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Pré-Publication, Document De Travail Année : 2014

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

Résumé

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 (2009b) can be efficiently applied to high-dimensional data sets.
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Dates et versions

hal-01053784 , version 1 (01-08-2014)
hal-01053784 , version 2 (28-11-2017)
hal-01053784 , version 3 (17-04-2018)

Identifiants

  • HAL Id : hal-01053784 , version 1

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Mohammed Sedki, Gilles Celeux, Cathy Maugis. Variable selection in model-based clustering and discriminant analysis with a regularization approach. 2014. ⟨hal-01053784v1⟩
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