Principal Component Analysis Based on Graph Laplacian and Double Sparse Constraints for Feature Selection and Sample Clustering on Multi-View Data.

Principal component analysis (PCA) is a widely used method for evaluating low-dimensional data. Some variants of PCA have been proposed to improve the interpretation of the principal components (PCs). One of the most common methods is sparse PCA which aims at finding a sparse basis to improve the interpretability over the dense basis of PCA. However, the performances of these improved methods are still far from satisfactory because the data still contain redundant PCs. In this paper, a novel method called PCA based on graph Laplacian and double sparse constraints (GDSPCA) is proposed to improve the interpretation of the PCs and consider the internal geometry of the data. In detail, GDSPCA utilizes L2,1-norm and L1-norm regularization terms simultaneously to enforce the matrix to be sparse by filtering redundant and irrelative PCs, where the L2,1-norm regularization term can produce row sparsity, while the L1-norm regularization term can enforce element sparsity. This way, we can make a better interpretation of the new PCs in low-dimensional subspace. Meanwhile, the method of GDSPCA integrates graph Laplacian into PCA to explore the geometric structure hidden in the data. A simple and effective optimization solution is provided. Extensive experiments on multi-view biological data demonstrate the feasibility and effectiveness of the proposed approach.