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
- 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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