2013/11/29 abdalrahman eweiwi <[email protected]>:
> Well, Kernel partial least squares can be used for regression as well as for
> classification. It has been shown to work as good as Gaussian processes for
> regression on head pose estimation applications.  See for example this CVPR
> paper
>
> http://iselab.cvc.uab.es/files/Publications/2012/PDF/AGD2012.pdf
>
> It can be used as a classification machine which I frequently use. See this
> paper:
>
> http://enpub.fulton.asu.edu/cseml/06summer/pls_dis.pdf

Interesting, thanks.

> if you would like a brief report on its performance, I can run experiments
> on the datasets you like and provide the results on its performance as a
> classification machine, for both PLS and KPLS.

It would be great to bench it quickly on the digits dataset from
sklearn. It's a toy dataset that is not completely linearly separable.
Please compare training speed and test accuracy using a 5 fold cross
validation vs LinearSVC and SVC with a gaussian kernel with tuned
values for C and gamma (assuming a rbf kernel for the SVC and kernel
PLS model).

You can also try to adapt the covertype benchmark to run your
implementation of kernel PLS + linear svc on it:

  
https://github.com/scikit-learn/scikit-learn/blob/master/benchmarks/bench_covertype.py

But I am not sure that a kernel method can work on a dataset with that
many samples.

> For regression, I cant think right now of a benchmark for that, however, I
> would be happy if you suggest any.

That would be great indeed. In scikit-learn there is the boston house
price regression dataset. Linear models do not perform as good as
non-linear tree based models such as GBRT on this data.

Before starting to write code for making kernel PLS part of the
sklearn code base, please review the existing source code from the PLS
estimator, the kernel PCA estimator and this PR to add kernel ridge:
https://github.com/scikit-learn/scikit-learn/pull/2165

There might be common code to reuse and / or refactor.

Also make sure you read: http://scikit-learn.org/stable/developers/

-- 
Olivier

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