PCA currently offers an svd_solver parameter allowing users to get faster partial decomposition using two methods: 'arpack' and 'randomized' svd.

KernelPCA offers an eigen_solver parameter allowing users to get faster partial decomposition using 'arpack', but 'randomized' svd is not supported. Would it seem reasonable to add it in the list of possible solvers ?

(Thanks grilling for the suggestion and support for implementation !)