Lasso regression method for a compositional covariate regularised by the norm L1 pairwise logratio
Lasso regression methods include a penalty function expressed in terms of a norm defined in the space of model coefficients. The norm plays a key role as regards the way coefficients can become irrelevant in the model. For models with a compositional covariate, the norm should be coherent with the A...
| Autores: | , , |
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| Formato: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2023 |
| País: | España |
| Recursos: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:10256/24248 |
| Acesso em linha: | http://hdl.handle.net/10256/24248 |
| Access Level: | acceso abierto |
| Palavra-chave: | Anàlisi de regressió Regression analysis |
| Resumo: | Lasso regression methods include a penalty function expressed in terms of a norm defined in the space of model coefficients. The norm plays a key role as regards the way coefficients can become irrelevant in the model. For models with a compositional covariate, the norm should be coherent with the Aitchison geometry. The proposed method is based on a newly-defined compositional norm called L1 pairwise logratio. The novel approach allows one to construct an appropriate basis through a sequential binary partition for discriminating between balances that influence the response variable and those that have no effect. This generalised Lasso regression scheme is illustrated with the analysis of a geochemical data set |
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