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lalvim / PartialLeastSquaresRegressor.jl

Implementation of a Partial Least Squares Regressor
MIT License
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Improve prediction time #18

Open lalvim opened 3 years ago

lalvim commented 3 years ago

Follow the approach given: Martens H., NÊs T. Multivariate Calibration. Wiley: New York, 1989. as shown here

https://github.com/caseykneale/ChemometricsTools.jl/blob/d8cd288ae76b221274a54cc204cd146791bddf98/src/RegressionModels.jl#L212

This turns inference into a single matmul, because PLS does truly follow Y = XB when center scaled. Should work for PLS1 and PLS2.