کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1181619 962964 2008 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Penalized Partial Least Squares with applications to B-spline transformations and functional data
موضوعات مرتبط
مهندسی و علوم پایه شیمی شیمی آنالیزی یا شیمی تجزیه
پیش نمایش صفحه اول مقاله
Penalized Partial Least Squares with applications to B-spline transformations and functional data
چکیده انگلیسی

We propose a novel framework that combines penalization techniques with Partial Least Squares (PLS). We focus on two important applications. (1) We combine PLS with a roughness penalty to estimate high-dimensional regression problems with functional predictors and scalar response. (2) Starting with an additive model, we expand each variable in terms of a generous number of B-spline basis functions. To prevent overfitting, we estimate the model by applying a penalized version of PLS. We gain additional model flexibility by incorporating a sparsity penalty. Both applications can be formulated in terms of a unified algorithm called Penalized Partial Least Squares, which can be computed virtually as fast as PLS using the kernel trick. Furthermore, we prove a close connection of penalized PLS to preconditioned linear systems. In experiments, we show the benefits of our method to noisy functional data and to sparse nonlinear regression models.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Chemometrics and Intelligent Laboratory Systems - Volume 94, Issue 1, 15 November 2008, Pages 60–69
نویسندگان
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