Implementation of decision support systems based on statistical classification/regression models with sparse regularization
| Project/Area Number |
25330049
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
Ueki Masao 久留米大学, バイオ統計センター, 講師 (10515860)
Akashi Kentaro 学習院大学, 経済学部, 教授 (50610747)
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| Project Period (FY) |
2013-04-01 – 2016-03-31
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| Project Status |
Completed (Fiscal Year 2015)
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| Budget Amount *help |
¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2014: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2013: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | スパース正則化法 / 分類・パターン認識 / 変数選択 / 変数グルーピング / 高次元交互作用 / リスク解析 / 多重共線性 / 予測モデル / 高次元分割表解析 |
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| Outline of Final Research Achievements |
We promoted the smooth-threshold estimation equations (STEE) to develop a prediction model with high accuracy even in high dimensional regression problems. In the analysis of bank telemarketing data, STEE as well as other methods like lasso reveals the features of the customers who are likely to subscribe bank deposits. We also conducted comparative study of prediction accuracy among competing methods changing the variable selection methods, with or without grouping. We also worked on Genome Wide Association Study where we developed a variant of STEE, smooth-threshold multivariate genetic prediction model to forecast the personal risk related to a certain disease. Finally we proposed a method to retain multiple rival models where some of the explanatory variables are highly correlated.
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Report
(4 results)
Research Products
(29 results)
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[Presentation] 超高次元スパース回帰法によるゲノムデータ解析2016
Author(s)
植木優夫, 嶋村海人, 川野秀一, 小西貞則, 田宮元
Organizer
岡山大学IPSR × 九州大学IMI × 理研CSRS シンポジウム 生命データ科学による新たな社会的価値の創造～医療、農業、環境分野における役割と作物設計への応用
Place of Presentation
理化学研究所 横浜キャンパス (神奈川)
Year and Date
2016-02-23
Related Report
Invited
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