International Journal of Applied Mathematics and Computing.
Vol. 1 No. 4 (2024): October: International Journal of Applied Mathematics and Computing

Two Stage Lasso in Principal Component Analysis With an Application

Afraa A. Hamada (Unknown)



Article Info

Publish Date
25 Sep 2024

Abstract

This paper will employ a novel approach that builds upon the lasso method, utilizing it in two stages.   The first stage applies to the principal components to select the important principal component and exclude the unimportant ones. This technique is effective in identifying significant principal components while attempting to eliminate bias in selecting these components over others. Additionally, it removes the ranking in determining the principal components compared to classical methods.  Moreover, the second stage involves determining the effective importance within each component by zeroing out the scores loading values within each component. To compare the performance of the proposed method in principal component analysis, a simulation approach can be used. Subsequently, the performance of the proposed method is tested using real data.

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Journal Info

Abbrev

IJAMC

Publisher

Subject

Computer Science & IT Mathematics

Description

This Journal accepts manuscripts based on empirical research, both quantitative and qualitative. This journal is a peer-reviewed and open access journal of Mathematics and ...