Coordinate Descent‐Based Sparse Nonnegative Matrix Factorization for Robust Cancer‐Class Discovery and Microarray Data Analysis

Determining the number of clusters in high‐dimensional real‐life datasets and interpreting the final outcome are among the challenging problems in data science. Discovering the number of classes in cancer and microarray data plays a vital role in the treatment and diagnosis of cancers and other related diseases. Nonnegative matrix factorization (NMF) plays a paramount role as an efficient data exploratory tool for extracting basis features inherent in massive data. Some algorithms which are based on incorporating sparsity constraints in the nonconvex NMF optimization problem are applied in the past for analyzing microarray datasets. However, to the best of our knowledge, none of these algorithms use block coordinate descent method which is known for providing closed form solutions. In this paper, we apply an algorithm developed based on columnwise partitioning and rank‐one matrix approximation. We test this algorithm on two well‐known cancer datasets: leukemia and multiple myeloma. The numerical results indicate that the proposed algorithm performs significantly better than related state‐of‐the‐art methods. In particular, it is shown that this method is capable of robust clustering and discovering larger cancer classes in which the cluster splits are stable.