Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define heterogeneous subgroups and handling data that are missing not at random, a prevalent issue in fields like transcriptomics. While several notable methods have been proposed to address these problems, they typically tackle each issue in isolation, thereby limiting their flexibility and adaptability. This paper introduces a unified framework designed to address these challenges simultaneously. Our approach incorporates a data-driven penalty matrix into penalized clustering to enable more flexible variable selection, along with a mechanism that explicitly models the relationship between missingness and latent class membership. We demonstrate that, under certain regularity conditions, the proposed framework achieves both asymptotic consistency and selection consistency, even in the presence of missing data. This unified strategy significantly enhances the capability and efficiency of model-based clustering, advancing methodologies for identifying informative variables that define homogeneous subgroups in the presence of complex missing data patterns. The performance of the framework, including its computational efficiency, is evaluated through simulations and demonstrated using both synthetic and real-world transcriptomic datasets.

Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define heterogeneous subgroups and handling data that are missing not at random, a prevalent issue in fields like transcriptomics. While several notable methods have been proposed to address these problems, they typically tackle each issue in isolation, thereby limiting their flexibility and adaptability. This paper introduces a unified framework designed to address these challenges simultaneously. Our approach incorporates a data-driven penalty matrix into penalized clustering to enable more flexible variable selection, along with a mechanism that explicitly models the relationship between missingness and latent class membership. We demonstrate that, under certain regularity conditions, the proposed framework achieves both asymptotic consistency and selection consistency, even in the presence of missing data. This unified strategy significantly enhances the capability and efficiency of model-based clustering, advancing methodologies for identifying informative variables that define homogeneous subgroups in the presence of complex missing data patterns. The performance of the framework, including its computational efficiency, is evaluated through simulations and demonstrated using both synthetic and real-world transcriptomic datasets.

In the era of precision medicine, genome-wide epigenetic modifications offer rich data that could inform risk prediction. However, these data are high-dimensional and exhibit complex dependence structures, which makes it difficult to jointly model them with low-dimensional covariates when the goal is to obtain interpretable effect estimates for covariate adjustment. Standard Bayesian additive regression trees (BART) provide strong predictive performance but treat all predictors uniformly within the tree ensemble, obscuring the contributions of significant covariates and complicating variable selection in high-dimensional settings. We propose a semi-parametric BART model (spBART) that addresses this limitation by modeling low-dimensional covariates through a parametric component with interpretable coefficients, while capturing complex nonlinear associations among high-dimensional predictors through the tree ensemble. To perform stable variable selection, we develop a cross-validation-based procedure that aggregates posterior inclusion probabilities across folds and applies Bayesian false discovery rate control. We apply the proposed method to a pooled case--control analysis of high-dimensional genome-wide 5-hydroxymethylcytosine profiles derived from circulating cell-free DNA in two multiple myeloma studies ($N = 869$). The approach identifies a parsimonious set of candidate loci and achieves strong out-of-sample discrimination (AUC $= 0.96$) in a held-out validation set. Overall, spBART provides a unified framework for combining interpretable covariate inference with flexible modeling and variable selection in high-dimensional biomedical studies.

This study surveys the historical development of regularization, tracing its evolution from stepwise regression in the 1960s to recent advancements in formal error control, structured penalties for non-independent features, Bayesian methods, and l0-based regularization (among other techniques). We empirically evaluate the performance of four canonical frameworks -- Ridge, Lasso, ElasticNet, and Post-Lasso OLS -- across 134,400 simulations spanning a 7-dimensional manifold grounded in eight production-grade machine learning models. Our findings demonstrate that for prediction accuracy when the sample-to-feature ratio is sufficient (n/p >= 78), Ridge, Lasso, and ElasticNet are nearly interchangeable. However, we find that Lasso recall is highly fragile under multicollinearity; at high condition numbers (kappa) and low SNR, Lasso recall collapses to 0.18 while ElasticNet maintains 0.93. Consequently, we advise practitioners against using Lasso or Post-Lasso OLS at high kappa with small sample sizes. The analysis concludes with an objective-driven decision guide to assist machine learning engineers in selecting the optimal scikit-learn-supported framework based on observable feature space attributes.

Linear regression models have been successfully used to function estimation and model selection in high-dimensional data analysis. However, most existing methods are built on least squares with the mean square error (MSE) criterion, which are sensitive to outliers and their performance may be degraded for heavy-tailed noise. In this paper, we go beyond this criterion by investigating the regularized modal regression from a statistical learning viewpoint. A new regularized modal regression model is proposed for estimation and variable selection, which is robust to outliers, heavy-tailed noise, and skewed noise. On the theoretical side, we establish the approximation estimate for learning the conditional mode function, the sparsity analysis for variable selection, and the robustness characterization. On the application side, we applied our model to successfully improve the cognitive impairment prediction using the Alzheimer's Disease Neuroimaging Initiative (ADNI) cohort data.

Dimensionality reduction is one of the key issues in the design of effective machine learning methods for automatic induction. In this work, we introduce recursive maxima hunting (RMH) for variable selection in classification problems with functional data. In this context, variable selection techniques are especially attractive because they reduce the dimensionality, facilitate the interpretation and can improve the accuracy of the predictive models. The method, which is a recursive extension of maxima hunting (MH), performs variable selection by identifying the maxima of a relevance function, which measures the strength of the correlation of the predictor functional variable with the class label. At each stage, the information associated with the selected variable is removed by subtracting the conditional expectation of the process. The results of an extensive empirical evaluation are used to illustrate that, in the problems investigated, RMH has comparable or higher predictive accuracy than standard simensionality reduction techniques, such as PCA and PLS, and state-of-the-art feature selection methods for functional data, such as maxima hunting.

Rare-events data refer to binary-response data that are highly imbalanced, i.e., the number of zeros

In practice, most combinatorial optimization problems can be formulated as mixed-integer linear programs (MILPs), in which case branch-and-bound (B&B) [35] is the exact method of choice.

Our regret bound generalizes that of GP-UCB [38] which always selects all variables, aswellasthatofDropout [21]whichselectsdvariables randomly ineachiteration.