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Implementation:Scikit learn Scikit learn IncrementalPCA

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Knowledge Sources
Domains Dimensionality Reduction, Online Learning
Last Updated 2026-02-08 15:00 GMT

Overview

Concrete tool for memory-efficient incremental principal components analysis provided by scikit-learn.

Description

IncrementalPCA performs linear dimensionality reduction using Singular Value Decomposition of the data in mini-batches, keeping only the most significant singular vectors. Unlike standard PCA, it has constant memory complexity on the order of batch_size times n_features, enabling use with np.memmap files and sparse input without loading the entire dataset into memory. The data is centered but not scaled before applying the SVD.

Usage

Use IncrementalPCA when your dataset is too large to fit in memory for standard PCA, or when data arrives in a streaming fashion. It is particularly well suited for out-of-core PCA on large datasets, processing data from memmap files, and scenarios requiring partial_fit for online learning.

Code Reference

Source Location

Signature

class IncrementalPCA(_BasePCA):
    def __init__(
        self,
        n_components=None,
        *,
        whiten=False,
        copy=True,
        batch_size=None,
    ):

Import

from sklearn.decomposition import IncrementalPCA

I/O Contract

Inputs

Name Type Required Description
n_components int No Number of components to keep. Defaults to min(n_samples, n_features) if None.
whiten bool No When True, component vectors are scaled to ensure uncorrelated outputs with unit variance (default=False).
copy bool No If False, X will be overwritten (default=True).
batch_size int No Number of samples per batch. Defaults to 5 * n_features if None.

Outputs

Name Type Description
components_ ndarray of shape (n_components, n_features) Principal axes in feature space (directions of maximum variance).
explained_variance_ ndarray of shape (n_components,) Variance explained by each selected component.
explained_variance_ratio_ ndarray of shape (n_components,) Proportion of variance explained by each selected component.
singular_values_ ndarray of shape (n_components,) Singular values corresponding to each selected component.
mean_ ndarray of shape (n_features,) Per-feature empirical mean, estimated from the training set.
n_samples_seen_ int Total number of samples processed by the estimator.

Usage Examples

Basic Usage

import numpy as np
from sklearn.decomposition import IncrementalPCA

X = np.random.rand(1000, 50)
ipca = IncrementalPCA(n_components=10, batch_size=200)
X_transformed = ipca.fit_transform(X)
print(X_transformed.shape)  # (1000, 10)

# Alternatively, use partial_fit for streaming data
ipca2 = IncrementalPCA(n_components=10)
for batch in np.array_split(X, 5):
    ipca2.partial_fit(batch)
X_transformed2 = ipca2.transform(X)
print(X_transformed2.shape)  # (1000, 10)

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