Chemometrics and Intelligent Laboratory Systems 58 Ž2001.
83–84
Personal report
Personal memories of the early PLS development
Svante Wold )
Research Group for Chemometrics, Institute of Chemistry, Umea˚ UniÕersity, Umea,
Umetrics AB, Umea,
My memories of PLS go back a little further than
Harald’s Žsee Harald Martens in this volume. in that
I saw the development of the PLS ideas in my father
Herman’s work with multivariate modeling from
around 1964. In the sixties Herman had developed the
so-called interdependent systems models for use in
econometrics for modeling of multivariate time se-
ries w3x. These were a kind of inter-connected regres-
sion models. In that, he worked with fix point
estimation Žrelated to alternating least squares and
NIPALS., which he preferred to maximum likeli-
hood as being less sensitive to the incorrectness of the
model and to various types of noise in the data w3x.
He then realized the power of the latent variables
concept in multivariate modelling, and the possibility
to use fix point and NIPALS estimation for that. This
made Herman interested in principal components
analysis which he pointed out to be a multivariate
modeling method w1x, and which he then generalized
to path models in latent variables using the partial
least squares approach for their estimation w2x.
Herman’s first PLS papers appeared around 1975
with applications to multiple blocks of data from the
economic and social sciences w2x. Around 1980, he
felt that PLS was well developed and Herman to-
¨
gether with K.-G. Joreskog Ža student of Herman,
who developed LISREL, a maximum likelihood cor-
) with a simple geometrical interpretation. This made
Research Group for Chemometrics, Institute of Chemistry,
Umea˚ University, 901-87 Umea,
˚ Sweden. Tel.: q46-90-786-5358;
fax: q46-90-138-885.
E-mail address: svante.wold@chem.umu.se ŽS. Wold..
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respondent of PLS. arranged a very nice meeting in
Cartigny outside Geneva where these approaches
were ventilated w4x.
The concept of latent variables as the Areal thingB
driving complicated processes appealed to me as it is
very similar to the AeffectsB we have in organic
chemistry—inductive, lipophilic, steric, etc.—and I
hence was greatly attracted by the PLS philosophy
w6x. However, the implementation impressed me less,
and in the beginning I considered Herman’s PLS as
very prone to over-fitting because of the many vari-
ables, and hence I did not take it very seriously. Her-
man’s enthusiasm and patient explanations of how
latent variables Žbeing estimated as weighted aver-
ages of the original, manifest variables. stabilized the
situation, slowly convinced me that this was a well
working approach with great potential also in the
natural sciences and in engineering.
In my chemical research, I was then as now work-
ing with multivariate structure-activity and physical
organic chemistry models, mainly using principal
components models for classification Žthe SIMCA
method.. I felt that inside each class, one might use
PLS-like models to find relationships between the
position in the class and Aexternal propertiesB such as
the level of biological activity, and wrote a note about
that in 1978 w5x. I started to work with the simplest
PLS model Žtwo blocks. and realized that it could be
looked on as a regression model in latent variables
me enormously happy and I started to simulate what
happened with many variables and of course found
that Herman was correct; many X-variables could be
84 S. Wold r Chemometrics and Intelligent Laboratory Systems 58 (2001) 83–84
dealt with no or just a little over-fit Žprovided cross-
validation is used to keep the number of model com-
ponents in check..
About this time—it must have been 1979 or 1980
—I met Harald at a memorable occasion in Oslo, and
after a while managed to convince him that PLS
would be much better for his multivariate calibration
problems Žthey were not yet called that.. We started
to apply Herman’s 2-block PLS mode A, B, and C to
our data and had a big scientific crisis—it did not
work beyond the first component. Harald and I
worked out different solutions to the problem. Here I
had great help of Axel Ruhe who was then professor
of numerical analysis in Umea, ˚ later in Gothenburg.
Harald and I talked on the phone for hours everyday
between our programming Žin Basic for 8-bit CPM
computers., and when we gradually got things to
work and discovered the fantastic properties of the
2-block PLS approach, we had a wonderful time. I
think we both agree that these years between 1981
and 1984 were among the happiest Žscientifically. in
our professional lives.
