ICSpyLab: A Python package for invariant coordinate selection (opens in new tab)

Invariant coordinate selection (ICS) is a dimensionality reduction technique based on the joint diagonalization of two scatter matrices. While principal component analysis relies solely on variance, ICS seeks directions of maximal or minimal generalized kurtosis, making it a powerful alternative for clustering and anomaly detection. Despite its theoretical and practical relevance, no dedicated Python implementation of ICS is currently available,...