Kernel PLS Regression II: Kernel Partial Least Squares Regression by Projecting Both Independent and Dependent Variables into Reproducing Kernel Hilbert Space

Author(s):  
Yan Pei
2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Jia Cai

We investigate a coefficient-based least squares regression problem with indefinite kernels from non-identical unbounded sampling processes. Here non-identical unbounded sampling means the samples are drawn independently but not identically from unbounded sampling processes. The kernel is not necessarily symmetric or positive semi-definite. This leads to additional difficulty in the error analysis. By introducing a suitable reproducing kernel Hilbert space (RKHS) and a suitable intermediate integral operator, elaborate analysis is presented by means of a novel technique for the sample error. This leads to satisfactory results.


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