Improved variable reduction in partial least squares modelling by Global-Minimum Error Uninformative-Variable Elimination.

The calibration performance of Partial Least Squares regression (PLS) can be improved by eliminating uninformative variables. For PLS, many variable elimination methods have been developed. One is the Uninformative-Variable Elimination for PLS (UVE-PLS). However, the number of variables retained by UVE-PLS is usually still large. In UVE-PLS, variable elimination is repeated as long as the root mean squared error of cross validation (RMSECV) is decreasing. The set of variables in this first local minimum is retained. In this paper, a modification of UVE-PLS is proposed and investigated, in which UVE is repeated until no further reduction in variables is possible, followed by a search for the global RMSECV minimum. The method is called Global-Minimum Error Uninformative-Variable Elimination for PLS, denoted as GME-UVE-PLS or simply GME-UVE. After each iteration, the predictive ability of the PLS model, built with the remaining variable set, is assessed by RMSECV. The variable set with the global RMSECV minimum is then finally selected. The goal is to obtain smaller sets of variables with similar or improved predictability than those from the classical UVE-PLS method. The performance of the GME-UVE-PLS method is investigated using four data sets, i.e. a simulated set, NIR and NMR spectra, and a theoretical molecular descriptors set, resulting in twelve profile-response (X-y) calibrations. The selective and predictive performances of the models resulting from GME-UVE-PLS are statistically compared to those from UVE-PLS and 1-step UVE, one-sided paired t-tests. The results demonstrate that variable reduction with the proposed GME-UVE-PLS method, usually eliminates significantly more variables than the classical UVE-PLS, while the predictive abilities of the resulting models are better. With GME-UVE-PLS, a lower number of uninformative variables, without a chemical meaning for the response, may be retained than with UVE-PLS. The selectivity of the classical UVE method thus can be improved by the application of the proposed GME-UVE method resulting in more parsimonious models.