Add decomposition methods OnlineSVD, OnlinePCA, OnlineDMD/wC + Hankelizer - #1509

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MarekWadinger wants to merge 101 commits into

online-ml:mainfrom

MarekWadinger:main

Commits on Feb 13, 2024

Initial commit
MarekWadinger
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42e77e0
ADD: Class DMM, OnlineDMD, with Control, Weighting and Windowing
MarekWadinger
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ec86781

Commits on Feb 15, 2024

UPDATE: make r optional + REFACTOR: DMDC -> DMDwC
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c922746
UPDATE: align inputs with river.MiniBatchRegressor
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ddac257
UPDATE: align notation of DMDMD and ODMD
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37fa925

Commits on Feb 20, 2024

Commits on Feb 21, 2024

UPDATE: remove cvxpy dep of DMD
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95d87bf

Commits on Feb 22, 2024

ADD: input Y for compatibility + FIX: known B handling
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a522752
ADD: r to control truncation of eig + REFACTOR: rename eigs_modes -> eig + FIX: exponential w in learn many + MINOR: robustness
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4d25fe4
REFACTOR: train_size -> ref_size; _drift_detected -> drift_detected + ADD: score attribute
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057e006
ADD: hankel function
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FORMAT: ruff
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ADD: automations and dev tools
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ae2f0b6
FIX: Py3.9 compatibility
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9d7d460
UPDATE: actions versions
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UPDATE: actions versions
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ADD: OnlineDMD tests
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UPDATE: badge handling
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4fcaaff

Commits on Feb 23, 2024

Commits on Feb 26, 2024

ADD: tranform_one and transform_many options
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d669ec3
FIX: inputs compatibility issues
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68676b4

Commits on Feb 27, 2024

UPDATE: standardize inputs shape (m, n) -> (n, m)
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428a337

Commits on Feb 29, 2024

Commits on Mar 1, 2024

FIX: update + revert implementation discrepancy
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0afb16e

Commits on Mar 5, 2024

ADD: Online PCA based on Eftekhari, et al. 2019
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a30cae2

Commits on Mar 6, 2024

ADD: Hankelizer as river.Transformer
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485282e
FIX: feature_names_in_: set -> list
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942b654
FIX: stateful -> stateless transform_one
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2f9b869
FIX: b > n_components case + ADD: doctest
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249e740
UPDATE: enable unsupervised transformation with OnlineDMD
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7a454e1
ADD: tests + FIX: minor shape errors here and there
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FORMAT: align with river
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Merge pull request #2 from MarekWadinger/dev
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d876fa1
REMOVE: unvanted files in merged
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dff2a94
REMFACTOR: align structure
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671a7a1
Merge remote-tracking branch 'source/river-merge'
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56379d1
REFACTOR: first part of mypy and ruff refactoring
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Merge branch 'online-ml:main' into main
MarekWadinger
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feb5d5e
PATCH: type override OnlineDMDwC -> OnlineDMD
MarekWadinger
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12ff844
UPDATE: release notes on decomposition and preprocessing
MarekWadinger
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742799e

Commits on Mar 10, 2024

UPDATE: DMD truncation + ADD: module's init; SVD sorting
MarekWadinger
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19456d3

Commits on Mar 21, 2024

Commits on Mar 22, 2024

FIX: minor issues with different attr. combinations + UPDATE: modes of OnlineDMDwC + TEST: OnlineDMDwC
MarekWadinger
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6e5dd3b

Commits on Mar 24, 2024

ADD: OnlineSVD Zhang implementation for efficient reorthogonalization
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FIX: eigvals sorting
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f84ed46
UPDATE: use **params for learning in pipeline
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d67ffbd

Commits on Apr 5, 2024

ADD: OnlineSVD revert using Zhang
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18d76c2
FIX: mainly mypy alignment
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fa1ebcc

Commits on Apr 11, 2024

Commits on Apr 22, 2024

FIX: minor issues for specific scenarios
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1d68d28

Commits on Apr 29, 2024

UPDATE: more control by user + FIX: minor issues
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08472bb
FIX: hiden problem with revert method
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cbac2c5

Commits on May 7, 2024

FIX: problems occuring on rare occasions
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6a9204d

Commits on May 9, 2024

UPDATE: major changes in revert and new nomenclature in OnlineSVDZhang
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1e7f804

Commits on May 10, 2024

DATE: major changes in revert and new nomenclature in OnlineSVDZhang
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Merge branch 'main' of github.com:MarekWadinger/river
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MINOR: changes hard to categorize
MarekWadinger
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e7870bf

Commits on May 15, 2024

MINOR: fixtures and refactoring
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4dfd138

Commits on May 29, 2024

FIX: revert logic when y=None
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f88ba4c
UPDATE: enable np.array for benchmarking
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caaa432

Commits on Jun 4, 2024

UPDATE: drop warnings in initialization
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ADD: benchmark decomposition methods np vs pd inputs
MarekWadinger
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f5352c6

Commits on Aug 9, 2024

Merge branch 'main' of github.com:online-ml/river into online-ml-main
MarekWadinger
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018a614
Merge branch 'online-ml-main'
MarekWadinger
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52e6ad4

Commits on Jul 3, 2025

Merge branch 'online-ml:main' into main
MarekWadinger
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5a5014e

Commits on Dec 29, 2025

Merge branch 'main' into main
kulbachcedric
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cf06ad3

Commits on Mar 10, 2026

Commits on Jun 11, 2026