SO‐CovSel: a novel method for variable selection in a multiblock framework
With the development of technology and the relatively higher availability of
new instrumentations, having multiblock data sets (eg, a set of samples analyzed
by different analytical techniques) is becoming more and more common
and, as a consequence, how to handle this kind of outcomes is a widely
discussed topic. In such a context, where the number of involved variables is
relatively high, selecting the most significant features is obviously relevant.
For this reason, the possibility of joining a multiblock regression method, the