Averaged and weighted average partial least squares Original Research Article

Two alternative partial least squares (PLS) methods, averaged PLS and weighted average PLS, are proposed and compared with the classical PLS in terms of root mean square error of prediction (RMSEP) for three real data sets. These methods compute the (weighted) average of PLS models with different complexity. The prediction abilities of the alternative methods are comparable to that of the classical PLS but they do not require to determine how many components should be included in the model. They are also more robust in the sense that the quality of prediction depends less on a good choice of the number of components to be included. In addition, weighted average PLS is also compared with the weighted average part of LOCAL, a published method that also applies weighted average PLS, with however an entirely different weighting scheme.