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Add PLS family algorithms #95

Merged
merged 21 commits into from
Mar 19, 2021
Merged

Add PLS family algorithms #95

merged 21 commits into from
Mar 19, 2021

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relf
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@relf relf commented Mar 14, 2021 •
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This PR implements PLS methods in a new workspace member linfa-pls.

This is a straightforward port of scikit-learn 0.24 cross decomposition PLS code.

  • PLS regression
  • PLS canonical
  • PLS cca
  • PLS svd
  • documentation & website

@relf relf marked this pull request as ready for review March 17, 2021 14:19
@relf relf changed the title [WIP] Add PLS family algorithms Add PLS family algorithms Mar 17, 2021
bytesnake
bytesnake reviewed Mar 17, 2021
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I did a first round of review on the PR 👍

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algorithms/linfa-pls/src/lib.rs

#[cfg(test)]
mod test {
use super::*;
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the tests are currently only checking that the fitting process runs without error

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I think transform and predict were at least covered but I guess I can add some tests checking that we get the same results as scikit-learn.

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relf commented Mar 18, 2021

Nothing to add on my side... Well, after this first round! 😅

bytesnake
bytesnake reviewed Mar 19, 2021
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algorithms/linfa-pls/src/lib.rs
};
}

// Prediction values were checked against scikit-learn 0.24.1
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👍

bytesnake
bytesnake approved these changes Mar 19, 2021
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thanks again for all the work! I will add a small example to the website as well

@bytesnake bytesnake merged commit b6f729a into rust-ml:master Mar 19, 2021
@bytesnake bytesnake mentioned this pull request Mar 19, 2021
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@relf relf deleted the ft-pls-regression branch March 19, 2021 08:33
@relf relf mentioned this pull request Mar 19, 2021
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@Sauro98 Sauro98 Sauro98 left review comments

@bytesnake bytesnake bytesnake approved these changes

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@relf @bytesnake @Sauro98