Significance analysis for pairwise variable selection in classification

DOI10.4310/SII.2014.V7.N2.A11zbMATH Open1388.62190arXiv1402.4459MaRDI QIDQ1748876FDOQ1748876

Authors: Xingye Qiao, Yufeng Liu, J. S. Marron 

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Abstract: The goal of this article is to select important variables that can distinguish one class of data from another. A marginal variable selection method ranks the marginal effects for classification of individual variables, and is a useful and efficient approach for variable selection. Our focus here is to consider the bivariate effect, in addition to the marginal effect. In particular, we are interested in those pairs of variables that can lead to accurate classification predictions when they are viewed jointly. To accomplish this, we propose a permutation test called Significance test of Joint Effect (SigJEff). In the absence of joint effect in the data, SigJEff is similar or equivalent to many marginal methods. However, when joint effects exist, our method can significantly boost the performance of variable selection. Such joint effects can help to provide additional, and sometimes dominating, advantage for classification. We illustrate and validate our approach using both simulated example and a real glioblastoma multiforme data set, which provide promising results.

Full work available at URL: https://arxiv.org/abs/1402.4459

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zbMATH Keywords

permutation testjoint effectbivariate effectmarginal screening

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• Why significant variables aren't automatically good predictors
• Embedded variable selection method using signomial classification

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