scikit-learn/scikit-learn — pull request #2404 by agramfort (2013-08-28 14:50:47+00:00)
Title: Fix probabilitic pca

there is a serious bug in ProbabilisticPCA. The estimate of the covariance is wrong.
Rather than fixing it with hacks I moved the score method to PCA and propose to
remove ProbabilisticPCA. Basically I would have need to recompute the SVD
to as PCA.fit drops the extra singular values. Also the homoscedastic=False
mode is much better addressed by the FactorAnalysis estimator.