posted on 2011-01-01, 00:00authored byDaniel Percival, Kathryn Roeder, Roni Rosenfeld, Larry Wasserman
We introduce a new version of forward stepwise regression. Our modification finds solutions to regression problems where the selected predictors appear in a structured pattern, with respect to a predefined distance measure over the candidate predictors. Our method is motivated by the problem of predicting HIV-1 drug resistance from protein sequences. We find that our method improves the interpretability of drug resistance while producing comparable predictive accuracy to standard methods. We also demonstrate our method in a simulation study and present some theoretical results and connections.