A Novel Sparse Graph-Regularized Singular Value Decomposition Model and Its Application to Genomic Data Analysis.

Learning the gene coexpression pattern is a central challenge for high-dimensional gene expression analysis. Recently, sparse singular value decomposition (SVD) has been used to achieve this goal. However, this model ignores the structural information between variables (e.g., a gene network). The typical graph-regularized penalty can be used to incorporate such prior graph information to achieve more accurate discovery and better interpretability. However, the existing approach fails to consider the opposite effect of variables with negative correlations. In this article, we propose a novel sparse graph-regularized SVD model with absolute operator (AGSVD) for high-dimensional gene expression pattern discovery. The key of AGSVD is to impose a novel graph-regularized penalty (|u|TL|u|). However, such a penalty is a nonconvex and nonsmooth function, so it brings new challenges to model solving. We show that the nonconvex problem can be efficiently handled in a convex fashion by adopting an alternating optimization strategy. The simulation results on synthetic data show that our method is more effective than the existing SVD-based ones. In addition, the results on several real gene expression data sets show that the proposed methods can discover more biologically interpretable expression patterns by incorporating the prior gene network.