PLS regression

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PLS regression

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You are on page 1of 5

Yingwei Zhang and Lingjun Zhang

State Laboratory of Synthesis Automation of Process Industry,

Northeastern University, Shenyang City, Liaoning Province,

110819, P. R. China

zhangyingwei@mail.neu.edu.cn

algorithm. Section III gives a simulation example to illustrate

the feasibility of the proposed method. The conclusions are

given in section IV in the end.

(PLS) regression modeling method is proposed. The proposed

method can build a modified regression model to extract the

useful information in residual subspace, which is helpful to

predict the output variables. With this method, more accurate

quality variables are predicted. In simulation experiment,

penicillin fermentation process is used to test the proposed

modified PLS method and the conventional PLS method is also

applied in the process. It is shown that the proposed method is

more effective than the conventional PLS method.

A. Correlation between Input Residual and Output

Variables

The PLS method is to extract the relationship between

input and output variables by maximize the covariance

between these two spaces. Obeying this purpose, the latent

variables are worked out. With the obtained latent variables,

the model which reflects the relationship between input and

output variables is built. Given an input matrix X R nm

consisting of n samples with m process variables per

sample, and an output matrix Y R n p with p quality

variables per sample, PLS projects X and Y to a lowdimensional space defined by the latent variables as follows

[6]:

X = TPT + E

(1)

T

Y = TQ + F

where T = [t1 , t 2 t h ] is the score matrix, t i is the latent

subspace. Prediction. Quality variables.

I. INTRODUCTION

As a data-driven method, partial least squares (PLS)

method has been widely used in the modeling, monitoring and

fault diagnosing of industrial processes and it has shown good

performance [1]-[3]. In a complex multi-variable system, the

PLS method can extract the information to build the

relationship between input and output variables [4]. With the

developed relationship or model, new output variables can be

predicted when the input variables are known. With this

speciality of PLS, it is important in predicting and controlling

the quality of products.

In this paper, the PLS method is analyzed from the point

of space decomposition. It is indicated that there is still some

information which is relevant to the output variables in the

input variables residual, after the input space and output space

are decomposed in PLS [5]. And the left information will

affect the accuracy of the model and prediction. In this paper,

the relationship between residual subspace and output

variables is gotten from the perspective of projection by

analyzing the residual subspace. Then a novel modified PLS

method is proposed. Compared with conventional PLS

method, the modified method can curve a more accurate

relationship between input and output variables, improving the

precision and prediction power of the model. In the simulation

study, the penicillin fermentation process is employed to test

the effectiveness of the proposed method. And the PLS

method is also applied in the penicillin fermentation process.

The simulation study results show that the proposed modified

PLS method can predict a more accurate output result than the

PLS method.

The remaining sections of this paper are organized as

follows. Section II analyses correlation between residual and

quality variables and then presents the modified PLS

Q = [q1 , q 2 q h ] is the loading matrix for Y . h is the

number of latent variables. In this paper, number of principal

components in PLS is determined by the cross-validation [7].

PLS method is usually computed with a nonlinear iterative

partial least squares algorithm (NIPALS) which is described in

Table I [8]. The objective of PLS embedded in this algorithm

is to find the solution of problem as follow:

max wTi XTi Yi q i

(2)

s.t. w i = 1, q i = 1

where w i , qi are weight vectors which yield t i = Xi w i and

cannot be calculated from X directly with W . Let

i 1

ri = w i , ri = (I m w j pTj )w i , i > 1

(3)

j =1

computed from the original X as follows:

T = XR

P , R and W have the following relationship:

1383

(4)

R = W ( P T W ) 1

influenced by Y . If Y is more relevant to leading PCA

scores of X , the PLS decomposition of the X space is

similar to the PCA decomposition of X space. In this case,

the obtained scores can describe the model characteristics. If

(5)

P T R = R T P = WT W = I h

(6)

