[SciPy-Dev] Partial Least Squares Regression (PLSR) implementation

Aman Thakral aman.thakral@gmail....
Tue Oct 26 10:54:01 CDT 2010


I was browsing the scikits repo (http://projects.scipy.org/scikits/browser)
but didn't see the statsmodel in /trunk.  Just let me know how/when I should
pass along the code.

Aman

On Tue, Oct 26, 2010 at 10:21 AM, <josef.pktd@gmail.com> wrote:

> On Tue, Oct 26, 2010 at 1:23 AM, Gael Varoquaux
> <gael.varoquaux@normalesup.org> wrote:
> > On Mon, Oct 25, 2010 at 10:24:48PM -0400, josef.pktd@gmail.com wrote:
> >> Putting it in a public code repository for whatever is your favorite
> >> version control system would be a good first step to share the code. A
> >> pypi package or a scikits would be good depending on your plans for
> >> it.
> >
> > It mights be good to have it in statsmodel, which is the reference scikit
> > for statistical model :)
>
> That was my first thought, and I would like to get this for statsmodels.
> However, I'm not sure there is an easy way to integrate this right
> now, and Skipper is busy with time series analysis and work, and I
> have still a big backlog of things to get out of the sandbox.
>
> It would be an extension, both to the support for control charts and
> to regression with dimension reduction.
> I looked a bit at the control chart literature when I was working on
> structural break tests (e.g cusum test), and other stats packages have
> support for this that we could or should also provide.
> For regression with dimension reduction, we only have a principal
> component regression example in the sandbox, but we haven't discussed
> yet how it will fit in.
>
> One option would be to add it to statsmodels.miscmodels which is for
> models that look good (tested for standard usage cases), but don't
> necessarily fit in yet with the rest.
>
> If Aman sees a way to fit it into statsmodels, then I would be happy
> to see something like this included, but otherwise I would prefer to
> postpone this until we have cleaned up the current code sufficiently
> for a new release.
>
> Josef
>
> >
> > Gaël
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> >
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-- 
Aman Thakral
B.Eng & Biosci, M.Eng Design
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