Reproducibility, complementary measure of predictability for robustness improvement of multivariate calibration models via variable selections

In multivariate calibration with the spectral dataset, variable selection is often applied to identify relevant subset of variables, leading to improved prediction accuracy and easy interpretation of the selected fingerprint regions. Until now, numerous variable selection methods have been proposed, but a proper choice among them is not trivial. Furthermore, in many cases, a set of variables found by those methods might not be robust due to the irreproducibility and uncertainty issues, posing a great challenge in improving the reliability of the variable selection. In this study, the reproducibility of the 5 variable selection methods was investigated quantitatively for evaluating their performance. The reproducibility of variable selection was quantified by using Monte-Carlo sub-sampling (MCS) techniques together with the quantitative similarity measure designed for the highly collinear spectral dataset. The investigation of reproducibility and prediction accuracy of the several variable selection algorithms with two different near-infrared (NIR) datasets illustrated that the different variable selection methods exhibited wide variability in their performance, especially in their capabilities to identify the consistent subset of variables from the spectral datasets. Thus the thorough assessment of the reproducibility together with the predictive accuracy of the identified variables improved the statistical validity and confidence of the selection outcome, which cannot be addressed by the conventional evaluation schemes. (C) 2012 Elsevier B.V. All rights reserved.