In SKLearn PLSRegression, several items can be called after a model is trained:
- All the above are separated by X and Y
I intuitively understand that x_scores and y_scores should have a linear relationship because that's what the algorithm is trying to maximize.
However, despite reading multiple resources, I find that some articles use the terms loadings and weights interchangeably but I know they are different. I think loadings are the "direction" vector values that describe where each component is "pointing" at. But what about weights?
TL;DR: What's the difference between weights and loadings in SKLearn PLSRegression?