Comparison of variable selection methods for PLS-based soft sensor modeling

Data-driven soft sensors have been widely used in both academic research and industrial applications for predicting hard-to-measure variables or replacing physical sensors to reduce cost. It has been shown that the performance of these data-driven soft sensors could be greatly improved by selecting only the vital variables that strongly affect the primary variables, rather than using all the available process variables. In this work, a comprehensive evaluation of different variable selection methods for PLS-based soft sensor development is presented, and a new metric is proposed to assess the performance of different variable selection methods. The following seven variable selection methods are compared: stepwise regression (SR), partial least squares with regression coefficients (PLS-BETA), PLS with variable importance in projection (PLS-VIP), uninformative variable elimination with PLS (UVE-PLS), genetic algorithm with PLS (GA-PLS), least absolute shrinkage and selection operator (Lasso), and competitive adaptive reweighted sampling with PLS (CARS-PLS). Their strengths and limitations for soft sensor development are demonstrated by a simulated case study and an industrial case study. (C) 2015 Elsevier Ltd. All rights reserved.