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Paper · arXiv

Improving Improved Kernel PLS

Improved Kernel Partial Least Squares (IKPLS) algorithms 1 and 2 are among the fastest PLS calibration algorithms. This article focuses on two shared steps, the computation of the $\mathbf{X}$ rotations, $\mathbf{R}$, and the $\mathbf{Y}$ loadings, $\mathbf{Q}$, and accelerates both. For $\mathbf{R}$, term-by-term accumulation is replaced by a direct evaluation strategy that requires the same number of multiplications but parallelizes better on modern hardware. For $\mathbf{Q}$, I identify - to the best of my knowledge, for the first time - equivalences showing that each $\mathbf{Y}$ loading is obtainable, up to explicitly derived constants, from quantities already computed earlier in the...

AuthorsOle-Christian Galbo Engstrøm
Primary categorycs.LG
Published17 July 2026
Last updated at source17 July 2026
cs.LGcs.DS
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