A Partial Least Squares based algorithm for parsimonious variable selection

摘要

BackgroundIn genomics, a commonly encountered problem is to extract a subset of variables out of a large set of explanatory variables associated with one or several quantitative or qualitative response variables. An example is to identify associations between codon-usage and phylogeny based definitions of taxonomic groups at different taxonomic levels. Maximum understandability with the smallest number of selected variables, consistency of the selected variables, as well as variation of model performance on test data, are issues to be addressed for such problems.