Interpretable sparse SIR for functional data
From MaRDI portal
DOI10.1007/S11222-018-9806-6zbMATH Open1430.62079OpenAlexW4297851494WikidataQ130166324 ScholiaQ130166324MaRDI QIDQ61772FDOQ61772
Abstract: This work focuses on the issue of variable selection in functional regression. Unlike most work in this framework, our approach does not select isolated points in the definition domain of the predictors, nor does it rely on the expansion of the predictors in a given functional basis. It provides an approach to select full intervals made of consecutive points. This feature improves the interpretability of the estimated coefficients and is desirable in the functional framework for which small shifts are frequent when comparing one predictor (curve) to another. Our method is described in a semiparametric framework based on Sliced Inverse Regression (SIR). SIR is an effective method for dimension reduction of high-dimensional data which computes a linear projection of the predictors in a low-dimensional space, without loss on regression information. We extend the approaches of variable selection developed for multidimensional SIR to select intervals rather than separated evaluation points in the definition domain of the functional predictors. Different and equivalent formulations of SIR are combined in a shrinkage approach with a group-LASSO-like penalty. Finally, a fully automated iterative procedure is also proposed to find the critical (interpretable) intervals. The approach is proved efficient on simulated and real data.
Recommendations
Cites Work
- scientific article; zbMATH DE number 1157169 (Why is no real title available?)
- A Note on Sliced Inverse Regression with Regularizations
- A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
- A non parametric approach for calibration with functional data
- A note on shrinkage sliced inverse regression
- A semiparametric model for Hilbertian random variables
- Atomic Decomposition by Basis Pursuit
- Bayesian functional linear regression with sparse step functions
- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- Comparison of sliced inverse regression approaches for underdetermined cases
- Determining the Dimension in Sliced Inverse Regression and Related Methods
- Determining the Dimensionality in Sliced Inverse Regression
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Extending Sliced Inverse Regression
- Factor screening by sequential bifurcation
- Feature selection for functional data
- Fractals with point impact in functional linear regression
- Functional Classification in Hilbert Spaces
- Functional Classification with Margin Conditions
- Functional linear regression that's interpretable
- Functional linear regression with points of impact
- Functional sliced inverse regression analysis
- Gaussian processes for machine learning.
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Most-predictive design points for functional data predictors
- Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach
- On Sliced Inverse Regression With High-Dimensional Covariates
- On consistency and sparsity for sliced inverse regression in high dimensions
- Sliced Inverse Regression for Dimension Reduction
- Sliced Inverse Regression with Regularizations
- Sparsity and Smoothness Via the Fused Lasso
- Testing predictor contributions in sufficient dimension reduction.
- The elements of statistical learning. Data mining, inference, and prediction
- Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
- Variable selection for functional regression models via the \(L_1\) regularization
- Variable selection in infinite-dimensional problems
Cited In (10)
- An informative prior distribution on functions with application to functional regression
- Bayesian functional linear regression with sparse step functions
- Robust sparse functional regression model
- On optimal regression trees to detect critical intervals for multivariate functional data
- Classification tree algorithm for grouped variables
- Selection of time instants and intervals with support vector regression for multivariate functional data
- Functional sliced inverse regression analysis
- SISIR
- Functional linear regression that's interpretable
- Sparse Functional Boxplots for Multivariate Curves
Uses Software
This page was built for publication: Interpretable sparse SIR for functional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q61772)
