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Though PCA9535 does not directly say to reference unused pins, it is still best to reference unused pins to either Vcc or GND.
Using TCA9535, if you do not want to use pull up/pull down resistors on unused ports, you can also set the unused ports to outputs (either high or low, does not matter) that way the input stage of the unused ports are referenced. This is particularly important if you are using the INT pin of this device to ensure you do not get random interrupts when a pin floats up and down.