A weighted view on the partial least-squares algorithm (Q1977038)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1443873
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A weighted view on the partial least-squares algorithm |
scientific article; zbMATH DE number 1443873 |
Statements
A weighted view on the partial least-squares algorithm (English)
0 references
22 January 2001
0 references
This paper provides deep insight into the Partial Least Squares (PLS) Algorithm and gives a new, non-iterative formulation of the PLS algorithm. The relation between the PLS, the Krilov controllability matrix and the weighted least squares are studied in detail. Both the univariate and the multivariate cases are considered. A new PLS algorithm for multivariate data is proposed.
0 references
partial least squares
0 references
regression
0 references
regularization
0 references
controllability matrix
0 references
prediction error
0 references
0.8416584730148315
0 references
0.826126754283905
0 references
0.8121523857116699
0 references
0.8048856258392334
0 references
