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src/skmatter/preprocessing/_data.py

Lines changed: 3 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -528,7 +528,9 @@ def fit(self, Knm, Kmm, y=None, sample_weight=None):
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# but has been changed to Knm.T @ Knm @ Kmm^{-1} to avoid the memory
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# overload often caused by storing n x n matrices. This is fine
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# for the following trace, but should not be used for other operations.
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Khat_trace = np.trace(Knm_centered.T @ Knm_centered @ np.linalg.pinv(Kmm, self.rcond))
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Khat_trace = np.trace(
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Knm_centered.T @ Knm_centered @ np.linalg.pinv(Kmm, self.rcond)
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)
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self.scale_ = np.sqrt(np.trace(Khat) / Knm.shape[0])
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else:

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