scikit-learn / scikit-learn/scikit-learn

enable regression step coefs after fit

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module:cross_decomposition New Feature
Dominant language
Python
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Description

For a lot of different analyses that come upon model training, in special for PLSRegression and the like, it is necessary to have the resulting coefficients of the regression step only, the "alpha" coefficients in the documentation 1.8.1.2. Predicting the targets Y
https://scikit-learn.org/stable/modules/cross_decomposition.html#cross-decomposition

I suggest including them in future releases of sklearn

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Research direction

Read the cross-decomposition documentation section on predicting targets Y and inspect PLSRegression and related models to understand the requested regression-step, or “alpha,” coefficients. The work is done when those coefficients are exposed in a future scikit-learn release with behavior matching the documented regression step.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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