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whether to make the inputs mean free, by default True
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save_params : bool, optional
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Save parameters of estimator, by default False
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algorithm : str, optional
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Algorithm to use, by default 'least_squares'. Options are 'least_squares' and 'reduced_rank'. Both algorithms are described in [1]_.
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Returns
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-------
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torch.Tensor
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Eigenvalues
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torch.Tensor,torch.Tensor
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eigenvalues,eigenvectors
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References
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----------
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.. [1] V. Kostic, P. Novelli, A. Maurer, C. Ciliberto, L. Rosasco, and M. Pontil, "Learning Dynamical Systems via Koopman Operator Regression in Reproducing Kernel Hilbert Spaces" (2022).
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