Benefits of dimension reduction in penalized regression methods for high-dimensional grouped data: a case study in low sample size
Langue
EN
Article de revue
Ce document a été publié dans
Bioinformatics (Oxford, England). 2019, vol. 35, n° 19, p. 3628-3634
Résumé en anglais
MOTIVATION: In some prediction analyses, predictors have a natural grouping structure and selecting predictors accounting for this additional information could be more effective for predicting the outcome accurately. ...Lire la suite >
MOTIVATION: In some prediction analyses, predictors have a natural grouping structure and selecting predictors accounting for this additional information could be more effective for predicting the outcome accurately. Moreover, in a high dimension low sample size framework, obtaining a good predictive model becomes very challenging. The objective of this work was to investigate the benefits of dimension reduction in penalized regression methods, in terms of prediction performance and variable selection consistency, in high dimension low sample size data. Using two real datasets, we compared the performances of lasso, elastic net, group lasso, sparse group lasso, sparse partial least squares (PLS), group PLS and sparse group PLS. RESULTS: Considering dimension reduction in penalized regression methods improved the prediction accuracy. The sparse group PLS reached the lowest prediction error while consistently selecting a few predictors from a single group. AVAILABILITY AND IMPLEMENTATION: R codes for the prediction methods are freely available at https://github.com/SoufianeAjana/Blisar. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.< Réduire
Mots clés en anglais
Biostatistics
LEHA
SISTM
Unités de recherche