Some experiments with PLS

gistfile1.py

"""
Just some experiments with pls
"""

import numpy as np

m, n = 3, 3
X = np.random.randn(m, n)
Y = np.random.randn(m, n)

from scikits.learn import pls

clf = pls.PLSRegression()
clf.fit(X, Y, algorithm='svd', n_components=n)
print clf.coefs

#
#  Seems strange to me that results vary so much
#

clf.fit(X, Y, algorithm='nipals', n_components=n)
print clf.coefs


#
# I would expect pls to degrade gracefully into usual regression when
# Y is a vector. Instead, I get a LinalgError
#
clf.n_components = 1
clf.fit([[0, 0], [1, 1]], [0, 1])