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Variable selection in model-based clustering and discriminant analysis with a regularization approach

Author

Listed:
  • Gilles Celeux

    (Inria and Université Paris-Sud)

  • Cathy Maugis-Rabusseau

    (Université de Toulouse, INSA de Toulouse)

  • Mohammed Sedki

    (Hôpital Paul Brousse)

Abstract

Several methods for variable selection have been proposed in model-based clustering and classification. These make use of backward or forward procedures to define the roles of the variables. Unfortunately, such stepwise procedures are slow and the resulting algorithms inefficient when analyzing large data sets with many variables. In this paper, we propose an alternative regularization approach for variable selection in model-based clustering and classification. In our approach the variables are first ranked using a lasso-like procedure in order to avoid slow stepwise algorithms. Thus, the variable selection methodology of Maugis et al. (Comput Stat Data Anal 53:3872–3882, 2000b) can be efficiently applied to high-dimensional data sets.

Suggested Citation

  • Gilles Celeux & Cathy Maugis-Rabusseau & Mohammed Sedki, 2019. "Variable selection in model-based clustering and discriminant analysis with a regularization approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 259-278, March.
    • Handle: RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0322-5
    DOI: 10.1007/s11634-018-0322-5
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    References listed on IDEAS

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    1. Nia, Vahid Partovi & Davison, Anthony C., 2012. "High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i05).
    2. Maugis, C. & Celeux, G. & Martin-Magniette, M.-L., 2011. "Variable selection in model-based discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1374-1387, November.
    3. Galimberti, Giuliano & Montanari, Angela & Viroli, Cinzia, 2009. "Penalized factor mixture analysis for variable selection in clustered data," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4301-4310, October.
    4. Fraiman, Ricardo & Justel, Ana & Svarc, Marcela, 2008. "Selection of Variables for Cluster Analysis and Classification Rules," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1294-1303.
    5. Sijian Wang & Ji Zhu, 2008. "Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data," Biometrics, The International Biometric Society, vol. 64(2), pages 440-448, June.
    6. Lebret, Rémi & Iovleff, Serge & Langrognet, Florent & Biernacki, Christophe & Celeux, Gilles & Govaert, Gérard, 2015. "Rmixmod: The R Package of the Model-Based Unsupervised, Supervised, and Semi-Supervised Classification Mixmod Library," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i06).
    7. Tadesse, Mahlet G. & Sha, Naijun & Vannucci, Marina, 2005. "Bayesian Variable Selection in Clustering High-Dimensional Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 602-617, June.
    8. Raftery, Adrian E. & Dean, Nema, 2006. "Variable Selection for Model-Based Clustering," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 168-178, March.
    9. Charles Bouveyron & Camille Brunet-Saumard, 2014. "Discriminative variable selection for clustering with the sparse Fisher-EM algorithm," Computational Statistics, Springer, vol. 29(3), pages 489-513, June.
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    Cited by:

    1. Cappozzo, Andrea & Greselin, Francesca & Murphy, Thomas Brendan, 2021. "Robust variable selection for model-based learning in presence of adulteration," Computational Statistics & Data Analysis, Elsevier, vol. 158(C).

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