I presented my version of PLS including APLS-2B
with many y-variables at a conference on Data Anal-
ysis in Food Research arranged outside Oslo in 1982
by Harald and his boss Russwurm w7x. Then, Her-
man, Harald and I jointly published the first papers
on PLS and multivariate calibration in 1983 w8x, the
analytical chemistry community was informed w9x,
and then the rest is well known. I have no disagree-
ments with Harald’s writing of the PLS history after
1982, and I hence do not need to add much to that.
The only thing to additionally mention is the great
enthusiasm for the PLS approach occurring in the
Nordic countries Žfrom west to east: Island, Norway,
Denmark, Sweden, and Finland.. This lead to the
most fruitful MULDAST meetings Žthe first was 1984
outside Umea˚ . with Harald, Kim, Agnar, Tormod,
Pentti, Michael, Sergio, and others, as vigorous at-
tendees. Even Bruce came over from the US to par-
ticipate, and it was all a great scientific happening,
which meant much for the early development of PLS
in chemometrics. We will forever remember Harald
and Tormod explaining projections to us and each
others by means of a big plastic banana.
After Harald’s dissertation in 1985 I met Nouna
Žof course after a PLS talk at a Gordon Conference.,
started Umetri Žnow Umetrics. together with Rolf
Carlson, and our ways parted. We have always stayed
in contact, however, and now after another 15 years,
we start to converge in our interests again. If that will
lead to something more scientifically useful than a
continued warm friendship, however, nobody knows.
References
w1x H. Wold, Estimation of principal components and related
models by iterative least squares, in: P.R. Krishnaiah ŽEd..,
Multivariate Analysis. Academic Press, NY, 1966, pp. 391–
420.
w2x H. Wold, Path models with latent variables: the NIPALS ap-
proach, in: H.M. Blalock ŽEd.., Quantitative Sociology: Inter-
national Perspectives on Mathematical and Statistical Model
Building. Academic Press, NY, 1975, pp. 307–357.
w3x H. Wold ŽEd.., The Fix-Point Approach to Interdependent
Systems. North-Holland, Amsterdam, 1981.
w4x H. Wold et al., Soft modeling: the basic design and some ex-
¨
tensions, in: K.-G. Joreskog, H. Wold ŽEds.., Chapter 1 in Vol.
II of Systems Under Indirect Observation, vols. I and II.
North-Holland, Amsterdam, 1982.
w5x C. Albano, W.J. Dunn, U. Edlund, E. Johansson, B. Norden,
¨ ¨ S. Wold, Four levels of pattern recognition. Anal.
M. Sjostrom,
Chim. Acta Comput. Tech. Optim. 103 Ž1978. 429–443.
w6x S. Wold, C. Albano, W.J. Dunn III, U. Edlund, B. Eliasson, E.
Johansson, B. Norden,´ M. Sjostrom,
¨ ¨ The indirect observation
¨
of molecular chemical systems, in: K.-G. Joreskog, H. Wold
ŽEds.., Chapter 8 in Systems Under Indirect Observation, vols.
I and II. North-Holland, Amsterdam, 1982.
w7x S. Wold, C. Albano, W.J. Dunn III, K. Esbensen, S. Hellberg,
¨ ¨ Pattern recognition: finding and
E. Johansson, M. Sjostrom,
using patterns in multivariate data, in: H. Martens, H. Russ-
wurm Jr. ŽEds.., Food Research and Data Analysis. Applied
Science Publ., London, 1983, pp. 147–188.
w8x S. Wold, H. Martens, H. Wold, The multivariate calibration
method in chemistry solved by the PLS method, in: A. Ruhe,
˚ ¨ ŽEds.., Proc. Conf. Matrix Pencils. Lecture Notes
B. Kagstrom
in Mathematics, Springer-Verlag, Heidelberg, 1983, pp. 286–
293.
w9x W. Lindberg, J.-A. ˚ Persson, S. Wold, Partial least-squares
method for spectro-fluorimetric analysis of mixtures of humic
acid and ligninsulfonate. Anal. Chem. 55 Ž1983. 643–648.