Guiding adaptive shrinkage by co-data to improve regression-based prediction and feature selection
- URL: http://arxiv.org/abs/2405.04917v1
- Date: Wed, 8 May 2024 09:38:11 GMT
- Title: Guiding adaptive shrinkage by co-data to improve regression-based prediction and feature selection
- Authors: Mark A. van de Wiel, Wessel N. van Wieringen,
- Abstract summary: It is widely recognized that complementary data on the features, co-data', may improve results.
Such co-data are ubiquitous in genomics settings due to the availability of public repositories.
We review guided adaptive shrinkage methods: a class of regression-based learners that use co-data to adapt the shrinkage parameters.
- Score: 0.3867363075280544
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The high dimensional nature of genomics data complicates feature selection, in particular in low sample size studies - not uncommon in clinical prediction settings. It is widely recognized that complementary data on the features, `co-data', may improve results. Examples are prior feature groups or p-values from a related study. Such co-data are ubiquitous in genomics settings due to the availability of public repositories. Yet, the uptake of learning methods that structurally use such co-data is limited. We review guided adaptive shrinkage methods: a class of regression-based learners that use co-data to adapt the shrinkage parameters, crucial for the performance of those learners. We discuss technical aspects, but also the applicability in terms of types of co-data that can be handled. This class of methods is contrasted with several others. In particular, group-adaptive shrinkage is compared with the better-known sparse group-lasso by evaluating feature selection. Finally, we demonstrate the versatility of the guided shrinkage methodology by showing how to `do-it-yourself': we integrate implementations of a co-data learner and the spike-and-slab prior for the purpose of improving feature selection in genetics studies.
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