Iterative Supervised Principal Components

Juho Piironen, Aki Vehtari
Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics, PMLR 84:106-114, 2018.

Abstract

In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging. To alleviate this computational burden, we propose to use a preprocessing step where we first apply a dimension reduction to the original data to reduce the number of features to something that is computationally conveniently handled by Bayesian methods. To do this, we propose a new dimension reduction technique, called iterative supervised principal components (ISPCs), which combines variable screening and dimension reduction and can be considered as an extension to the existing technique of supervised principal components (SPCs). Our empirical evaluations confirm that, although not foolproof, the proposed approach provides very good results on several microarray benchmark datasets with very affordable computation time, and it can also be very useful for visualizing high-dimensional data.

Cite this Paper

BibTeX
@InProceedings{pmlr-v84-piironen18a, title = {Iterative Supervised Principal Components}, author = {Piironen, Juho and Vehtari, Aki}, booktitle = {Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics}, pages = {106--114}, year = {2018}, editor = {Storkey, Amos and Perez-Cruz, Fernando}, volume = {84}, series = {Proceedings of Machine Learning Research}, month = {09--11 Apr}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v84/piironen18a/piironen18a.pdf}, url = {https://proceedings.mlr.press/v84/piironen18a.html}, abstract = {In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging. To alleviate this computational burden, we propose to use a preprocessing step where we first apply a dimension reduction to the original data to reduce the number of features to something that is computationally conveniently handled by Bayesian methods. To do this, we propose a new dimension reduction technique, called iterative supervised principal components (ISPCs), which combines variable screening and dimension reduction and can be considered as an extension to the existing technique of supervised principal components (SPCs). Our empirical evaluations confirm that, although not foolproof, the proposed approach provides very good results on several microarray benchmark datasets with very affordable computation time, and it can also be very useful for visualizing high-dimensional data.} }
Endnote
%0 Conference Paper %T Iterative Supervised Principal Components %A Juho Piironen %A Aki Vehtari %B Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2018 %E Amos Storkey %E Fernando Perez-Cruz %F pmlr-v84-piironen18a %I PMLR %P 106--114 %U https://proceedings.mlr.press/v84/piironen18a.html %V 84 %X In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging. To alleviate this computational burden, we propose to use a preprocessing step where we first apply a dimension reduction to the original data to reduce the number of features to something that is computationally conveniently handled by Bayesian methods. To do this, we propose a new dimension reduction technique, called iterative supervised principal components (ISPCs), which combines variable screening and dimension reduction and can be considered as an extension to the existing technique of supervised principal components (SPCs). Our empirical evaluations confirm that, although not foolproof, the proposed approach provides very good results on several microarray benchmark datasets with very affordable computation time, and it can also be very useful for visualizing high-dimensional data.
APA
Piironen, J. & Vehtari, A.. (2018). Iterative Supervised Principal Components. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 84:106-114 Available from https://proceedings.mlr.press/v84/piironen18a.html.

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