KPLS Optimization With Nature-Inspired Metaheuristic Algorithms

Kernel partial least squares regression (KPLS) is a technique used in several scientific areas because of its high predictive ability. This article proposes a methodology to simultaneously estimate both the parameters of the kernel function and the number of components of the KPLS regression to maxi...

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Bibliographic Details
Main Authors: Jorge Daniel Mello-Roman, Adolfo Hernandez
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
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Online Access:https://ieeexplore.ieee.org/document/9178802/
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Summary:Kernel partial least squares regression (KPLS) is a technique used in several scientific areas because of its high predictive ability. This article proposes a methodology to simultaneously estimate both the parameters of the kernel function and the number of components of the KPLS regression to maximize its predictive ability. A metaheuristic optimization problem was proposed taking the cumulative cross-validation coefficient as an objective function to be maximized. It was solved using nature-inspired metaheuristic algorithms: the genetic algorithm, particle swarm optimization, grey wolf optimization and the firefly algorithm. To validate the results and have a reference measure of the efficiency of the nature-inspired metaheuristic algorithms, derivative-free optimization algorithms were also applied: Hooke-Jeeves and Nelder-Mead. The metaheuristic algorithms estimated optimal values of both of the kernel function parameters and the number of components in the KPLS regression.
ISSN:2169-3536