FIX PLSRegression.coef_ takes X and Y variances into account when scale=True #28612
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Since we deprecated |
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The issue here is that we cannot both normalise X and Y in a standardscaler. |
jeremiedbb
reviewed
Mar 21, 2024
Co-authored-by: Jérémie du Boisberranger <[email protected]>
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Let me fix the changelog |
adrinjalali
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May 2, 2024
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closes #27964
The attribute
coef_ofPLSRegressiondoes not take into account the scale ofXand thus does not respect the relationshipY = X @ pls.coef_.The predictions where correct because we applied normalization on
Xinstead of the coefficients.Now, we just embed both scaling factor of
XandYdirectly intocoef_that is less surprising and more in line with the documentation.