L. Xu, Q.-S. Xu, M. Yang, H.-Z. Zhang, C.-B. Cai, J.-H. Jiang, H.-L. Wu and R.-Q. Yu On estimating model complexity and prediction errors in multivariate calibration: generalized resampling by random sample weighting (RSW) Journal of Chemometrics 25
A generalized resampling method, random sample weighting (RSW) is proposed to estimate the number of PLS components. Random non-negative weights are assigned to the original training samples and a sample-weighted PLS model is developed without increasing the computational burden much. For prediction, only the training samples with random weights less than a threshold value are selected to ensure that the prediction samples have less influence on training.
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