Partial Least Squares Regression
Packages
sklearn.cross_decomposition.PLSCanonical
https://scikit-learn.org/stable/modules/generated/sklearn.cross_decomposition.PLSCanonical.html
Tips
python - sklearn PLSRegression - Variance of X explained by latent vectors - Stack Overflow
https://stackoverflow.com/questions/46327928/sklearn-plsregression-variance-of-x-explained-by-latent-vectors
#PLS