How about orthogonality? How about differences between PLS algorithms?

When good pre­dic­tive abil­ity is the one and only goal, it is per­haps less impor­tant to think about orthog­o­nal­ity. The rea­son is sim­ple: we decide to only think about the pre­dicted val­ues and we don’t care about look­ing at any­thing else in the mod­els we have cre­ated. When talk­ing about dif­fer­ences between dif­fer­ent lin­ear algorithms …

How about orthog­o­nal­ity? How about dif­fer­ences between PLS algo­rithms? Read More »