Lasso regression method for a compositional covariate regularised by the norm L1 pairwise logratio

Abstract

Lasso regression methods include a penalty function expressed in terms of a norm defined in the space of model coefficients. The norm plays a key role as regards the way coefficients can become irrelevant in the model. For models with a compositional covariate, the norm should be coherent with the Aitchison geometry. The proposed method is based on a newly-defined compositional norm called L1 pairwise logratio. The novel approach allows one to construct an appropriate basis through a sequential binary partition for discriminating between balances that influence the response variable and those that have no effect. This generalised Lasso regression scheme is illustrated with the analysis of a geochemical data set.