SPCA, IPCA and XS/TS/XS-TS target PCA in one fast, tested framework, with Giglio-Xiu risk-premium inference, cross-validation, a parallel experiment engine and a CLI. Validated against the authors' original code.

The code for Roweisposes method for 3D action recognition