IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0026074.html
   My bibliography  Save this article

VDA, a Method of Choosing a Better Algorithm with Fewer Validations

Author

Listed:
  • Francesco Strino
  • Fabio Parisi
  • Yuval Kluger

Abstract

The multitude of bioinformatics algorithms designed for performing a particular computational task presents end-users with the problem of selecting the most appropriate computational tool for analyzing their biological data. The choice of the best available method is often based on expensive experimental validation of the results. We propose an approach to design validation sets for method comparison and performance assessment that are effective in terms of cost and discrimination power. Validation Discriminant Analysis (VDA) is a method for designing a minimal validation dataset to allow reliable comparisons between the performances of different algorithms. Implementation of our VDA approach achieves this reduction by selecting predictions that maximize the minimum Hamming distance between algorithmic predictions in the validation set. We show that VDA can be used to correctly rank algorithms according to their performances. These results are further supported by simulations and by realistic algorithmic comparisons in silico. VDA is a novel, cost-efficient method for minimizing the number of validation experiments necessary for reliable performance estimation and fair comparison between algorithms. Our VDA software is available at http://sourceforge.net/projects/klugerlab/files/VDA/

Suggested Citation

  • Francesco Strino & Fabio Parisi & Yuval Kluger, 2011. "VDA, a Method of Choosing a Better Algorithm with Fewer Validations," PLOS ONE, Public Library of Science, vol. 6(10), pages 1-8, October.
  • Handle: RePEc:plo:pone00:0026074
    DOI: 10.1371/journal.pone.0026074
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0026074
    Download Restriction: no

    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0026074&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pone.0026074?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Peter W. Glynn & Donald L. Iglehart, 1989. "Importance Sampling for Stochastic Simulations," Management Science, INFORMS, vol. 35(11), pages 1367-1392, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Philippe Jehiel & Jakub Steiner, 2020. "Selective Sampling with Information-Storage Constraints [On interim rationality, belief formation and learning in decision problems with bounded memory]," The Economic Journal, Royal Economic Society, vol. 130(630), pages 1753-1781.
    2. Helton, J.C. & Hansen, C.W. & Sallaberry, C.J., 2014. "Conceptual structure and computational organization of the 2008 performance assessment for the proposed high-level radioactive waste repository at Yucca Mountain, Nevada," Reliability Engineering and System Safety, Elsevier, vol. 122(C), pages 223-248.
    3. Pierre L’Ecuyer & Bruno Tuffin, 2011. "Approximating zero-variance importance sampling in a reliability setting," Annals of Operations Research, Springer, vol. 189(1), pages 277-297, September.
    4. Prusty, B Rajanarayan & Jena, Debashisha, 2017. "A critical review on probabilistic load flow studies in uncertainty constrained power systems with photovoltaic generation and a new approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 1286-1302.
    5. Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2015. "A risk model with renewal shot-noise Cox process," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 55-65.
    6. N. Hilber & N. Reich & C. Schwab & C. Winter, 2009. "Numerical methods for Lévy processes," Finance and Stochastics, Springer, vol. 13(4), pages 471-500, September.
    7. Samet, Haidar & Khorshidsavar, Morteza, 2018. "Analytic time series load flow," Renewable and Sustainable Energy Reviews, Elsevier, vol. 82(P3), pages 3886-3899.
    8. Sandeep Juneja & Perwez Shahabuddin, 2001. "Fast Simulation of Markov Chains with Small Transition Probabilities," Management Science, INFORMS, vol. 47(4), pages 547-562, April.
    9. Kaynar, Bahar & Ridder, Ad, 2010. "The cross-entropy method with patching for rare-event simulation of large Markov chains," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1380-1397, December.
    10. Tito Homem-de-Mello, 2007. "A Study on the Cross-Entropy Method for Rare-Event Probability Estimation," INFORMS Journal on Computing, INFORMS, vol. 19(3), pages 381-394, August.
    11. N-H Shih, 2005. "Estimating completion-time distribution in stochastic activity networks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(6), pages 744-749, June.
    12. Mulvey, John M. & Rosenbaum, Daniel P. & Shetty, Bala, 1999. "Parameter estimation in stochastic scenario generation systems," European Journal of Operational Research, Elsevier, vol. 118(3), pages 563-577, November.
    13. Bosetti, Valentina & Marangoni, Giacomo & Borgonovo, Emanuele & Diaz Anadon, Laura & Barron, Robert & McJeon, Haewon C. & Politis, Savvas & Friley, Paul, 2015. "Sensitivity to energy technology costs: A multi-model comparison analysis," Energy Policy, Elsevier, vol. 80(C), pages 244-263.
    14. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2006. "Probability of loss of assured safety in temperature dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 91(3), pages 320-348.
    15. T. P. I. Ahamed & V. S. Borkar & S. Juneja, 2006. "Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation," Operations Research, INFORMS, vol. 54(3), pages 489-504, June.
    16. Dantzig, George B. & Infanger, Gerd, 1997. "Intelligent control and optimization under uncertainty with application to hydro power," European Journal of Operational Research, Elsevier, vol. 97(2), pages 396-407, March.
    17. Basrak, Bojan & Conroy, Michael & Olvera-Cravioto, Mariana & Palmowski, Zbigniew, 2022. "Importance sampling for maxima on trees," Stochastic Processes and their Applications, Elsevier, vol. 148(C), pages 139-179.
    18. Torrisi, G. L., 2004. "Simulating the ruin probability of risk processes with delay in claim settlement," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 225-244, August.
    19. Meng Lu & Jie Zhang & Qing Lü & Lulu Zhang, 2023. "Assessing the annual probability of rainfall-induced slope failure based on intensity–duration–frequency (IDF) curves," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 117(1), pages 763-778, May.
    20. Xie, Junfei & Wan, Yan & Mills, Kevin & Filliben, James J. & Lei, Yu & Lin, Zongli, 2019. "M-PCM-OFFD: An effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 159(C), pages 93-118.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0026074. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.