% PLSR Partial Least Squares Regression % % W = PLSR % W = PLSR([],MAXLV,METHOD) % % [W, INFORM] = PLSR(A,MAXLV,METHOD) % % INPUT % A training dataset % MAXLV maximal number of latent variables (will be corrected % if > rank(A)); % MAXLV=inf means MAXLV=min(size(A)) -- theoretical % maximum number of LV; % by default = inf % METHOD 'NIPALS' or 'SIMPLS'; by default = 'SIMPLS' % % OUTPUT % W PLS feature extraction mapping % INFORM extra algorithm output % % DESRIPTION % PRTools Adaptation of PLS_TRAIN/PLS_APPLY routines. No preprocessing % is done inside this mapping. It is the user responsibility to train % preprocessing on training data and apply it to the test data. % % Crisp labels will be converted into soft labels which will be used as % a target matrix. % % In order to do regression with the smaller number of latent variables % than the number of LV's selected during trainig do % d = w.data; % d.n = new_n; % w.data = d; % % SEE ALSO (PRTools Guide) % PLS_TRAIN, PLS_TRANSFORM, PLS_APPLY % Copyright: S.Verzakov, s.verzakov@ewi.tudelft.nl % Faculty EWI, Delft University of Technology % P.O. Box 5031, 2600 GA Delft, The Netherlands % $Id: plsr.m,v 1.1 2007/08/28 11:00:39 davidt Exp $ % function [w,inform]=plsm(par1,par2,par3) % No dataset given: return untrained mapping. if (nargin < 1) | (isempty(par1)) if nargin < 2 par2 = inf; end if nargin < 3 par3 = 'SIMPLS'; end data = {par2,par3}; w = prmapping(mfilename,'untrained',data); w = setname(w,'Partial Least Squares Regression'); return end %isdataset(par1); % Assert that A is a dataset. % training if nargin < 2 | ~isa(par2,'prmapping') % a*w when w is untrained or if nargin < 2 par2 = inf; end if nargin < 3 par3 = 'SIMPLS'; end maxLV = par2; method = par3; if strcmp(par1.labtype,'crisp') y=gettargets(setlabtype(par1,'soft')); else y=gettargets(par1); end % options Options.maxLV = maxLV; Options.method = method; Options.X_centering=[]; Options.Y_centering=[]; Options.X_scaling=[]; Options.Y_scaling=[]; [B,XRes,YRes,Options]=pls_train(+par1,y,Options); clear B data.n=Options.maxLV; data.R=XRes.R; data.C=YRes.C; data.Options=Options; % Save all useful data. w = prmapping(mfilename,'trained',data,[],size(XRes.R,1),size(YRes.C,1)); w = setname(w,'Partial Least Squares Mapping'); if nargout > 1 inform.XRes=XRes; inform.YRes=YRes; end % execution else data = getdata(par2); % Unpack the mapping. if data.n > size(data.R,2) ErrMsg = sprintf(['PLS: The nubmer of LV(s) asked (%d) is greater than\n'... 'the number of LV(s) available (%d)'],data.n,size(data.R,2)); error(ErrMsg); end Y = pls_apply(+par1,data.R(:,1:data.n)*data.C(:,1:data.n)',data.Options); w = setdat(par1,Y,par2); end return