Kernel partial least squares based on least squares support vector machine primal-dual optimization problem

A kernel partial least squares (KPLS) method based on dual optimization was proposed,which was expressed by least squares support vector machine. The KPLS formulae in the form of dual opti-mization were deduced, which had the style of least squares support vector machine. The optimization problem was constructed in a prime space, the dual problem was solved in a eigenspace by the kernel skill and the solutions were the same as nonlinear KPLS.The model was illustrated with some examples. The results show that the proposed method is effective and superior.