Journal
JOURNAL OF CHEMOMETRICS
Volume 31, Issue 4, Pages -Publisher
WILEY
DOI: 10.1002/cem.2855
Keywords
L1 norm; MANOVA; PCA; penalized methods; PLS
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Traditionally, chemometric models consists of parameters found by solving a least squares criterion. However, these models can suffer from overfitting, as well as being hard to interpret because of the large number of active parameters. This work proposes the use of a generalized L-1 norm penalty for constraining models to obey certain structural properties, including parameter sparsity and sparsity on pairwise differences between parameter estimates. The utility of this framework is used to modify principal component analysis, partial least squares, canonical correlation analysis, and multivariate analysis of variance type of models applied to synthetic and chemical data. This work argues that L-1 norm penalized models offers parsimony, robustness and predictive performance, and reveals a path for modifying unconstrained chemometric models through convex penalties. Modification of chemometric models through convex L1 norm penalties reveals parsimony, robustness and increased performance.
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