Addressing LFDA sign indeterminacy #326
Merged
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Resolves #211
I've looked for this issue and was able to replicate the random behavior when calculating the eigenvectors. Effectively it may happen that some eigenvectors might be signed-flipped, if you execute the code at different times.
None of the scipy functions we use to calculate the eigenvectors in LFDA supports something like a 'random_state': scipy.linalg.eigh, scipy.linalg.eig and scipy.sparse.linalg.eigsh
There are two alternatives:
Number 1 decreases performance a bit, and number 2 seems more reasonable. Consider the message I made a draft.