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Regularized partial least squares with an application to NMR spectroscopy
Author(s) -
Allen Genevera I.,
Peterson Christine,
Vannucci Marina,
MaletićSavatić Mirjana
Publication year - 2013
Publication title -
statistical analysis and data mining: the asa data science journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.381
H-Index - 33
eISSN - 1932-1872
pISSN - 1932-1864
DOI - 10.1002/sam.11169
Subject(s) - partial least squares regression , chemometrics , computer science , context (archaeology) , dimensionality reduction , flexibility (engineering) , dimension (graph theory) , computation , data mining , artificial intelligence , algorithm , pattern recognition (psychology) , mathematics , machine learning , statistics , paleontology , pure mathematics , biology
High‐dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension reduction techniques in the context of supervised data analysis. We introduce a framework for Regularized PLS by solving a relaxation of the SIMPLS optimization problem with penalties on the PLS loadings vectors. Our approach enjoys many advantages including flexibility, general penalties, easy interpretation of results, and fast computation in high‐dimensional settings. We also outline extensions of our methods leading to novel methods for non‐negative PLS and generalized PLS, an adoption of PLS for structured data. We demonstrate the utility of our methods through simulations and a case study on proton Nuclear Magnetic Resonance (NMR) spectroscopy data. © 2012 Wiley Periodicals, Inc. Statistical Analysis and Data Mining, 2012