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lines changed Original file line number Diff line number Diff line change 11"""Factor Analysis.
2- A latent linear variable model, similar to probabilistic PCA
3- implemented by PCA.score
2+
3+ A latent linear variable model.
4+
5+ FactorAnalysis is similar to probabilistic PCA implemented by PCA.score
6+ While PCA assumes Gaussion noise with the same variance for each
7+ feature, the FactorAnalysis model assumes different variances for
8+ each of them.
49
510This implementation is based on David Barber's Book,
611Bayesian Reasoning and Machine Learning,
@@ -108,8 +113,9 @@ class FactorAnalysis(BaseEstimator, TransformerMixin):
108113
109114 See also
110115 --------
111- PCA: Principal component analysis that also implements a probabilistic
112- model via a score method. PCA is faster as it can be computed
116+ PCA: Principal component analysis is also a latent linear variable model
117+ which however assumes equal noise variance for each feature.
118+ This extra assumption makes PCA faster as it can be computed
113119 in closed form.
114120 FastICA: Independent component analysis, a latent variable model with
115121 non-Gaussian latent variables.
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