# `rep_select` — REP — Recursive Elimination of Predictors _Group_: **Variable selector** · _Registry tolerance_: `1e-06` ## Description REP-PLS repeated VIP selection (§18 Phase 5s) From the `pls4all.sklearn.REPSelector` docstring: > REP-PLS — repeated VIP-thresholded variable selection. > **Registry note** — R `plsVarSel::rep_pls` repeated VIP-filtered selection. Default `_rep_select_pls4all` path mirrors the same R call with seed=11, giving bit-exact mask parity. The C++ step-count backward-elimination kernel is opt-in via `legacy=True`. ### Parameters | Name | Type | Default | Notes | |------|------|---------|-------| | `n_components` | `int` | `2` | Number of latent components extracted (k). | | `n_steps` | `int` | `10` | Number of elimination passes performed. | | `min_features` | `int | None` | `None` | Minimum number of variables the selector is allowed to keep (defaults to `n_components`). | | `remove_count` | `int` | `1` | Number of variables removed per REP step. | | `n_folds` | `int` | `3` | Number of cross-validation folds used inside the selector. | | `rep_ratio` | `float` | `0.5` | registry benchmark cell value | | `rep_vip_threshold` | `float` | `0.5` | registry benchmark cell value | | `rep_repeats` | `int` | `3` | registry benchmark cell value | ## Explanations ### Bibliographic source Mehmood, T., Liland, K. H., Snipen, L. & Sæbø, S. (2012). *A review of variable selection methods in partial least squares regression*. Chemometrics and Intelligent Laboratory Systems 118, 62–69. https://doi.org/10.1016/j.chemolab.2012.07.010 — same review as `shaving_select`; §3.3 *Recursive elimination* introduces the fixed-count variant implemented here. ### Mathematical principle REP removes a **fixed count** of features per recursive step (rather than a fraction as in shaving). At each step, sort features by absolute coefficient score, remove the $m$ lowest, refit, record CV-RMSE. Return the subset with lowest CV-RMSE across all retained trajectories. Useful when the analyst wants control over total iteration count: with $m$ features removed per step, the process terminates in $\lceil p / m \rceil$ iterations. Same intent as shaving but with linear instead of geometric decay. ### Implementation `n4m_rep_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_rep_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 rep_select_fit with pls4all.Context() as ctx, pls4all.Config() as cfg: res = rep_select_fit(ctx, cfg, X, y, n_components=3) # 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 REPSelector mdl = REPSelector(n_components=2, n_steps=10, min_features=None, remove_count=1, n_folds=3) 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("rep_select", X, y, n_components = 3L, params = list(n_steps = 9L, min_features = 6L, remove_count = 5L, rep_ratio = 0.5, rep_vip_threshold = 0.5, rep_repeats = 3L)) # 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.rep_select(X, y, 3); % see header of bindings/matlab/+pls4all/rep_select.m for full % parameter surface: % res = rep_select(X, Y, n_components, n_steps, min_features, remove_count) yhat = predict(res, Xtest); ``` ::: :::{tab-item} MATLAB · pls4all (classdef) :sync: matlab-classdef :class-label: lang-matlab _No idiomatic classdef wrapper — invoke `pls4all.fit("rep_select", X, y, …)` directly from the unified MEX factory._ ::: :::: **Registry parity references** 📐 :::{card} :class-card: external-refs - 📐 **`ref.r_plsvarsel`** (R · r) — `plsVarSel` 0.10.0 · strict (rmse_rel ≤ 1e-06) — R `plsVarSel::rep_pls` — repeated VIP-thresholded variable selection. ::: ### 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.blas1.4 s7.2 s53.9 s760.9 s801.6 ms763.9 ms9.7 s547.7 s53.0 s🏆
pls4all.cpp.blas+omp1.3 s6.8 s🏆54.5 s729.0 s🏆816.3 ms776.4 ms8.9 s🏆541.0 s55.7 s
pls4all.cpp.omp1.3 s7.1 s48.0 s🏆735.8 s784.0 ms768.7 ms9.3 s534.0 s🏆58.7 s
pls4all.cpp.ref1.4 s7.4 s55.1 s748.9 s798.7 ms786.8 ms9.7 s537.1 s54.9 s
Python · pls4all
pls4all.python✓ bind1.3 s817.3 ms773.9 ms
pls4all.sklearn✗ +1e+004.06 ms4.10 ms4.06 ms
R · pls4all
pls4all.R✗ +1e+0013.5 ms6.31 ms11.1 ms
pls4all.R.formula✗ +1e+0024.3 ms10.0 ms12.6 ms
pls4all.R.mdatools✗ +1e+0021.2 ms8.36 ms9.68 ms
pls4all.R.pls✗ +1e+0023.9 ms8.51 ms13.1 ms
MATLAB · pls4all
pls4all.matlab✗ +1e+005.98 ms3.30 ms7.83 ms
pls4all.matlab.classdef✗ +1e+006.89 ms4.05 ms8.05 ms
R · external
📐ref.r_plsvarselsource930.6 ms🏆283.8 ms🏆293.2 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✓ ref723.5 ms
pls4all.cpp.blas+omp✓ ref731.4 ms
pls4all.cpp.omp✓ ref720.0 ms
pls4all.cpp.ref✓ ref717.9 ms
Python · pls4all
pls4all.python✓ bind726.8 ms
pls4all.sklearn✗ +1e+002.57 ms
R · pls4all
pls4all.R✗ +1e+006.16 ms
pls4all.R.formula✗ +1e+007.18 ms
pls4all.R.mdatools✗ +1e+006.95 ms
pls4all.R.pls✗ +1e+007.53 ms
MATLAB · pls4all
pls4all.matlab✗ +1e+003.16 ms
pls4all.matlab.classdef✗ +1e+003.68 ms
R · external
📐ref.r_plsvarselsource254.1 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✓ ref612.1 ms
pls4all.cpp.blas+omp✓ ref616.3 ms
pls4all.cpp.omp✓ ref611.1 ms
pls4all.cpp.ref✓ ref606.9 ms
Python · pls4all
pls4all.python✓ bind620.2 ms
pls4all.sklearn✗ +1e+002.19 ms
R · pls4all
pls4all.R✗ +1e+004.73 ms
pls4all.R.formula✗ +1e+005.23 ms
pls4all.R.mdatools✗ +1e+005.38 ms
pls4all.R.pls✗ +1e+005.68 ms
MATLAB · pls4all
pls4all.matlab✗ +1e+002.86 ms
pls4all.matlab.classdef✗ +1e+003.22 ms
R · external
📐ref.r_plsvarselsource223.7 ms🏆
::: :::: --- _See also_: [benchmark overview](../benchmarks/overview.md) · [methods index](index.md) · [interactive dashboard](../landing/dashboard.md)