2007
DOI: 10.1007/s00180-007-0035-2
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Implementing PLS for distance-based regression: computational issues

Abstract: Distance-based regression allows for a neat implementation of the Partial Least Squares recurrence. In this paper we address practical issues arising when dealing with moderately large datasets (n ~ 10 4 ) such as those typical of automobile insurance premium calculations.Keywords: Distance-based prediction; PLS regression; Large datasets; Automobile insurance data.(1) Dept. SummaryDistance-based regression allows for a neat implementation of the Partial Least Squares recurrence. In this paper we address prac… Show more

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Cited by 7 publications
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“…) outof-core algorithms analogous to those presented in [26] for DB-PLS regression provide a workable path of solution. Larger sizes require special subsampling.…”
mentioning
confidence: 99%
“…) outof-core algorithms analogous to those presented in [26] for DB-PLS regression provide a workable path of solution. Larger sizes require special subsampling.…”
mentioning
confidence: 99%
“…Se desarrollaron varios métodos para estos procesos de cuantificación, dentro de los cuales se encuentran los denominados Non Metric PLS (NM-PLS) tales como: Dual Scaling (Enfoque Clásico, HOMALS, …), Kruskal and Shepard, Prinqual, Princals entre otros (Gifi 1990, Linting et al 2007) y los más recientes denominados NM-NIPALS, NM-PLS1, NM-PLS2 y NM-PLSPM de Russolillo 2009. En general estos métodos se caracterizan por cuantificar las variables cualitativas tomando sólo la primera componente principal en la transformación. Cuadras 1989, Boj et al 2007, presentarón métodos de clasificación y regresión basados en distancia, con datos mixtos.…”
Section: Introductionunclassified