Lasso based feature selection for malaria risk exposure prediction

Bienvenue Kouwayè (1, 2) , Noël Fonton (1) , Fabrice Rossi (2)

1 UAC - Université d’Abomey-Calavi = University of Abomey Calavi
2 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

In life sciences, the experts generally use empirical knowledge to recode variables, choose interactions and perform selection by classical approach. The aim of this work is to perform automatic learning algorithm for variables selection which can lead to know if experts can be help in they decision or simply replaced by the machine and improve they knowledge and results. The Lasso method can detect the optimal subset of variables for estimation and prediction under some conditions. In this paper, we propose a novel approach which uses automatically all variables available and all interactions. By a double cross-validation combine with Lasso, we select a best subset of variables and with GLM through a simple cross-validation perform predictions. The algorithm assures the stability and the the consistency of estimators.

Mots clés: Lasso; Cross-validation; Variable selection; Prediction

Domaines: Machine Learning [stat.ML]

Bienvenue Kouwayè, Noël Fonton, Fabrice Rossi. Lasso based feature selection for malaria risk exposure prediction. Machine Learning and Data Mining in Pattern Recognition, Jul 2015, Hamburg, Germany. ⟨hal-01222403⟩