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Module pcr

qualia_core_db::solvers::learning::regression

Module pcr 

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Principal Components Regression (ISL ch 6.3.1) — regress the response on the first m principal components of the predictors. Reuses dimensionality::pca for the projection and regression::linear for the OLS (no duplicated math): it is literally PCA followed by least squares on the component scores, which tames collinearity by discarding low-variance directions.

Structs§

PcrModel
A fitted PCR model: the PCA projection plus an OLS fit on the component scores.