# `group_sparse_pls` — Group-sparse PLS (Liquet 2016) _Group_: **Sparse** · _Registry tolerance_: `0.05` ## Description Group sparse PLS (§7) From the `pls4all.sklearn.GroupSparsePLSRegression` docstring: > Group-sparse PLS — L1 across pre-declared feature groups. > **Registry note** — R `sgPLS::gPLS` (Liquet et al. 2016, regression mode, scale=TRUE). pls4all's default kernel is a deterministic NumPy port of this algorithm (shared with `_GroupSparseNumpyReference`) and agrees with the R reference to ~1e-14. The original C++ soft-threshold-on-weights kernel is opt-in via `legacy=True`. ### Parameters | Name | Type | Default | Notes | |------|------|---------|-------| | `n_components` | `int` | `2` | Number of latent components extracted (k). | | `group_assignment` | `—` | `None` | Integer array assigning each feature to a group (length n_features). | | `group_lambda` | `float` | `0.05` | L1 penalty applied at the group level (group-sparse PLS). | ## Explanations ### Bibliographic source Liquet, B., de Micheaux, P. L., Hejblum, B. P. & Thiébaut, R. (2016). *Group and sparse group partial least squares approaches applied in genomics context*. Bioinformatics 32(1), 35–42. ### Mathematical principle When features partition into known groups — gene pathways, spectroscopic bands, biological assays — group-sparse PLS forces entire groups in or out together via a group-lasso penalty: $\mathcal{P}(\mathbf{w}) = \sum_g \sqrt{|g|}\,\|\mathbf{w}_g\|_2$, where $\mathbf{w}_g$ is the sub-vector of weights belonging to group $g$ and $|g|$ is its size. The $\ell_2$ norm inside the sum is non-differentiable at zero, which produces group-level sparsity (an entire $\mathbf{w}_g$ is either zero or non-zero). Compared to plain sparse PLS, this gives a much more interpretable model when groups have biological meaning and avoids the situation where one or two members of a co-regulated cluster get selected while the rest don't. Required input: a `group_assignment` vector mapping each feature to a group id. ### Implementation `n4m_group_sparse_pls_fit`. Reference: CRAN `sgPLS 1.8.1`. MATLAB header (`bindings/matlab/+pls4all/group_sparse_pls.m`): ```text pls4all.group_sparse_pls Group-sparse PLS (group L1 over feature groups). ``` ### Usage Every pls4all binding tab dispatches into the same C kernel; the external libraries listed at the bottom of the page are the parity references registered in `benchmarks.parity_timing.registry`. Switch tabs to read the same fit in your language. The R package now ships drop-in-compatible facades for the CRAN `pls` package (`plsr`, `pcr`, `mvr`) and for the `mdatools::pls(x, y, ...)` matrix idiom — those tabs appear only on the methods that have a meaningful equivalence. **pls4all bindings** ::::{tab-set} :class: pls4all-bindings :::{tab-item} C ABI · libn4m :sync: c :class-label: lang-c ```c /* C ABI — libn4m */ n4m_context_t* ctx = n4m_context_create(); n4m_config_t* cfg = n4m_config_create(); n4m_method_result_t* res = NULL; n4m_group_sparse_pls_fit(ctx, cfg, &x_view, &y_view, /* hyperparams */, &res); /* … read coefficients / mask / scores via */ /* n4m_method_result_get_double_matrix / vector / scalar … */ n4m_method_result_destroy(res); n4m_config_destroy(cfg); n4m_context_destroy(ctx); ``` ::: :::{tab-item} Python · pls4all (raw) :sync: python-raw :class-label: lang-python ```python import pls4all from pls4all._methods import group_sparse_pls_fit with pls4all.Context() as ctx, pls4all.Config() as cfg: res = group_sparse_pls_fit(ctx, cfg, X, y, n_components=4, group_assignment=groups) # then: res.matrix("predictions"), res.matrix("coefficients"), # res.vector("mask"), res.scalar("intercept"), … ``` ::: :::{tab-item} Python · pls4all.sklearn :sync: python-sklearn :class-label: lang-python ```python from pls4all.sklearn import GroupSparsePLSRegression mdl = GroupSparsePLSRegression(n_components=2, group_assignment=None, group_lambda=0.05) mdl.fit(X, y) y_hat = mdl.predict(X_test) ``` ::: :::{tab-item} R · pls4all_method() :sync: r-dispatcher :class-label: lang-r ```r library(pls4all) # Unified low-level dispatcher (May 2026 R cleanup): res <- pls4all_method("group_sparse_pls", X, y, n_components = 4L, params = list(group_lambda = 0.1)) # res is a named list with MethodResult arrays/scalars. # selected_indices / top_k_intervals are 1-based. ``` ::: :::{tab-item} MATLAB · pls4all (MEX) :sync: matlab-mex :class-label: lang-matlab ```matlab res = pls4all.group_sparse_pls(X, y, 4); % see header of bindings/matlab/+pls4all/group_sparse_pls.m for full % parameter surface: % res = group_sparse_pls(X, Y, n_components, group_assignment, group_lambda) yhat = predict(res, Xtest); ``` ::: :::{tab-item} MATLAB · pls4all (classdef) :sync: matlab-classdef :class-label: lang-matlab _No idiomatic classdef wrapper — invoke `pls4all.fit("group_sparse_pls", X, y, …)` directly from the unified MEX factory._ ::: :::: **Registry parity references** 📐 :::{card} :class-card: external-refs - 📐 **`ref.python_numpy`** (python · python) — `numpy` in-tree · relaxed (rmse_rel ≤ 5e-02) — In-tree NumPy port of Liquet et al. 2016 group sparse PLS (R `sgPLS::gPLS`, regression mode, scale=TRUE). pls4all's default wrapper calls the same function, so the parity gate is bit-for-bit (max_abs < 1e-6). R `sgPLS::gPLS` is the published algorithmic counterpart and also matches to double-precision; the legacy C++ kernel (SIMPLS + soft-threshold-on-weights) is opt-in via ``legacy=True``. - 📐 **`ref.r_sgpls`** (R · r) — `sgPLS` 1.8.1 · relaxed (rmse_rel ≤ 5e-02) — R `sgPLS::gPLS(X, Y, ncomp, ind.block.x, keepX=length(bnd))` (regression, scale=TRUE). The pls4all default kernel is a deterministic NumPy port of this algorithm and agrees to 1e-14 against this reference. ::: ### Benchmarks Adaptive wall-clock per cell measured against [`full_matrix.csv`](../benchmarks/overview.md). Only backends that implement this method are listed; libraries without the method are omitted. **Verdict**  ·  ✓ ref / ≈ ref / ~ shape mark a reference-gate pass at strict / relaxed / qualitative tolerance  ·  ✓ bind = pls4all binding agrees with the C++ baseline  ·  ✗ divergent  ·  ⚠ error  ·  — not run. The fastest backend per column is marked 🏆. **Reference gate**: relaxed — known algorithmic drift between pls4all and the external reference (`rmse_rel_tol ≤ 5e-02`). Rows tagged with **📐** are the canonical parity references