2022 journal article

Two-dimensional variable selection and its applications in the diagnostics of product quality defects

IISE TRANSACTIONS, 54(7), 619–629.

By: C. Jeong n & X. Fang n 

co-author countries: United States of America πŸ‡ΊπŸ‡Έ
author keywords: Penalized matrix regression; two-dimensional variable selection; adaptive group LASSO; block coordinate proximal descent
Source: Web Of Science
Added: May 24, 2021

The root cause diagnostics of product quality defects in multistage manufacturing processes often requires a joint identification of crucial stages and process variables. To meet this requirement, this article proposes a novel penalized matrix regression methodology for two-dimensional variable selection. The method regresses a scalar response variable against a matrix-based predictor using a generalized linear model. The unknown regression coefficient matrix is decomposed as a product of two factor matrices. The rows of the first factor matrix and the columns of the second factor matrix are simultaneously penalized to inspire sparsity. To estimate the parameters, we develop a Block Coordinate Proximal Descent (BCPD) optimization algorithm, which cyclically solves two convex sub-optimization problems. We have proved that the BCPD algorithm always converges to a critical point with any initialization. In addition, we have also proved that each of the sub-optimization problems has a closed-form solution if the response variable follows a distribution whose (negative) log-likelihood function has a Lipschitz continuous gradient. A simulation study and a dataset from a real-world application are used to validate the effectiveness of the proposed method.