[Numpy-discussion] Partial least squares

Gael Varoquaux gael.varoquaux@normalesup....
Thu Mar 24 15:03:38 CDT 2011


On Thu, Mar 24, 2011 at 12:06:56PM -0700, Nadav Horesh wrote:
>    I am looking for a partial least sqaures code refactoring for two (X,Y)
>    matrices. I found the following, but they not not work for me:

We have had a PLS code contributed in the scikits learn very recently:
http://scikit-learn.sourceforge.net/dev/modules/pls.html (note that these
are the docs for the unreleased development version). You will need to
check out and install the development version:
http://scikit-learn.sourceforge.net/dev/developers/index.html#retrieving-the-latest-code

The docs are very light (bad, bad developers :$ ), and as I am not myself
a user of PLS I have a hard time judging the quality of the
implementation and its usability, but hopefully it should do what you are
looking for.

An example can be found on
http://scikit-learn.sourceforge.net/dev/auto_examples/plot_pls.html

HTH,

Gaël


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