US Patent 8112375 Wavelength selection and outlier detection in reduced rank linear models

There is provided an optimization system and method for identifying useful channels. The method for selecting useful channels includes embedding a discrete predictor problem into continuous space of a predictor preweighting and executing an optimization algorithm to optimize a preweighting vector, wherein the optimization algorithm determines the relative importance of the each predictor. Also, the method includes constructing n different models, wherein a kth model comprises the k most important predictors and comparing the models using an information criterion to allow for automatic selection of a subset of the predictors. Additionally, an analytical Jacobian of the partial least squares regression vector is derived with respect to the predictor weighting to optimize the predictor weighting and select useful channels for use in the non-invasive medical device.