A class of linear methods for modeling the relationship between two groups of variables, X and Y. Includes PLS regression.
Partial Least Squares (PLS) is a class of linear methods for modeling the relationship between two groups of variables (X and Y). It includes regression methods, where X are independent variables and Y are dependent, as well as modeling methods that treat X and Y symmetrically. All PLS methods revolve around maximizing covariance between linear combinations of variables in X and Y, but several different variants exist in the literature.
