Evidence map›Paper›PMID 31596468›Full record

ArticleBiostatistics (Oxford, England)2021

Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes.

Britta Velten, Wolfgang Huber

Abstract read
In one paragraph

Article in Biostatistics (Oxford, England), 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 12 papers.

0numbers the graph read from it
0cells of the map it votes in
12citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

12 citing papers in PubMed.

  1. Article
  2. Article
  3. Article
  4. Article
  5. Article
  6. Article
  7. Article
  8. Fast Marginal Likelihood Estimation of Penalties for Group-Adaptive Elastic Net.Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America · 2023
    Article
  9. Article
  10. Review
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4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Britta VeltenGenome Biology Unit, European Molecular Biology Laboratory, Meyerhofstr. 1, 69117 Heidelberg, Germany.
Wolfgang HuberGenome Biology Unit, European Molecular Biology Laboratory, Meyerhofstr. 1, 69117 Heidelberg, Germany.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is often glossed over and only implicitly determined by the scale of individual predictors. At the same time, additional information on the predictors is available in many applications but left unused. Here, we propose to make use of such external covariates to adapt the penalization in a data-driven manner. We present a method that differentially penalizes feature groups defined by the covariates and adapts the relative strength of penalization to the information content of each group. Using techniques from the Bayesian tool-set our procedure combines shrinkage with feature selection and provides a scalable optimization scheme. We demonstrate in simulations that the method accurately recovers the true effect sizes and sparsity patterns per feature group. Furthermore, it leads to an improved prediction performance in situations where the groups have strong differences in dynamic range. In applications to data from high-throughput biology, the method enables re-weighting the importance of feature groups from different assays. Overall, using available covariates extends the range of applications of penalized regression, improves model interpretability and can improve prediction performance.

Indexed as

Bayes TheoremHumansClassificationExternal covariatesFeature selectionPenalized regressionVariational Bayes

Identifiers

PMID31596468
PMCPMC8036004

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.