Stable variable ranking and selection in regularized logistic regression for severely imbalanced big binary data.

ABSTRACT: We develop a novel covariate ranking and selection algorithm for regularized ordinary logistic regression (OLR) models in the presence of severe class-imbalance in high dimensional datasets with correlated signal and noise covariates. Class-imbalance is resolved using response-based subsampling which we also employ to achieve stability in variable selection by creating an ensemble of regularized OLR models fitted to subsampled (and balanced) datasets. The regularization methods considered in our study include Lasso, adaptive Lasso (adaLasso) and ridge regression. Our methodology is versatile in the sense that it works effectively for regularization techniques involving both hard- (e.g. Lasso) and soft-shrinkage (e.g. ridge) of the regression coefficients. We assess selection performance by

SUBMITTER: Nadeem K 

PROVIDER: S-EPMC9844919 | biostudies-literature | 2023

REPOSITORIES: biostudies-literature