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Results for “LASSO influence plot”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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Assessing robustness of factor ranking for supersaturated designs

Supersaturated designs can potentially be a beneficial tool for efficiently exploring a large number of factors with a moderately sized design. However, because more factors are being considered than there are runs, the stability of the identified factors depends heavily on effect sparsity and the lack of highly influential observations. A helpful tool for the analysis of supersaturated designs is least absolute shrinkage and selection operation (LASSO), which is useful when the effects of many explanatory variables are sparse in a high-dimensional dataset. To understand the impact of individual observations on the selected factors, the LASSO influence plot was created. This work describes an application of this plot and its variants that can be used to identify influential points, increase understanding of the impact of individual observations on model parameters, and the robustness of results in analyses with supersaturated designs. These graphical methods can serve as a complement to other regression diagnostics techniques in the LASSO regression setting.

3-D LASSO influence plots↗

Influence plots for LASSO

With many predictors in regression, fitting the full model can induce multicollinearity problems. Least Absolute Shrinkage and Selection Operation (LASSO) is useful when the effects of many explanatory variables are sparse in a high-dimensional dataset. Influential points can have a disproportionate impact on the estimated values of model parameters. Here, this paper describes a new influence plot that can be used to increase understanding of the contributions of individual observations and the robustness of results. This can serve as a complement to other regression diagnostics techniques in the LASSO regression setting. Using this influence plot, we can find influential points and their impact on shrinkage of model parameters and model selection. Lastly, we provide two examples to illustrate the methods.

97 MATHEMATICS AND COMPUTING↗

Examining robustness of model selection with half-normal and LASSO plots for unreplicated factorial designs

When there are constraints on resources, an unreplicated factorial or fractional factorial design can allow efficient exploration of numerous factor and interaction effects. A half-normal plot is a common graphical tool used to compare the relative magnitude of effects and to identify important effects from these experiments when no estimate of error from the experiment is available. An alternative is to use a least absolute shrinkage and selection operation plot to examine the pattern of model selection terms from an experiment. We examine how both the half-normal and least absolute shrinkage and selection operation plots are impacted by the absence of individual observations or an outlier, and the robustness of conclusions obtained from these 2 techniques for identifying important effects from factorial experiments. As a result, the methods are illustrated with 2 examples from the literature.

97 MATHEMATICS AND COMPUTING↗