Generalized power method for sparse principal component analysis

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal component of a data matrix, or more components at once, respectively. While the initial formulations involve nonconvex functions, and are therefore computationally intractable, we rewrite them into the form of an optimization program involving maximization of a convex function on a compact set. The dimension of the search space is decreased enormously if the data matrix has many more columns (variables) than rows. We then propose and analyze a simple gradient method suited for the task. It appears that our algorithm has best convergence properties in the case when either the objective function or the feasible set are strongly convex, which is the case with our single-unit formulations and can be enforced in the block case. Finally, we demonstrate numerically on a set of random and gene expression test problems that our approach outperforms existing algorithms both in quality of the obtained solution and in computational speed. © 2010 Michel Journée, Yurii Nesterov, Peter Richtárik and Rodolphe Sepulchre.

Independent component analysis of microarray data in the study of endometrial cancer.

Gene microarray technology is highly effective in screening for differential gene expression and has hence become a popular tool in the molecular investigation of cancer. When applied to tumours, molecular characteristics may be correlated with clinical features such as response to chemotherapy. Exploitation of the huge amount of data generated by microarrays is difficult, however, and constitutes a major challenge in the advancement of this methodology. Independent component analysis (ICA), a modern statistical method, allows us to better understand data in such complex and noisy measurement environments. The technique has the potential to significantly increase the quality of the resulting data and improve the biological validity of subsequent analysis. We performed microarray experiments on 31 postmenopausal endometrial biopsies, comprising 11 benign and 20 malignant samples. We compared ICA to the established methods of principal component analysis (PCA), Cyber-T, and SAM. We show that ICA generated patterns that clearly characterized the malignant samples studied, in contrast to PCA. Moreover, ICA improved the biological validity of the genes identified as differentially expressed in endometrial carcinoma, compared to those found by Cyber-T and SAM. In particular, several genes involved in lipid metabolism that are differentially expressed in endometrial carcinoma were only found using this method. This report highlights the potential of ICA in the analysis of microarray data.

Optimization on the orthogonal group for independent component analysis

This paper derives a new algorithm that performs independent component analysis (ICA) by optimizing the contrast function of the RADICAL algorithm. The core idea of the proposed optimization method is to combine the global search of a good initial condition with a gradient-descent algorithm. This new ICA algorithm performs faster than the RADICAL algorithm (based on Jacobi rotations) while still preserving, and even enhancing, the strong robustness properties that result from its contrast. © Springer-Verlag Berlin Heidelberg 2007.

Geometric optimization methods for independent component analysis applied on gene expression data

DNA microarrays provide a huge amount of data and require therefore dimensionality reduction methods to extract meaningful biological information. Independent Component Analysis (ICA) was proposed by several authors as an interesting means. Unfortunately, experimental data are usually of poor quality- because of noise, outliers and lack of samples. Robustness to these hurdles will thus be a key feature for an ICA algorithm. This paper identifies a robust contrast function and proposes a new ICA algorithm. © 2007 IEEE.