Add a Sparse PLS variant via a SparsePLS(PLS) subclass that overrides _decompose() with an L1-penalised optimisation.
Exposed via --method sparse (or --method s) in the CLI.
The base PLS class already separates _decompose() for exactly this purpose. All other methods (permutation, bootstrap, scoring, plotting) would be inherited unchanged.
Add a Sparse PLS variant via a
SparsePLS(PLS)subclass that overrides_decompose()with an L1-penalised optimisation.Exposed via
--method sparse(or--method s) in the CLI.The base
PLSclass already separates_decompose()for exactly this purpose. All other methods (permutation, bootstrap, scoring, plotting) would be inherited unchanged.