Grouped variable selection using area under the ROC with imbalanced data

DOI10.1080/03610918.2013.818691MaRDI QIDQ3178533zbMATH OpenOpenAlexFDO

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

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

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)

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

Cites work

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

Cited in

(1)

• Tuning model parameters in class-imbalanced learning with precision-recall curve

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