Sparse XY-PLS, formed by soft-thresholding weight vectors in both blocks, outperforms dense XY-PLS and PLS2 in simulations and chemometric applications with uninformative variables.
G., Fearn, T., Miller, A
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Sparse twoblock dimension reduction for simultaneous compression and variable selection in two blocks of variables
Sparse XY-PLS, formed by soft-thresholding weight vectors in both blocks, outperforms dense XY-PLS and PLS2 in simulations and chemometric applications with uninformative variables.