Root Cause Analysis by a Combined Sparse Classification and Monte Carlo Approach

Abstract

Classification methods with embedded feature selection capability are very appealing for the analysis of complex processes since they allow the analysis of root causes even when the number of input variables is high. In this work, we investigate the performance of three techniques for classification within a Monte Carlo strategy with the aim of root cause analysis. We consider the naïve bayes classifier and the logistic regression model with two different implementations for controlling model complexity, namely, a LASSO-like implementation with a ℓ1 norm regularization and a fully Bayesian implementation of the logistic model, the so called relevance vector machine. Several challenges can arise when estimating such models mainly linked to the characteristics of the data: a large number of input variables, high correlation among subsets of variables, the situation where the number of variables is higher than the number of available data points and the case of unbalanced datasets. Using an ecological and a semiconductor manufacturing dataset, we show advantages and drawbacks of each method, highlighting the superior performance in term of classification accuracy for the relevance vector machine with respect to the other classifiers. Moreover, we show how the combination of the proposed techniques and the Monte Carlo approach can be used to get more robust insights into the problem under analysis when faced with challenging modelling conditions.