Dataset Information

The Sparse MLE for Ultra-High-Dimensional Feature Screening.

ABSTRACT: Feature selection is fundamental for modeling the high dimensional data, where the number of features can be huge and much larger than the sample size. Since the feature space is so large, many traditional procedures become numerically infeasible. It is hence essential to first remove most apparently non-influential features before any elaborative analysis. Recently, several procedures have been developed for this purpose, which include the sure-independent-screening (SIS) as a widely-used technique. To gain the computational efficiency, the SIS screens features based on their individual predicting power. In this paper, we propose a new screening method via the sparsity-restricted maximum likelihood estimator (SMLE). The new method naturally takes the joint effects of features in the screening process, which gives itself an edge to potentially outperform the existing methods. This conjecture is further supported by the simulation studies under a number of modeling settings. We show that the proposed method is screening consistent in the context of ultra-high-dimensional generalized linear models.

SUBMITTER: Xu C

PROVIDER: S-EPMC4219371 | biostudies-literature | 2014

REPOSITORIES: biostudies-literature

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The Sparse MLE for Ultra-High-Dimensional Feature Screening.

Xu Chen C Chen Jiahua J

Journal of the American Statistical Association 20140101 507

Feature selection is fundamental for modeling the high dimensional data, where the number of features can be huge and much larger than the sample size. Since the feature space is so large, many traditional procedures become numerically infeasible. It is hence essential to first remove most apparently non-influential features before any elaborative analysis. Recently, several procedures have been developed for this purpose, which include the sure-independent-screening (SIS) as a widely-used techn ...[more]

PMID: 25382886

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Project description:BACKGROUND:Feature selection in class-imbalance learning has gained increasing attention in recent years due to the massive growth of high-dimensional class-imbalanced data across many scientific fields. In addition to reducing model complexity and discovering key biomarkers, feature selection is also an effective method of combating overlapping which may arise in such data and become a crucial aspect for determining classification performance. However, ordinary feature selection techniques for classification can not be simply used for addressing class-imbalanced data without any adjustment. Thus, more efficient feature selection technique must be developed for complicated class-imbalanced data, especially in the context of high-dimensionality. RESULTS:We proposed an algorithm called sssHD to achieve stable sparse feature selection applied it to complicated class-imbalanced data. sssHD is based on the Hellinger distance (HD) coupled with sparse regularization techniques. We stated that Hellinger distance is not only class-insensitive but also translation-invariant. Simulation result indicates that HD-based selection algorithm is effective in recognizing key features and control false discoveries for class-imbalance learning. Five gene expression datasets are also employed to test the performance of the sssHD algorithm, and a comparison with several existing selection procedures is performed. The result shows that sssHD is highly competitive in terms of five assessment metrics. In addition, sssHD presents limited differences between performing and not performing re-balance preprocessing. CONCLUSIONS:sssHD is a practical feature selection method for high-dimensional class-imbalanced data, which is simple and can be an alternative for performing feature selection in class-imbalanced data. sssHD can be easily extended by connecting it with different re-balance preprocessing, different sparse regularization structures as well as different classifiers. As such, the algorithm is extremely general and has a wide range of applicability.

Dataset Information

The Sparse MLE for Ultra-High-Dimensional Feature Screening.

Publications

The Sparse MLE for Ultra-High-Dimensional Feature Screening.

Similar Datasets

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