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A novel robust PLS regression method inspired from boosting principles: RoBoost-PLSR

Metz M., Abdelghafour F., Roger J.M., Lesnoff M.. 2021. Analytica Chimica Acta, 1179 : 13 p..

DOI: 10.1016/j.aca.2021.338823

The calibration of Partial Least Square regression (PLSR) models can be disturbed by outlying samples in the data. In these cases the models can be unstable and their predictive potential can be depreciated. To address this problem, some robust versions of the PLSR Algorithm were proposed. These algorithms rely on the downweighting of these outliers during calibration. To this end, it is necessary to estimate an inconsistency measurement between the samples and the model. However, this estimation is not trivial in high dimensions. This paper proposes a novel robust PLSR algorithm inspired from the principles of boosting: RoBoost-PLSR. This method consists of realising a series of one latent variable weighted PLSR. RoBoost-PLSR is compared with the PLSR algorithm calibrated with and without outliers and also with Partial Robust M-regression (PRM), a reference robust method. This evaluation is conducted on the basis of three simulated datasets and a real dataset. Finally Roboost-PLSR proves to be resilient to the tested outliers, and can achieve the performances of the reference PLSR calibrated without any outlier.

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