A weighted view on the partial least-squares algorithm (Q1977038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weighted view on the partial least-squares algorithm |
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A weighted view on the partial least-squares algorithm (English)
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22 January 2001
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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.
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partial least squares
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regression
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regularization
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controllability matrix
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prediction error
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