Multivariate variable selection in N-of-1 observational studies via additive Bayesian networks
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ABSTRACT:
SUBMITTER: Pascual C
PROVIDER: S-EPMC11346654 | biostudies-literature | 2024 Jan
REPOSITORIES: biostudies-literature
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Project description:In this paper, we propose a new approach for variable selection using a collection of Bayesian neural networks with a focus on quantifying uncertainty over which variables are selected. Motivated by fine-mapping applications in statistical genetics, we refer to our framework as an "ensemble of single-effect neural networks" (ESNN) which generalizes the "sum of single effects" regression framework by both accounting for nonlinear structure in genotypic data (e.g., dominance effects) and having the capability to model discrete phenotypes (e.g., case-control studies). Through extensive simulations, we demonstrate our method's ability to produce calibrated posterior summaries such as credible sets and posterior inclusion probabilities, particularly for traits with genetic architectures that have significant proportions of non-additive variation driven by correlated variants. Lastly, we use real data to demonstrate that the ESNN framework improves upon the state of the art for identifying true effect variables underlying various complex traits.
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Project description:MotivationValidation of variable selection and predictive performance is crucial in construction of robust multivariate models that generalize well, minimize overfitting and facilitate interpretation of results. Inappropriate variable selection leads instead to selection bias, thereby increasing the risk of model overfitting and false positive discoveries. Although several algorithms exist to identify a minimal set of most informative variables (i.e. the minimal-optimal problem), few can select all variables related to the research question (i.e. the all-relevant problem). Robust algorithms combining identification of both minimal-optimal and all-relevant variables with proper cross-validation are urgently needed.ResultsWe developed the MUVR algorithm to improve predictive performance and minimize overfitting and false positives in multivariate analysis. In the MUVR algorithm, minimal variable selection is achieved by performing recursive variable elimination in a repeated double cross-validation (rdCV) procedure. The algorithm supports partial least squares and random forest modelling, and simultaneously identifies minimal-optimal and all-relevant variable sets for regression, classification and multilevel analyses. Using three authentic omics datasets, MUVR yielded parsimonious models with minimal overfitting and improved model performance compared with state-of-the-art rdCV. Moreover, MUVR showed advantages over other variable selection algorithms, i.e. Boruta and VSURF, including simultaneous variable selection and validation scheme and wider applicability.Availability and implementationAlgorithms, data, scripts and tutorial are open source and available as an R package ('MUVR') at https://gitlab.com/CarlBrunius/MUVR.git.Supplementary informationSupplementary data are available at Bioinformatics online.
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