Principal Component Regression vs Partial Least Squares Regression

Principal Component Regression vs Partial Least Squares Regression# This example compares Principal Component Regression (PCR) and Partial Least Squares Regression (PLS) on a toy dataset. Our goal is to illustrate how PLS can outperform PCR when the target is strongly correlated with some directions in the data that have a low variance. PCR is a regressor composed of two steps: first, PCA is appli