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Partial Least Squares Library

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There was already a question like this, but it was not answered, so I try to post it again. Does anyone know of an open-source implementation of a partial least squares algorithm in C++ (or C)? Or maybe a library that does it?

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ISTB Avatar asked Jul 13 '12 09:07

ISTB

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What is partial least square method?

Partial least squares regression (PLS regression) is a statistical method that bears some relation to principal components regression; instead of finding hyperplanes of maximum variance between the response and independent variables, it finds a linear regression model by projecting the predicted variables and the ...

Is PLS machine learning?

Partial least squares regression (PLSR) is a machine learning technique that can solve both single- and multi-label learning problems. Partial least squares models relationships between sets of observed variables with “latent variables” (Wold, 1982).

What is the difference between PCR and PLS?

PLS is both a transformer and a regressor, and it is quite similar to PCR: it also applies a dimensionality reduction to the samples before applying a linear regressor to the transformed data. The main difference with PCR is that the PLS transformation is supervised.

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2 Answers

  1. FastPLS is a library that provides a C/C++ and MATLAB interface for speeding up partial least squares. Its author is Balaji Vasan Srinivasan. The author worked under the supervision of Professor Ramani Duraiswami at the University of Maryland, College Park, MD, USA.
  2. Partial Least Squares and Generalized Partial Least Squares models based on NIPALS algorithm.
  3. implement by yourself using matrix libraries such as Armadillo
  4. PLSNiplas, opencv is required.
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0x90 Avatar answered Oct 05 '22 10:10

0x90

Found the PLS NIPALS C++ library, but haven't tried it yet.

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Reunanen Avatar answered Oct 05 '22 11:10

Reunanen
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