{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/guiding-adaptive-shrinkage-by-co-data-to","title":"Guiding adaptive shrinkage by co-data to improve regression-based prediction and feature selection","arxiv_id":"2405.04917","date":"2024-05-08","proceeding":null,"authors":["Mark A. van de Wiel","Wessel N. van Wieringen"],"abstract":"The high dimensional nature of genomics data complicates feature selection, in particular in low sample size studies - not uncommon in clinical prediction settings. It is widely recognized that complementary data on the features, `co-data', may improve results. Examples are prior feature groups or p-values from a related study. Such co-data are ubiquitous in genomics settings due to the availability of public repositories. Yet, the uptake of learning methods that structurally use such co-data is limited. We review guided adaptive shrinkage methods: a class of regression-based learners that use co-data to adapt the shrinkage parameters, crucial for the performance of those learners. We discuss technical aspects, but also the applicability in terms of types of co-data that can be handled. This class of methods is contrasted with several others. In particular, group-adaptive shrinkage is compared with the better-known sparse group-lasso by evaluating feature selection. Finally, we demonstrate the versatility of the guided shrinkage methodology by showing how to `do-it-yourself': we integrate implementations of a co-data learner and the spike-and-slab prior for the purpose of improving feature selection in genetics studies.","url_abs":"https://arxiv.org/abs/2405.04917v1","url_pdf":"https://arxiv.org/pdf/2405.04917v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"guiding-adaptive-shrinkage-by-co-data-to","repo_url":"https://github.com/markvdwiel/CodataReview","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"feature-selection","task_name":"feature selection"}],"methods":[{"method_slug":"feature-selection","method_name":"Feature Selection"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}