Stability Feature Selection using Cluster Representative LASSO

Niharika Gauraha

2016

Abstract

Variable selection in high dimensional regression problems with strongly correlated variables or with near linear dependence among few variables remains one of the most important issues. We propose to cluster the variables first and then do stability feature selection using Lasso for cluster representatives. The first step involves generation of groups based on some criterion and the second step mainly performs group selection with controlling the number of false positives. Thus, our primary emphasis is on controlling type-I error for group variable selection in high-dimensional regression setting. We illustrate the method using simulated and pseudo-real data, and we show that the proposed method finds an optimal and consistent solution.

Paper Citation

in Harvard Style

Gauraha N. (2016). Stability Feature Selection using Cluster Representative LASSO . In Proceedings of the 5th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM, ISBN 978-989-758-173-1, pages 381-386. DOI: 10.5220/0005827003810386

in Bibtex Style

@conference{icpram16,
author={Niharika Gauraha},
title={Stability Feature Selection using Cluster Representative LASSO},
booktitle={Proceedings of the 5th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,},
year={2016},
pages={381-386},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005827003810386},
isbn={978-989-758-173-1},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 5th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,
TI - Stability Feature Selection using Cluster Representative LASSO
SN - 978-989-758-173-1
AU - Gauraha N.
PY - 2016
SP - 381
EP - 386
DO - 10.5220/0005827003810386