for this method (declared in [`parity_timing.registry`](../benchmarks/methodology.md)). C++ and external rows show reference parity; pls4all language bindings show binding parity against the C++ backend. Hover the icon for role and tolerance band. ::::{tab-set} :class: parity-tabs :::{tab-item} 1 thread :sync: threads-1
BackendParity50×250 (ms)100×50 (ms)100×500 (ms)100×2500 (ms)200×50 (ms)250×50 (ms)500×50 (ms)500×500 (ms)500×2500 (ms)2500×50 (ms)2500×500 (ms)2500×2500 (ms)10000×50 (ms)10000×500 (ms)
C++ native · libn4m
pls4all.cpp.blas3.49 ms🏆4.51 ms12.4 ms62.2 ms2.62 ms🏆3.89 ms5.56 ms62.4 ms303.3 ms30.5 ms285.8 ms1.7 s🏆120.0 ms1.4 s
pls4all.cpp.blas+omp4.47 ms1.92 ms🏆12.1 ms🏆61.0 ms2.75 ms3.90 ms5.51 ms🏆58.2 ms🏆308.6 ms29.4 ms303.5 ms1.7 s117.2 ms1.3 s🏆
pls4all.cpp.omp4.25 ms3.08 ms12.4 ms59.8 ms🏆2.84 ms3.74 ms🏆6.37 ms61.4 ms309.4 ms29.5 ms292.8 ms1.7 s116.9 ms1.3 s
pls4all.cpp.ref3.85 ms2.06 ms13.1 ms60.0 ms2.63 ms3.83 ms5.87 ms60.4 ms300.2 ms🏆28.6 ms🏆283.0 ms🏆1.7 s115.5 ms🏆1.3 s
Python · pls4all
pls4all.python✓ bind3.57 ms2.78 ms6.22 ms
pls4all.sklearn✗ +1e-013.11 ms2.39 ms2.79 ms
R · pls4all
pls4all.R✗ +1e-0112.3 ms8.02 ms16.5 ms
pls4all.R.formula✗ +1e-0129.4 ms8.40 ms9.93 ms
pls4all.R.mdatools✗ +1e-0124.2 ms8.14 ms12.4 ms
pls4all.R.pls✗ +1e-0125.5 ms8.58 ms11.2 ms
MATLAB · pls4all
pls4all.matlab✗ +9e+004.20 ms3.18 ms4.66 ms
pls4all.matlab.classdef✗ +9e+007.87 ms3.88 ms6.00 ms
Python · external
📐ref.python_numpysource3.62 ms2.68 ms4.75 ms
R · external
📐ref.r_sgpls≈ ref 1e-1536.8 ms32.4 ms30.5 ms
::: :::{tab-item} 3 threads :sync: threads-3
BackendParity50×250 (ms)100×50 (ms)100×500 (ms)100×2500 (ms)200×50 (ms)250×50 (ms)500×50 (ms)500×500 (ms)500×2500 (ms)2500×50 (ms)2500×500 (ms)2500×2500 (ms)10000×50 (ms)10000×500 (ms)
C++ native · libn4m
pls4all.cpp.blas≈ ref3.16 ms
pls4all.cpp.blas+omp≈ ref2.73 ms
pls4all.cpp.omp≈ ref2.54 ms
pls4all.cpp.ref≈ ref2.53 ms🏆
Python · pls4all
pls4all.python✓ bind2.54 ms
pls4all.sklearn✗ +1e-012.18 ms
R · pls4all
pls4all.R✗ +1e-016.31 ms
pls4all.R.formula✗ +1e-018.49 ms
pls4all.R.mdatools✗ +1e-018.53 ms
pls4all.R.pls✗ +1e-018.29 ms
MATLAB · pls4all
pls4all.matlab✗ +9e+003.34 ms
pls4all.matlab.classdef✗ +9e+003.66 ms
Python · external
📐ref.python_numpysource2.65 ms
R · external
📐ref.r_sgpls≈ ref 1e-1533.3 ms
::: :::{tab-item} 10 threads :sync: threads-10
BackendParity50×250 (ms)100×50 (ms)100×500 (ms)100×2500 (ms)200×50 (ms)250×50 (ms)500×50 (ms)500×500 (ms)500×2500 (ms)2500×50 (ms)2500×500 (ms)2500×2500 (ms)10000×50 (ms)10000×500 (ms)
C++ native · libn4m
pls4all.cpp.blas≈ ref2.30 ms🏆
pls4all.cpp.blas+omp≈ ref2.32 ms
pls4all.cpp.omp≈ ref2.31 ms
pls4all.cpp.ref≈ ref2.33 ms
Python · pls4all
pls4all.python✓ bind2.41 ms
pls4all.sklearn✗ +1e-011.88 ms
R · pls4all
pls4all.R✗ +1e-015.43 ms
pls4all.R.formula✗ +1e-016.17 ms
pls4all.R.mdatools✗ +1e-016.06 ms
pls4all.R.pls✗ +1e-016.13 ms
MATLAB · pls4all
pls4all.matlab✗ +9e+002.84 ms
pls4all.matlab.classdef✗ +9e+003.39 ms
Python · external
📐ref.python_numpysource2.31 ms
R · external
📐ref.r_sgpls≈ ref 1e-1522.0 ms
::: :::: --- _See also_: [benchmark overview](../benchmarks/overview.md) · [methods index](index.md) · [interactive dashboard](../landing/dashboard.md)