## ----setup_ops, include = FALSE----------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "figures/rkhs-", fig.width = 7, fig.height = 5, dpi = 150, message = FALSE, warning = FALSE ) LOCAL <- identical(Sys.getenv("LOCAL"), "TRUE") set.seed(2025) ## ----dense-example------------------------------------------------------------ library(bigPLSR) set.seed(42) n <- 120; p <- 8; m <- 2 X <- matrix(rnorm(n * p), n, p) Y <- cbind( sin(X[, 1]) + 0.3 * X[, 2]^2 + rnorm(n, sd = 0.1), cos(X[, 3]) - 0.2 * X[, 4] + rnorm(n, sd = 0.1) ) fit_rkhs <- pls_fit(X, Y, ncomp = 3, algorithm = "rkhs", kernel = "rbf", gamma = 1 / p, scores = "r") options(bigPLSR.rkhs_xy.lambda_x = 1e-6) options(bigPLSR.rkhs_xy.lambda_y = 1e-6) fit_rkhs_xy <- pls_fit(X, Y, ncomp = 3, algorithm = "rkhs_xy", kernel = "rbf", gamma = 1 / p, scores = "none") head(predict(fit_rkhs, X)) head(predict(fit_rkhs_xy, X)) ## ----eval=FALSE--------------------------------------------------------------- # library(bigmemory) # Xbm <- as.big.matrix(X) # Ybm <- as.big.matrix(Y) # # fit_stream <- pls_fit(Xbm, Ybm, ncomp = 3, backend = "bigmem", # algorithm = "rkhs", kernel = "rbf", # gamma = 1 / p, chunk_size = 1024L, # scores = "none") ## ----eval=FALSE--------------------------------------------------------------- # y <- as.integer(X[, 1]^2 + X[, 2]^2 + rnorm(n, sd = 0.2) > 1) # fit_logit <- pls_fit(X, y, ncomp = 2, algorithm = "klogitpls", # kernel = "rbf", gamma = 1 / p) # mean(predict(fit_logit, X))