arXiv:2607.16138cs.LGcs.DS2026-07

优化核偏最小二乘法,加速核心计算步骤,提升训练速度。

Improving Improved Kernel PLS

论文配图:Improving Improved Kernel PLS
图 1 · 摘自论文原文
  • 用直接计算替代逐项累加,更好利用现代硬件并行能力。
  • 发现Y载荷可由前期计算结果推导,计算量从Θ(KM)降至Θ(M)。
  • 开源实现支持CPU/GPU,速度提升最高达6倍,适合大规模建模需求。

改进的核偏最小二乘法(IKPLS)算法1和2是目前最快的PLS校准算法之一。本文聚焦于两个共享步骤:X旋转矩阵R和Y载荷矩阵Q的计算,并分别进行加速。针对R,将逐项累加改为直接评估策略,乘法次数相同但更利于现代硬件并行;针对Q,首次揭示在每轮迭代中,每个Y载荷可由前期已计算量通过显式常数变换获得,从而在M=1或2≤M<K条件下,将每次载荷计算成本从Θ(KM)降至Θ(M)。两项改进均保证与原算法完全一致的W、P、Q、R、T结果。在NumPy(CPU)和JAX(GPU)上的基准测试显示,孤立步骤速度提升可达两个数量级,完整拟合分别提速约2倍(CPU)和6倍(GPU)。所有改进均已集成至免费开源的Python包ikpls中。

原文摘要 · Abstract (English)

Improved Kernel Partial Least Squares (IKPLS) algorithms 1 and 2 are among the fastest PLS calibration algorithms. This article focuses on two shared steps, the computation of the $\mathbf{X}$ rotations, $\mathbf{R}$, and the $\mathbf{Y}$ loadings, $\mathbf{Q}$, and accelerates both. For $\mathbf{R}$, term-by-term accumulation is replaced by a direct evaluation strategy that requires the same number of multiplications but parallelizes better on modern hardware. For $\mathbf{Q}$, I identify - to the best of my knowledge, for the first time - equivalences showing that each $\mathbf{Y}$ loading is obtainable, up to explicitly derived constants, from quantities already computed earlier in the same iteration, and I exploit them in IKPLS to reduce the cost of each loading from $Θ\left(KM\right)$ to $Θ\left(M\right)$ operations whenever $M = 1$ or $2 \leq M < K$, with $K$ predictor variables (number of columns in $\mathbf{X}$) and $M$ response variables (number of columns in $\mathbf{Y}$). Both improvements provably yield exactly the same $\mathbf{W}$, $\mathbf{P}$, $\mathbf{Q}$, $\mathbf{R}$, and $\mathbf{T}$ as the original algorithms. Benchmarks with NumPy (CPU) and JAX (GPU) show speedups of up to two orders of magnitude for the isolated steps and of approximately $2\times$ (CPU) and $6\times$ (GPU) for entire fits. Both improvements are implemented in the free, open-source Python package \texttt{ikpls}.

偏最小二乘算法优化高性能计算开源工具

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。