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March 2015 Convex hierarchical testing of interactions
Jacob Bien, Noah Simon, Robert Tibshirani
Ann. Appl. Stat. 9(1): 27-42 (March 2015). DOI: 10.1214/14-AOAS758

Abstract

We consider the testing of all pairwise interactions in a two-class problem with many features. We devise a hierarchical testing framework that considers an interaction only when one or more of its constituent features has a nonzero main effect. The test is based on a convex optimization framework that seamlessly considers main effects and interactions together. We show—both in simulation and on a genomic data set from the SAPPHIRe study—a potential gain in power and interpretability over a standard (nonhierarchical) interaction test.

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Jacob Bien. Noah Simon. Robert Tibshirani. "Convex hierarchical testing of interactions." Ann. Appl. Stat. 9 (1) 27 - 42, March 2015. https://doi.org/10.1214/14-AOAS758

Information

Published: March 2015
First available in Project Euclid: 28 April 2015

zbMATH: 06446559
MathSciNet: MR3341106
Digital Object Identifier: 10.1214/14-AOAS758

Keywords: interactions , Lasso , testing

Rights: Copyright © 2015 Institute of Mathematical Statistics

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Vol.9 • No. 1 • March 2015
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