[A principal components selection method based on the modified randomization test for avoiding over-fit and under-fit

Li-na Li1, Qing-bo Li, Hou-lai Yan

  • 1Key Laboratory of Precision Opto-Mechatronics Technology, Ministry of Education, School of Instrument Science and Opto-Electronics Engineering, Beihang University, Beijing 100191, China. lln604@163.com

Summary

A new principal component selection method using a modified randomization test prevents over-fitting and under-fitting in quantitative calibration models for spectral analysis. This approach improves prediction performance by considering all training samples, unlike cross-validation.

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