Fast Multi-Task SCCA Learning with Feature Selection for Multi-Modal Brain Imaging Genetics.

Brain imaging genetics studies the genetic basis of brain structures and functions via integrating both genotypic data such as single nucleotide polymorphism (SNP) and imaging quantitative traits (QTs). In this area, both multi-task learning (MTL) and sparse canonical correlation analysis (SCCA) methods are widely used since they are superior to those independent and pairwise univariate analyses. MTL methods generally incorporate a few of QTs and are not designed for feature selection from a large number of QTs; while existing SCCA methods typically employ only one modality of QTs to study its association with SNPs. Both MTL and SCCA encounter computational challenges as the number of SNPs increases. In this paper, combining the merits of MTL and SCCA, we propose a novel multi-task SCCA (MTSCCA) learning framework to identify bi-multivariate associations between SNPs and multi-modal imaging QTs. MTSCCA could make use of the complementary information carried by different imaging modalities. Using the G _2,1-norm regularization, MTSCCA treats all SNPs in the same group together to enforce sparsity at the group level. The $l_{2,1}$ -norm penalty is used to jointly select features across multiple tasks for SNPs, and across multiple modalities for QTs. A fast optimization algorithm is proposed using the grouping information of SNPs. Compared with conventional SCCA methods, MTSCCA obtains improved performance regarding both correlation coefficients and canonical weights patterns. In addition, our method runs very fast and is easy-to-implement, and thus could provide a powerful tool for genome-wide brain-wide imaging genetic studies.