Prediction modelling with many correlated and zero-inflated predictors: assessing a nonnegative garrote approach
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866916113150902272 |
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| author | Gregorich, Mariella Kammer, Michael Mischak, Harald Heinze, Georg |
| author_facet | Gregorich, Mariella Kammer, Michael Mischak, Harald Heinze, Georg |
| contents | Building prediction models from mass-spectrometry data is challenging due to the abundance of correlated features with varying degrees of zero-inflation, leading to a common interest in reducing the features to a concise predictor set with good predictive performance. In this study, we formally established and examined regularized regression approaches, designed to address zero-inflated and correlated predictors. In particular, we describe a novel two-stage regularized regression approach (ridge-garrote) explicitly modelling zero-inflated predictors using two component variables, comprising a ridge estimator in the first stage and subsequently applying a nonnegative garrote estimator in the second stage. We contrasted ridge-garrote with one-stage methods (ridge, lasso) and other two-stage regularized regression approaches (lasso-ridge, ridge-lasso) for zero-inflated predictors. We assessed the predictive performance and predictor selection properties of these methods in a comparative simulation study and a real-data case study to predict kidney function using peptidomic features derived from mass-spectrometry. In the simulation study, the predictive performance of all assessed approaches was comparable, yet the ridge-garrote approach consistently selected more parsimonious models compared to its competitors in most scenarios. While lasso-ridge achieved higher predictive accuracy than its competitors, it exhibited high variability in the number of selected predictors. Ridge-lasso exhibited slightly superior predictive accuracy than ridge-garrote but at the expense of selecting more noise predictors. Overall, ridge emerged as a favourable option when variable selection is not a primary concern, while ridge-garrote demonstrated notable practical utility in selecting a parsimonious set of predictors, with only minimal compromise in predictive accuracy. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_02064 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Prediction modelling with many correlated and zero-inflated predictors: assessing a nonnegative garrote approach Gregorich, Mariella Kammer, Michael Mischak, Harald Heinze, Georg Methodology Building prediction models from mass-spectrometry data is challenging due to the abundance of correlated features with varying degrees of zero-inflation, leading to a common interest in reducing the features to a concise predictor set with good predictive performance. In this study, we formally established and examined regularized regression approaches, designed to address zero-inflated and correlated predictors. In particular, we describe a novel two-stage regularized regression approach (ridge-garrote) explicitly modelling zero-inflated predictors using two component variables, comprising a ridge estimator in the first stage and subsequently applying a nonnegative garrote estimator in the second stage. We contrasted ridge-garrote with one-stage methods (ridge, lasso) and other two-stage regularized regression approaches (lasso-ridge, ridge-lasso) for zero-inflated predictors. We assessed the predictive performance and predictor selection properties of these methods in a comparative simulation study and a real-data case study to predict kidney function using peptidomic features derived from mass-spectrometry. In the simulation study, the predictive performance of all assessed approaches was comparable, yet the ridge-garrote approach consistently selected more parsimonious models compared to its competitors in most scenarios. While lasso-ridge achieved higher predictive accuracy than its competitors, it exhibited high variability in the number of selected predictors. Ridge-lasso exhibited slightly superior predictive accuracy than ridge-garrote but at the expense of selecting more noise predictors. Overall, ridge emerged as a favourable option when variable selection is not a primary concern, while ridge-garrote demonstrated notable practical utility in selecting a parsimonious set of predictors, with only minimal compromise in predictive accuracy. |
| title | Prediction modelling with many correlated and zero-inflated predictors: assessing a nonnegative garrote approach |
| topic | Methodology |
| url | https://arxiv.org/abs/2402.02064 |