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Feature selection and rebalancing can be seen as two preprocessing ways in class‐imbalanced learning. Recently, there have been many research achievements and applications on LASSO‐type feature selection, whereas most of them are not directly designed for addressing class‐imbalanced data. In this study, we proposed a LASSO‐based stable feature selection algorithm for class‐imbalanced data analysis, and false‐positive selection (FPS) under balanced and imbalanced situations was calculated via selection frequency of each predictor in doing stable selection. The results on simulation studies and real data examples show that class imbalance contributes to avoid overselection caused by LASSO when the data are highly correlated and a lower FPS can be obtained with class‐imbalanced data than balanced one in most of cases in the same settings. A statistical explanation was given for this phenomenon. In addition, it does not need to rebalance the class‐imbalanced data for performing such LASSO‐based feature selection with a stable strategy, and to some degree, intentionally disequilibrating the balanced data could be an alternative strategy to weaken overselection and to perform biomarker identification for finding a few of most important biomarkers. A LASSO‐based stable feature selection algorithm was proposed for imbalanced data. It is not necessary to rebalance the imbalanced data with such stable feature selection strategy. Class imbalance even contributes to avoid overselection caused by LASSO when data are strongly correlated. [ABSTRACT FROM AUTHOR]

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]

Screening important variables for class-imbalanced data is still a challenging task. In this study, we propose an algorithm for stably selecting key variables on class-imbalanced data based on the precision-recall curve (PRC), where the PRC is utilized as the assessment criterion in the model building stage, and sparse regularized logistic regression combined with subsampling (SRLRS) is designed to perform stable variable selection. Considering the characteristic of class-imbalanced data, we also proposed classification-based partition for cross validation, as well as leaving half of majority observations out and leaving one minority observation out (LHO-LOO) for subsampling. Simulation results and real data showed that our algorithm is highly suitable for handling class-imbalanced data, and that the PRC can be an alternative evaluation criterion for model selection when handling class-imbalanced data. [ABSTRACT FROM AUTHOR]