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Mixed-norm partial least squares

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成果类型:
期刊论文
作者:
You, Xinge*;Mou, Yi;Yu, Shujian;Jiang, Xiubao;Xu, Duanquan;...
通讯作者:
You, Xinge
作者机构:
[Jiang, Xiubao; Xu, Duanquan; Mou, Yi; You, Xinge] Huazhong Univ Sci & Technol, Sch Elect Informat & Commun, Wuhan 430074, Peoples R China.
[Zhou, Long; Mou, Yi] Wuhan Polytech Univ, Sch Elect & Elect Engn, Wuhan 430074, Peoples R China.
[Yu, Shujian] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA.
通讯机构:
[You, Xinge] H
Huazhong Univ Sci & Technol, Sch Elect Informat & Commun, Wuhan 430074, Peoples R China.
语种:
英文
关键词:
Modeling;Prediction;Regression analysis;Variable selection;ℓ2,1 norm
期刊:
Chemometrics and Intelligent Laboratory Systems
ISSN:
0169-7439
年:
2016
卷:
152
页码:
42-53
基金类别:
The main drawbacks of existing methods are as follows: (1) since the sparse constraint is added during each deflation process, the selected variables are different for each time. (2) The selected variables are not highly related with response matrix thus the accuracy is low. (3) The result is not interpretable with all sparse vectors. As shown in Fig. 3, three sparse loading vectors obtained by sparse and MNPLS are plotted in Fig. 3 (a) and (b) respectively. According to Fig. 3 (a), the weighted
机构署名:
本校为其他机构
院系归属:
电气与电子工程学院
摘要:
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 spar...

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