Partial Least Squares Regression on Riemannian Manifolds and Its Application in Classifications
Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization on the Euclidean space. In this paper, we propose several novel PLSR models on Riemannian manifolds and develop optimization algorithms based on Riemannian geometry of manifolds. This algorithm can calculate all the factors of PLSR globally to avoid suboptimal solutions. In a number of experiments, we have demonstrated the benefits of applying the proposed model and algorithm to a variety of learning tasks in pattern recognition and object classification.
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