Variable selection is a common problem in regression modelling with a myriad of applications. This paper proposes a new feature ranking algorithm (DEPTH) for variable selection in parametric regression based on permutation statistics and stability selection. DEPTH is: (i) applicable to any parametric regression task, (ii) designed to be run in a parallel environment, and (iii) adapts naturally to the correlation structure of the predictors. DEPTH was applied to a genome-wide association study of breast cancer and found evidence that there are variants in a pathway of candidate genes that are associated with a common subtype of breast cancer, a finding which would not have been discovered by conventional analyses. © Springer International Publishing 2013.
CITATION STYLE
Makalic, E., Schmidt, D. F., & Hopper, J. L. (2013). DEPTH: A novel algorithm for feature ranking with application to genome-wide association studies. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 8272 LNAI, pp. 80–85). https://doi.org/10.1007/978-3-319-03680-9_9
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