title: Optimized sample-weighted partial least squares.
abstract: In ordinary multivariate calibration methods, when the calibration set is determined to build the model describing the relationship between the dependent variables and the predictor variables, each sample in the calibration set makes the same contribution to the model, where the difference of representativeness between the samples is ignored. In this paper, by introducing the concept of weighted sampling into partial least squares (PLS), a new multivariate regression method, optimized sample-weighted PLS (OSWPLS) is proposed. OSWPLS differs from PLS in that it builds a new calibration set, where each sample in the original calibration set is weighted differently to account for its representativeness to improve the prediction ability of the algorithm. A recently suggested global optimization algorithm, particle swarm optimization (PSO) algorithm is used to search for the best sample weights to optimize the calibration of the original training set and the prediction of an independent validation set. The proposed method is applied to two real data sets and compared with the results of PLS, the most significant improvement is obtained for the meat data, where the root mean squared error of prediction (RMSEP) is reduced from 3.03 to 2.35. For the fuel data, OSWPLS can also perform slightly better or no worse than PLS for the prediction of the four analytes. The stability and efficiency of OSWPLS is also studied, the results demonstrate that the proposed method can obtain desirable results within moderate PSO cycles.
authors.affiliation: State Key Laboratory of Chemo/Biosensing and Chemometrics, College of Chemistry and Chemical Engineering, Hunan University, Changsha 410082, PR China.
authors.forename: Lu
authors.initials: L
authors.lastname: Xu
authors.forename: Jian-Hui
authors.initials: JH
authors.lastname: Jiang
authors.forename: Wei-Qi
authors.initials: WQ
authors.lastname: Lin
authors.forename: Yan-Ping
authors.initials: YP
authors.lastname: Zhou
authors.forename: Hai-Long
authors.initials: HL
authors.lastname: Wu
authors.forename: Guo-Li
authors.initials: GL
authors.lastname: Shen
authors.forename: Ru-Qin
authors.initials: RQ
authors.lastname: Yu