Title: | Bayesian Quantile Elastic Net for Genetic Study |
---|---|
Description: | As heavy-tailed error distribution and outliers in the response variable widely exist, models which are robust to data contamination are highly demanded. Here, we develop a novel robust Bayesian variable selection method with elastic net penalty for quantile regression in genetic analysis. In particular, the spike-and-slab priors have been incorporated to impose sparsity. An efficient Gibbs sampler has been developed to facilitate computation.The core modules of the package have been developed in 'C++' and R. |
Authors: | Xi Lu [aut, cre], Cen Wu [aut] |
Maintainer: | Xi Lu <[email protected]> |
License: | GPL-2 |
Version: | 0.2 |
Built: | 2024-11-09 04:07:11 UTC |
Source: | https://github.com/xilustat/bayenet |
In this package, we provide a set of robust Bayesian quantile variable selection methods for genetic analysis. A Bayesian formulation of the quantile regression has been adopted to accommodate data contamination and heavy-tailed distributions in the response. The proposed method conducts a robust quantile variable selection by accounting for structural sparsity. In particular, the spike-and-slab priors are imposed to identify important genetic effects. In addition to the default method, users can also choose different structures (robust or non-robust) and penalty (lasso or elastic net) with or without spike-and-slab priors.
_package
The user friendly, integrated interface Bayenet() allows users to flexibly choose the fitting methods they prefer. There are three arguments in Bayenet() that control the fitting method: robust: whether to use robust methods; sparse: whether to use the spike-and-slab priors to create sparsity; penalty: use lasso or elastic net as penalty. The function Bayenet() returns a Bayenet object that contains the posterior estimates of each coefficients. predict.Bayenet() and print.Bayenet() are implemented for Bayenet objects. predict.Bayenet() takes a Bayenet object and returns the predicted values for new observations.
Lu, X. and Wu, C. (2023). Bayesian quantile elastic net with spike-and-slab priors.
Lu, X., Fan, K., Ren, J., and Wu, C. (2021). Identifying Gene–Environment Interactions With Robust Marginal Bayesian Variable Selection. Frontiers in Genetics, 12:667074 doi:10.3389/fgene.2021.667074
Zhou, F., Ren, J., Lu, X., Ma, S. and Wu, C. (2020). Gene–Environment Interaction: a Variable Selection Perspective. Epistasis. Methods in Molecular Biology. Humana Press (Accepted) https://arxiv.org/abs/2003.02930
Wu, C., Cui, Y., and Ma, S. (2014). Integrative analysis of gene–environment interactions under a multi–response partially linear varying coefficient model. Statistics in Medicine, 33(28), 4988–4998 doi:10.1002/sim.6287
Li, Q. and Lin, N. (2010). The Bayesian elastic net. Bayesian Anal, 5(1): 151-170 doi:10.1214/10-BA506
Li, Q., Xi, R. and Lin, N. (2010). The Bayesian regularized quantile regression. Bayesian Analysis, 5(3): 533-556 doi:10.1214/10-BA521
fit a robust Bayesian elastic net variable selection model for genetic study.
Bayenet( X, Y, clin, max.steps = 10000, robust = TRUE, sparse = TRUE, penalty = c("lasso", "elastic net"), debugging = FALSE )
Bayenet( X, Y, clin, max.steps = 10000, robust = TRUE, sparse = TRUE, penalty = c("lasso", "elastic net"), debugging = FALSE )
X |
the matrix of predictors (genetic factors). Each row should be an observation vector. |
Y |
the continuous response variable. |
clin |
a matrix of clinical variables. Clinical variables are not subject to penalize. Clinical variables will be centered and a column of 1 will be added to the Clinical matrix as the intercept. |
max.steps |
the number of MCMC iterations. |
robust |
logical flag. If TRUE, robust methods will be used. |
sparse |
logical flag. If TRUE, spike-and-slab priors will be used to shrink coefficients of irrelevant covariates to zero exactly. |
penalty |
two choices are available. "lasso" for lasso penalty. "elastic net" for elastic net penalty. |
debugging |
logical flag. If TRUE, progress will be output to the console and extra information will be returned. |
Consider the data model described in "dat
":
where is the intercept,
's and
's are the regression coefficients corresponding to effects of clinical factors and genetic variants, respectively.
When penalty="elastic net" (default), the elastic net penalty is adopted. If penalty="lasso", the lasso penalty is used.
When sparse=TRUE (default), spike–and–slab priors are imposed to identify important main and interaction effects. If sparse=FALSE, Laplacian shrinkage will be used.
When robust=TRUE (default), the distribution of is defined as a Laplace distribution with density
, (
), which leads to a Bayesian formulation of LAD regression. If robust=FALSE,
follows a normal distribution.
Both and
will be standardized before the generation of interaction terms to avoid the multicollinearity between main effects and interaction terms.
Please check the references for more details about the prior distributions.
an object of class ‘Bayenet’ is returned, which is a list with component:
posterior |
the posterior samples of coefficients from the MCMC. |
coefficient |
the estimated value of coefficients. |
burn.in |
the total number of burn-ins. |
iterations |
the total number of iterations. |
design |
the design matrix of all effects. |
Lu, X. and Wu, C. (2023). Bayesian quantile elastic net with spike-and-slab priors.
data(dat) max.steps=5000 fit= Bayenet(X, Y, clin, max.steps, penalty="lasso") ## coefficients of parameters fit$coefficient ## Estimated values of main G effects fit$coefficient$G ## Estimated values of clincal effects fit$coefficient$clin
data(dat) max.steps=5000 fit= Bayenet(X, Y, clin, max.steps, penalty="lasso") ## coefficients of parameters fit$coefficient ## Estimated values of main G effects fit$coefficient$G ## Estimated values of clincal effects fit$coefficient$clin
Simulated gene expression data for demonstrating the features of Bayenet.
data("dat")
data("dat")
dat consists of four components: X, Y, clin, coef.
