ppca_ICML2019

Code accompanying the ICML 2019 paper

Ipsen, Niels Bruun, and Hansen, Lars Kai.
Phase transition in PCA with missing data: Reduced signal-to-noise ratio, not sample size!.
arXiv preprint arXiv:1905.00709 (2019).

In task01.py learning curves on artificial data are generated, while task02.py works on the Olivetti Faces dataset