Simultaneous supervised clustering and feature selection over a graph

Xiaotong T Shen, Hsin Cheng Huang, Wei Pan

Research output: Contribution to journalArticlepeer-review

21 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)899-914
Number of pages16
JournalBiometrika
Volume99
Issue number4
DOIs
StatePublished - Dec 2012

Keywords

  • Expression quantitative trait loci data
  • High-dimensional data
  • Nonconvex minimization
  • Prediction

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