Interactive variable selection (IVS) for
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Fredrick Lindgren; Paul Geladi; Stefan Rännar; Svante Wold
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Article
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1994
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John Wiley and Sons
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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