PLSCanonical (original) (raw)
class sklearn.cross_decomposition.PLSCanonical(n_components=2, *, scale=True, algorithm='nipals', max_iter=500, tol=1e-06, copy=True)[source]#
Partial Least Squares transformer and regressor.
For a comparison between other cross decomposition algorithms, seeCompare cross decomposition methods.
Read more in the User Guide.
Added in version 0.8.
Parameters:
n_componentsint, default=2
Number of components to keep. Should be in [1, min(n_samples, n_features, n_targets)]
.
scalebool, default=True
Whether to scale X
and Y
.
algorithm{‘nipals’, ‘svd’}, default=’nipals’
The algorithm used to estimate the first singular vectors of the cross-covariance matrix. ‘nipals’ uses the power method while ‘svd’ will compute the whole SVD.
max_iterint, default=500
The maximum number of iterations of the power method whenalgorithm='nipals'
. Ignored otherwise.
tolfloat, default=1e-06
The tolerance used as convergence criteria in the power method: the algorithm stops whenever the squared norm of u_i - u_{i-1}
is less than tol
, where u
corresponds to the left singular vector.
copybool, default=True
Whether to copy X
and Y
in fit before applying centering, and potentially scaling. If False, these operations will be done inplace, modifying both arrays.
Attributes:
**x_weights_**ndarray of shape (n_features, n_components)
The left singular vectors of the cross-covariance matrices of each iteration.
**y_weights_**ndarray of shape (n_targets, n_components)
The right singular vectors of the cross-covariance matrices of each iteration.
**x_loadings_**ndarray of shape (n_features, n_components)
The loadings of X
.
**y_loadings_**ndarray of shape (n_targets, n_components)
The loadings of Y
.
**x_rotations_**ndarray of shape (n_features, n_components)
The projection matrix used to transform X
.
**y_rotations_**ndarray of shape (n_targets, n_components)
The projection matrix used to transform Y
.
**coef_**ndarray of shape (n_targets, n_features)
The coefficients of the linear model such that Y
is approximated asY = X @ coef_.T + intercept_
.
**intercept_**ndarray of shape (n_targets,)
The intercepts of the linear model such that Y
is approximated asY = X @ coef_.T + intercept_
.
Added in version 1.1.
**n_iter_**list of shape (n_components,)
Number of iterations of the power method, for each component. Empty if algorithm='svd'
.
**n_features_in_**int
Number of features seen during fit.
**feature_names_in_**ndarray of shape (n_features_in_
,)
Names of features seen during fit. Defined only when X
has feature names that are all strings.
Added in version 1.0.
See also
Canonical Correlation Analysis.
Partial Least Square SVD.
Examples
from sklearn.cross_decomposition import PLSCanonical X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]] y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]] plsca = PLSCanonical(n_components=2) plsca.fit(X, y) PLSCanonical() X_c, y_c = plsca.transform(X, y)
fit(X, y=None, Y=None)[source]#
Fit model to data.
Parameters:
Xarray-like of shape (n_samples, n_features)
Training vectors, where n_samples
is the number of samples andn_features
is the number of predictors.
yarray-like of shape (n_samples,) or (n_samples, n_targets)
Target vectors, where n_samples
is the number of samples andn_targets
is the number of response variables.
Yarray-like of shape (n_samples,) or (n_samples, n_targets)
Target vectors, where n_samples
is the number of samples andn_targets
is the number of response variables.
Deprecated since version 1.5: Y
is deprecated in 1.5 and will be removed in 1.7. Use y
instead.
Returns:
selfobject
Fitted model.
fit_transform(X, y=None)[source]#
Learn and apply the dimension reduction on the train data.
Parameters:
Xarray-like of shape (n_samples, n_features)
Training vectors, where n_samples
is the number of samples andn_features
is the number of predictors.
yarray-like of shape (n_samples, n_targets), default=None
Target vectors, where n_samples
is the number of samples andn_targets
is the number of response variables.
Returns:
selfndarray of shape (n_samples, n_components)
Return x_scores
if Y
is not given, (x_scores, y_scores)
otherwise.
get_feature_names_out(input_features=None)[source]#
Get output feature names for transformation.
The feature names out will prefixed by the lowercased class name. For example, if the transformer outputs 3 features, then the feature names out are: ["class_name0", "class_name1", "class_name2"]
.
Parameters:
input_featuresarray-like of str or None, default=None
Only used to validate feature names with the names seen in fit
.
Returns:
feature_names_outndarray of str objects
Transformed feature names.
get_metadata_routing()[source]#
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
Returns:
routingMetadataRequest
A MetadataRequest encapsulating routing information.
get_params(deep=True)[source]#
Get parameters for this estimator.
