The partial least squares (PLS) method is designed for prediction problems when the number of predictors is larger than the number of training samples. PLS is based on latent components which are linear combinations of the original predictors, it automatically employs all predictors regardless of their relevance. This strategy will potentially degrade its performance, and make the obtained coefficients lack interpretability. Then, several sparse PLS (SPLS) methods are proposed to simultaneously conduct prediction and variable selection via sparsely combining original predictors. However, if in...