Modeling High-Dimensional Data with Unknown Cut Points: A Fusion Penalized Logistic Threshold Regression

• URL: http://arxiv.org/abs/2202.08441v1
• Date: Thu, 17 Feb 2022 04:16:40 GMT
• Title: Modeling High-Dimensional Data with Unknown Cut Points: A Fusion Penalized Logistic Threshold Regression
• Authors: Yinan Lin, Wen Zhou, Zhi Geng, Gexin Xiao, and Jianxin Yin
• Abstract summary: In traditional logistic regression models, the link function is often assumed to be linear and continuous in predictors. We consider a threshold model that all continuous features are discretized into ordinal levels, which further determine the binary responses. We find the lasso model is well suited in the problem of early detection and prediction for chronic disease like diabetes.
• Score: 2.520538806201793
• License: http://creativecommons.org/licenses/by-nc-sa/4.0/
• Abstract: In traditional logistic regression models, the link function is often assumed to be linear and continuous in predictors. Here, we consider a threshold model that all continuous features are discretized into ordinal levels, which further determine the binary responses. Both the threshold points and regression coefficients are unknown and to be estimated. For high dimensional data, we propose a fusion penalized logistic threshold regression (FILTER) model, where a fused lasso penalty is employed to control the total variation and shrink the coefficients to zero as a method of variable selection. Under mild conditions on the estimate of unknown threshold points, we establish the non-asymptotic error bound for coefficient estimation and the model selection consistency. With a careful characterization of the error propagation, we have also shown that the tree-based method, such as CART, fulfill the threshold estimation conditions. We find the FILTER model is well suited in the problem of early detection and prediction for chronic disease like diabetes, using physical examination data. The finite sample behavior of our proposed method are also explored and compared with extensive Monte Carlo studies, which supports our theoretical discoveries.

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