Biclustering via Sparse Singular Value Decomposition

Mihee Lee, Haipeng Shen, Jianhua Z. Huang, J. S. Marron

Research output: Contribution to journalArticlepeer-review

190 Scopus citations


Sparse singular value decomposition (SSVD) is proposed as a new exploratory analysis tool for biclustering or identifying interpretable row-column associations within high-dimensional data matrices. SSVD seeks a low-rank, checkerboard structured matrix approximation to data matrices. The desired checkerboard structure is achieved by forcing both the left- and right-singular vectors to be sparse, that is, having many zero entries. By interpreting singular vectors as regression coefficient vectors for certain linear regressions, sparsity-inducing regularization penalties are imposed to the least squares regression to produce sparse singular vectors. An efficient iterative algorithm is proposed for computing the sparse singular vectors, along with some discussion of penalty parameter selection. A lung cancer microarray dataset and a food nutrition dataset are used to illustrate SSVD as a biclustering method. SSVD is also compared with some existing biclustering methods using simulated datasets. © 2010, The International Biometric Society.
Original languageEnglish (US)
Pages (from-to)1087-1095
Number of pages9
Issue number4
StatePublished - Feb 16 2010
Externally publishedYes


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