Variable Selection based on a Two-stage Projection Pursuit Algorithm

Shu Jiang, Yijun Xie

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Dimension reduction methods have gained popularity in modern era due to exponential growth in data collection. Extracting key information and learning from all available data is a crucial step. Principal component analysis (PCA) is a popular dimension reduction technique due to its simplicity and flexibility. We stress that PCA is solely based on maximizing the proportion of total variance of the explanatory variables and do not directly impact the outcome of interest. Variable selection under such unsupervised setting may thus be inefficient. In this note, we propose a novel two-stage projection pursuit based algorithm which simultaneously consider the loss in the outcome variable when doing variable selection. We believe that when one is keen in variable selection in relation to the outcome of interest, the proposed method may be more efficient compared to existing methods.

Original languageEnglish
Title of host publicationBIOINFORMATICS 2020 - 11th International Conference on Bioinformatics Models, Methods and Algorithms, Proceedings; Part of 13th International Joint Conference on Biomedical Engineering Systems and Technologies, BIOSTEC 2020
EditorsElisabetta De Maria, Ana Fred, Hugo Gamboa
PublisherSciTePress
Pages188-193
Number of pages6
ISBN (Electronic)9789897583988
StatePublished - 2020
Event11th International Conference on Bioinformatics Models, Methods and Algorithms, BIOINFORMATICS 2020 - Part of 13th International Joint Conference on Biomedical Engineering Systems and Technologies, BIOSTEC 2020 - Valletta, Malta
Duration: Feb 24 2020Feb 26 2020

Publication series

NameBIOINFORMATICS 2020 - 11th International Conference on Bioinformatics Models, Methods and Algorithms, Proceedings; Part of 13th International Joint Conference on Biomedical Engineering Systems and Technologies, BIOSTEC 2020

Conference

Conference11th International Conference on Bioinformatics Models, Methods and Algorithms, BIOINFORMATICS 2020 - Part of 13th International Joint Conference on Biomedical Engineering Systems and Technologies, BIOSTEC 2020
Country/TerritoryMalta
CityValletta
Period02/24/2002/26/20

Keywords

  • Optimization
  • Two-stage Projection Pursuit
  • Variable Selection

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