@@ -92,9 +92,9 @@ Step *a)* may be performed in two ways: either by computing the whole SVD of
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values, or by directly computing the singular vectors using the power method (cf section 11.3 in [1 ]_),
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which corresponds to the `'nipals' ` option of the `algorithm ` parameter.
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-
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- Transforming data
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- ^^^^^^^^^^^^^^^^^
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+ | details-start |
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+ ** Transforming data **
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+ | details-split |
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To transform :math: `X` into :math: `\bar {X}`, we need to find a projection
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matrix :math: `P` such that :math: `\bar {X} = XP`. We know that for the
@@ -106,9 +106,11 @@ training data, :math:`\Xi = XP`, and :math:`X = \Xi \Gamma^T`. Setting
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Similarly, :math: `
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Y` can be transformed using the rotation matrix
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:math: `V(\Delta ^T V)^{-1 }`, accessed via the `y_rotations_ ` attribute.
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+ |details-end |
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- Predicting the targets Y
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- ^^^^^^^^^^^^^^^^^^^^^^^^
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+ |details-start |
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+ **Predicting the targets Y **
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+ |details-split |
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To predict the targets of some data :math: `X`, we are looking for a
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coefficient matrix :math: `\beta \in R^{d \times t}` such that :math: `Y =
@@ -125,6 +127,8 @@ P \Delta^T`, and as a result the coefficient matrix :math:`\beta = \alpha P
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:math: `\beta ` can be accessed through the `coef_ ` attribute.
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+ |details-end |
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+
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PLSSVD
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------
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@@ -180,14 +184,17 @@ Since :class:`CCA` involves the inversion of :math:`X_k^TX_k` and
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:math: `Y_k^TY_k`, this estimator can be unstable if the number of features or
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targets is greater than the number of samples.
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-
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- .. topic :: Reference:
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+ |details-start |
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+ **Reference **
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+ |details-split |
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.. [1 ] `A survey of Partial Least Squares (PLS) methods, with emphasis on
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the two-block case
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<https://stat.uw.edu/sites/default/files/files/reports/2000/tr371.pdf> `_
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JA Wegelin
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+ |details-end |
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+
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.. topic :: Examples:
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* :ref: `sphx_glr_auto_examples_cross_decomposition_plot_compare_cross_decomposition.py `
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