How to make predictions wit Partial Least Squares (PLSregress)

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jose Neria
jose Neria 2016-11-2
回答： Juan Villacrés 2019-2-7
Hi all. I'm reading the example of how to use partial least squares (https://www.mathworks.com/help/stats/examples/partial-least-squares-regression-and-principal-components-regression.html) But I have a question, if I divide the y-data as
y_train = y(1:50);
y_test = y(51:end);
X_train = X(1:50,:);
X_test = X(51:end,:);
and I follow the exmaple by doing
[Xloadings,Yloadings,Xscores,Yscores,betaPLS] = plsregress(X_train,y_train,2);
How can I use this information in order to make predictions for the test data?

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回答（1 个）

Juan Villacrés
Juan Villacrés 2019-2-7
Hi, this is the way to get the prediction.
y_pred = [ones(size(X_test ,1),1) X_test]*betaPLS;
https://www.mathworks.com/matlabcentral/answers/263963-how-to-apply-the-created-model-using-plsregress-on-test-data#answer_271889

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