An ensemble of Monte Carlo uninformative variable elimination for wavelength selection

An improved method based on an ensemble of Monte Carlo uninformative variable elimination (EMCUVE) is presented for wavelength selection in multivariate calibration of spectral data. The proposed algorithm introduces Monte Carlo (MC) strategy to uninformative variable elimination-PLS (UVE-PLS) instead of leave-one-out strategy for estimating the contributions of each wavelength variable in the PLS model. In EMCUVE wavelength variables are evaluated by different Monte Carlo uninformative variable elimination (MCUVE) models. Moreover, a fusion of MCUVE and the vote rule can obtain an improvement over the original uninformative variable elimination method. Results obtained from simulated data and real data sets demonstrate that EMCUVE can properly carry out wavelength selection in the course of data analysis and improve predictive ability for multivariate calibration model.