Partial Least Squares & PySR

[jordanparker-me]

I wanted to ask if anyone has seen an implementation of Partial Least Squares and Symbolic Regression. They seem to be a great fit. This is especially true for small datasets with high dimensionality.

I would love to hear back on this from someone.

[MilesCranmer]

Sorry not sure why I didn't see this post. For others looking at this discussion, you can check out the full_objective parameter in PySR or the loss_function in SymbolicRegression.jl - it lets you define an arbitrary objective function.