Partial least squares regression (PLS regression) is a statistical method that bears some relation to principal components regression; instead of finding hyperplanes of minimum variance between the response and independent variables, it finds a linear regression model by projecting the predicted variables and the observable variables to a new space. Because both the X and Y data are projected to new spaces, the PLS family of methods are known as bilinear factor models. Partial least squares Discriminant Analysis (PLS-DA) is a variant used when the Y is categorical.See Wikipedia.
But, because PLS has problems in dealing with strong and structured noise in the descriptor matrix X, the Orthogonal Signal Correction (OSC) filters can be used to remove structured Y-orthogonal variation from X. Cf Wehrens R. (2011)
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Data: X dimension: 54 191 Y dimension: 54 1 Fit method: kernelpls Number of components considered: 7 ---------------------------------- [1] "R2 Y,X = 0.22965262" PLS OSC1 OSC2 R2 Yhat,X 0.23037326 0.23021366 0.23003459 R2 Y,Xm 0.28590360 0.38412967 0.43262628 R2 to,X NA 0.20987811 0.10139296 R2 t1,X 0.25413110 0.24079471 0.23426993 R2 t2,X 0.19654173 0.09486818 0.03244769 R2 t1,Xm 0.31741439 0.39273250 0.44036621 R2 t2,Xm 0.24635207 0.16870403 0.06984592 R2 Y,t1 0.92481714 0.96073283 0.98150053 R2 Y,t2 0.03591568 0.02076770 0.01087043 |
Data: X dimension: 54 191 Y dimension: 54 1 Fit method: kernelpls Number of components considered: 13 ---------------------------------- [1] "R2 Y,X = 0.18532673" PLS OSC1 OSC2 R2 Yhat,X 0.1854653 0.18540961 0.18538841 R2 Y,Xm 0.2081634 0.27796614 0.33316421 R2 to,X NA 0.19488805 0.17253656 R2 t1,X 0.2419817 0.20145188 0.19307770 R2 t2,X 0.1543582 0.16416238 0.08040183 R2 t1,Xm 0.2712700 0.30044413 0.34878165 R2 t2,Xm 0.1710830 0.21808801 0.15893459 R2 Y,t1 0.8237835 0.93760281 0.96324369 R2 Y,t2 0.1138193 0.02564088 0.01264715 |