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CCA Canonical Correlation Analysis. CCA inherits from PLS with
mode="B" and deflation_mode="canonical".
This node has been automatically generated by wrapping the ``scikits.learn.pls.CCA`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
**Parameters**
X: array-like of predictors, shape (n_samples, p)
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
Y: array-like of response, shape (n_samples, q)
Training vectors, where n_samples in the number of samples and
q is the number of response variables.
n_components: int, number of components to keep. (default 2).
scale: boolean, scale data? (default True)
algorithm: str "nipals" or "svd" the algorithm used to estimate the
weights, it will be called "n_components" time ie.: for each iteration
of the outer loop.
max_iter: an integer, the maximum number of iterations (default 500) of the
NIPALS inner loop (used only if algorithm="nipals")
tol: a not negative real, the tolerance used in the iterative algorithm
default 1e-06.
copy: boolean, should the deflation been made on a copy? Let the default
value to True unless you don't care about side effect
**Attributes**
x_weights_: array, [p, n_components]
X block weights vectors.
y_weights_: array, [q, n_components]
Y block weights vectors.
x_loadings_: array, [p, n_components]
X block loadings vectors.
y_loadings_: array, [q, n_components]
Y block loadings vectors.
x_scores_: array, [n_samples, n_components]
X scores.
y_scores_: array, [n_samples, n_components]
Y scores.
x_rotations_: array, [p, n_components]
X block to latents rotations.
y_rotations_: array, [q, n_components]
Y block to latents rotations.
**Notes**
For each component k, find the weights u, v that maximizes
max corr(Xk u, Yk v), such that |u| = |v| = 1
Note that it maximizes only the correlations between the scores.
The residual matrix of X (Xk+1) block is obtained by the deflation on the
current X score: x_score.
The residual matrix of Y (Yk+1) block is obtained by deflation on the
current Y score.
**References**
Jacob A. Wegelin. A survey of Partial Least Squares (PLS) methods, with
emphasis on the two-block case. Technical Report 371, Department of
Statistics, University of Washington, Seattle, 2000.
In french but still a reference:
Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris:
Editions Technic.
See also
PLSCanonical
PLSSVD
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CCA Canonical Correlation Analysis. CCA inherits from PLS with
mode="B" and deflation_mode="canonical".
This node has been automatically generated by wrapping the ``scikits.learn.pls.CCA`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
**Parameters**
X: array-like of predictors, shape (n_samples, p)
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
Y: array-like of response, shape (n_samples, q)
Training vectors, where n_samples in the number of samples and
q is the number of response variables.
n_components: int, number of components to keep. (default 2).
scale: boolean, scale data? (default True)
algorithm: str "nipals" or "svd" the algorithm used to estimate the
weights, it will be called "n_components" time ie.: for each iteration
of the outer loop.
max_iter: an integer, the maximum number of iterations (default 500) of the
NIPALS inner loop (used only if algorithm="nipals")
tol: a not negative real, the tolerance used in the iterative algorithm
default 1e-06.
copy: boolean, should the deflation been made on a copy? Let the default
value to True unless you don't care about side effect
**Attributes**
x_weights_: array, [p, n_components]
X block weights vectors.
y_weights_: array, [q, n_components]
Y block weights vectors.
x_loadings_: array, [p, n_components]
X block loadings vectors.
y_loadings_: array, [q, n_components]
Y block loadings vectors.
x_scores_: array, [n_samples, n_components]
X scores.
y_scores_: array, [n_samples, n_components]
Y scores.
x_rotations_: array, [p, n_components]
X block to latents rotations.
y_rotations_: array, [q, n_components]
Y block to latents rotations.
**Notes**
For each component k, find the weights u, v that maximizes
max corr(Xk u, Yk v), such that |u| = |v| = 1
Note that it maximizes only the correlations between the scores.
The residual matrix of X (Xk+1) block is obtained by the deflation on the
current X score: x_score.
The residual matrix of Y (Yk+1) block is obtained by deflation on the
current Y score.
**References**
Jacob A. Wegelin. A survey of Partial Least Squares (PLS) methods, with
emphasis on the two-block case. Technical Report 371, Department of
Statistics, University of Washington, Seattle, 2000.
In french but still a reference:
Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris:
Editions Technic.
See also
PLSCanonical
PLSSVD
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Apply the dimension reduction learned on the train data.
Parameters
----------
X: array-like of predictors, shape (n_samples, p)
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
This node has been automatically generated by wrapping the ``scikits.learn.pls.CCA`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
Y: array-like of response, shape (n_samples, q), optional
Training vectors, where n_samples in the number of samples and
q is the number of response variables.
copy: X and Y have to be normalize, do it on a copy or in place
with side effect!
Returns
x_scores if Y is not given, (x_scores, y_scores) otherwise.
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