From the computation shown above, it can be seen that

decomposition of X space is determined by P and R . So

that how Y influence decomposition of X space can been

reflected by angle between pi and ri . For every dimension

T

r p =1

(7)

so that cosine of angel between p and r is calculated as

follow:

cos (r, p) = 1 r p

(8)

Step

to the properties of PLS. Therefore,

h

r= r

(9)

i =1

and

Table. I

NIPALS algorithm

NIPALS

w = XT u

t = Xw , t t / t

c = YT t

u = Yc , u u / u

X X tt T X

Step2

i2 = 1

(10)

i =1

Y Y tt T Y

Then,

h

p = XT t / t T t = XT Xr / t T t = i i ai

r i i 2

i =1

(11)

a2

i =1

cos (r, p) = i i

i =1

r4 = p 4

2

i

2

i

(12)

i =1

max

p and r is gotten as follow:

r2

p2

max (r , p) = arccos(2 1h (1 + h ))

(13)

To visualize the results geometrically, consider the

special case of two inputs and one output. Suppose

X = [x1 , x 2 ] , X = t1 a1T + t 2 aT2 , Y = c1 t1 + c 2 t 2 , then (13) is

transformed the form as follow:

max (r , p) = arccos(2 12 (1 + 2 ))

(14)

From (14), it can be seen that angle between p and

r1 = p1

a1

PLS decomposition of the X space can be very different from

the PCA decomposition of the X space. The variance left in

the residual E can be very large. If this left information is not

orthogonal to the output variables, it will influence of

prediction of Y . In this case, to predict Y accurately, E

should be handled.

Now the relationship between residual E and output

variables Y is analyzed from the perspective of projection. As

shown in Fig. 2, R( X) and R(Y) denote space of X and Y ,

angles between p and r are described in Fig. 1. In PLS,

decomposition of X space is determined by both X and Y .

If Y is only relevant to t1 , not relevant to other t i , then r

coincides with a1 . In this case, p1 and r1 coincide, which

iterations. When i = 0 , E0 = X , F0 = Y . E

i1 and Fi1 are

denote this case. If Y is more relevant to t 2 than t1 , then r

the projection of Ei 1 on residual subspace. is the angle

between the residual subspace of PLS and the direction of

Fi 1 . When the covariance of X and Y is maximized, the

r2 in Fig. 1. Therefore, (r, p) will increase as how Y is

relevant to t i . The max (r, p) case is described by p* and

direction which is described with dotted line in the figure. At

the same time, direction of the residual subspace Ei is

coincide again, which is described by p 4 and r4 in Fig. 1.

1384

and Fi 1 is same as the correlation between Ei and Y which

is proved as follows:

Ei1

R(X)

ti

Ei

Ei1

= ETi 1[Fi 2 t i 1riT1 ][Fi 2 ti 1riT1 ]T Ei 1

= ETi 1Fi 2 FiT2 Ei 1 ETi 1Fi 2 ri 1tTi 1Ei 1

E

i1

(15)

and

ETi-1Fi-1Fi-T1Ei

ETi-1Fi-2 FiT2 Ei 1

x1

x2

xp

(17)

(18)

then

When the score t i gets close to the direction of Ei1 ,

becomes smaller which indicating there is information which

is relevant to Fi1 or Y in residual Ei1 . When the score t i

gets close to the direction of Fi1 , the residual Ei1 becomes

perpendicular to Fi1 gradually. When t i and Fi1 coincide,

information relevant to Y in Ei1 .

