@CONFERENCE\{IMM2006-04865, author = "J. Arenas-García and K. B. Petersen and L. K. Hansen", title = "Sparse kernel orthonormalized {PLS} for feature extraction in large datasets", year = "2006", month = "dec", booktitle = "{NIPS} 2006", volume = "", series = "", editor = "", publisher = "", organization = "", address = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/4865-full.html", abstract = "In this paper we are presenting a novel multivariate analysis method for large scale problems. Our scheme is based on a novel kernel orthonormalized partial least squares (PLS) variant for feature extraction, imposing sparsity constrains in the solution to improve scalability. The algorithm is tested on a benchmark of {UCI} data sets, and on the analysis of integrated short-time music features for genre prediction. The upshot is that the method has strong expressive power even with rather few features, is clearly outperforming the ordinary kernel {PLS,} and therefore is an appealing method for feature extraction of labelled data." }