ECG-Kit 1.0
(3,017 bytes)
% PLSR Partial Least Squares Regression
%
% W = PLSR
% W = PLSR([],MAXLV,METHOD)
%
% [W, INFORM] = PLSR(A,MAXLV,METHOD)
%
% INPUT
% A training dataset
% MAXLV maximal number of latent variables (will be corrected
% if > rank(A));
% MAXLV=inf means MAXLV=min(size(A)) -- theoretical
% maximum number of LV;
% by default = inf
% METHOD 'NIPALS' or 'SIMPLS'; by default = 'SIMPLS'
%
% OUTPUT
% W PLS feature extraction mapping
% INFORM extra algorithm output
%
% DESRIPTION
% PRTools Adaptation of PLS_TRAIN/PLS_APPLY routines. No preprocessing
% is done inside this mapping. It is the user responsibility to train
% preprocessing on training data and apply it to the test data.
%
% Crisp labels will be converted into soft labels which will be used as
% a target matrix.
%
% In order to do regression with the smaller number of latent variables
% than the number of LV's selected during trainig do
% d = w.data;
% d.n = new_n;
% w.data = d;
%
% SEE ALSO (<a href="http://37steps.com/prtools">PRTools Guide</a>)
% PLS_TRAIN, PLS_TRANSFORM, PLS_APPLY
% Copyright: S.Verzakov, s.verzakov@ewi.tudelft.nl
% Faculty EWI, Delft University of Technology
% P.O. Box 5031, 2600 GA Delft, The Netherlands
% $Id: plsr.m,v 1.1 2007/08/28 11:00:39 davidt Exp $
%
function [w,inform]=plsm(par1,par2,par3)
% No dataset given: return untrained mapping.
if (nargin < 1) | (isempty(par1))
if nargin < 2
par2 = inf;
end
if nargin < 3
par3 = 'SIMPLS';
end
data = {par2,par3};
w = prmapping(mfilename,'untrained',data);
w = setname(w,'Partial Least Squares Regression');
return
end
%isdataset(par1); % Assert that A is a dataset.
% training
if nargin < 2 | ~isa(par2,'prmapping')
% a*w when w is untrained or
if nargin < 2
par2 = inf;
end
if nargin < 3
par3 = 'SIMPLS';
end
maxLV = par2;
method = par3;
if strcmp(par1.labtype,'crisp')
y=gettargets(setlabtype(par1,'soft'));
else
y=gettargets(par1);
end
% options
Options.maxLV = maxLV;
Options.method = method;
Options.X_centering=[];
Options.Y_centering=[];
Options.X_scaling=[];
Options.Y_scaling=[];
[B,XRes,YRes,Options]=pls_train(+par1,y,Options);
clear B
data.n=Options.maxLV;
data.R=XRes.R;
data.C=YRes.C;
data.Options=Options;
% Save all useful data.
w = prmapping(mfilename,'trained',data,[],size(XRes.R,1),size(YRes.C,1));
w = setname(w,'Partial Least Squares Mapping');
if nargout > 1
inform.XRes=XRes;
inform.YRes=YRes;
end
% execution
else
data = getdata(par2); % Unpack the mapping.
if data.n > size(data.R,2)
ErrMsg = sprintf(['PLS: The nubmer of LV(s) asked (%d) is greater than\n'...
'the number of LV(s) available (%d)'],data.n,size(data.R,2));
error(ErrMsg);
end
Y = pls_apply(+par1,data.R(:,1:data.n)*data.C(:,1:data.n)',data.Options);
w = setdat(par1,Y,par2);
end
return