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Abstract: Large amounts of data from high-throughput metabolomics experiments become commonly more and more complex, which brings an enormous amount of challenges to existing statistical modeling. Thus there is a need to develop statistically efficient approach for mining the underlying metabolite information contained by metabolomics data under investigation. In the work, we developed a novel kernel Fisher discriminant analysis (KFDA) algorithm by constructing an informative kernel based on decision tree ensemble. The constructed kernel can effectively encode the similarities of metabolomics samples between informative metabolites/biomarkers in specific parts of the measurement space. Simultaneously, informative metabolites or potential biomarkers can be successfully discovered by variable importance ranking in the process of building kernel. Moreover, KFDA can also deal with nonlinear relationship in the metabolomics data by such a kernel to some extent. Finally, two real metabolomics datasets together with a simulated data were used to demonstrate the performance of the proposed approach through the comparison of different approaches. [Copyright &y& Elsevier]

Partial least squares (PLS) is one of the most widely used methods for chemical modeling. However, like many other parameter tunable methods, it has strong tendency of over-fitting. Thus, a crucial step in PLS model building is to select the optimal number of latent variables (nLVs). Cross-validation (CV) is the most popular method for PLS model selection because it selects a model from the perspective of prediction ability. However, a clear minimum of prediction errors may not be obtained in CV which makes the model selection difficult. To solve the problem, we proposed a new strategy for PLS model selection which combines the cross-validated coefficient of determination ( Q c v 2 ) and model stability ( S ). S is defined as the stability of PLS regression vectors which is obtained using model population analysis (MPA). The results show that, when a clear maximum of Q c v 2 is not obtained, S can provide additional information of over-fitting and it helps in finding the optimal nLVs. Compared with other regression vector based indictors such as the Euclidean 2-norm ( B2 ), the Durbin Watson statistic ( DW ) and the jaggedness ( J ), S is more sensitive to over-fitting. The model selected by our method has both good prediction ability and stability. [ABSTRACT FROM AUTHOR]

In this study, a new optimization algorithm called the Variable Iterative Space Shrinkage Approach (VISSA) that is based on the idea of model population analysis (MPA) is proposed for variable selection. Unlike most of the existing optimization methods for variable selection, VISSA statistically evaluates the performance of variable space in each step of optimization. Weighted binary matrix sampling (WBMS) is proposed to generate sub-models that span the variable subspace. Two rules are highlighted during the optimization procedure. First, the variable space shrinks in each step. Second, the new variable space outperforms the previous one. The second rule, which is rarely satisfied in most of the existing methods, is the core of the VISSA strategy. Compared with some promising variable selection methods such as competitive adaptive reweighted sampling (CARS), Monte Carlo uninformative variable elimination (MCUVE) and iteratively retaining informative variables (IRIV), VISSA showed better prediction ability for the calibration of NIR data. In addition, VISSA is user-friendly; only a few insensitive parameters are needed, and the program terminates automatically without any additional conditions. The Matlab codes for implementing VISSA are freely available on the website: URL URL="HTTPS://SOURCEFORGE.NET/PROJECTS/MULTIVARIATE-ANALYSIS/FILES/VISSA/"https://sourceforge.net/projects/multivariate-analysis/files/VISSA//URL. [ABSTRACT FROM AUTHOR]