A weighted view on the partial least-squares algorithm
type: Item
instance of: scholarly article
title: A weighted view on the partial least-squares algorithm
zbMATH Open document ID: 0953.93078
DOI: 10.1016/S0005-1098(99)00210-1
author: David Di Ruscio
published in: Automatica
publication date: 2001-01-22T00:00:00Z
review text: This paper provides deep insight into the Partial Least Squares (PLS) Algorithm and gives a new, non-iterative formulation of the PLS algorithm. The relation between the PLS, the Krilov controllability matrix and the weighted least squares are studied in detail. Both the univariate and the multivariate cases are considered. A new PLS algorithm for multivariate data is proposed.
Mathematics Subject Classification ID: 93E24
Mathematics Subject Classification ID: 93B40
zbMATH DE Number: 1443873
zbMATH Keywords: partial least squares
zbMATH Keywords: regression
zbMATH Keywords: regularization
zbMATH Keywords: controllability matrix
zbMATH Keywords: prediction error
reviewed by: Georgi N. Boshnakov
describes a project that uses: Regularization tools
describes a project that uses: VanHuffel
MaRDI profile type: Publication
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Wikidata QID: Q127472401
full work available at URL: s0005-1098(99)00210-1
OpenAlex ID: W1992689270
description: scientific article; zbMATH DE number 1443873