Iterative Predictor Weighting PLS (IPW): A technique for the elimination of useless predictors in regression problems

التفاصيل البيبلوغرافية
العنوان: Iterative Predictor Weighting PLS (IPW): A technique for the elimination of useless predictors in regression problems
المؤلفون: Forina, M., Casolino, C., Pizarro Millan, C.
المصدر: RIUR. Repositorio Institucional de la Universidad de La Rioja
instname
RIUR: Repositorio Institucional de la Universidad de La Rioja
Universidad de La Rioja (UR)
بيانات النشر: John Wiley & Sons Limited:1 Oldlands Way, Bognor Regis, P022 9SA United Kingdom:011 44 1243 779777, EMAIL: cs-journals@wiley.co.uk, INTERNET: http://www.wiley.co.uk, Fax: 011 44 1243 843232, 1999.
سنة النشر: 1999
مصطلحات موضوعية: Multivariate calibration, Feature selection, Validation
الوصف: A new method for the elimination of useless predictors in multivariate regression problems is proposed. The method is based on the cyclic repetition of PLS regression. In each cycle the predictor importance (product of the absolute value of the regression coefficient and the standard deviation of the predictor) is computed, and in the next cycle the predictors are multiplied by their importance. The algorithm converges after 10-20 cycles. A reduced number of relevant predictors is retained in the final model, whose predictive ability is acceptable, frequently better than that of the model built with all the predictors. Results obtained on many real and simulated data are presented, and compared with those obtained from other techniques. Copyright © 1999 John Wiley & Sons, Ltd.
وصف الملف: application/pdf
اللغة: English
URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4fa883d8f00438931b8183a007a16a70
http://hdl.handle.net/11567/185577
حقوق: OPEN
رقم الأكسشن: edsair.dedup.wf.001..4fa883d8f00438931b8183a007a16a70
قاعدة البيانات: OpenAIRE