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ICSpyLab: A Python package for invariant coordinate selec...
[Submitted on 23 Jun 2026] · 2026-06-24 · via stat updates on arXiv.org

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Abstract: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, limiting its integration into modern machine-learning workflows. We introduce ICSpyLab, the first Python package implementing ICS. It provides a broad collection of scatter matrices, multiple algorithms for computing invariant components, and several component-selection criteria. Designed for both practitioners and researchers, ICSpyLab follows a standard estimator interface, facilitating its use within machine-learning pipelines while remaining flexible for methodological extensions. The documentation includes detailed explanations and reproducible examples. ICSpyLab is released under the MIT license and is openly available at: this https URL.

Submission history

From: Colombe Becquart [view email]
[v1] Tue, 23 Jun 2026 12:54:01 UTC (469 KB)