Variable interaction network based variable selection for multivariate calibration.

Raghuraj Rao, S Lakshminarayanan

Index: Anal. Chim. Acta 599(1) , 24-35, (2007)

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Abstract

Multivariate calibration problems often involve the identification of a meaningful subset of variables, from a vast number of variables for better prediction of output variables. A new graph theoretic method based on partial correlations (variable interaction network-VIN) is proposed. Many well studied representative calibration datasets spanning different application domains are selected for investigating the performance. Partial least squares (PLS) regression models combined with variable selection techniques are employed for benchmarking the performance. Subsets of variables with different number of variables are retained for the final analysis after VIN selection and progressive prediction accuracies are used for comparison. VIN-PLS results show significant improvement in prediction efficiencies and variable subset optimization. Improvement of up to 45% over existing methods with significantly fewer variables is achieved using the new method. Advantages of VIN based variable selection are highlighted.