I am trying to find the most efficient PCA/PLS algorithm with Python/R/ or others. I found the useful function Pipeline in python, which calculates score vectors for large size data very quickly. However, I was not able to find where I am supposed to find the loading vectors. Is there a way? and if you know any more efficient algorithm, please let me know.
I believe sklearn's PCA could be useful.
Reference: http://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html
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