Based on the discussion and experiments in the thread about SVM/PCA stuff it struck me that perhaps including a weights
field in the dump
output of fluid.pca~
would be useful (basically doing the maths from here). I guess it’s not required to compute the PCA after the fact, but it seems like this could be some low hanging fruit in terms of dimensionality reduction where you can just throw out original dimensions that aren’t doing much anyways (if you wanted to keep “natural” dimensions).