WPLS not only takes the advantage of PLS to extract most explanatory variables, but also improves generalization property through the weight of samples and SRM is achieved with interpretable model.

• 该算法保留了PLS能有效地提取对系统解释性最强的信息的优点，并通过样本权值提高模型的泛化能力，从而实现SRM准则，所建立的模型具有可解释性。