Essec\Faculty\Model\Contribution {#2233
#_index: "academ_contributions"
#_id: "13915"
#_source: array:26 [
"id" => "13915"
"slug" => "an-algorithm-for-iterative-selection-of-blocks-of-features"
"yearMonth" => "2010-10"
"year" => "2010"
"title" => "An Algorithm for Iterative Selection of Blocks of Features"
"description" => "ALQUIER, P. (2010). An Algorithm for Iterative Selection of Blocks of Features. Dans: <i>21st International Conference on Algorithmic Learning Theory (ALT'10)</i>. Caberra: Springer Berlin Heidelberg, pp. 35-49."
"authors" => array:1 [
0 => array:3 [
"name" => "ALQUIER Pierre"
"bid" => "B00809923"
"slug" => "alquier-pierre"
]
]
"ouvrage" => "21st International Conference on Algorithmic Learning Theory (ALT'10)"
"keywords" => array:5 [
0 => "Feature Selection"
1 => "Sparsity"
2 => "Linear Regression"
3 => "Grouped Variables"
4 => "ArrayCGH"
]
"updatedAt" => "2023-03-22 13:10:17"
"publicationUrl" => "https://link.springer.com/chapter/10.1007/978-3-642-16108-7_7"
"publicationInfo" => array:3 [
"pages" => "35-49"
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We focus on the problem of linear regression estimation in high dimension, when the parameter β is ”sparse” (most of its coordinates are 0) and ”blocky” (β i and β i + 1 are likely to be equal). Recently, some authors defined estimators taking into account this information, such as the Fused-LASSO [19] or the S-LASSO among others. However, there are no theoretical results about the obtained estimators in the general design matrix case. Here, we propose an alternative point of view, based on the Iterative Feature Selection method. We propose an iterative algorithm that takes into account the fact that β is sparse and blocky, with no prior knowledge on the position of the blocks. Moreover, we give a theoretical result that ensures that every step of our algorithm actually improves the statistical performance of the obtained estimator. We provide some simulations, where our method outperforms LASSO-type methods in the cases where the parameter is sparse and blocky. Moreover, we give an application to real data (CGH arrays), that shows that our estimator can be used on large datasets."
"en" => "We focus on the problem of linear regression estimation in high dimension, when the parameter β is ”sparse” (most of its coordinates are 0) and ”blocky” (β i and β i + 1 are likely to be equal). Recently, some authors defined estimators taking into account this information, such as the Fused-LASSO [19] or the S-LASSO among others. However, there are no theoretical results about the obtained estimators in the general design matrix case. Here, we propose an alternative point of view, based on the Iterative Feature Selection method. We propose an iterative algorithm that takes into account the fact that β is sparse and blocky, with no prior knowledge on the position of the blocks. Moreover, we give a theoretical result that ensures that every step of our algorithm actually improves the statistical performance of the obtained estimator. We provide some simulations, where our method outperforms LASSO-type methods in the cases where the parameter is sparse and blocky. Moreover, we give an application to real data (CGH arrays), that shows that our estimator can be used on large datasets."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-21T16:21:43.000Z"
"docTitle" => "An Algorithm for Iterative Selection of Blocks of Features"
"docSurtitle" => "Actes d'une conférence"
"authorNames" => "<a href="/cv/alquier-pierre">ALQUIER Pierre</a>"
"docDescription" => "<span class="document-property-authors">ALQUIER Pierre</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2010</span>"
"keywordList" => "<a href="#">Feature Selection</a>, <a href="#">Sparsity</a>, <a href="#">Linear Regression</a>, <a href="#">Grouped Variables</a>, <a href="#">ArrayCGH</a>"
"docPreview" => "<b>An Algorithm for Iterative Selection of Blocks of Features</b><br><span>2010-10 | Actes d'une conférence </span>"
"docType" => "research"
"publicationLink" => "<a href="https://link.springer.com/chapter/10.1007/978-3-642-16108-7_7" target="_blank">An Algorithm for Iterative Selection of Blocks of Features</a>"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.755391
+"parent": null
}