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A PLS kernel algorithm for data sets with many variables and fewer objects. Part 1: Theory and algorithm

✍ Scribed by Stefan Rännar; Fredrik Lindgren; Paul Geladi; Svante Wold


Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
777 KB
Volume
8
Category
Article
ISSN
0886-9383

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Interactive variable selection (IVS) for
✍ Fredrick Lindgren; Paul Geladi; Stefan Rännar; Svante Wold 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 972 KB

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