Bouhaddani

Exact Stiefel Optimization for Probabilistic PLS: Closed-Form Updates, Error Bounds, and Calibrated Uncertainty

Announce Type: replace-cross Abstract: 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...