> KernelPCA also has a fit_inverse_transform parameter but the situation is
> a bit different because we need the training data, which is only available
> in fit. Here, the situation is different because we only need the unmixing
> matrix.
>
> If we want to keep inverse_transform side-effect free, we can just
> recompute the mixing matrix every time.

computing/storing the pinv is in my application negligible so maybe
we can compute it all the time in fit. A timing to confirm this?