Network-constrained group lasso for high-dimensional multinomial classification with application to cancer subtype prediction.

Classic multinomial logit model, commonly used in multiclass regression problem, is restricted to few predictors and does not take into account the relationship among variables. It has limited use for genomic data, where the number of genomic features far exceeds the sample size. Genomic features such as gene expressions are usually related by an underlying biological network. Efficient use of the network information is important to improve classification performance as well as the biological interpretability. We proposed a multinomial logit model that is capable of addressing both the high dimensionality of predictors and the underlying network information. Group lasso was used to induce model sparsity, and a network-constraint was imposed to induce the smoothness of the coefficients with respect to the underlying network structure. To deal with the non-smoothness of the objective function in optimization, we developed a proximal gradient algorithm for efficient computation. The proposed model was compared to models with no prior structure information in both simulations and a problem of cancer subtype prediction with real TCGA (the cancer genome atlas) gene expression data. The network-constrained mode outperformed the traditional ones in both cases.