ISSN:
0886-9383
Keywords:
Variable selection
;
PLS
;
Calibration
;
Modelling
;
Chemistry
;
Analytical Chemistry and Spectroscopy
Source:
Wiley InterScience Backfile Collection 1832-2000
Topics:
Chemistry and Pharmacology
Notes:
A modified PLS algorithm is introduced with the goal of achieving improved prediction ability. The method, denoted IVS-PLS, is based on dimension-wise selective reweighting of single elements in the PLS weight vector w. Cross-validation, a criterion for the estimation of predictive quality, is used for guiding the selection procedure in the modelling stage. A threshold that controls the size of the selected values in w is put inside a cross-validation loop. This loop is repeated for each dimension and the results are interpreted graphically. The manipulation of w leads to rotation of the classical PLS solution. The results of IVS-PLS are different from simply selecting X-variables prior to modelling. The theory is explained and the algorithm is demonstrated for a simulated data set with 200 variables and 40 objects, representing a typical spectral calibration situation with four analytes. Improvements of up to 70% in external PRESS over the classical PLS algorithm are shown to be possible.
Additional Material:
9 Ill.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1002/cem.1180080505
