Elastic net prefiltering for two class classification

A two-stage linear-in-the-parameter model construction algorithm is proposed aimed at noisy two-class classification problems. The purpose of the first stage is to produce a prefiltered signal that is used as the desired output for the second stage which constructs a sparse linear-in-the-parameter classifier. The prefiltering stage is a two-level process aimed at maximizing a model’s generalization capability, in which a new elastic-net model identification algorithm using singular value decomposition is employed at the lower level, and then, two regularization parameters are optimized using a particle-swarm-optimization algorithm at the upper level by minimizing the leave-one-out (LOO) misclassification rate. It is shown that the LOO misclassification rate based on the resultant prefiltered signal can be analytically computed without splitting the data set, and the associated computational cost is minimal due to orthogonality. The second stage of sparse classifier construction is based on orthogonal forward regression with the D-optimality algorithm. Extensive simulations of this approach for noisy data sets illustrate the competitiveness of this approach to classification of noisy data problems

Shrinking a large dataset to identify variables associated with increased risk of Plasmodium falciparum infection in Western Kenya

Large datasets are often not amenable to analysis using traditional single-step approaches. Here, our general objective was to apply imputation techniques, principal component analysis (PCA), elastic net and generalized linear models to a large dataset in a systematic approach to extract the most meaningful predictors for a health outcome. We extracted predictors for Plasmodium falciparum infection, from a large covariate dataset while facing limited numbers of observations, using data from the People, Animals, and their Zoonoses (PAZ) project to demonstrate these techniques: data collected from 415 homesteads in western Kenya, contained over 1500 variables that describe the health, environment, and social factors of the humans, livestock, and the homesteads in which they reside. The wide, sparse dataset was simplified to 42 predictors of P. falciparum malaria infection and wealth rankings were produced for all homesteads. The 42 predictors make biological sense and are supported by previous studies. This systematic data-mining approach we used would make many large datasets more manageable and informative for decision-making processes and health policy prioritization