Partial least squares discriminant analysis: taking the magic away

Partial least squares discriminant analysis (PLS‐DA) has been available for nearly 20 years yet is poorly understood by most users. By simple examples, it is shown graphically and algebraically that for two equal class sizes, PLS‐DA using one partial least squares (PLS) component provides equivalent classification results to Euclidean distance to centroids, and by using all nonzero components to linear discriminant analysis. Extensions where there are unequal class sizes and more than two classes are discussed including common pitfalls and dilemmas. Finally, the problems of overfitting and PLS scores plots are discussed. It is concluded that for classification purposes, PLS‐DA has no significant advantages…