Three approaches to supervised learning for compositional data with pairwise logratios

Germà Coenders and Michael Greenacre

Journal of Applied Statistics, 2023, vol. 50, issue 16, 3272-3293

Abstract: Logratios between pairs of compositional parts (pairwise logratios) are the easiest to interpret in compositional data analysis, and include the well-known additive logratios as particular cases. When the number of parts is large (sometimes even larger than the number of cases), some form of logratio selection is needed. In this article, we present three alternative stepwise supervised learning methods to select the pairwise logratios that best explain a dependent variable in a generalized linear model, each geared for a specific problem. The first method features unrestricted search, where any pairwise logratio can be selected. This method has a complex interpretation if some pairs of parts in the logratios overlap, but it leads to the most accurate predictions. The second method restricts parts to occur only once, which makes the corresponding logratios intuitively interpretable. The third method uses additive logratios, so that K−1 selected logratios involve a K-part subcomposition. Our approach allows logratios or non-compositional covariates to be forced into the models based on theoretical knowledge, and various stopping criteria are available based on information measures or statistical significance with the Bonferroni correction. We present an application on a dataset from a study predicting Crohn's disease.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:50:y:2023:i:16:p:3272-3293

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DOI: 10.1080/02664763.2022.2108007

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