Year: 2024
Type: preprint
Abstract: In this work, we propose an automatic method for the analysis of experiments that incorporates hierarchical relationships between the experimental variables. We use a modified version of nonnegative garrote method for variable selection which can incorporate hierarchical relationships. The nonnegative garrote method requires a good initial estimate of the regression parameters for it to work well. To obtain the initial estimate, we use generalized ridge regression with the ridge parameters estimated from a Gaussian process prior placed on the underlying input-output relationship. The proposed method, called HiGarrote, is fast, easy to use, and requires no manual tuning. Analysis of several real experiments are presented to demonstrate its benefits over the existing methods.
Source: arXiv (Cornell University)
Authors: Yu, Wei-Yang, Joseph, V. Roshan
Institution: Georgia Institute of Technology
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4404351738