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Making the trace component of SparseKernelNormalizer more memory-frie… #219

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Making the trace component of SparseKernelNormalizer more memory-frie…
rosecers Nov 17, 2023
c0c7c65
Update src/skmatter/preprocessing/_data.py
rosecers Nov 20, 2023
ca19af2
Linting
rosecers Nov 20, 2023
943849b
Merge branch 'main' into fix/memory_overload
ceriottm Jul 15, 2025
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10 changes: 8 additions & 2 deletions src/skmatter/preprocessing/_data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -495,9 +495,15 @@ def fit(self, Knm, Kmm, y=None, sample_weight=None):
if self.with_trace:
Knm_centered = Knm - self.K_fit_rows_

Khat = Knm_centered @ np.linalg.pinv(Kmm, self.rcond) @ Knm_centered.T
# The following is more correctly written as Knm @ Kmm^{-1} @ Knm.T
# but has been changed to Knm.T @ Knm @ Kmm^{-1} to avoid the memory
# overload often caused by storing n x n matrices. This is fine
# for the following trace, but should not be used for other operations.
Khat_trace = np.trace(
Knm_centered.T @ Knm_centered @ np.linalg.pinv(Kmm, self.rcond)
)

self.scale_ = np.sqrt(np.trace(Khat) / Knm.shape[0])
self.scale_ = Khat_trace / Knm.shape[0]
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Where did the square root go to?

else:
self.scale_ = 1.0

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