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Tuesday, January 24 • 4:30pm - 6:00pm
Poster: Within Group Variable Selection through the Exclusive Lasso

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Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the context of predictive regression modeling. This problem is NP-hard, but we propose the tightest convex relaxation: a composite penalty that is a combination of the `1 and `2 norms. Our so-called Exclusive Lasso method performs structured variable selection by ensuring that at least one variable is selected from each group. We study our method’s statistical properties and develop computationally scalable algorithms for fitting the Exclusive Lasso. We study the effectiveness of our method via simulations as well as using NMR spectroscopy data. Here, we use the Exclusive Lasso to select the appropriate chemical shift from a dictionary of possible chemical shifts for each molecule in the biological sample.

Speakers
avatar for Genevera Allen

Genevera Allen

Assistant Professor of Statistics and Electrical and Computer Engineering, Rice University
Genevera Allen is the Dobelman Family Junior Chair and an Assistant Professor of Statistics and Electrical and Computer Engineering at Rice University. She is also a member of the Jan and Dan Duncan Neurological Research Institute at Texas Children's Hospital and Baylor College... Read More →


Tuesday January 24, 2017 4:30pm - 6:00pm
BioScience Research Collaborative Event Hall 6500 Main Street, Houston, TX 77030-1402

Attendees (1)