Hi Stylianos.
Can you give a bit more background on the model?
It seems fairly well-cited but I haven't really seen it in practice.
Is it still state of the art?
The main purpose seems to be a particular type of regularization, right,
not supervised dimensionality reduction?
How does this compare against elastic net? There seems to be some
comparison to PLS and lasso in the paper.
It would be good to see that this is a widely useful method before
adding it to sklearn.
Cheers,
Andy
On 07/24/2015 06:40 AM, Stylianos Kampakis wrote:
Dear all,
I am thinking to contribute a new model to the library: The supervised
principal components analysis by Bair et al. (2006).
I wanted to get in touch before contributing to make sure no-one else
is working on that algorithm, since this is what the site recommends.
Cheers,
S. Kampakis
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