Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping

DOI10.1214/12-AOAS549zbMATH Open1254.62112arXiv0909.1373OpenAlexW3103144163MaRDI QIDQ714367FDOQ714367

Eric P. Xing, Seyoung Kim

Publication date: 21 October 2012

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: We consider the problem of estimating a sparse multi-response regression function, with an application to expression quantitative trait locus (eQTL) mapping, where the goal is to discover genetic variations that influence gene-expression levels. In particular, we investigate a shrinkage technique capable of capturing a given hierarchical structure over the responses, such as a hierarchical clustering tree with leaf nodes for responses and internal nodes for clusters of related responses at multiple granularity, and we seek to leverage this structure to recover covariates relevant to each hierarchically-defined cluster of responses. We propose a tree-guided group lasso, or tree lasso, for estimating such structured sparsity under multi-response regression by employing a novel penalty function constructed from the tree. We describe a systematic weighting scheme for the overlapping groups in the tree-penalty such that each regression coefficient is penalized in a balanced manner despite the inhomogeneous multiplicity of group memberships of the regression coefficients due to overlaps among groups. For efficient optimization, we employ a smoothing proximal gradient method that was originally developed for a general class of structured-sparsity-inducing penalties. Using simulated and yeast data sets, we demonstrate that our method shows a superior performance in terms of both prediction errors and recovery of true sparsity patterns, compared to other methods for learning a multivariate-response regression.

Full work available at URL: https://arxiv.org/abs/0909.1373

Recommendations

• Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
• Hierarchically penalized quantile regression with multiple responses
• Bayesian variable selection regression of multivariate responses for group data
• A penalized regression model for the joint estimation of eQTL associations and gene network structure
• Smoothing proximal gradient method for general structured sparse regression

zbMATH Keywords

high-dimensional regressioneQTL analysisgenetic association mapping

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Biochemistry, molecular biology (92C40) Genetics and epigenetics (92D10)

Cites Work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Pathwise coordinate optimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping
• The composite absolute penalties family for grouped and hierarchical variable selection
• Title not available (Why is that?)
• A General Framework for Weighted Gene Co-Expression Network Analysis
• Support union recovery in high-dimensional multivariate regression

Cited In (22)

• On the Use of Minimum Penalties in Statistical Learning
• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
• A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation
• Regularization-based model tree for multi-output regression
• Event detection in online social network: methodologies, state-of-art, and evolution
• Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
• Detecting clusters in multivariate response regression
• A dynamic screening algorithm for hierarchical binary marketing data
• A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
• A Cluster Elastic Net for Multivariate Regression
• Sparse group fused Lasso for model segmentation: a hybrid approach
• Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies
• Rare Feature Selection in High Dimensions
• Structured hierarchical models for probabilistic inference from perturbation screening data
• Asymptotic properties of concave \(L_1\)-norm group penalties
• Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping
• Structured iterative hard thresholding with on- and off-grid applications
• Group sparse recovery in impulsive noise via alternating direction method of multipliers
• Estimating the Effects of Fine Particulate Matter on 432 Cardiovascular Diseases Using Multi-Outcome Regression With Tree-Structured Shrinkage
• A Dirichlet-Tree Multinomial Regression Model for Associating Dietary Nutrients with Gut Microorganisms
• Convex Optimization for Group Feature Selection in Networked Data

This page was built for publication: Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q714367)