# `randomization_select` — Randomisation test (Y-permutation) _Group_: **Variable selector** · _Registry tolerance_: `1e-06` ## Description Randomization-test selector (§18 Phase 5o) From the `pls4all.sklearn.RandomizationSelector` docstring: > Randomization-test PLS selector (Y-permutation p-values). > **Registry note** — Base R: SIMPLS coefs vs permuted-Y null distribution. Default `_randomization_select_pls4all` path mirrors the same base-R permutation test with seed=randomization_seed, giving bit-exact mask parity. The C++ splitmix64 kernel is opt-in via `legacy=True`. ### Parameters | Name | Type | Default | Notes | |------|------|---------|-------| | `n_components` | `int` | `2` | Number of latent components extracted (k). | | `n_permutations` | `int` | `200` | Number of Y-permutations used to build the null distribution. | | `randomization_seed` | `int` | `0` | Seed for the permutation generator. | | `alpha` | `float` | `0.05` | Significance level for the permutation-based variable retention test. | ## Explanations ### Bibliographic source Westad, F. & Martens, H. (2000). *Variable selection in near infrared spectroscopy based on significance testing in partial least squares regression*. JNIRS 8(2), 117–124. ### Mathematical principle Compute the observed PLS coefficient magnitudes $|b_j^{\mathrm{obs}}|$, then permute $\mathbf{y}$ $M$ times, refit PLS each time, and collect $|b_j^{(m)}|$. The empirical p-value of feature $j$ is $p_j = \frac{1 + \#\{m : |b_j^{(m)}| \ge |b_j^{\mathrm{obs}}|\}}{1 + M}$. Retain features with $p_j < \alpha$. Y-permutation is the gold standard for **null-calibrated** significance testing in PLS — no distributional assumptions, no asymptotic approximations. Cost is $M$× a fit but trivially parallelisable. Critically, Y-permutation tests the joint hypothesis 'feature $j$ contributes to $y$'; multiple-testing correction (Benjamini-Hochberg) is recommended for $p \gg 100$. ### Implementation `n4m_randomization_select`. ### 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_randomization_select_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 randomization_select_fit with pls4all.Context() as ctx, pls4all.Config() as cfg: res = randomization_select_fit(ctx, cfg, X, y, n_components=4) # 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 RandomizationSelector mdl = RandomizationSelector(n_components=2, n_permutations=200, randomization_seed=0, alpha=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("randomization_select", X, y, n_components = 4L, params = list(n_permutations = 50L, alpha = 0.05, randomization_seed = 11L)) # 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.fit("randomization_select", X, y, "NumComponents", 4); yhat = predict(res, Xtest); ``` ::: :::{tab-item} MATLAB · pls4all (classdef) :sync: matlab-classdef :class-label: lang-matlab _No idiomatic classdef wrapper — invoke `pls4all.fit("randomization_select", X, y, …)` directly from the unified MEX factory._ ::: :::: **Registry parity references** 📐 :::{card} :class-card: external-refs - 📐 **`ref.r_pls_stats`** (R · r) — `pls+stats` R 4.3.3 · strict (rmse_rel ≤ 1e-06) — Base R: SIMPLS coefficients vs permuted-Y null distribution. Selects features with empirical p-value < alpha. Same idea as pls4all's randomization_test selector. ::: ### 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**: strict — numeric equivalence (`rmse_rel_tol ≤ 1e-06`). 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)200×40 (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.blas249.8 ms2.0 s4.0 s15.6 s248.6 ms223.4 ms2.7 s🏆12.3 s🏆72.3 s7.0 s🏆58.6 s🏆376.1 s🏆29.7 s323.2 s
pls4all.cpp.blas+omp239.8 ms2.2 s3.9 s🏆15.1 s🏆256.1 ms234.5 ms2.8 s12.4 s73.0 s7.6 s63.7 s389.5 s30.8 s315.6 s
pls4all.cpp.omp237.8 ms2.1 s4.1 s15.6 s262.9 ms240.7 ms2.9 s13.0 s73.5 s7.6 s63.4 s386.8 s30.4 s310.3 s
pls4all.cpp.ref247.6 ms1.9 s🏆3.9 s15.8 s250.7 ms248.6 ms2.9 s12.5 s70.2 s🏆7.4 s62.9 s388.7 s29.2 s🏆309.3 s🏆
Python · pls4all
pls4all.python✓ bind244.8 ms255.3 ms249.1 ms
pls4all.sklearn✗ +1e+005.31 ms3.02 ms🏆4.87 ms🏆
R · pls4all
pls4all.R✗ +1e+0014.6 ms9.01 ms13.3 ms
pls4all.R.formula✗ +1e+0024.5 ms8.06 ms15.0 ms
pls4all.R.mdatools✗ +1e+0023.9 ms8.96 ms12.7 ms
pls4all.R.pls✗ +1e+0028.7 ms8.86 ms12.5 ms
MATLAB · pls4all
pls4all.matlab✗ +1e+009.37 ms4.00 ms9.89 ms
pls4all.matlab.classdef✗ +1e+0011.6 ms4.78 ms8.75 ms
R · external
📐ref.r_pls_statssource75.8 ms🏆78.2 ms65.4 ms
::: :::{tab-item} 3 threads :sync: threads-3
BackendParity50×250 (ms)100×50 (ms)100×500 (ms)100×2500 (ms)200×40 (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✓ ref257.4 ms
pls4all.cpp.blas+omp✓ ref252.7 ms
pls4all.cpp.omp✓ ref254.2 ms
pls4all.cpp.ref✓ ref255.0 ms
Python · pls4all
pls4all.python✓ bind257.5 ms
pls4all.sklearn✓ bind3.90 ms🏆
R · pls4all
pls4all.R✓ bind8.81 ms
pls4all.R.formula✓ bind8.15 ms
pls4all.R.mdatools✓ bind8.10 ms
pls4all.R.pls✓ bind8.19 ms
MATLAB · pls4all
pls4all.matlab✓ bind4.19 ms
pls4all.matlab.classdef✓ bind5.00 ms
R · external
📐ref.r_pls_statssource65.0 ms
::: :::{tab-item} 10 threads :sync: threads-10
BackendParity50×250 (ms)100×50 (ms)100×500 (ms)100×2500 (ms)200×40 (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✓ ref224.5 ms
pls4all.cpp.blas+omp✓ ref224.3 ms
pls4all.cpp.omp✓ ref228.5 ms
pls4all.cpp.ref✓ ref223.1 ms
Python · pls4all
pls4all.python✓ bind217.1 ms
pls4all.sklearn✓ bind2.76 ms🏆
R · pls4all
pls4all.R✓ bind5.57 ms
pls4all.R.formula✓ bind6.62 ms
pls4all.R.mdatools✓ bind6.13 ms
pls4all.R.pls✓ bind6.36 ms
MATLAB · pls4all
pls4all.matlab✓ bind3.47 ms
pls4all.matlab.classdef✓ bind3.79 ms
R · external
📐ref.r_pls_statssource51.2 ms
::: :::: --- _See also_: [benchmark overview](../benchmarks/overview.md) · [methods index](index.md) · [interactive dashboard](../landing/dashboard.md)