Structured sparse canonical correlation analysis

Xi Chen, Han Liu, Jaime G. Carbonell

Research output: Contribution to journalConference article

43 Scopus citations

Abstract

In this paper, we propose to apply sparse canonical correlation analysis (sparse CCA) to an important genome-wide association study problem, eQTL mapping. Existing sparse CCA models do not incorporate structural information among variables such as pathways of genes. This work extends the sparse CCA so that it could exploit either the pre-given or unknown group structure via the structured-sparsity-inducing penalty. Such structured penalty poses new challenge on optimization techniques. To address this challenge, by specializing the excessive gap framework, we develop a scalable primal-dual optimization algorithm with a fast rate of convergence. Empirical results show that the proposed optimization algorithm is more efficient than existing state-of-the-art methods. We also demonstrate the effectiveness of the structured sparse CCA on both simulated and genetic datasets.

Original languageEnglish (US)
Pages (from-to)199-207
Number of pages9
JournalJournal of Machine Learning Research
Volume22
StatePublished - Jan 1 2012
Event15th International Conference on Artificial Intelligence and Statistics, AISTATS 2012 - La Palma, Spain
Duration: Apr 21 2012Apr 23 2012

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Systems Engineering
  • Statistics and Probability
  • Artificial Intelligence

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    Chen, X., Liu, H., & Carbonell, J. G. (2012). Structured sparse canonical correlation analysis. Journal of Machine Learning Research, 22, 199-207.