The Stream Algorithm: Computationally Efficient Ridge-Regression via Bayesian Model Averaging, and Applications to Pharmacogenomic Prediction of Cancer Cell Line Sensitivity


Elias Chaibub Neto1, In Sock Jang2, Stephen H. Friend3, Adam A. Margolin4



Sage Bionetworks
Email: elias.chaibub.neto@sagebase.org1, in.sock.jang@sagebase.org2, friend@sagebase.org3, margolin@sagebase.org4

Pacific Symposium on Biocomputing 19:27-38(2014)


Abstract

Toshow in simulation studies and in the analysis of two large cancer cell line data panels that our algorithm achieves slightly better predictive performance than cross-validated ridge-regression while requiring only a fraction of the computation time.


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