Variable selection in multi-block regression

被引:55
作者
Biancolillo, Alessandra [1 ,2 ]
Liland, Kristian Hovde [1 ,3 ]
Mage, Ingrid [1 ]
Naes, Tormod [1 ,2 ]
Bro, Rasmus [2 ]
机构
[1] Nofima AS, Osloveien 1,POB 210, N-1431 As, Norway
[2] Univ Copenhagen, Fac Life Sci, Dept Food Sci, Qual & Technol, Rolighedsvej 30, DK-1958 Frederiksberg C, Denmark
[3] Norwegian Univ Life Sci, Dept Chem Biotechnol & Food Sci, POB 5003, N-1432 As, Norway
关键词
Variable selection; Multi-block; SO-PLS; MB-PLS; Raman; Sensory; PARTIAL LEAST-SQUARES; NEAR-INFRARED SPECTROSCOPY; MODELS; PLS;
D O I
10.1016/j.chemolab.2016.05.016
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The focus of the present paper is to propose and discuss different procedures for performing variable selection in a multi-block regression context. In particular, the focus is on two multi-block regression methods: Multi-Block Partial Least Squares (MB-PLS) and Sequential and Orthogonalized Partial Least Squares (SO-PLS) regression. A small simulation study for regular PLS regression was conducted in order to select the most promising methods to investigate further in the multi-block context. The combinations of three variable selection methods with MB-PLS and SO-PLS are examined in detail. These methods are Variable Importance in Projection (VIP) Selectivity Ratio (SR) and forward selection. In this paper we focus on both prediction ability and interpretation. The different approaches are tested on three types of data: one sensory data set, one spectroscopic (Raman) data set and a number of simulated multi-block data sets. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:89 / 101
页数:13
相关论文
共 50 条
[31]   Variable selection for mode regression [J].
Chen, Yingzhen ;
Ma, Xuejun ;
Zhou, Jingke .
JOURNAL OF APPLIED STATISTICS, 2018, 45 (06) :1077-1084
[32]   VARIABLE SELECTION IN QUANTILE REGRESSION [J].
Wu, Yichao ;
Liu, Yufeng .
STATISTICA SINICA, 2009, 19 (02) :801-817
[33]   STABILIZING VARIABLE SELECTION AND REGRESSION [J].
Pfister, Niklas ;
Williams, Evan G. ;
Peters, Jonas ;
Aebersold, Ruedi ;
Buehlmann, Peter .
ANNALS OF APPLIED STATISTICS, 2021, 15 (03) :1220-1246
[34]   Variable Selection with Regression Trees [J].
Chang, Youngjae .
KOREAN JOURNAL OF APPLIED STATISTICS, 2010, 23 (02) :357-366
[35]   Study on a structured multi-block Cartesian grid method [J].
Peng, Yih-Ferng ;
Hsieh, Chih-Min .
PROCEEDINGS OF THE SEVENTEENTH (2007) INTERNATIONAL OFFSHORE AND POLAR ENGINEERING CONFERENCE, VOL 1- 4, PROCEEDINGS, 2007, :2061-2068
[36]   Multi-block PCA method for image change detection [J].
Qiu, B ;
Prinet, V ;
Perrier, E ;
Monga, O .
12TH INTERNATIONAL CONFERENCE ON IMAGE ANALYSIS AND PROCESSING, PROCEEDINGS, 2003, :385-390
[37]   An improved variable selection method for support vector regression in NIR spectral modeling [J].
Xu, Shu ;
Lu, Bo ;
Baldea, Michael ;
Edgar, Thomas F. ;
Nixon, Mark .
JOURNAL OF PROCESS CONTROL, 2018, 67 :83-93
[38]   Improved variable selection procedure for multivariate linear regression [J].
Walmsley, AD .
ANALYTICA CHIMICA ACTA, 1997, 354 (1-3) :225-232
[39]   Variable selection with LASSO regression for complex survey data [J].
Iparragirre, Amaia ;
Lumley, Thomas ;
Barrio, Irantzu ;
Arostegui, Inmaculada .
STAT, 2023, 12 (01)
[40]   A Bayesian variable selection approach to longitudinal quantile regression [J].
Kedia, Priya ;
Kundu, Damitri ;
Das, Kiranmoy .
STATISTICAL METHODS AND APPLICATIONS, 2023, 32 (01) :149-168