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Variable selection in social-environmental data: sparse regression and tree ensemble machine learning approaches
BMC Med Res Methodol. 2020 Dec 10;20(1) :302
PMID: WOS:000599939700003 PMCID: PMC7727197 URL: https://www.ncbi.nlm.nih.gov/pubmed/33302880
AbstractBackgroundSocial-environmental data obtained from the US Census is an important resource for understanding health disparities, but rarely is the full dataset utilized for analysis. A barrier to incorporating the full data is a lack of solid recommendations for variable selection, with researchers often hand-selecting a few variables. Thus, we evaluated the ability of empirical machine learning approaches to identify social-environmental factors having a true association with a health outcome.MethodsWe compared several popular machine learning methods, including penalized regressions (e.g. lasso, elastic net), and tree ensemble methods. Via simulation, we assessed the methods' ability to identify census variables truly associated with binary and continuous outcomes while minimizing false positive results (10 true associations, 1000 total variables). We applied the most promising method to the full census data (p=14,663 variables) linked to prostate cancer registry data (n=76,186 cases) to identify social-environmental factors associated with advanced prostate cancer.ResultsIn simulations, we found that elastic net identified many true-positive variables, while lasso provided good control of false positives. Using a combined measure of accuracy, hierarchical clustering based on Spearman's correlation with sparse group lasso regression performed the best overall. Bayesian Adaptive Regression Trees outperformed other tree ensemble methods, but not the sparse group lasso. In the full dataset, the sparse group lasso successfully identified a subset of variables, three of which replicated earlier findings.ConclusionsThis analysis demonstrated the potential of empirical machine learning approaches to identify a small subset of census variables having a true association with the outcome, and that replicate across empiric methods. Sparse clustered regression models performed best, as they identified many true positive variables while controlling false positive discoveries.
NotesHandorf, Elizabeth Yin, Yinuo Slifker, Michael Lynch, Shannon eng P30 CA00692/CA/NCI NIH HHS/ U54 CA221705/NH/NIH HHS/ IRG-92-027-20/American Cancer Society/International MRSG CPHPS-130319/American Cancer Society/International Research Support, Non-U.S. Gov't Research Support, N.I.H., Extramural England BMC Med Res Methodol. 2020 Dec 10;20(1):302. doi: 10.1186/s12874-020-01183-9.