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random initial values for rotation matrix in GPA rotations

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难度
3/5
预计耗时
1-2 天
新手友好度
45/100
Issue 类型
功能
描述清晰度
描述清楚
活跃度
停滞
技术栈
numpy, python
领域
data

调研方向

从 factor_analyzer/rotator.py 中的 Rotator._oblique、Rotator._orthogonal 和 Rotator._varimax 开始,然后检查其他旋转方法是否使用相同的初始化方式。验证当前的单位矩阵行为,定义 random_state 如何控制正交初始化,并确认默认值保持不变。

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描述

Hi all. First, thanks so much to the devs of factor_analyzer. It's a fantastic and much needed package!

Is your feature request related to a problem? Please describe.

As has been pointed out, the GPA rotation methods often converge to local minima (Browne, 2001; Bernaards & Jennrich, 2005; Nguyen & Waller, 2022). As such, it's been recommended researchers initialize the GPA from many starting values when searching for a global minimum. I'm wondering if the Rotator class could be amended in order to allow initializing the GPA from different starting values.

Describe the solution you'd like

One simple solution would be for the Rotator class to accept a new argument, random_state, which defaults to None. When random_state = None, the rotation matrix is initialized with np.eye(n_cols) as is currently implemented (L326, L416, L493). When a user specifies a seed, however, the rotation matrix is initialized as a random orthogonal matrix from scipy.stats.ortho_group. That is,:

# initialize the rotation matrix
_, n_cols = loadings.shape
if self.random_state == None:
    rotation_matrix = np.eye(n_cols)
else:
    rotation_matrix = sp.stats.ortho_group(dim=n_cols, seed=self.random_state).rvs()

A solution like the above could be added to the Rotator._oblique, Rotator._orthogonal, Rotator._varimax methods (and any others that I missed).

Apologies in advance if the above is already possible and I've simply missed how. If the above sounds like it may be useful, I'd be happy to attempt a PR.

All the best,
Sam (@szorowi1)

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Python
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2
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30 天内没有已合并 PR

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