B. Modified PLS Algorithm

The PLS input-output regression model is built to

estimation the output information directly. According to the

description about the decomposition of X and Y , the

regression model is gotten as follows:

= XB + H

(21)

Y

written as follow:

(27)

PE = YT E ET E

With the Inner product transform above, the orthogonal

part between E and Y is removed. In E , this part is

irrelevant to Y and it is useless to predict Y . Then this part

Y' which is relevant to Y is obtained as follow:

(28)

Y' = EPE T

Insert (7) into (8), the modified part in Y is obtained as

follow:

(22)

Based on NIPALS, the equations are obtained:

(23)

W = XT U

P = XT T(TT T)1

T

1

Y' = E ( ET E ) ET Y

(24)

-1

T

= E ( ET E ) ET Y

(25)

C = Y T(T T)

Combine (22), (23), (24), and (25), the specific form of

B is gotten as follow:

B = XT U(TT XXT U ) 1 TT Y

(26)

Therefore, for X = ( x1 , x 2 ,

Y = ( y1 , y 2 ,

= XB

Y

between Y and scores, so that some information which is

related to Y is left in the residual subspace in the

decomposition of X . And the left information will affect the

accuracy of the model. To improve accuracy of the model, a

novel modified method is proposed in this paper. This new

method further decomposes Y to obtain the information

which is related to residual subspace E . Then the related

information is added to the original model to get a more

accurate result.

PE is defined to express the projection relationship

so that

y1

y2

yq

B = W ( PT W ) CT

F

i 1

R(Y)

Because

so that (15) is transformed the form as follow:

Fi1

(29)

= E ( ET E ) ET Y

1

relationship between Y' and input variables is described as

follow:

, x p ) and

Y' = ( X - XRPT )( ET E ) ET Y

1

is shown in Fig. 3.

= X ( I - RPT )( ET E ) ET Y

1

= XB'

1385

(30)

equation and the specific form of B' is shown as follow:

B' = ( I - RPT )( ET E ) ET

1

method is applied to the control and predicting of the process.

The experiment results show that the proposed method is

effective.

The conventional PLS method is also applied to model

the process. Fig. 4 and Fig. 5 show the training error of

samples. Fig. 6 and Fig. 7 show the prediction error. The

tracking to the true value of two methods are shown in Fig. 8

and Fig. 9. In these figures, it can be seen that training error

and prediction error are smaller by using modified PLS

method, compared with the conventional PLS method. The

modified PLS method predicts the quality variables better and

improves the model accuracy. The effect of two PLS methods

are compared in Table II. The RMSE value is calculated with

the equation as follow:

(31)

modified regression model is obtained as follow:

Y = XB + EPET

= XB + XB '

= X[ XT U(TT XXT U ) 1 TT Y + ( I - RPT )( ET E ) ET Y]

1

(32)

= XB M

where B M is modified regression coefficient. It is written as:

1

(33)

The new regression model has the similar form to

conventional PLS model. It improves the accuracy in

predicting Y .

To sum up, calculation of the modified PLS regression

method is shown as follows:

(1) Normalize the original data X and Y , initialize E0 = X ,

y i )

(34)

n

Seen from the values in Table II, the conclusion that the

modified PLS has higher accuracy is drawn.

Table II

Comparison of the two PLS methods performance

Model

Training RMSE Prediction RMSE

Conventional PLS

0.0017

0.0043

Modified PLS

9.1689e-004

0.0017

-3

Concentration (g/L)

t i = Ei w i / Ei w i ,

u i +1 = Fi q i ;

(4) Calculate the loading vector: pi = ETi t i / tTi t i ;

(5) Calculate the loading vector: qi = FiT t i / tTi t i ;

Ei +1 = Ei t i pTi

;

Fi +1 = Fi t i qTi

(7) Return to Step (2) until i = h , h is the number of

principal component calculated with cross-validation.

