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WiggleCenters
This algorithm is based on a heuristic that you should put more centers in a region where there is more variation in the residual. For each data point, a set of neighbors is identified as the data points within a distance of sqrt(nf) divided by the maximum number of centers, where nf is the number of factors. The average residuals within the set of neighbors is computed, then the amount of wiggle of the residual in the region of that data point is defined to be the sum of the squares of the differences between the residual at each neighbor and the average residuals of the neighbors. The data point with the most wiggle is selected to be the next center.
Fit Parameters
Almost as in the Rols algorithm, except no Regularized error.
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