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 1.3.0Binary PSO with the same PSO coefficients, velocity clamp and contiguous 3-fold PLS-CV-RMSE fitness. Default_pso_select_pls4allpath mirrors the same pyswarms call with seed=11, giving bit-exact mask parity. The C++ splitmix64 PSO kernel is opt-in vialegacy=True.
Parameters¶
Name |
Type |
Default |
Notes |
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Number of latent components extracted (k). |
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Number of particles in the binary PSO swarm. |
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Number of selection iterations or Monte-Carlo passes. |
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PSO inertia weight on the previous-velocity term. |
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PSO cognitive (personal-best) acceleration coefficient. |
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PSO social (global-best) acceleration coefficient. |
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Velocity clipping bound for binary PSO. |
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Number of cross-validation folds used inside the selector. |
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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) —pyswarms1.3.0 · strict (rmse_rel ≤ 1e-06) — Pythonpyswarms.discrete.BinaryPSOwith 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.
| Backend | Parity | 80×25 (ms) |
|---|---|---|
| C++ native · libn4m | ||
pls4all.cpp.blas+omp | ✓ J 1.00 | 219.8 ms |
| Python · pls4all | ||
pls4all.python | ✓ J 1.00 | 219.3 ms |
pls4all.sklearn | ⇄ J 0.46 | 4.05 ms🏆 |
| R · pls4all | ||
pls4all.R | ⇄ J 0.46 | 6.11 ms |
pls4all.R.formula | ⇄ J 0.46 | 6.29 ms |
pls4all.R.mdatools | ⇄ J 0.46 | 7.33 ms |
pls4all.R.pls | ⇄ J 0.46 | 7.12 ms |
| Python · external | ||
📐ref.python_pyswarms | source | 163.8 ms |
| Backend | Parity | 80×25 (ms) |
|---|---|---|
| C++ native · libn4m | ||
pls4all.cpp.blas+omp | ✓ J 1.00 | 169.0 ms |
| Python · pls4all | ||
pls4all.python | ✓ J 1.00 | 298.6 ms |
pls4all.sklearn | ⇄ J 0.46 | 3.17 ms🏆 |
| R · pls4all | ||
pls4all.R | ⇄ J 0.46 | 20.9 ms |
pls4all.R.formula | ⇄ J 0.46 | 20.3 ms |
pls4all.R.mdatools | ⇄ J 0.46 | 16.0 ms |
pls4all.R.pls | ⇄ J 0.46 | 24.6 ms |
| Python · external | ||
📐ref.python_pyswarms | source | 217.8 ms |
| Backend | Parity | 80×25 (ms) |
|---|---|---|
| C++ native · libn4m | ||
pls4all.cpp.blas+omp | ✓ J 1.00 | 165.6 ms |
| Python · pls4all | ||
pls4all.python | ✓ J 1.00 | 181.1 ms |
pls4all.sklearn | ⇄ J 0.46 | 2.80 ms🏆 |
| R · pls4all | ||
pls4all.R | ⇄ J 0.46 | 4.19 ms |
pls4all.R.formula | ⇄ J 0.46 | 4.78 ms |
pls4all.R.mdatools | ⇄ J 0.46 | 4.76 ms |
pls4all.R.pls | ⇄ J 0.46 | 4.74 ms |
| Python · external | ||
📐ref.python_pyswarms | source | 152.3 ms |
See also: benchmark overview · methods index · interactive dashboard