Cross-product penalized component analysis (X-CAN)

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (X-CAN), a matrix factorization based on the optimization of a loss function that allows a trade-off between variance maximization and structural preservation, with a focus on highlighting differences between groups of observations and/or variables. The approach is based on previous developments, notably (i) the Sparse Principal Component Analysis (SPCA) framework based on the LASSO, (ii) extensions of SPCA to constrain both modes of the factorization, like co-clustering or the Penalized Matrix Decomposition (PMD), and (iii) the Group-wise Principal Component Analysis (GPCA) method. The result is a flexible modeling approach that can be used for data exploration in a large variety of problems. We demonstrate its use with applications from different disciplines.

OriginalsprogEngelsk
Artikelnummer104038
TidsskriftChemometrics and Intelligent Laboratory Systems
Vol/bind203
Antal sider16
ISSN0169-7439
DOI
StatusUdgivet - 2020

ID: 244687148