class sklearn.cross_decomposition.PLSRegression(n_components=2, *, scale=True, max_iter=500, tol=1e-06, copy=True) [source]
 
PLS regression PLSRegression is also known as PLS2 or PLS1, depending on the number of targets. Read more in the User Guide.  New in version 0.8.   Parameters 
 
n_componentsint, default=2 

Number of components to keep. Should be in [1, min(n_samples,
n_features, n_targets)].  
scalebool, default=True 

Whether to scale X and Y.  
algorithm{‘nipals’, ‘svd’}, default=’nipals’ 

The algorithm used to estimate the first singular vectors of the cross-covariance matrix. ‘nipals’ uses the power method while ‘svd’ will compute the whole SVD.  
max_iterint, default=500 

The maximum number of iterations of the power method when algorithm='nipals'. Ignored otherwise.  
tolfloat, default=1e-06 

The tolerance used as convergence criteria in the power method: the algorithm stops whenever the squared norm of u_i - u_{i-1} is less than tol, where u corresponds to the left singular vector.  
copybool, default=True 

Whether to copy X and Y in fit before applying centering, and potentially scaling. If False, these operations will be done inplace, modifying both arrays.    Attributes 
 
x_weights_ndarray of shape (n_features, n_components) 

The left singular vectors of the cross-covariance matrices of each iteration.  
y_weights_ndarray of shape (n_targets, n_components) 

The right singular vectors of the cross-covariance matrices of each iteration.  
x_loadings_ndarray of shape (n_features, n_components) 

The loadings of X.  
y_loadings_ndarray of shape (n_targets, n_components) 

The loadings of Y.  
x_scores_ndarray of shape (n_samples, n_components) 

The transformed training samples.  
y_scores_ndarray of shape (n_samples, n_components) 

The transformed training targets.  
x_rotations_ndarray of shape (n_features, n_components) 

The projection matrix used to transform X.  
y_rotations_ndarray of shape (n_features, n_components) 

The projection matrix used to transform Y.  
coef_ndarray of shape (n_features, n_targets) 

The coefficients of the linear model such that Y is approximated as Y = X @ coef_.  
n_iter_list of shape (n_components,) 

Number of iterations of the power method, for each component. Empty if algorithm='svd'.     Examples >>> from sklearn.cross_decomposition import PLSRegression
>>> X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]]
>>> Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]
>>> pls2 = PLSRegression(n_components=2)
>>> pls2.fit(X, Y)
PLSRegression()
>>> Y_pred = pls2.predict(X)
 Methods  
fit(X, Y) Fit model to data.  
fit_transform(X[, y]) Learn and apply the dimension reduction on the train data.  
get_params([deep]) Get parameters for this estimator.  
inverse_transform(X) Transform data back to its original space.  
predict(X[, copy]) Predict targets of given samples.  
score(X, y[, sample_weight]) Return the coefficient of determination \(R^2\) of the prediction.  
set_params(**params) Set the parameters of this estimator.  
transform(X[, Y, copy]) Apply the dimension reduction.    
fit(X, Y) [source]
 
Fit model to data.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Training vectors, where n_samples is the number of samples and n_features is the number of predictors.  
Yarray-like of shape (n_samples,) or (n_samples, n_targets) 

Target vectors, where n_samples is the number of samples and n_targets is the number of response variables.     
  
fit_transform(X, y=None) [source]
 
Learn and apply the dimension reduction on the train data.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Training vectors, where n_samples is the number of samples and n_features is the number of predictors.  
yarray-like of shape (n_samples, n_targets), default=None 

Target vectors, where n_samples is the number of samples and n_targets is the number of response variables.    Returns 
 x_scores if Y is not given, (x_scores, y_scores) otherwise.
   
  
get_params(deep=True) [source]
 
Get parameters for this estimator.  Parameters 
 
deepbool, default=True 

If True, will return the parameters for this estimator and contained subobjects that are estimators.    Returns 
 
paramsdict 

Parameter names mapped to their values.     
  
inverse_transform(X) [source]
 
Transform data back to its original space.  Parameters 
 
Xarray-like of shape (n_samples, n_components) 

New data, where n_samples is the number of samples and n_components is the number of pls components.    Returns 
 
x_reconstructedarray-like of shape (n_samples, n_features) 
   Notes This transformation will only be exact if n_components=n_features. 
  
predict(X, copy=True) [source]
 
Predict targets of given samples.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Samples.  
copybool, default=True 

Whether to copy X and Y, or perform in-place normalization.     Notes This call requires the estimation of a matrix of shape (n_features, n_targets), which may be an issue in high dimensional space. 
  
score(X, y, sample_weight=None) [source]
 
Return the coefficient of determination \(R^2\) of the prediction. The coefficient \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)
** 2).sum() and \(v\) is the total sum of squares ((y_true -
y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.  
yarray-like of shape (n_samples,) or (n_samples, n_outputs) 

True values for X.  
sample_weightarray-like of shape (n_samples,), default=None 

Sample weights.    Returns 
 
scorefloat 

\(R^2\) of self.predict(X) wrt. y.     Notes The \(R^2\) score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor). 
  
set_params(**params) [source]
 
Set the parameters of this estimator. The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.  Parameters 
 
**paramsdict 

Estimator parameters.    Returns 
 
selfestimator instance 

Estimator instance.     
  
transform(X, Y=None, copy=True) [source]
 
Apply the dimension reduction.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Samples to transform.  
Yarray-like of shape (n_samples, n_targets), default=None 

Target vectors.  
copybool, default=True 

Whether to copy X and Y, or perform in-place normalization.    Returns 
 
x_scores if Y is not given, (x_scores, y_scores) otherwise.