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Partial Least Squares regression (ISL ch 6.3.2) — PLS1 (univariate response) by
the NIPALS algorithm. Unlike PCR (which picks directions of high predictor
variance), PLS picks directions of high covariance with the response. The small
component-space solve reuses linear_algebra::qr (no new solver). Kernel-class
DenseLinear.
Structs§
- PlsModel
- A fitted PLS model collapsed to predictor-space coefficients + intercept.
Functions§
- fit
- Fit PLS1 with
n_components(clamped top). Fails closed on shape mismatch /n < 2/ a degenerate (zero-covariance) extraction.