OSCAR swMATH ID: 3026 Software Authors: Bondell, Howard D.; Reich, Brian J. Description: Simultaneous regression shrinkage, variable selection, and supervised clustering of predictors with OSCAR. Variable selection can be challenging, particularly in situations with a large number of predictors with possibly high correlations, such as gene expression data. In this article, a new method, called OSCAR (octagonal shrinkage and clustering algorithm for regression), is proposed to simultaneously select variables while grouping them into predictive clusters. In addition to improving prediction accuracy and interpretation, these resulting groups can then be investigated further to discover what contributes to the group having a similar behavior. The technique is based on penalized least squares with a geometrically intuitive penalty function that shrinks some coefficients to exactly zero. Additionally, this penalty yields exact equality of some coefficients, encouraging correlated predictors that have a similar effect on the response to form predictive clusters represented by a single coefficient. The proposed procedure is shown to compare favorably to the existing shrinkage and variable selection techniques in terms of both prediction error and model complexity, while yielding the additional grouping information. Homepage: http://people.ee.duke.edu/~lcarin/OSCAR.pdf Dependencies: Matlab Keywords: correlation; penalization; predictive group; regression; shrinkage; supervised clustering; variable selection; Appalachian Mountains soil data Related Software: glmnet; PDCO; R; CasANOVA; ElemStatLearn; BayesDA; blasso; covTest; glasso; Bioconductor; KernSmooth; PRMLT; UNLocBoX; NESTA; sparcl; bayesm; ape; cluster (R); cclust; clustvarsel Cited in: 60 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Simultaneous regression shrinkage, variable selection, and supervised clustering of predictors with OSCAR. Zbl 1146.62051Bondell, Howard D.; Reich, Brian J. 2008 all top 5 Cited by 149 Authors 5 Bondell, Howard D. 4 Reich, Brian James 3 Pan, Wei 3 Shen, Xiaotong 2 Candès, Emmanuel J. 2 Chakraborty, Sounak 2 Curtis, S. McKay 2 Ghosh, Sujit Kumar 2 Lozano, Aurélie C. 2 Porzelius, Christine 2 Su, Weijie 2 Zhang, Wenyang 1 Ahn, Mihye 1 Alkenani, Ali 1 Bach, Francis R. 1 Banerjee, Sayantan 1 Binder, Harald 1 Bogdan, Małgorzata 1 Calderon, Hernan 1 Celentano, Michael 1 Chan, Vincent M. K. 1 Chen, Jia 1 Cheon, Myun-Seok 1 Chi, Eric C. 1 Choi, Hosik 1 Cribben, Ivor 1 Cui, Qiurong 1 Dikheel, Tahir R. 1 Do, Hyungrok 1 Egaña, Álvaro 1 Elvira, Clément 1 Gao, Xin 1 Garriga, Gemma C. 1 Gaynanova, Irina 1 Geyer, Charles J. 1 Ghosal, Subhashis 1 Ghosh, Samiran 1 Graczyk, Piotr 1 Hamedani, Hamideh D. 1 He, Xiaohong 1 He, Xuming 1 Herzet, Cédric 1 Huang, Hsin-Cheng 1 Huang, Jian 1 Huang, Jianhua Z. 1 Huang, Lei 1 Hui, Francis K. C. 1 Jang, Woncheol 1 Jenatton, Rodolphe 1 Jeon, Jong-June 1 Kang, Emily L. 1 Ke, Yuan 1 Kim, Seoung Bum 1 Kołodziejek, Bartosz 1 Krishna, Arun 1 Kwon, Sunghoon 1 Lazar, Nicole A. 1 Lederer, Johannes 1 Lee, Mihee 1 Lee, Yoonkyung 1 Li, Degui 1 Li, Fan 1 Li, Hongzhe 1 Li, Jialiang 1 Li, Yaguang 1 Li, Yuan 1 Lim, Johan 1 Lin, Changsheng 1 Liu, Fei 1 Liu, Jianyu 1 Liu, Yan 1 Liu, Yufeng 1 Loh, Ji Meng 1 Lu, Jason L. 1 Lu, Wenbin 1 Lv, Shaogao 1 Ma, Shuangge 1 Ma, Tiefeng 1 Mairal, Julien 1 Mark, Benjamin 1 Marron, James Stephen 1 Matsushima, Shin 1 Molstad, Aaron J. 1 Monni, Stefano 1 Moosavi, Sara Sadat 1 Müller, Samuel 1 Nakagawa, Hiroshi 1 Narisetty, Naveen Naidu 1 Neiman, David 1 Nguyen, Tu Dinh 1 Obozinski, Guillaume 1 Oiwa, Hidekazu 1 Ojala, Markus 1 Ortiz, Julián M. 1 Petry, Sebastian 1 Phung, Dinh Q. 1 Qu, Annie 1 Raskutti, Garvesh 1 Ren, Sheng 1 Rezaei, Mostafa ...and 49 more Authors all top 5 Cited in 36 Serials 6 Biometrics 5 The Annals of Statistics 3 Journal of the American Statistical Association 3 Computational Statistics and Data Analysis 3 Statistics and Computing 3 SIAM Journal on Mathematics of Data Science 2 Biometrika 2 Information Sciences 2 Journal of Econometrics 2 Journal of Statistical Computation and Simulation 2 Journal of Nonparametric Statistics 2 Bayesian Analysis 1 Applicable Analysis 1 Biometrical Journal 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Probability and Mathematical Statistics 1 Statistics 1 Statistical Science 1 Annals of Operations Research 1 Economics Letters 1 Statistica Sinica 1 Bernoulli 1 Journal of Applied Statistics 1 Journal of Machine Learning Research (JMLR) 1 Journal of the Korean Statistical Society 1 Journal of Statistical Theory and Practice 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Mathematical Geosciences 1 Statistics and Its Interface 1 Set-Valued and Variational Analysis 1 Science China. Information Sciences 1 Journal of Probability and Statistics all top 5 Cited in 10 Fields 54 Statistics (62-XX) 12 Numerical analysis (65-XX) 7 Computer science (68-XX) 6 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 2 Probability theory and stochastic processes (60-XX) 1 Combinatorics (05-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year