Grouped variable selection using area under the ROC with imbalanced data

DOI10.1080/03610918.2013.818691zbMATH Open1419.62176OpenAlexW2034884560MaRDI QIDQ3178533FDOQ3178533

Yichen Qin, Shuangge Ma, Limin Wang, Yang Li, Jiaxu Chen

Publication date: 14 July 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.818691

Recommendations

• Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion
• Variable selection in ROC regression
• Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve
• Fused variable screening for massive imbalanced data
• High dimensional classifiers in the imbalanced case

zbMATH Keywords

group Lassoimbalanced dataarea under ROCtrue positive rate

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Cites Work

• Model Selection and Estimation in Regression with Grouped Variables
• Combining Multiple Markers for Classification Using ROC
• Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve
• The Group Lasso for Logistic Regression
• A group bridge approach for variable selection
• Cost-sensitive boosting for classification of imbalanced data

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