Kernel Partial Least Squares for Nonlinear Regression and Discrimination

Abstract

This paper summarizes recent results on applying the method of partial least squares (PLS) in a reproducing kernel Hilbert space (RKHS). A previously proposed nonlinear kernel-based PLS regression model has proven to be competitive with other regularized regression methods in RKHS. In this paper the use of kernel PLS for discrimination is discussed. A new methodology for classification is then proposed. This is based on kernel PLS dimensionality reduction of the original data space followed by a support vector classifier. Good results using this method on a two-class classification problem are reported here.


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