Abstract
Principal component analysis (PCA) is a widely used dimensionality reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have been proposed, which are termed Sparse Principal Component Analysis (SPCA). In this paper, we present ThreSPCA, a provably accurate algorithm based on thresholding the Singular Value Decomposition for the SPCA problem, without imposing any restrictive assumptions on the input covariance matrix. Our thresholding algorithm is conceptually simple; much faster than current state-of-the-art; and performs well in practice. When applied to genotype data from the 1000 Genomes Project, ThreSPCA is faster than previous benchmarks, at least as accurate, and leads to a set of interpretable biomarkers, revealing genetic diversity across the world.
Original language | English |
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Title of host publication | Research in Computational Molecular Biology - 26th Annual International Conference, RECOMB 2022, Proceedings |
Editors | Itsik Pe’er |
Publisher | Springer Science and Business Media Deutschland GmbH |
Pages | 86-106 |
Number of pages | 21 |
ISBN (Print) | 9783031047480 |
DOIs | |
State | Published - 2022 |
Event | 26th International Conference on Research in Computational Molecular Biology, RECOMB 2022 - San Diego, United States Duration: May 22 2022 → May 25 2022 |
Publication series
Name | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
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Volume | 13278 LNBI |
ISSN (Print) | 0302-9743 |
ISSN (Electronic) | 1611-3349 |
Conference
Conference | 26th International Conference on Research in Computational Molecular Biology, RECOMB 2022 |
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Country/Territory | United States |
City | San Diego |
Period | 05/22/22 → 05/25/22 |
Funding
Acknowledgements. PD and AC were partially supported by National Science Foundation (NSF) 10001390, NSF III-10001674, NSF III-10001225, and an IBM Faculty Award to PD. AB was supported by IBM. DPW and SZ would like to thank partial support from NSF grant No. CCF-181584, Office of Naval Research (ONR) grant N00014-18-1-2562, National Institute of Health (NIH) grant 5401 HG 10798-2, and a Simons Investigator Award.
Keywords
- Population stratification
- Population structure
- Principal Component Analysis
- Sparse PCA