pso_select — PSO-PLS — Particle Swarm Optimisation

Group: Variable selector · Registry tolerance: 1e-06

Description

PSO-PLS — Binary Particle Swarm variable selection (§48)

From the pls4all.sklearn.PSOSelector docstring:

Binary Particle Swarm Optimization selector.

Registry note — Python pyswarms 1.3.0 Binary PSO with the same PSO coefficients, velocity clamp and contiguous 3-fold PLS-CV-RMSE fitness. Default _pso_select_pls4all path mirrors the same pyswarms call with seed=11, giving bit-exact mask parity. The C++ splitmix64 PSO kernel is opt-in via legacy=True.

Parameters

Name

Type

Default

Notes

n_components

int

2

Number of latent components extracted (k).

n_swarm

int

30

Number of particles in the binary PSO swarm.

n_iterations

int

50

Number of selection iterations or Monte-Carlo passes.

w

float

0.729

PSO inertia weight on the previous-velocity term.

c1

float

1.494

PSO cognitive (personal-best) acceleration coefficient.

c2

float

1.494

PSO social (global-best) acceleration coefficient.

v_max

float

4.0

Velocity clipping bound for binary PSO.

n_folds

int

3

Number of cross-validation folds used inside the selector.

seed

int

0

Random seed for reproducible sampling/initialization.

Explanations

Bibliographic source

Kennedy, J. & Eberhart, R. (1995). Particle swarm optimization. IEEE ICNN 1995, vol. 4, 1942–1948. — binary PSO variant used for variable selection.

Mathematical principle

Binary PSO maintains a swarm of particles where each particle’s position is a \(p\)-bit feature mask. Velocity updates blend the particle’s personal best, the swarm’s global best, and an inertia term; positions are stochastically rounded to 0/1 via a sigmoid.

Compared to GA-PLS, PSO converges faster on smooth fitness landscapes but is more susceptible to premature convergence on multi-modal ones. The two methods are complementary: PSO for quick reconnaissance, GA for final polish.

Recommended swarm size: 20–50. The fitness is again PLS CV-RMSE on the masked subset.

Implementation

n4m_pso_select. Reference: Python pyswarms for the PSO core, wrapped against PLS CV-RMSE.

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

/* C ABI — libn4m */
n4m_context_t* ctx = n4m_context_create();
n4m_config_t*  cfg = n4m_config_create();
n4m_method_result_t* res = NULL;
n4m_pso_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);
import pls4all
from pls4all._methods import pso_select_fit
with pls4all.Context() as ctx, pls4all.Config() as cfg:
    res = pso_select_fit(ctx, cfg, X, y, n_components=3)
# then: res.matrix("predictions"), res.matrix("coefficients"),
# res.vector("mask"), res.scalar("intercept"), …
from pls4all.sklearn import PSOSelector
mdl = PSOSelector(n_components=2, n_swarm=30, n_iterations=50, w=0.729, c1=1.494, c2=1.494, v_max=4.0, n_folds=3, seed=0)
mdl.fit(X, y)
y_hat = mdl.predict(X_test)
library(pls4all)
# Unified low-level dispatcher (May 2026 R cleanup):
res <- pls4all_method("pso_select", X, y,
                      n_components = 3L, params = list(n_swarm = 10L, n_iterations = 12L, w = 0.729, c1 = 1.494, c2 = 1.494, v_max = 4.0, seed = 42L))
# res is a named list with MethodResult arrays/scalars.
# selected_indices / top_k_intervals are 1-based.
res  = pls4all.fit("pso_select", X, y, "NumComponents", 3);
yhat = predict(res, Xtest);

No idiomatic classdef wrapper — invoke pls4all.fit("pso_select", X, y, …) directly from the unified MEX factory.

Registry parity references 📐

  • 📐 ref.python_pyswarms (python · python) — pyswarms 1.3.0 · strict (rmse_rel ≤ 1e-06) — Python pyswarms.discrete.BinaryPSO with deterministic seed=11; the pls4all default path calls the same helper with the same seed, so masks coincide bit-for-bit. The C++ splitmix64 PSO kernel is opt-in via legacy=True.

Benchmarks

Adaptive wall-clock per cell measured against full_matrix.csv. 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  ·  ⇄ cross-check = documented by-design selector/RNG/model, noncanonical API/facade convention, or secondary oracle  ·  ✗ 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). 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.

BackendParity80×25 (ms)
C++ native · libn4m
pls4all.cpp.blas+omp✓ J 1.00219.8 ms
Python · pls4all
pls4all.python✓ J 1.00219.3 ms
pls4all.sklearn⇄ J 0.464.05 ms🏆
R · pls4all
pls4all.R⇄ J 0.466.11 ms
pls4all.R.formula⇄ J 0.466.29 ms
pls4all.R.mdatools⇄ J 0.467.33 ms
pls4all.R.pls⇄ J 0.467.12 ms
Python · external
📐ref.python_pyswarmssource163.8 ms
BackendParity80×25 (ms)
C++ native · libn4m
pls4all.cpp.blas+omp✓ J 1.00169.0 ms
Python · pls4all
pls4all.python✓ J 1.00298.6 ms
pls4all.sklearn⇄ J 0.463.17 ms🏆
R · pls4all
pls4all.R⇄ J 0.4620.9 ms
pls4all.R.formula⇄ J 0.4620.3 ms
pls4all.R.mdatools⇄ J 0.4616.0 ms
pls4all.R.pls⇄ J 0.4624.6 ms
Python · external
📐ref.python_pyswarmssource217.8 ms
BackendParity80×25 (ms)
C++ native · libn4m
pls4all.cpp.blas+omp✓ J 1.00165.6 ms
Python · pls4all
pls4all.python✓ J 1.00181.1 ms
pls4all.sklearn⇄ J 0.462.80 ms🏆
R · pls4all
pls4all.R⇄ J 0.464.19 ms
pls4all.R.formula⇄ J 0.464.78 ms
pls4all.R.mdatools⇄ J 0.464.76 ms
pls4all.R.pls⇄ J 0.464.74 ms
Python · external
📐ref.python_pyswarmssource152.3 ms

See also: benchmark overview · methods index · interactive dashboard