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SUMMARY:THE SEMINAR IS CANCELLED - A non-asymptotic analysis of the single
  component PLS regression
DTSTART:20251218T100000Z
DTEND:20251218T111500Z
DTSTAMP:20260504T085300Z
UID:indico-event-15395@indico.math.cnrs.fr
DESCRIPTION:Speakers: Clément Marteau (Université Lyon 1)\n\nAbstract : 
 This paper investigates some theoretical properties of the Partial Least S
 quare (PLS) method. We focus our attention on the single component case\, 
 that provides a useful framework to understand the underlying mechanism. W
 e provide a non-asymptotic upper bound on the quadratic loss in prediction
  with high probability in a high dimensional regression context. The bound
  is attained thanks to a preliminary test on the first PLS component. In a
  second time\, we extend these results to the sparse partial least squares
  (sPLS) approach. In particular\, we exhibit upper bounds similar to those
  obtained with the lasso algorithm\, up to an additional restricted eigenv
 alue constraint on the design matrix.\nPaper\n\nhttps://indico.math.cnrs.f
 r/event/15395/
LOCATION:Auditorium 5 (Toulouse School of Economics)
URL:https://indico.math.cnrs.fr/event/15395/
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