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PLS canonical. PLSCanonical inherits from PLS with mode="A" and deflation_mode="canonical". This node has been automatically generated by wrapping the ``scikits.learn.pls.PLSCanonical`` 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 weights u, v that optimizes: max corr(Xk u, Yk v) * var(Xk u) var(Yk u), such that |u| = |v| = 1 Note that it maximizes both the correlations between the scores and the intra-block variances. 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. This performs a canonical symetric version of the PLS regression. But slightly different than the CCA. This is mode mostly used for modeling **Examples** >>> from scikits.learn.pls import PLSCanonical, PLSRegression, CCA >>> X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]] >>> Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]] >>> plsca = PLSCanonical() >>> plsca.fit(X, Y, n_components=2) PLSCanonical(scale=True, algorithm='nipals', max_iter=500, n_components=2, tol=1e-06, copy=True) >>> X_c, Y_c = plsca.transform(X, Y) **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 CCA PLSSVD
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PLS canonical. PLSCanonical inherits from PLS with mode="A" and deflation_mode="canonical". This node has been automatically generated by wrapping the ``scikits.learn.pls.PLSCanonical`` 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 weights u, v that optimizes: max corr(Xk u, Yk v) * var(Xk u) var(Yk u), such that |u| = |v| = 1 Note that it maximizes both the correlations between the scores and the intra-block variances. 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. This performs a canonical symetric version of the PLS regression. But slightly different than the CCA. This is mode mostly used for modeling **Examples** >>> from scikits.learn.pls import PLSCanonical, PLSRegression, CCA >>> X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]] >>> Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]] >>> plsca = PLSCanonical() >>> plsca.fit(X, Y, n_components=2) PLSCanonical(scale=True, algorithm='nipals', max_iter=500, n_components=2, tol=1e-06, copy=True) >>> X_c, Y_c = plsca.transform(X, Y) **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 CCA 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.PLSCanonical`` 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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