A Scikit-Learn Compatible Library for Simultaneous Two-Block Sufficient Dimension Reduction Methods
Project description
twoblock
Two-block simultaneous dimension reduction
A scikitlearn compatible implementation of simultaneous two-block dimension reduction as proposed in [1].
References
[1] Cook, R. Dennis, Liliana Forzani, and Lan Liu. "Partial least squares for simultaneous reduction of response and predictor vectors in regression." Journal of Multivariate Analysis 196 (2023): 105163.
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