The L-curve criterion as a model selection tool in PLS regression

DOI10.1155/2019/3129769zbMath1437.62248OpenAlexW2982701938MaRDI QIDQ2175382

Jelloul Allal, Zoubir Zarrouk, Abdelmounaim Kerkri

Publication date: 29 April 2020

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/3129769

zbMATH Keywords

L-curve criterionpartial least squares (PLS) regressiongeneralized cross validation (GCV)cross validation (CV)ordinary least squares (OLS) regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) General nonlinear regression (62J02) Paired and multiple comparisons; multiple testing (62J15)

Uses Software

• Regularization tools
• UTV
• corner.m

Cites Work

• Generalized cross-validation applied to conjugate gradient for discrete ill-posed problems
• Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
• The triangle method for finding the corner of the L-curve
• An adaptive pruning algorithm for the discrete L-curve criterion
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• The Use of the L-Curve in the Regularization of Discrete Ill-Posed Problems
• Least Squares Methods for Ill-Posed Problems with a Prescribed Bound
• Methods of conjugate gradients for solving linear systems
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