dotnet / dotnet/machinelearning

Provide access to eigenvalues used for PCA transformation

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area-Trainers area-Transforms enhancement Priority:2
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Description

In PcaTransformer.cs, class TransformInfo has an eigenvectors field. I assume it stores the eigenvectors retrieved from the SVD decomposition. Can we have access to the eigenvalues that the SVD provided.

I think it might be useful to store and provide the eigenvalues used during the PCA. Is this possible?
i.e I see in Accord you can do something like pca.Eigenvalues.
http://accord-framework.net/docs/html/T_Accord_Statistics_Analysis_PrincipalComponentAnalysis.htm

Thank you!

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