Variable selection in model-based clustering and discriminant analysis with a regularization approach Article - 2018

Gilles Celeux, Cathy Maugis-Rabusseau, Mohammed Sedki

Gilles Celeux, Cathy Maugis-Rabusseau, Mohammed Sedki, « Variable selection in model-based clustering and discriminant analysis with a regularization approach  », Advances in Data Analysis and Classification, 2018. ISSN 1862-5347

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, 2009b) can be efficiently applied to high-dimensional data sets.

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