An evaluation of the PoLiSh smoothed regression and the Monte Carlo Cross-Validation for the determination of the complexity of a PLS model

作者: S Gourvénec , J.A Fernández Pierna , D.L Massart , D.N Rutledge

DOI: 10.1016/S0169-7439(03)00086-8

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摘要: Abstract A crucial point of the PLS algorithm is selection right number factors or components (i.e., determination optimal complexity system to avoid overfitting). The leave-one-out cross-validation usually used determine a model, but in practice, it found that often too many are retained with this method. In study, Monte Carlo Cross-Validation (MCCV) and PoLiSh smoothed regression compared better known adjusted Wold's R criterion.

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