Combining clustering of variables and feature selection using random forests

DOI10.1080/03610918.2018.1563145zbMATH Open1489.62179arXiv1608.06740OpenAlexW2899553782MaRDI QIDQ5083993FDOQ5083993

Jérôme Saracco, Robin Genuer, Marie Chavent

Publication date: 21 June 2022

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

Abstract: Standard approaches to tackle high-dimensional supervised classification problem often include variable selection and dimension reduction procedures. The novel methodology proposed in this paper combines clustering of variables and feature selection. More precisely, hierarchical clustering of variables procedure allows to build groups of correlated variables in order to reduce the redundancy of information and summarizes each group by a synthetic numerical variable. Originality is that the groups of variables (and the number of groups) are unknown a priori. Moreover the clustering approach used can deal with both numerical and categorical variables (i.e. mixed dataset). Among all the possible partitions resulting from dendrogram cuts, the most relevant synthetic variables (i.e. groups of variables) are selected with a variable selection procedure using random forests. Numerical performances of the proposed approach are compared with direct applications of random forests and variable selection using random forests on the original p variables. Improvements obtained with the proposed methodology are illustrated on two simulated mixed datasets (cases n>p and n<p, where n is the sample size) and on a real proteomic dataset. Via the selection of groups of variables (based on the synthetic variables), interpretability of the results becomes easier.

Full work available at URL: https://arxiv.org/abs/1608.06740

zbMATH Keywords

random forestsvariable selectionsupervised classificationclustering of variables

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

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Cited In (2)

• Interval selection: a case-study-based approach
• Dendrograms, minimum spanning trees and feature selection

Uses Software

• R
• glasso
• randomForest
• PCAmixdata
• mixOmics
• ClustOfVar
• clusfind
• VSURF

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