Multi‐view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi‐view predictor sets, all of which can be of high dimensionality. It is likely that only a few views are relevant to prediction, and the predictors within each relevant view contribute to the prediction collectively rather than sparsely. We cast this new problem under the familiar multivariate regression framework and propose an integrative reduced‐rank regression (iRRR), where each view has its own low‐rank coefficient matrix. As such, latent features are extracted from each view in a supervised fashion. For model estimation, we develop a convex composite nuclear norm penalization approach, which admits an efficient algorithm via alternating direction method of multipliers. Extensions to non‐Gaussian and incomplete data are discussed. Theoretically, we derive non‐asymptotic oracle bounds of iRRR under a restricted eigenvalue condition. Our results recover oracle bounds of several special cases of iRRR including Lasso, group Lasso, and nuclear norm penalized regression. Therefore, iRRR seamlessly bridges group‐sparse and low‐rank methods and can achieve substantially faster convergence rate under realistic settings of multi‐view learning. Simulation studies and an application in the Longitudinal Studies of Aging further showcase the efficacy of the proposed methods.
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Integrative Generalized Convex Clustering Optimization and Feature Selection for Mixed Multi-View Data
In mixed multi-view data, multiple sets of diverse features are measured on the same set of samples. By integrating all available data sources, we seek to discover common group structure among the samples that may be hidden in individualistic cluster analyses of a single data view. While several techniques for such integrative clustering have been explored, we propose and develop a convex formalization that enjoys strong empirical performance and inherits the mathematical properties of increasingly popular convex clustering methods. Specifically, our Integrative Generalized Convex Clustering Optimization (iGecco) method employs different convex distances, losses, or divergences for each of the different data views with a joint convex fusion penalty that leads to common groups. Additionally, integrating mixed multi-view data is often challenging when each data source is high-dimensional. To perform feature selection in such scenarios, we develop an adaptive shifted group-lasso penalty that selects features by shrinking them towards their loss-specific centers. Our so-called iGecco+ approach selects features from each data view that are best for determining the groups, often leading to improved integrative clustering. To solve our problem, we develop a new type of generalized multi-block ADMM algorithm using sub-problem approximations that more efficiently fits our model for big data sets. Through a series of numerical experiments and real data examples on text mining and genomics, we show that iGecco+ achieves superior empirical performance for high-dimensional mixed multi-view data.
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- Award ID(s):
- 1707400
- NSF-PAR ID:
- 10470620
- Publisher / Repository:
- Microtome Publishing
- Date Published:
- Journal Name:
- Journal of Machine Learning Research
- ISSN:
- 1533-7928
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high dimensionality. It is likely that only a few views are relevant to prediction, and the predictors within each relevant view contribute to the prediction collectively rather than sparsely. We cast this new problem under the familiar multivariate regression framework and propose an integrative reduced-rank regression (iRRR), where each view has its own low-rank coefficient matrix. As such, latent features are extracted from each view in a supervised fashion. For model estimation, we develop a convex composite nuclear norm penalization approach, which admits an efficient algorithm via alternating direction method of multipliers. Extensions to non-Gaussian and incomplete data are discussed. Theoretically, we derive non-asymptotic oracle bounds of iRRR under a restricted eigenvalue condition. Our results recover oracle bounds of several special cases of iRRR including Lasso, group Lasso, and nuclear norm penalized regression. Therefore, iRRR seamlessly bridges group-sparse and low-rank methods and can achieve substantially faster convergence rate under realistic settings of multi-view learning. Simulation studies and an application in the Longitudinal Studies of Aging further showcase the efficacy of the proposed methods.
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Abstract The prevalence of data collected on the same set of samples from multiple sources (i.e., multi-view data) has prompted significant development of data integration methods based on low-rank matrix factorizations. These methods decompose signal matrices from each view into the sum of shared and individual structures, which are further used for dimension reduction, exploratory analyses, and quantifying associations across views. However, existing methods have limitations in modeling partially-shared structures due to either too restrictive models, or restrictive identifiability conditions. To address these challenges, we propose a new formulation for signal structures that include partially-shared signals based on grouping the views into so-called hierarchical levels with identifiable guarantees under suitable conditions. The proposed hierarchy leads us to introduce a new penalty, hierarchical nuclear norm (HNN), for signal estimation. In contrast to existing methods, HNN penalization avoids scores and loadings factorization of the signals and leads to a convex optimization problem, which we solve using a dual forward–backward algorithm. We propose a simple refitting procedure to adjust the penalization bias and develop an adapted version of bi-cross-validation for selecting tuning parameters. Extensive simulation studies and analysis of the genotype-tissue expression data demonstrate the advantages of our method over existing alternatives.
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null (Ed.)Clustering is a machine learning paradigm of dividing sample subjects into a number of groups such that subjects in the same groups are more similar to those in other groups. With advances in information acquisition technologies, samples can frequently be viewed from different angles or in different modalities, generating multi-view data. Multi-view clustering, that clusters subjects into subgroups using multi-view data, has attracted more and more attentions. Although MVC methods have been developed rapidly, there has not been enough survey to summarize and analyze the current progress. Therefore, we propose a novel taxonomy of the MVC approaches. Similar with machine learning methods, we categorize them into generative and discriminative classes. In discriminative class, based on the way to integrate multiple views, we split it further into five groups: Common Eigenvector Matrix, Common Coefficient Matrix, Common Indicator Matrix, Direct Combination and Combination After Projection. Furthermore, we discuss the relationships between MVC and some related topics: multi-view representation, ensemble clustering, multi-task clustering, multi-view supervised and semi-supervised learning. Several representative real-world applications are elaborated for practitioners. Some commonly used multi-view datasets are introduced and several representative MVC algorithms from each group are run to conduct the comparison to analyze how and why they perform on those datasets. To promote future development of MVC approaches, we point out several open problems that may require further investigation and thorough examination.more » « less
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Summary In modern biomedical research, it is ubiquitous to have multiple data sets measured on the same set of samples from different views (i.e., multi-view data). For example, in genetic studies, multiple genomic data sets at different molecular levels or from different cell types are measured for a common set of individuals to investigate genetic regulation. Integration and reduction of multi-view data have the potential to leverage information in different data sets, and to reduce the magnitude and complexity of data for further statistical analysis and interpretation. In this article, we develop a novel statistical model, called supervised integrated factor analysis (SIFA), for integrative dimension reduction of multi-view data while incorporating auxiliary covariates. The model decomposes data into joint and individual factors, capturing the joint variation across multiple data sets and the individual variation specific to each set, respectively. Moreover, both joint and individual factors are partially informed by auxiliary covariates via nonparametric models. We devise a computationally efficient Expectation–Maximization (EM) algorithm to fit the model under some identifiability conditions. We apply the method to the Genotype-Tissue Expression (GTEx) data, and provide new insights into the variation decomposition of gene expression in multiple tissues. Extensive simulation studies and an additional application to a pediatric growth study demonstrate the advantage of the proposed method over competing methods.
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Accepted Manuscript1.0
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