Spectrophotometric variable selection by mutual information

Benoudjit, Nabil [UCL] François, Damien [UCL] Meurens, Marc [UCL] Verleysen, Michel [UCL]

Spectrophotometric data often comprise a great number of numerical components or variables that can be used in calibration models. When a large number of such variables are incorporated into a particular model, many difficulties arise, and it is often necessary to reduce the number of spectral variables. This paper proposes an incremental (Forward-Backward) procedure, initiated using an entropy-based criterion (mutual information), to choose the first variable. The advantages of the method are discussed; results in quantitative chemical analysis by spectrophotometry show the improvements obtained with respect to traditional and nonlinear calibration models. (C) 2004 Elsevier B.V. All rights reserved.