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HDSI: High dimensional selection with interactions algorithm on feature selection and testing
Feature selection on high dimensional data along with the interaction effects is a critical challenge for classical statistical learning techniques. Existing feature selection algorithms such as random LASSO leverages LASSO capability to handle high dimensional data. However, the technique has two m...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7886179/ https://www.ncbi.nlm.nih.gov/pubmed/33592034 http://dx.doi.org/10.1371/journal.pone.0246159 |
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author | Jain, Rahi Xu, Wei |
author_facet | Jain, Rahi Xu, Wei |
author_sort | Jain, Rahi |
collection | PubMed |
description | Feature selection on high dimensional data along with the interaction effects is a critical challenge for classical statistical learning techniques. Existing feature selection algorithms such as random LASSO leverages LASSO capability to handle high dimensional data. However, the technique has two main limitations, namely the inability to consider interaction terms and the lack of a statistical test for determining the significance of selected features. This study proposes a High Dimensional Selection with Interactions (HDSI) algorithm, a new feature selection method, which can handle high-dimensional data, incorporate interaction terms, provide the statistical inferences of selected features and leverage the capability of existing classical statistical techniques. The method allows the application of any statistical technique like LASSO and subset selection on multiple bootstrapped samples; each contains randomly selected features. Each bootstrap data incorporates interaction terms for the randomly sampled features. The selected features from each model are pooled and their statistical significance is determined. The selected statistically significant features are used as the final output of the approach, whose final coefficients are estimated using appropriate statistical techniques. The performance of HDSI is evaluated using both simulated data and real studies. In general, HDSI outperforms the commonly used algorithms such as LASSO, subset selection, adaptive LASSO, random LASSO and group LASSO. |
format | Online Article Text |
id | pubmed-7886179 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2021 |
publisher | Public Library of Science |
record_format | MEDLINE/PubMed |
spelling | pubmed-78861792021-02-23 HDSI: High dimensional selection with interactions algorithm on feature selection and testing Jain, Rahi Xu, Wei PLoS One Research Article Feature selection on high dimensional data along with the interaction effects is a critical challenge for classical statistical learning techniques. Existing feature selection algorithms such as random LASSO leverages LASSO capability to handle high dimensional data. However, the technique has two main limitations, namely the inability to consider interaction terms and the lack of a statistical test for determining the significance of selected features. This study proposes a High Dimensional Selection with Interactions (HDSI) algorithm, a new feature selection method, which can handle high-dimensional data, incorporate interaction terms, provide the statistical inferences of selected features and leverage the capability of existing classical statistical techniques. The method allows the application of any statistical technique like LASSO and subset selection on multiple bootstrapped samples; each contains randomly selected features. Each bootstrap data incorporates interaction terms for the randomly sampled features. The selected features from each model are pooled and their statistical significance is determined. The selected statistically significant features are used as the final output of the approach, whose final coefficients are estimated using appropriate statistical techniques. The performance of HDSI is evaluated using both simulated data and real studies. In general, HDSI outperforms the commonly used algorithms such as LASSO, subset selection, adaptive LASSO, random LASSO and group LASSO. Public Library of Science 2021-02-16 /pmc/articles/PMC7886179/ /pubmed/33592034 http://dx.doi.org/10.1371/journal.pone.0246159 Text en © 2021 Jain, Xu http://creativecommons.org/licenses/by/4.0/ This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. |
spellingShingle | Research Article Jain, Rahi Xu, Wei HDSI: High dimensional selection with interactions algorithm on feature selection and testing |
title | HDSI: High dimensional selection with interactions algorithm on feature selection and testing |
title_full | HDSI: High dimensional selection with interactions algorithm on feature selection and testing |
title_fullStr | HDSI: High dimensional selection with interactions algorithm on feature selection and testing |
title_full_unstemmed | HDSI: High dimensional selection with interactions algorithm on feature selection and testing |
title_short | HDSI: High dimensional selection with interactions algorithm on feature selection and testing |
title_sort | hdsi: high dimensional selection with interactions algorithm on feature selection and testing |
topic | Research Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7886179/ https://www.ncbi.nlm.nih.gov/pubmed/33592034 http://dx.doi.org/10.1371/journal.pone.0246159 |
work_keys_str_mv | AT jainrahi hdsihighdimensionalselectionwithinteractionsalgorithmonfeatureselectionandtesting AT xuwei hdsihighdimensionalselectionwithinteractionsalgorithmonfeatureselectionandtesting |