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I know there is a library for sparse PLS (developed by Chun and Keles 2010; DOI: 10.1111/j.1467-9868.2009.00723.x) in R, is there a library for SPLS in Python so I can readily use? BTW, SPLS is different from "sparse least square regression". Thanks.

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  • Possible duplicate of sparse least square regression Commented Dec 4, 2018 at 4:04
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    @GreenCloakGuy They're different. Commented Dec 4, 2018 at 4:56
  • I hope you found solution already. Just in case you can use rpy2 to access R functions in Python. This worked out for me. The example is here stackoverflow.com/questions/43454085/… Commented Feb 8, 2019 at 0:28
  • @IngaKuznetsova Thanks for the info. I was about to use R, but I haven't had time to explore it due to a whole load of other important stuffs. So I appreciate your information and I will explore this function in near future. Commented Feb 10, 2019 at 5:00
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