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arXiv 1610.09490stat.ML
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结构变量选择的通用多块方法

A general multiblock method for structured variable selection

Tommy Löfstedt, Fouad Hadj-Selem, Vincent Guillemot, Cathy Philippe, Nicolas Raymond, Edouard Duchesney, Vincent Frouin, Arthur Tenenhaus

摘要:

正则化典型相关分析最近被扩展到两组以上的变量的多区组方法正则化广义典型相关分析(RGCCA)。此外,稀疏GCCA(SGCCA)被提出来解决变量选择的问题。然而,由于技术原因,SGCCA提供的变量选择仅限于块之间的协方差链接(即,使用$τ=1$)。本文的主要贡献之一是超越协方差链接,并提出了SGCCA的扩展,用于完整的RGCCA模型(即,与$τ\in[0, 1]$)。此外,我们提出了SGCCA的扩展,利用块内变量之间的结构关系。具体来说,我们提出了一个算法,允许结构化和稀疏诱导的处罚被包括在RGCCA优化问题。所提出的多块方法说明了一个真正的三块高级别神经胶质瘤数据集,其目的是预测的位置的脑肿瘤,并在一个模拟的数据集,其目的是说明该方法的能力,以重建真正的底层权重向量。

英文摘要:

Regularised canonical correlation analysis was recently extended to more than two sets of variables by the multiblock method Regularised generalised canonical correlation analysis (RGCCA). Further, Sparse GCCA (SGCCA) was proposed to address the issue of variable selection. However, for technical reasons, the variable selection offered by SGCCA was restricted to a covariance link between the blocks (i.e., with $τ=1$). One of the main contributions of this paper is to go beyond the covariance link and to propose an extension of SGCCA for the full RGCCA model (i.e., with $τ\in[0, 1]$). In addition, we propose an extension of SGCCA that exploits structural relationships between variables within blocks. Specifically, we propose an algorithm that allows structured and sparsity-inducing penalties to be included in the RGCCA optimisation problem. The proposed multiblock method is illustrated on a real three-block high-grade glioma data set, where the aim is to predict the location of the brain tumours, and on a simulated data set, where the aim is to illustrate the method's ability to reconstruct the true underlying weight vectors.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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