Abstract:
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Methods based on partial least squares (PLS) regression, which has recently gained much attention in the analysis of high-dimensional single or multi-omics datasets, have been developed since the early 2000s for performing variable selection. Most of these techniques rely on tuning parameters often determined by cross-validation (CV) based methods, which raises essential stability issues. We have developed a new dynamic bootstrap-based method for significant predictor selection, suitable for both PLS regression and its incorporation into generalized linear models (GPLS). It relies on establishing bootstrap confidence intervals, which allows testing of the significance of predictors at preset type I risk ?, and avoids CV. We have also developed adapted versions of sparse PLS and sparse GPLS regression, using a recently introduced non-parametric bootstrap-based technique to determine the numbers of components. We compare their variable selection reliability and stability concerning tuning parameters determination and their predictive ability, using simulated data for PLS and real microarray gene expression data for PLS-logistic classification. Implemented in the bootPLS R package.
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