Soufiane Ajana1, Niyazi Acar2, Lionel Bretillon2, Boris P Hejblum3,4, Hélène Jacqmin-Gadda5, Cécile Delcourt1. 1. Inserm, Bordeaux Population Health Research Center, Team LEHA, UMR 1219, University of Bordeaux, F-33000 Bordeaux, France. 2. Centre des Sciences du Goût et de l'Alimentation, AgroSup Dijon, CNRS, INRA, Université Bourgogne Franche-Comté, Dijon, France. 3. ISPED, Inserm, Bordeaux Population Health Research Center 1219, Inria SISTM, University of Bordeaux, F-33000 Bordeaux, France. 4. Vaccine Research Institute (VRI), Hôpital Henri Mondor, Créteil, France. 5. Inserm, Bordeaux Population Health Research Center, Team Biostatistics, UMR 1219, University of Bordeaux, F-33000 Bordeaux, France.
Abstract
MOTIVATION: In some prediction analyses, predictors have a natural grouping structure and selecting predictors accounting for this additional information could be more effective for predicting the outcome accurately. Moreover, in a high dimension low sample size framework, obtaining a good predictive model becomes very challenging. The objective of this work was to investigate the benefits of dimension reduction in penalized regression methods, in terms of prediction performance and variable selection consistency, in high dimension low sample size data. Using two real datasets, we compared the performances of lasso, elastic net, group lasso, sparse group lasso, sparse partial least squares (PLS), group PLS and sparse group PLS. RESULTS: Considering dimension reduction in penalized regression methods improved the prediction accuracy. The sparse group PLS reached the lowest prediction error while consistently selecting a few predictors from a single group. AVAILABILITY AND IMPLEMENTATION: R codes for the prediction methods are freely available at https://github.com/SoufianeAjana/Blisar. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.
MOTIVATION: In some prediction analyses, predictors have a natural grouping structure and selecting predictors accounting for this additional information could be more effective for predicting the outcome accurately. Moreover, in a high dimension low sample size framework, obtaining a good predictive model becomes very challenging. The objective of this work was to investigate the benefits of dimension reduction in penalized regression methods, in terms of prediction performance and variable selection consistency, in high dimension low sample size data. Using two real datasets, we compared the performances of lasso, elastic net, group lasso, sparse group lasso, sparse partial least squares (PLS), group PLS and sparse group PLS. RESULTS: Considering dimension reduction in penalized regression methods improved the prediction accuracy. The sparse group PLS reached the lowest prediction error while consistently selecting a few predictors from a single group. AVAILABILITY AND IMPLEMENTATION: R codes for the prediction methods are freely available at https://github.com/SoufianeAjana/Blisar. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.