Simultaneous supervised clustering and feature selection over a graph. (English) Zbl 1452.62467

Shen, Xiaotong; Huang, Hsin-Cheng; Pan, Wei

Biometrika 99, No. 4, 899-914 (2012).

Summary: In this article, we propose a regression method for simultaneous supervised clustering and feature selection over a given undirected graph, where homogeneous groups or clusters are estimated as well as informative predictors, with each predictor corresponding to one node in the graph and a connecting path indicating a priori possible grouping among the corresponding predictors. The method seeks a parsimonious model with high predictive power through identifying and collapsing homogeneous groups of regression coefficients. To address computational challenges, we present an efficient algorithm integrating the augmented Lagrange multipliers, coordinate descent and difference convex methods. We prove that the proposed method not only identifies the true homogeneous groups and informative features consistently but also leads to accurate parameter estimation. A gene network dataset is analysed to demonstrate that the method can make a difference by exploring dependency structures among the genes.

MSC:

62H30	Classification and discrimination; cluster analysis (statistical aspects)
62F30	Parametric inference under constraints
62P10	Applications of statistics to biology and medical sciences; meta analysis

Keywords:

expression quantitative trait loci data; high-dimensional data; nonconvex minimization; prediction

Software:

OSCAR