Tuning Parameter Selection in the LASSO with Unspecified Propensity

Author(s):  
Jiwei Zhao ◽  
Yang Yang
Author(s):  
Jaeeun Lee ◽  
Jie Chen

Abstract Modeling the high-throughput next generation sequencing (NGS) data, resulting from experiments with the goal of profiling tumor and control samples for the study of DNA copy number variants (CNVs), remains to be a challenge in various ways. In this application work, we provide an efficient method for detecting multiple CNVs using NGS reads ratio data. This method is based on a multiple statistical change-points model with the penalized regression approach, 1d fused LASSO, that is designed for ordered data in a one-dimensional structure. In addition, since the path algorithm traces the solution as a function of a tuning parameter, the number and locations of potential CNV region boundaries can be estimated simultaneously in an efficient way. For tuning parameter selection, we then propose a new modified Bayesian information criterion, called JMIC, and compare the proposed JMIC with three different Bayes information criteria used in the literature. Simulation results have shown the better performance of JMIC for tuning parameter selection, in comparison with the other three criterion. We applied our approach to the sequencing data of reads ratio between the breast tumor cell lines HCC1954 and its matched normal cell line BL 1954 and the results are in-line with those discovered in the literature.


2020 ◽  
Vol 7 (1) ◽  
pp. 209-226 ◽  
Author(s):  
Yunan Wu ◽  
Lan Wang

Penalized (or regularized) regression, as represented by lasso and its variants, has become a standard technique for analyzing high-dimensional data when the number of variables substantially exceeds the sample size. The performance of penalized regression relies crucially on the choice of the tuning parameter, which determines the amount of regularization and hence the sparsity level of the fitted model. The optimal choice of tuning parameter depends on both the structure of the design matrix and the unknown random error distribution (variance, tail behavior, etc.). This article reviews the current literature of tuning parameter selection for high-dimensional regression from both the theoretical and practical perspectives. We discuss various strategies that choose the tuning parameter to achieve prediction accuracy or support recovery. We also review several recently proposed methods for tuning-free high-dimensional regression.


2013 ◽  
Vol 59 ◽  
pp. 28-40 ◽  
Author(s):  
Kei Hirose ◽  
Shohei Tateishi ◽  
Sadanori Konishi

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