11 偏最小二乘回归分析.ipynb

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    "# 偏最小二乘回归分析\n",
    "[参考网站](https://www.cnblogs.com/duye/p/9031511.html）\n",
    "- 当数据量小，甚至比变量维数还小，而相关性又比较大时使用，这个方法甚至优于主成分回归。  \n",
    "\n",
    "[sklearn.cross_decomposition.PLSRegression文档](https://scikit-learn.org/stable/modules/generated/sklearn.cross_decomposition.PLSRegression.html)"
   ]
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      "[[ 0.26087869  0.15302213]\n",
      " [ 0.60667302  0.45634164]\n",
      " [ 6.46856199  6.48931562]\n",
      " [11.7638863  12.00132061]]\n"
     ]
    }
   ],
   "source": [
    "from sklearn.cross_decomposition import PLSRegression\n",
    "X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]]\n",
    "Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]\n",
    "pls2 = PLSRegression(n_components=2)\n",
    "pls2.fit(X, Y)\n",
    "Y_pred = pls2.predict(X)\n",
    "print(Y_pred)"
   ]
  }
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