Parameters:
deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns:
paramsdict
Parameter names mapped to their values.
inverse_transform(X, y=None, Y=None)[source]#
Transform data back to its original space.
Parameters:
Xarray-like of shape (n_samples, n_components)
New data, where n_samples
is the number of samples and n_components
is the number of pls components.
yarray-like of shape (n_samples,) or (n_samples, n_components)
New target, where n_samples
is the number of samples and n_components
is the number of pls components.
Yarray-like of shape (n_samples, n_components)
New target, where n_samples
is the number of samples and n_components
is the number of pls components.
Deprecated since version 1.5: Y
is deprecated in 1.5 and will be removed in 1.7. Use y
instead.
Returns:
X_reconstructedndarray of shape (n_samples, n_features)
Return the reconstructed X
data.
y_reconstructedndarray of shape (n_samples, n_targets)
Return the reconstructed X
target. Only returned when y
is given.
Notes
This transformation will only be exact if n_components=n_features
.
predict(X, copy=True)[source]#
Predict targets of given samples.
Parameters:
Xarray-like of shape (n_samples, n_features)
Samples.
copybool, default=True
Whether to copy X
and Y
, or perform in-place normalization.
Returns:
y_predndarray of shape (n_samples,) or (n_samples, n_targets)
Returns predicted values.
Notes
This call requires the estimation of a matrix of shape(n_features, n_targets)
, which may be an issue in high dimensional space.
score(X, y, sample_weight=None)[source]#
Return the coefficient of determination of the prediction.
The coefficient of determination \(R^2\) is defined as\((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)** 2).sum()
and \(v\)is the total sum of squares ((y_true - y_true.mean()) ** 2).sum()
. The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y
, disregarding the input features, would get a \(R^2\) score of 0.0.
Parameters:
Xarray-like of shape (n_samples, n_features)
Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape(n_samples, n_samples_fitted)
, where n_samples_fitted
is the number of samples used in the fitting for the estimator.
yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True values for X
.
sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
Returns:
scorefloat
\(R^2\) of self.predict(X)
w.r.t. y
.
Notes
The \(R^2\) score used when calling score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value of r2_score. This influences the score
method of all the multioutput regressors (except forMultiOutputRegressor).
set_output(*, transform=None)[source]#
Set output container.
See Introducing the set_output APIfor an example on how to use the API.
Parameters:
transform{“default”, “pandas”, “polars”}, default=None
Configure output of transform
and fit_transform
.
"default"
: Default output format of a transformer"pandas"
: DataFrame output"polars"
: Polars outputNone
: Transform configuration is unchanged
Added in version 1.4: "polars"
option was added.
Returns:
selfestimator instance
Estimator instance.
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter>
so that it’s possible to update each component of a nested object.
Parameters:
**paramsdict
Estimator parameters.
Returns:
selfestimator instance
Estimator instance.
set_predict_request(*, copy: bool | None | str = '$UNCHANGED$') → PLSCanonical[source]#
Request metadata passed to the predict
method.
Note that this method is only relevant ifenable_metadata_routing=True
(see sklearn.set_config). Please see User Guide on how the routing mechanism works.
The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.
Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside aPipeline. Otherwise it has no effect.
Parameters:
copystr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for copy
parameter in predict
.
Returns:
selfobject
The updated object.
set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → PLSCanonical[source]#
Request metadata passed to the score
method.
Note that this method is only relevant ifenable_metadata_routing=True
(see sklearn.set_config). Please see User Guide on how the routing mechanism works.
The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.
Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside aPipeline. Otherwise it has no effect.
Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for sample_weight
parameter in score
.
Returns:
selfobject
The updated object.
set_transform_request(*, copy: bool | None | str = '$UNCHANGED$') → PLSCanonical[source]#
Request metadata passed to the transform
method.
Note that this method is only relevant ifenable_metadata_routing=True
(see sklearn.set_config). Please see User Guide on how the routing mechanism works.
The options for each parameter are:
True
: metadata is requested, and passed totransform
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it totransform
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.
Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside aPipeline. Otherwise it has no effect.
Parameters:
copystr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for copy
parameter in transform
.
Returns:
selfobject
The updated object.
transform(X, y=None, Y=None, copy=True)[source]#
Apply the dimension reduction.
Parameters:
Xarray-like of shape (n_samples, n_features)
Samples to transform.
yarray-like of shape (n_samples, n_targets), default=None
Target vectors.
Yarray-like of shape (n_samples, n_targets), default=None
Target vectors.
Deprecated since version 1.5: Y
is deprecated in 1.5 and will be removed in 1.7. Use y
instead.
copybool, default=True
Whether to copy X
and Y
, or perform in-place normalization.
Returns:
x_scores, y_scoresarray-like or tuple of array-like
Return x_scores
if Y
is not given, (x_scores, y_scores)
otherwise.