Iterative Supervised Principal Components

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference contributionScientificvertaisarvioitu

12 Lataukset (Pure)

Abstrakti

In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging. To alleviate this computational burden, we propose to use a preprocessing step where we first apply a dimension reduction to the original data to reduce the number of features to something that is computationally conveniently handled by Bayesian methods. To do this, we propose a new dimension reduction technique, called iterative supervised principal components (ISPCs), which combines variable screening and dimension reduction and can be considered as an extension to the existing technique of supervised principal components (SPCs). Our empirical evaluations confirm that, although not foolproof, the proposed approach provides very good results on several microarray benchmark datasets with very affordable computation time, and can also be very useful for visualizing high-dimensional data.
AlkuperäiskieliEnglanti
OtsikkoInternational Conference on Artificial Intelligence and Statistics, 9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands
ToimittajatAmos Storkey, Fernando Perez-Cruz
Sivumäärä9
TilaJulkaistu - 2018
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisuussa
TapahtumaInternational Conference on Artificial Intelligence and Statistics - Playa Blanca, Espanja
Kesto: 9 huhtikuuta 201811 huhtikuuta 2018
Konferenssinumero: 21

Julkaisusarja

NimiProceedings of Machine Learning Research
KustantajaPMLR
Vuosikerta84
ISSN (elektroninen)1938-7228

Conference

ConferenceInternational Conference on Artificial Intelligence and Statistics
LyhennettäAISTATS
MaaEspanja
KaupunkiPlaya Blanca
Ajanjakso09/04/201811/04/2018

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  • Laitteet

    Science-IT

    Mikko Hakala (Manager)

    Perustieteiden korkeakoulu

    Laitteistot/tilat: Facility

  • Siteeraa tätä

    Piironen, J., & Vehtari, A. (2018). Iterative Supervised Principal Components. teoksessa A. Storkey, & F. Perez-Cruz (Toimittajat), International Conference on Artificial Intelligence and Statistics, 9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands (Proceedings of Machine Learning Research; Vuosikerta 84).