tsvd_transformer_mlj.jl

using MLJModelInterface, MLJBase, TSVD

MLJModelInterface.@mlj_model mutable struct TSVDTransformer <: MLJModelInterface.Unsupervised
    nvals::Int = 2
    maxiter::Int = 1000
end

struct TSVDTransformerResult
    singular_values::Vector{Float64}
    components::Matrix{Float64}
end

function MLJBase.fit(transformer::TSVDTransformer, verbosity::Int, X)
    U, s, V = tsvd(X, transformer.nvals; maxiter=transformer.maxiter)
    res = TSVDTransformerResult(s, V)
    return res, nothing, NamedTuple()
end

function MLJBase.transform(::TSVDTransformer, result, X)
    X_transformed = X * result.components

    return X_transformed
end

I wasn't sure about the workflow and I think I might have corrupted the repository you created. Would you mind recreating it?

No worries. I'll also set up a bit more of a proper skeleton to make it easier.

Great, thank you!

Done: https://github.com/JuliaAI/MLJTSVDInterface.jl .

It's still private for now.