A Novel Extension of Kernel Partial Least Squares Regression

Based on continuum power regression(CPR) method, a novel derivation of kernel partial least squares(named CPR-KPLS) regression is proposed for approximating arbitrary nonlinear functions.Kernel function is used to map the input variables(input space) into a Reproducing Kernel Hilbert Space(so called feature space), where a linear CPR-PLS is constructed based on the projection of explanatory variables to latent variables(components). The linear CPR-PLS in the high-dimensional feature space corresponds to a n...