Abstract
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.
Citation
Daniel Percival. Kathryn Roeder. Roni Rosenfeld. Larry Wasserman. "Structured, sparse regression with application to HIV drug resistance." Ann. Appl. Stat. 5 (2A) 628 - 644, June 2011. https://doi.org/10.1214/10-AOAS428
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