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arXiv 2102.08232stat.MEstat.COstat.ML

降维空间中用于联合二元逻辑回归的MELODIC族

The MELODIC family for simultaneous binary logistic regression in a reduced space

Mark de Rooij, Patrick J. F. Groenen

AI总结:

本文提出MELODIC族用于联合二元逻辑回归建模,通过在降维欧几里得空间中基于距离规则定义模型,并采用快速迭代优化算法进行参数估计,提升了预测准确性,且可通过回归系数或双标图解释。

摘要:

逻辑回归是二元分类的常用方法。研究者通常拥有多个二元响应变量,联合分析是有益的,因为它能揭示响应变量之间的依赖关系,以及预测变量与响应之间的关系。此外,在这种联合分析中,各方程可以相互借力,从而可能提高预测准确性。本文提出了用于联合二元逻辑回归建模的MELODIC族。在该族中,基于距离规则,回归模型定义在降维的欧几里得空间中。该模型可以通过逻辑回归系数或双标图进行解释。我们讨论了一种用于参数估计的快速迭代优化(或MM)算法。详细展示了两个应用:一个将人格特征与药物使用特征相关联,另一个将人格特征与抑郁和焦虑障碍相关联。我们对MELODIC族与多元二元数据的替代方法进行了全面比较。

英文摘要:

Logistic regression is a commonly used method for binary classification. Researchers often have more than a single binary response variable and simultaneous analysis is beneficial because it provides insight into the dependencies among response variables as well as between the predictor variables and the responses. Moreover, in such a simultaneous analysis the equations can lend each other strength, which might increase predictive accuracy. In this paper, we propose the MELODIC family for simultaneous binary logistic regression modeling. In this family, the regression models are defined in a Euclidean space of reduced dimension, based on a distance rule. The model may be interpreted in terms of logistic regression coefficients or in terms of a biplot. We discuss a fast iterative majorization (or MM) algorithm for parameter estimation. Two applications are shown in detail: one relating personality characteristics to drug consumption profiles and one relating personality characteristics to depressive and anxiety disorders. We present a thorough comparison of our MELODIC family with alternative approaches for multivariate binary data.

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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