Multi-way PLS regression: Monotony convergence of tri-linear PLS2 and optimality of parameters
It is shown that the tri-linear PLS2 procedure is convergent. The sequences generated by the tri-linear PLS2 can be described as increasing or decreasing two specific criteria. A hidden tensor is described allowing tri-linear PLS2 to search its best rank one approximation. A link between multi-way PLS regression and the well-known PARAFAC model is highlighted.
multi-way pls regression tensors multi-way data best rank-one approximation monotony sequences