PCA and PLS

Principal component analysis (PCA) and partial least squares (PLS). (Benoit Liquet-Weiland)

• To read: These preparation notes (please install R packages before lecture) and the lecture notes.
  • PCA
  • PLS
  • Sparse PCA and PLS
  • Extensions
  • Slides on PCA, PLS, Slides on PLS-DA, and Sparse PCA/PLS, and the extension
  • Code from the lecture
  • Exercises

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Claus Ekstrøm 2023