Source: Ann. Appl. Stat.
Volume 5, Number 2A
We introduce a new version of forward stepwise regression. Our
modification finds solutions to regression problems where the
selected predictors appear in a structured pattern, with respect
to a predefined distance measure over the candidate predictors.
Our method is motivated by the problem of predicting HIV-1 drug
resistance from protein sequences. We find that our method
improves the interpretability of drug resistance while producing
comparable predictive accuracy to standard methods. We also
demonstrate our method in a simulation study and present some
theoretical results and connections.
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