Python偏最小二乘回归(PLSR)测试

scikit learn机器学习包中包含了偏最小二乘回归，所以可以调用对应的函数来实现

class sklearn.cross_decomposition.PLSRegression(n_components=2, scale=True, max_iter=500, tol=1e-06, copy=True)

参数信息：

Parameters:

n_components : int, (default 2) Number of components to keep.(要保留的主成分数量,默认为2) scale : boolean, (default True) whether to scale the data (是否归一化数据，默认为是) max_iter : an integer, (default 500) the maximum number of iterations of the NIPALS inner loop (used only if algorithm=”nipals”) （使用NIPALS时的最大迭代次数） tol : non-negative real Tolerance used in the iterative algorithm default 1e-06. （迭代截止条件） copy : boolean, default True Whether the deflation should be done 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. coef_: array, [p, q] : The coefficients of the linear model: Y = X coef_ + Err n_iter_ : array-like Number of iterations of the NIPALS inner loop for each component.

Notes

Matrices:

T: x_scores_
U: y_scores_
W: x_weights_
C: y_weights_
P: x_loadings_
Q: y_loadings__

Are computed such that:

X = T P.T + Err and Y = U Q.T + Err
T[:, k] = Xk W[:, k] for k in range(n_components)
U[:, k] = Yk C[:, k] for k in range(n_components)
x_rotations_ = W (P.T W)^(-1)
y_rotations_ = C (Q.T C)^(-1)

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