The data model for generating Y
Use subscript to denote the
th subject. Let
(
) be
independent and identically distributed random vectors.
is a continuous response variable representing the
cancer outcome and disease phenotype.
is the
–dimensional vector of genetic factors. The clinical factors
is denoted as the
-dimensional vector
.
The
follows some heavy-tailed distribution. Considering the following model:
where is the intercept,
's and
's are the regression coefficients corresponding to effects of clinical factors and genetic variants, respectively.
Denote
,
.
Then model can be written as
data(dat) dim(X)
data(dat) dim(X)
make predictions from a Bayenet object
## S3 method for class 'Bayenet' predict(object, X.new, clin.new, Y.new, ...)
## S3 method for class 'Bayenet' predict(object, X.new, clin.new, Y.new, ...)
object |
Bayenet object. |
X.new |
a matrix of new values for X at which predictions are to be made. |
clin.new |
a vector or matrix of new values for clin at which predictions are to be made. |
Y.new |
a vector of the response of new observations. If provided, the prediction error will be computed based on Y.new. |
... |
other predict arguments |
X.new must have the same number of columns as X used for fitting the model. If clin was provided when fit the model, clin.new must not be NULL, and vice versa. The predictions are made based on the posterior estimates of coefficients in the Bayenet object. Note that the effects of clinical factors are not subject to selection.
If Y.new is provided, the prediction error will be computed. For robust methods, the prediction mean absolute deviations (PMAD) will be computed. For non-robust methods, the prediction mean squared error (PMSE) will be computed.
an object of class ‘Bayenet.pred’ is returned, which is a list with components:
error |
prediction error. error is NULL is Y.new=NULL. |
y.pred |
predicted values of the new observations. |
data(dat) test=sample((1:nrow(X)), floor(nrow(X)/5)) fit=Bayenet(X[-test,], Y[-test], clin[-test,], max.steps=500,penalty="lasso") predict(fit, X[test,], clin[test,], Y[test,])
data(dat) test=sample((1:nrow(X)), floor(nrow(X)/5)) fit=Bayenet(X[-test,], Y[-test], clin[-test,], max.steps=500,penalty="lasso") predict(fit, X[test,], clin[test,], Y[test,])
Print a summary of a Bayenet object
## S3 method for class 'Bayenet' print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'Bayenet' print(x, digits = max(3, getOption("digits") - 3), ...)
x |
Bayenet object. |
digits |
significant digits in printout. |
... |
other print arguments. |
No return value, called for side effects.
Print a summary of a predict.Bayenet object
## S3 method for class 'Bayenet.pred' print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'Bayenet.pred' print(x, digits = max(3, getOption("digits") - 3), ...)
x |
predict.Bayenet object. |
digits |
significant digits in printout. |
... |
other print arguments. |
No return value, called for side effects.
Print a summary of a Selection object
## S3 method for class 'Selection' print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'Selection' print(x, digits = max(3, getOption("digits") - 3), ...)
x |
Selection object. |
digits |
significant digits in printout. |
... |
other print arguments |
No return value, called for side effects.
Variable selection for a Bayenet object
Selection(obj, sparse)
Selection(obj, sparse)
obj |
Bayenet object. |
sparse |
logical flag. If TRUE, spike-and-slab priors will be used to shrink coefficients of irrelevant covariates to zero exactly. |
For class ‘Sparse’, the inclusion probability is used to indicate the importance of predictors.
Here we use a binary indicator to denote the membership of the non-spike distribution.
Take the main effect of the
th genetic factor,
, as an example.
Suppose we have collected H posterior samples from MCMC after burn-ins. The
th G factor is included
in the final model at the
th MCMC iteration if the corresponding indicator is 1, i.e.,
.
Subsequently, the posterior probability of retaining the
th genetic main effect in the final model is defined as the average of all the indicators for the
th G factor among the H posterior samples.
That is,
A larger posterior inclusion probability of
th indicates a stronger empirical evidence that the
th genetic main effect has a non-zero coefficient, i.e., a stronger association with the phenotypic trait.
Here, we use 0.5 as a cutting-off point. If
, then the
th genetic main effect is included in the final model. Otherwise, the
th genetic main effect is excluded in the final model.
For class ‘NonSparse’, variable selection is based on 95% credible interval.
Please check the references for more details about the variable selection.
an object of class ‘Selection’ is returned, which is a list with components:
method |
method used for identifying important effects. |
effects |
a list of indicators of selected effects. |
Lu, X. and Wu, C. (2023). Bayesian quantile elastic net with spike-and-slab priors.
data(dat) max.steps=5000 fit= Bayenet(X, Y, clin, max.steps, penalty="lasso") selected=Selection(fit,sparse=TRUE) selected$Main.G
data(dat) max.steps=5000 fit= Bayenet(X, Y, clin, max.steps, penalty="lasso") selected=Selection(fit,sparse=TRUE) selected$Main.G