arXiv subjects

Saharon Rosset

Publications and source records attributed to Saharon Rosset.

41 records · Page 3Linked to original sources

arXiv2012

Efficient regularized isotonic regression with application to gene--gene interaction search

Isotonic regression is a nonparametric approach for fitting monotonic models to data that has been widely studied from both theoretical and practical perspectives. However, this approach encounters computational and statistical overfitting issues in higher dimensions. To address both concerns, we present an algorithm, which we term Isotonic Recursive Partitioning (IRP), for isotonic regression based on recursively partitioning the covariate space through solution of progressively smaller "best cut" subproblems. This creates a regularized sequence of isotonic models of increasing model complexity that converges to the global isotonic regression solution. The models along the sequence are often more accurate than the unregularized isotonic regression model because of the complexity control they offer. We quantify this complexity control through estimation of degrees of freedom along the path. Success of the regularized models in prediction and IRPs favorable computational properties are demonstrated through a series of simulated and real data experiments. We discuss application of IRP to the problem of searching for gene--gene interactions and epistasis, and demonstrate it on data from genome-wide association studies of three common diseases.

stat.ME↗

arXiv2011

Random lasso

We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of randomly selected covariates. A measure of importance is yielded from this step for each covariate. In step 2, a similar procedure to the first step is implemented with the exception that for each bootstrap sample, a subset of covariates is randomly selected with unequal selection probabilities determined by the covariates' importance. Adaptive lasso may be used in the second step with weights determined by the importance measures. The final set of covariates and their coefficients are determined by averaging bootstrap results obtained from step 2. The proposed method alleviates some of the limitations of lasso, elastic-net and related methods noted especially in the context of microarray data analysis: it tends to remove highly correlated variables altogether or select them all, and maintains maximal flexibility in estimating their coefficients, particularly with different signs; the number of selected variables is no longer limited by the sample size; and the resulting prediction accuracy is competitive or superior compared to the alternatives. We illustrate the proposed method by extensive simulation studies. The proposed method is also applied to a Glioblastoma microarray data analysis.

stat.AP↗

arXiv2010

Preliminary Report: Missense mutations in the APOL gene family are associated with end stage kidney disease risk previously attributed to the MYH9 gene

MYH9 has been proposed as a major genetic risk locus for a spectrum of non-diabetic end stage kidney disease (ESKD). We use recently released sequences from the 1000 Genomes Project to identify two western African specific missense mutations (S342G and I384M) in the neighbouring APOL1 gene, and demonstrate that these are more strongly associated with ESKD than previously reported MYH9 variants. We also show that the distribution of these risk variants in African populations is consistent with the pattern of African ancestry ESKD risk previously attributed to the MYH9 gene. Additional associations were also found among other members of the APOL gene family, and we propose that ESKD risk is caused by western African variants in members of the APOL gene family, which evolved to confer protection against pathogens, such as Trypanosoma.

q-bio.PE↗

arXiv2007

Piecewise linear regularized solution paths

We consider the generic regularized optimization problem $\hat{\mathsfβ}(λ)=\arg \min_βL({\sf{y}},X{\sfβ})+λJ({\sfβ})$. Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have shown that for the LASSO--that is, if $L$ is squared error loss and $J(β)=\|β\|_1$ is the $\ell_1$ norm of $β$--the optimal coefficient path is piecewise linear, that is, $\partial \hatβ(λ)/\partial λ$ is piecewise constant. We derive a general characterization of the properties of (loss $L$, penalty $J$) pairs which give piecewise linear coefficient paths. Such pairs allow for efficient generation of the full regularized coefficient paths. We investigate the nature of efficient path following algorithms which arise. We use our results to suggest robust versions of the LASSO for regression and classification, and to develop new, efficient algorithms for existing problems in the literature, including Mammen and van de Geer's locally adaptive regression splines.

math.ST↗

arXiv2004

Least Angle Regression

The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a large collection of possible covariates from which we hope to select a parsimonious set for the efficient prediction of a response variable. Least Angle Regression (LARS), a new model selection algorithm, is a useful and less greedy version of traditional forward selection methods. Three main properties are derived: (1) A simple modification of the LARS algorithm implements the Lasso, an attractive version of ordinary least squares that constrains the sum of the absolute regression coefficients; the LARS modification calculates all possible Lasso estimates for a given problem, using an order of magnitude less computer time than previous methods. (2) A different LARS modification efficiently implements Forward Stagewise linear regression, another promising new model selection method;

math.ST↗