X = TPT + Eh +1

(8) Obtain the prediction model:

;

Y = TQT + Fh +1

x 10

-2

PLS

Modified PLS

-4

-6

i =1

RMSE =

F0 = Y , i = 0 ;

(2) Select a random row in Fh to be ui ;

(3) Follow the steps below until t h is convergent to a

satisfactory degree:

w i = ETi ui / uTi ui ,

qi = FiT t i / FiT t i

(y

10

20

30

40

50

60

70

80

90

100

Samples

Fig. 4 Training error of penicillin concentration with conventional PLS and

modified PLS

Heat (kcal)

0.4

Q = [q1 , q 2 q h ] ;

(9) Calculate the projection matrix of E h+1 in Y :

PE = YT E h +1 ETh +1E h +1 ;

0.2

0.1

-0.1

-0.2

-0.3

PLS

Modified PLS

0.3

10

20

30

40

50

60

70

80

90

100

Samples

Fig. 5 Training error of generated heat with conventional PLS and

modified PLS

Penicillin fermentation process is a complex biochemical

reaction process [9]. There are many variables in this process,

which are multiple correlative and coupled. The data is timevarying and uncertain so that it is hard to build an accurate

1386

proposed method can develop a more accurate regression

model between input variables and quality variables by

making full use of the left information in residual. The case

study on penicillin fermentation process is performed to test

the performance modified PLS algorithm for prediction, where

the conventional PLS method is applied too. Results of case

study show better performance of modified PLS algorithm

than convention PLS method.

Concentration (g/L)

0.01

0.005

-0.005

PLS

Modified PLS

-0.01

-0.015

10

12

14

16

18

ACKNOWLEDGMENT

20

Samples

Fig. 6 Prediction error of penicillin concentration with conventional

PLS and modified PLS

REFERENCES

[1] Q. Chen, U. Kruger, Analysis of extended partial least squares for

monitoring large-scale processes, IEEE Transactions on Control Systems

Technology, vol. 13, no. 5, pp. 807-813, September 2005.

[2] J.H. Chen, K.C. Liu, On-line batch process monitoring using dynamic

PCA and dynamic PLS models, Chemical Engineering Science, vol. 57,

no. 1, pp. 63-75, January 2002.

[3] Y. Zhang, L. Zhang, Fault identification of nonlinear processes,

Industrial & engineering chemistry research, vol. 52, no. 34, pp. 1207212081, August 2012.

[4] S.J. Qin, Survey on data-driven industrial process monitoring and

diagnosis, Annual reviews in control, vol. 36, no. 2, pp. 220-234,

December 2012.

[5] S.J. Qin, Y. Zheng, Quality-relevant and process-relevant fault

monitoring with concurrent projection to latent structures, AIChE

Journal, Vol. 59, no. 2, pp. 496-504, Feb 2013.

[6] G. Li, S.J. Qin and D. Zhou, Geometric properties of partial least squares

for process monitoring, Automatica, Vol. 46, no. 1, pp. 204-210, January

2010. 33.

[7] S. Wold, Cross-validatory estimation of components in factor and

principal components model, Technometrics, vol. 20, pp. 397-405, 1978.

[8] B.S. Dayal, J.F. MacGregor, Improved PLS algorithms, Journal of

chemometrics, vol. 11, no. 1, pp. 73-85, 1997.

[9] Y. Zhang, C. Wang, R. Lu, Modeling and monitoring of multimode

process based on subspace separation, Chemical engineering research &

design, vol. 91, no. 5, pp. 831-842, May 2013.

Heat (kcal)

0.3

0.2

0.1

-0.1

-0.2

-0.3

PLS

Modified PLS

-0.4

-0.5

10

12

14

16

18

20

Samples

Fig. 7 Prediction error of generated heat with conventional PLS and

modified PLS

0.92

0.91

0.9

0.89

0.88

0.87

PLS

Modified PLS

True Value

0.86

0.85

0.84

10

12

14

16

18

20

Samples

Fig. 8 Quality variable track conditions for penicillin concentration

68.5

68

67.5

67

66.5

PLS

Modified PLS

True Value

66

65.5

10

12

14

16

18

20

Samples

Fig. 9 Quality variable track conditions for generated heat

IV. CONCLUSION

proposed. By analyzing the impact of quality variables on the

decomposition of input variables space, the relationship

1387

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