Model selection based on combined penalties for biomarker identification

Vradi, Eleni and Brannath, Werner and Jaki, Thomas and Vonk, Richardus (2018) Model selection based on combined penalties for biomarker identification. Journal of Biopharmaceutical Statistics, 28 (4). pp. 735-749. ISSN 1054-3406

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Abstract

The growing role of targeted medicine has led to an increased focus on the development of actionable biomarkers. Current penalized selection methods that are used to identify biomarker panels for classification in high-dimensional data, however, often result in highly complex panels that need careful pruning for practical use. In the framework of regularization methods, a penalty that is a weighted sum of the L1 and L0 norm has been proposed to account for the complexity of the resulting model. In practice, the limitation of this penalty is that the objective function is non-convex, non-smooth, the optimization is computationally intensive and the application to high-dimensional settings is challenging. In this paper, we propose a stepwise forward variable selection method which combines the L0 with L1 or L2 norms. The penalized likelihood criterion that is used in the stepwise selection procedure results in more parsimonious models, keeping only the most relevant features. Simulation results and a real application show that our approach exhibits a comparable performance with common selection methods with respect to the prediction performance while minimizing the number of variables in the selected model resulting in a more parsimonious model as desired.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Biopharmaceutical Statistics
Additional Information:
This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of Biopharmaceutical Statistics on 26/10/2017, available online: http://www.tandfonline.com/10.1080/10543406.2017.1378662
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2700/2736
Subjects:
ID Code:
134510
Deposited By:
Deposited On:
22 Jun 2019 09:03
Refereed?:
Yes
Published?:
Published
Last Modified:
19 Sep 2020 05:47