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HDSI: High dimensional selection with interactions algorithm on feature selection and testing
- Source :
- PLoS ONE, PLoS ONE, Vol 16, Iss 2, p e0246159 (2021)
- Publication Year :
- 2021
- Publisher :
- Public Library of Science, 2021.
-
Abstract
- Feature selection on high dimensional data along with the interaction effects is a critical challenge for classical statistical learning techniques. Existing feature selection algorithms such as random LASSO leverages LASSO capability to handle high dimensional data. However, the technique has two main limitations, namely the inability to consider interaction terms and the lack of a statistical test for determining the significance of selected features. This study proposes a High Dimensional Selection with Interactions (HDSI) algorithm, a new feature selection method, which can handle high-dimensional data, incorporate interaction terms, provide the statistical inferences of selected features and leverage the capability of existing classical statistical techniques. The method allows the application of any statistical technique like LASSO and subset selection on multiple bootstrapped samples; each contains randomly selected features. Each bootstrap data incorporates interaction terms for the randomly sampled features. The selected features from each model are pooled and their statistical significance is determined. The selected statistically significant features are used as the final output of the approach, whose final coefficients are estimated using appropriate statistical techniques. The performance of HDSI is evaluated using both simulated data and real studies. In general, HDSI outperforms the commonly used algorithms such as LASSO, subset selection, adaptive LASSO, random LASSO and group LASSO.
- Subjects :
- Clustering high-dimensional data
Data Analysis
Computer and Information Sciences
Multivariate analysis
Computer science
Science
Feature selection
Linear Regression Analysis
Research and Analysis Methods
01 natural sciences
Machine Learning
010104 statistics & probability
03 medical and health sciences
Mathematical and Statistical Techniques
Lasso (statistics)
Artificial Intelligence
Statistical significance
Linear regression
Statistical inference
Leverage (statistics)
0101 mathematics
Statistical Methods
Selection (genetic algorithm)
030304 developmental biology
Statistical hypothesis testing
Statistical Data
0303 health sciences
Multidisciplinary
Covariance
Statistical Models
Applied Mathematics
Simulation and Modeling
Statistics
Statistical model
Random Variables
Probability Theory
Physical Sciences
Multivariate Analysis
Medicine
Regression Analysis
Algorithm
Mathematics
Algorithms
Research Article
Subjects
Details
- Language :
- English
- ISSN :
- 19326203
- Volume :
- 16
- Issue :
- 2
- Database :
- OpenAIRE
- Journal :
- PLoS ONE
- Accession number :
- edsair.doi.dedup.....ac00b00580328e6f1525096d540c581c