Título: APLS: A Fast Approximate Algorithm for Partial Least-Squares
Autores: Milidiú, Ruy Luiz; Rentería, Raúl
Resumo: APLS, an approximate algorithm for solving the Partial Least-Squares problem is presented. When dealing with more than one dependent variable in the standard PLS modeling, one must compute eigenvectors of the mixed independent and dependent variables matrix, thus introducing a time overhead in the algorithm. APLS provides an approximate method for this calculation with competitive modeling error and improved running time. In our experiments, APLS shows a 30% faster running time when compared to the standard PLS algorithm.
Código DOI: 10.21528/CBRN2001-152
Artigo em pdf: 5cbrn_152.pdf
Arquivo BibTex: 5cbrn_152.bib