PLS组件构造中一种新的基于重采样稳定自举的通用停止准则
A new Universal Resample Stable Bootstrap-based Stopping Criterion in PLS Components Construction
摘要:
我们开发了一个新的强大的停止标准,在偏最小二乘回归(PLSR)组件建设的特点是高水平的稳定性。这个新的准则被定义为一个通用的,因为它是既适用于PLSR和它的推广到广义线性回归(PLSGLR)。这个标准是基于一个非参数的自助过程,必须计算算法。它允许在预设的显著性水平α上测试每个连续的分量。为了评估其性能和鲁棒性相对于不同的噪声水平,我们进行密集的数据集模拟,与预设和已知数量的组件提取,无论是在情况n>p(n是受试者的数量和p的原始预测的数量),并与n<p的数据集。然后,我们使用t-检验比较我们的方法的性能与其他一些经典的标准。鲁棒性的属性,特别是通过一个真正的等位基因分型数据集上的restaurant过程进行测试。我们的结论是,我们的标准也提出了更好的全球预测性能,无论是在PLSR和PLSGLR(逻辑和泊松)框架。
英文摘要:
We develop a new robust stopping criterion in Partial Least Squares Regressions (PLSR) components construction characterised by a high level of stability. This new criterion is defined as a universal one since it is suitable both for PLSR and its extension to Generalized Linear Regressions (PLSGLR). This criterion is based on a non-parametric bootstrap process and has to be computed algorithmically. It allows to test each successive components on a preset significant level alpha. In order to assess its performances and robustness with respect to different noise levels, we perform intensive datasets simulations, with a preset and known number of components to extract, both in the case n>p (n being the number of subjects and p the number of original predictors), and for datasets with n<p. We then use t-tests to compare the performance of our approach to some others classical criteria. The property of robustness is particularly tested through resampling processes on a real allelotyping dataset. Our conclusion is that our criterion presents also better global predictive performances, both in the PLSR and PLSGLR (Logistic and Poisson) frameworks.
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