Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification

We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing.Comment: 30 pages, 2 figure

A Quadratically Regularized Functional Canonical Correlation Analysis for Identifying the Global Structure of Pleiotropy with NGS Data

Investigating the pleiotropic effects of genetic variants can increase statistical power, provide important information to achieve deep understanding of the complex genetic structures of disease, and offer powerful tools for designing effective treatments with fewer side effects. However, the current multiple phenotype association analysis paradigm lacks breadth (number of phenotypes and genetic variants jointly analyzed at the same time) and depth (hierarchical structure of phenotype and genotypes). A key issue for high dimensional pleiotropic analysis is to effectively extract informative internal representation and features from high dimensional genotype and phenotype data. To explore multiple levels of representations of genetic variants, learn their internal patterns involved in the disease development, and overcome critical barriers in advancing the development of novel statistical methods and computational algorithms for genetic pleiotropic analysis, we proposed a new framework referred to as a quadratically regularized functional CCA (QRFCCA) for association analysis which combines three approaches: (1) quadratically regularized matrix factorization, (2) functional data analysis and (3) canonical correlation analysis (CCA). Large-scale simulations show that the QRFCCA has a much higher power than that of the nine competing statistics while retaining the appropriate type 1 errors. To further evaluate performance, the QRFCCA and nine other statistics are applied to the whole genome sequencing dataset from the TwinsUK study. We identify a total of 79 genes with rare variants and 67 genes with common variants significantly associated with the 46 traits using QRFCCA. The results show that the QRFCCA substantially outperforms the nine other statistics.Comment: 64 pages including 12 figure

Decomposing feature-level variation with Covariate Gaussian Process Latent Variable Models

The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, in many real-world problems these representations may not be sufficient to aid interpretation on their own, and it would be desirable to interpret the model in terms of the original features themselves. Our goal is to characterise how feature-level variation depends on latent low-dimensional representations, external covariates, and non-linear interactions between the two. In this paper, we propose to achieve this through a structured kernel decomposition in a hybrid Gaussian Process model which we call the Covariate Gaussian Process Latent Variable Model (c-GPLVM). We demonstrate the utility of our model on simulated examples and applications in disease progression modelling from high-dimensional gene expression data in the presence of additional phenotypes. In each setting we show how the c-GPLVM can extract low-dimensional structures from high-dimensional data sets whilst allowing a breakdown of feature-level variability that is not present in other commonly used dimensionality reduction approaches