cmenet: a new method for bi-level variable selection of conditional main effects

TL;DR

cmenet is a new method designed for bi-level variable selection of conditional main effects, improving interpretability and predictive performance in complex models across various scientific fields.

Contribution

The paper introduces cmenet, a novel variable selection method that effectively incorporates the grouped structure of conditional main effects for better model selection.

Findings

cmenet outperforms existing methods in simulation studies

Applied to gene data, cmenet produces more parsimonious and accurate models

Reveals insights into gene activation behavior

Abstract

This paper introduces a novel method for selecting main effects and a set of reparametrized effects called conditional main effects (CMEs), which capture the conditional effect of a factor at a fixed level of another factor. CMEs represent interpretable, domain-specific phenomena for a wide range of applications in engineering, social sciences and genomics. The key challenge is in incorporating the implicit grouped structure of CMEs within the variable selection procedure itself. We propose a new method, cmenet, which employs two principles called CME coupling and CME reduction to effectively navigate the selection algorithm. Simulation studies demonstrate the improved CME selection performance of cmenet over more generic selection methods. Applied to a gene association study on fly wing shape, cmenet not only yields more parsimonious models and improved predictive performance over standard two-factor interaction analysis methods, but also reveals important insights on gene activation behavior, which can be used to guide further experiments. Efficient implementations of our algorithms are available in the R package cmenet in CRAN.