This lecture discusses Reduced-Rank regression. It is connected to both CCA and Multivariate Linear Regression, and it also fits within our discussion of regularized regression models.
Hey, great video! This made it very easy to implement RRR in R using the underlying matrix operations. Could you provide the citations where you got the derivation/equations for RRR from?
Hey thank you very much for the great video. I need to implement this via Python, but unfortunately I couldn't find any know package (like Scikitlearn) to have a function of RRR. Do you have any suggestions for me. I can do it also using R but I prefer Python.
Hey, great video! This made it very easy to implement RRR in R using the underlying matrix operations. Could you provide the citations where you got the derivation/equations for RRR from?
The main reference I used is "Multivariate Reduced-Rank Regression: Theory and Applications", by Reinsel and Velu.
Hey thank you very much for the great video. I need to implement this via Python, but unfortunately I couldn't find any know package (like Scikitlearn) to have a function of RRR. Do you have any suggestions for me. I can do it also using R but I prefer Python.