Structured sparse canonical correlation analysis for brain imaging genetics: an improved GraphNet method

Motivation: Structured sparse canonical correlation analysis (SCCA) models have been used to identify imaging genetic associations. These models either use group lasso or graph-guided fused lasso to conduct feature selection and feature grouping simultaneously. The group lasso based methods require prior knowledge to define the groups, which limits the capability when prior knowledge is incomplete or unavailable. The graph-guided methods overcome this drawback by using the sample correlation to define the constraint. However, they are sensitive to the sign of the sample correlation, which could introduce undesirable bias if the sign is wrongly estimated. Results: We introduce a novel SCCA model with a new penalty, and develop an efficient optimization algorithm. Our method has a strong upper bound for the grouping effect for both positively and negatively correlated features. We show that our method performs better than or equally to three competing SCCA models on both synthetic and real data. In particular, our method identifies stronger canonical correlations and better canonical loading patterns, showing its promise for revealing interesting imaging genetic associations.