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Implementing PLS for distance-based regression: computational issues |
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| Authors: | Eva Boj Aurea Grané Josep Fortiana M. Mercè Claramunt |
| Affiliation: | (1) Dept. de Matemàtica Econòmica, Financera i Actuarial, Fac. de Ciències Econòmiques i Empresarials, Univ. de Barcelona, Av. Diagonal, 690, 08034 Barcelona, Spain;(2) Dept. de Estadí stica, Univ. Carlos III, Calle Madrid, 126, 28903 Getafe (Madrid), Spain;(3) Dept. de Probabilitat, Lògica i Estadí stica, Fac. de Matemàtiques, Univ. de Barcelona, Gran Via de les Corts Catalanes, 585, 08007 Barcelona, Spain |
| Abstract: | Distance-based regression allows for a neat implementation of the partial least squares recurrence. In this paper, we address practical issues arising when dealing with moderately large datasets (n ~ 104) such as those typical of automobile insurance premium calculations. |
| Keywords: | Distance-based prediction PLS regression Large datasets Automobile insurance data |
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