fullseye

mv_pls — MULTIVAR analysis op

使い方

Partial least squares regression of Y on X with cross-validated Q^2, the Q^2 rule and VIP.

PLS finds directions in X that both vary and predict Y — the tool for many correlated predictors and few runs (image features -> process settings, or the reverse). method="nipals" (default, Wold, Sjöström & Eriksson 2001) or "simpls" (de Jong 1993; identical to NIPALS for a single response — a test pins it). X and Y are centred and, by default, scaled to unit variance.

Q^2 is computed by cv-fold cross-validation with interleaved folds (run i in fold i mod cv, as in SIMCA’s default of 7 groups): Q^2_a = 1 - PRESS_a / SS_{a-1} per component (SS_0 = total sum of squares of Y, SS_{a-1} the residual sum of squares with a-1 components), cumulative Q^2 = 1 - PRESS_A / SS_0. n_components=None keeps adding components while Q^2_a >= 0.0975 (= 1 - 0.95^2; Wold et al. 2001) up to max_components; if not even the first passes, one component is fitted and significant is False — the data then do not support a predictive model, and the coefficients should not be used.

VIP (variable importance in projection) ranks X columns; the conventional threshold is VIP > 1. coef / intercept predict Y in its original units from X in its original units.

詳しい使い方ガイド

参考(サンプルデータ・文献)

実行できる例(この op を実際に呼ぶ検証済みサンプル)

型が繋がる次の op(table を入力に取れる)

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同カテゴリ(analysis)

mv_pca · rsm_fit · doe_main_effects


Provenance: multivar.py — MULTIVAR operator registry. この per-op ノートは tools/opdocs.py md が自動生成(手編集しない)。

© 2026 Kazufumi Furuse — Fullseye operator documentation. Licensed under Apache-2.0.