Log‐ratio lasso: Scalable, sparse estimation for log‐ratio models
From MaRDI portal
Publication:5214522
DOI10.1111/BIOM.12995zbMATH Open1436.62510arXiv1709.01139OpenAlexW2963899886WikidataQ58615599 ScholiaQ58615599MaRDI QIDQ5214522FDOQ5214522
Stephen Bates, Robert Tibshirani
Publication date: 7 February 2020
Published in: Biometrics (Search for Journal in Brave)
Abstract: Positive-valued signal data is common in many biological and medical applications, where the data are often generated from imaging techniques such as mass spectrometry. In such a setting, the relative intensities of the raw features are often the scientifically meaningful quantities, so it is of interest to identify relevant features that take the form of log-ratios of the raw inputs. When including the log-ratios of all pairs of predictors, the dimensionality of this predictor space becomes large, so computationally efficient statistical procedures are required. We introduce an embedding of the log-ratio parameter space into a space of much lower dimension and develop efficient penalized fitting procedure using this more tractable representation. This procedure serves as the foundation for a two-step fitting procedure that combines a convex filtering step with a second non-convex pruning step to yield highly sparse solutions. On a cancer proteomics data set we find that these methods fit highly sparse models with log-ratio features of known biological relevance while greatly improving upon the predictive accuracy of less interpretable methods.
Full work available at URL: https://arxiv.org/abs/1709.01139
Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cited In (5)
This page was built for publication: Log‐ratio lasso: Scalable, sparse estimation for log‐ratio models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5214522)