title: Reconstruction error on test set for NMF (aka NNMF) in scikit-learn
body: <p>I am performing topic extraction on natural language data using NMF (aka NNMF) from scikit-learn. I am trying to optimize the number of clusters (aka components). In order to do this, I need to calculate the reconstruction error. However, using scikit-learn I only see a way to calculate this metric on the training set. But I am interested in getting these metrics for the testing set. Any suggestions?</p>