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WIREs Data Mining Knowl Discov

Multilinear and nonlinear generalizations of partial least squares: an overview of recent advances

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Partial least squares (PLS) is an efficient multivariate statistical regression technique that has shown to be particularly useful for analysis of highly collinear data. To predict response variables Y based independent variables X, PLS attempts to find a set of common orthogonal latent variables by projecting both X and Y onto a new subspace respectively. As an increasing interest in multi‐way analysis, the extension to multilinear regression model is also developed with the aim to analyzing two‐multidimensional tensor data. In this article, we overview the PLS‐related methods including linear, multilinear, and nonlinear variants and discuss the strength of the algorithms. As canonical correlation analysis (CCA) is another similar technique with the aim to extract the most correlated latent components between two datasets, we also briefly discuss the extension of CCA to tensor space. Finally, several examples are given to compare these methods with respect to the regression and classification techniques.

• Technologies > Machine Learning
• Technologies > Prediction
The PLS model: data decomposition as a sum of rank‐one matrices.
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Visualization of test dataset in two‐dimensional kernel‐based tensor canonical correlation analysis (KTCCA) latent space. Observe that the first two components obtained from KTCCA are discriminative for action classification.
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Three examples of video sequences in tensor form for H‐W, H‐C, and walking actions.
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The prediction performance for three‐dimensional (3D) movement trajectories recorded from Elbow, Wrist, and Hand using four regression models including linear partial least squares (LP), higher‐order partial least squares (HP), kernel‐based tensor partial least squares (KTPLS) with Chordal distance based kernel (KT‐1) and KTPLS with KL divergence‐based kernel (KT‐2). The correlation coefficients r2 between prediction and real data shown in (a) indicates that the best performance is obtained by TK‐1, while evaluation of $Q2=1−‖y^−y‖2/‖y‖2$ showed in (b) indicates that TK‐2 outperforms the other methods.
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Visualization of higher‐order partial least squares (HOPLS) model for $X_$ decomposition. (a) Spatial loadings $Pr1$ corresponding to the first five latent vectors. Each row shows five significant loading vectors. Likewise, panel (b) depicts time‐frequency loadings $Pr2$, with β and γ‐band exhibiting significant contribution.
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The scheme for decoding of three‐dimensional (3D) hand movement trajectories from electrocorticography (ECoG) signals.
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Schematic diagram of the higher‐order partial least squares (HOPLS) model: approximating $X_$ as a sum of rank‐(1,L2,L3) tensors. Approximation for $Y_$ follows a similar principle with shared common latent components T.
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The N‐way partial least squares (N‐PLS) model: data decomposition as a sum of rank‐one tensors and a sum of rank‐one matrices.
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