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 X rotations, R, and the Y loadings, Q, and accelerates both. For 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 Q, I identify - to the best of my knowledge, for the first time - equivalences showing that each Y loading is obtainable, up to explicitly derived constants, from quantities already computed earlier in the same iteration, and I exploit them in IKPLS to reduce the cost of each loading from Θ(KM) to Θ(M) operations whenever M=1 or 2≤M<K, with K predictor variables (number of columns in X) and M response variables (number of columns in Y). Both improvements provably yield exactly the same W, P, Q, R, and T as the original algorithms. Benchmarks with NumPy (CPU) and JAX (GPU) show speedups of up to two orders of magnitude for the isolated steps and of approximately 2× (CPU) and 6× (GPU) for entire fits. Both improvements are implemented in the free, open-source Python package \texttt{ikpls}.
Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et al.\ (2018), existing fitting pipelines still face two practical bottlenecks: noise--signal coupling under joint EM/ECM updates and nontrivial handling of orthogonality constraints. Following the fixed-noise scalar-likelihood protocol, we develop an end-to-end framework that combines noise pre-estimation, constrained likelihood optimization, and prediction calibration in one pipeline. We estimate the observation noise from the low-eigenvalue noise subspace and enforce orthogonality through exact Stiefel-manifold optimization. The noise-subspace estimator attains a signal-strength-independent leading finite-sample rate and matches a minimax lower bound, whereas a full-spectrum noise estimator carries a deterministic bias under the same model. We further extend the framework to sub-Gaussian settings via optional Gaussianization and provide closed-form standard errors through a block-structured Fisher analysis. Across synthetic high-noise settings and two multi-omics benchmarks (TCGA-BRCA and PBMC CITE-seq), the method achieves near-nominal coverage without post-hoc recalibration, reaches Ridge-level point accuracy on TCGA-BRCA at rank r=3, matches or exceeds PO2PLS on cross-view prediction while providing native calibrated uncertainty, and improves stability of parameter recovery.
Preprocessing screening is often the most expensive part of a near-infrared spectroscopy calibration workflow. It works because smoothing, derivatives, detrending and related filters change the spectral directions seen by partial least squares (PLS) or Ridge regression, but a full external search repeatedly refits nearly the same linear model. This paper studies the case where that search can be collapsed into one calibration step. For a strict linear preprocessing operator A acting on row spectra as XA^T, the transformed PLS cross-covariance satisfies (XA^T)^T Y = A X^T Y, and Ridge regression depends on the operator-induced kernel X A^T A X^T. These identities let a finite operator bank be screened inside the model while retaining original-wavelength coefficients, and the same identity extends to cheaply evaluated linear operator chains. Sample-adaptive or fitted corrections such as SNV, MSC, EMSC and ASLS are not strict linear; we prove the boundary and keep them as fold-local branches. The cohort has 61 regression and 17 classification rows, with a strict paired regression denominator of N=32 for the eight paper variants. There, AOM-PLS reaches median RMSEP ratios of 0.991/0.990 (simple) and 0.985/1.002 (best) against PLS-default/PLS-HPO, and AOM-Ridge reaches 0.974/0.984 (simple) and 0.918/0.966 (best) against Ridge-default/Ridge-HPO. The operator-adaptive classifier AOM-PLS-DA improves balanced accuracy by a median 0.159 on N=13 datasets (12/13 wins). The practical result is the runtime gap: PLS-HPO takes a median 710.81 s per run, whereas AOM-PLS takes 1.18-1.63 s -- 436 to 602 times less PLS fitting time. Linear operator-adaptive calibration thus gives prediction quality comparable to exhaustive preprocessing screening, with orders-of-magnitude less fitting time for PLS.
This note provides an interesting observation on casting partial least square (PLS) as a linearized self-attention so that PLS may be studied within the neural network paradigm. On the other hand, the dimensionality reduction and selection of predictors in PLS may indicate that self-attention includes certain degree of dimensionality normalization toward improved learning.