Group sparse canonical correlation analysis for genomic data integration

Abstract

The CCA-sparse group method incorporates group effects of features into the correlation analysis while performs individual feature selection simultaneously. It outperforms the two sCCA methods (CCA-l1 and CCA-group) by identifying the correlated features with more true positives while controlling total discordance at a lower level on the simulated data, even if the group effect does not exist or there are irrelevant features grouped with true correlated features. Compared with our proposed CCA-group sparse models, CCA-l1 tends to select less true correlated features while CCA-group inclines to select more redundant features.