Automated calibration for stability selection in penalised regression and graphical models

Stability selection represents an attractive approach to identify sparse sets of features jointly associated with an outcome in high-dimensional contexts. We introduce an automated calibration procedure via maximisation of an in-house stability score and accommodating a priori-known block structure...

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Bibliographic Details
Published in:arXiv.org 2023-02
Main Authors: Bodinier, Barbara, Filippi, Sarah, Nost, Therese Haugdahl, Chiquet, Julien, Chadeau-Hyam, Marc
Format: Article
Language:English
Subjects:
Automation
Calibration
Smoking
Tobacco
Online Access:Get full text
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Summary:Stability selection represents an attractive approach to identify sparse sets of features jointly associated with an outcome in high-dimensional contexts. We introduce an automated calibration procedure via maximisation of an in-house stability score and accommodating a priori-known block structure (e.g. multi-OMIC) data. It applies to (LASSO) penalised regression and graphical models. Simulations show our approach outperforms non-stability-based and stability selection approaches using the original calibration. Application of multi-block graphical LASSO on real (epigenetic and transcriptomic) data from the Norwegian Women and Cancer study reveals a central/credible and novel cross-OMIC role of LRRN3 in the biological response to smoking. Proposed approaches were implemented in the R package sharp.
ISSN:2331-8422
DOI:10.48550/arxiv.2106.02521