Sparse Biclustering of Transposable Data.

We consider the task of simultaneously clustering the rows and columns of a large transposable data matrix. We assume that the matrix elements are normally distributed with a bicluster-specific mean term and a common variance, and perform biclustering by maximizing the corresponding log likelihood. We apply an ℓ penalty to the means of the biclusters in order to obtain sparse and interpretable biclusters. Our proposal amounts to a sparse, symmetrized version of -means clustering. We show that -means clustering of the rows and of the columns of a data matrix can be seen as special cases of our proposal, and that a relaxation of our proposal yields the singular value decomposition. In addition, we propose a framework for bi-clustering based on the matrix-variate normal distribution. The performances of our proposals are demonstrated in a simulation study and on a gene expression data set. This article has supplementary material online.