mixOmics: an R package for ‘omics feature selection and ... · Integrative Multivariate ‘omics...

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Integrative Multivariate ‘omics Analysis with mixOmics in draft mixOmics: an R package for ‘omics feature selection and multiple data integration Florian Rohart 1 , Benoît Gautier 1 , Amrit Singh 2,3 , and Kim-Anh Lê Cao *1 1 The University of Queensland Diamantina Institute, Translational Research Institute, Brisbane, QLD 4102, Australia, 2 UBC James Hogg Research Centre for Heart Lung Innovation, St. Paul’s Hospital, University of British Columbia, Vancouver, BC, Canada. 3 Prevention of Organ Failure (PROOF) Centre of Excellence, Vancouver, BC, Canada. Abstract The advent of high throughput technologies has led to a wealth of publicly available biological data coming from different sources, the so-called ‘omics data (transcriptomics for the study of transcripts, proteomics for proteins, metabolomics for metabolites, etc). Combining such large-scale biological data sets can lead to the discovery of important biological insights, provided that relevant information can be extracted in a holistic manner. Current statistical approaches have been focusing on identifying small subsets of molecules (a ‘molecular signature’) that explains or predicts biological conditions, but mainly for the analysis of a single data set. In addition, commonly used methods are univariate and consider each biological feature independently. In contrast, linear multivariate methods adopt a system biology approach by statistically integrating several data sets at once and offer an unprecedented opportunity to probe relationships between heterogeneous data sets measured at multiple functional levels. mixOmics is an R package which provides a wide range of linear multivariate methods for data exploration, integration, dimension reduction and visualisation of biological data sets. The methods we have developed extend Projection to Latent Structure (PLS) models for discriminant analysis and data integration and include 1 penalisations to identify molecular signatures. Here we introduce the mixOmics methods specifically developed to integrate large data sets, either at the N-level, where the same individuals are profiled using different ‘omics platforms (same N), or at the P-level, where independent studies including different individuals are generated under similar biological conditions using the same ‘omics platform (same P). In both cases, the main challenge to face is data heterogeneity, due to inherent platform-specific artefacts (N-integration), or systematic differences arising from experiments assayed at different geographical sites or different times (P-integration). We present and illustrate those novel multivariate methods on existing ‘omics data available from the package. I. Introduction The advent of novel ‘omics technologies (e.g. transcriptomics, proteomics, metabololomics, etc) has enabled new opportunities for biological and medical research discoveries. Commonly, each * Corresponding author [email protected] 1 . CC-BY-NC-ND 4.0 International license not certified by peer review) is the author/funder. It is made available under a The copyright holder for this preprint (which was this version posted February 14, 2017. . https://doi.org/10.1101/108597 doi: bioRxiv preprint

Transcript of mixOmics: an R package for ‘omics feature selection and ... · Integrative Multivariate ‘omics...

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Integrative Multivariate ‘omics Analysis with mixOmics • in draft •

mixOmics: an R package for ‘omics feature selection andmultiple data integration

Florian Rohart1, Benoît Gautier1, Amrit Singh2,3, and Kim-Anh Lê Cao∗1

1The University of Queensland Diamantina Institute, Translational ResearchInstitute, Brisbane, QLD 4102, Australia,

2UBC James Hogg Research Centre for Heart Lung Innovation, St. Paul’sHospital, University of British Columbia, Vancouver, BC, Canada.

3Prevention of Organ Failure (PROOF) Centre of Excellence, Vancouver, BC,Canada.

Abstract

The advent of high throughput technologies has led to a wealth of publicly available biological datacoming from different sources, the so-called ‘omics data (transcriptomics for the study of transcripts,proteomics for proteins, metabolomics for metabolites, etc). Combining such large-scale biological datasets can lead to the discovery of important biological insights, provided that relevant information can beextracted in a holistic manner. Current statistical approaches have been focusing on identifying smallsubsets of molecules (a ‘molecular signature’) that explains or predicts biological conditions, but mainlyfor the analysis of a single data set. In addition, commonly used methods are univariate and considereach biological feature independently. In contrast, linear multivariate methods adopt a system biologyapproach by statistically integrating several data sets at once and offer an unprecedented opportunity toprobe relationships between heterogeneous data sets measured at multiple functional levels.

mixOmics is an R package which provides a wide range of linear multivariate methods for dataexploration, integration, dimension reduction and visualisation of biological data sets. The methodswe have developed extend Projection to Latent Structure (PLS) models for discriminant analysis anddata integration and include `1 penalisations to identify molecular signatures. Here we introduce themixOmics methods specifically developed to integrate large data sets, either at the N-level, where the sameindividuals are profiled using different ‘omics platforms (same N), or at the P-level, where independentstudies including different individuals are generated under similar biological conditions using the same‘omics platform (same P). In both cases, the main challenge to face is data heterogeneity, due to inherentplatform-specific artefacts (N-integration), or systematic differences arising from experiments assayedat different geographical sites or different times (P-integration). We present and illustrate those novelmultivariate methods on existing ‘omics data available from the package.

I. Introduction

The advent of novel ‘omics technologies (e.g. transcriptomics, proteomics, metabololomics, etc)has enabled new opportunities for biological and medical research discoveries. Commonly, each

∗Corresponding author [email protected]

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feature from each technology (transcripts, proteins, metabolites, etc) is analysed independentlythrough univariate statistical methods such as ANOVA, linear model or t-tests. Such analysisignores relationships between the different features and may miss crucial biological information.Indeed, biological features act in concert to modulate and influence biological systems andsignalling pathways. Multivariate approaches, which model features as a set, can therefore providea more insightful picture of a biological system, and complement the results obtained fromunivariate methods. In mixOmics we considered multivariate projection-based methodologies for‘omics data analysis Meng et al. (2016) because of several appealing properties. Firstly, they arecomputationally efficient to handle large datasets, where the number of biological features (usuallyin the thousands) is much larger than the number of samples (usually less than 50). Secondly, theyperform dimension reduction by projecting the data into a smaller subspace while capturing andhighlighting the largest sources of variation from the data, resulting in powerful visualisation ofof the system under study. Lastly, they are highly flexible to answer various biological questions(Boulesteix and Strimmer, 2007): mixOmics multivariate methods have been successfully applied inseveral recent studies to identify biomarkers in ‘omics studies ranging from metabolomics, brainimaging to microbiome and statistically integrate data sets generated from difference biologicalsources (Labus et al., 2015; Cook et al., 2016; Guidi et al., 2016; Mahana et al., 2016; Ramanan et al.,2016; Rollero et al., 2016).

In this paper, we introduce the mixOmics multivariate methods developed for supervised analysis,where the aims are to classify or discriminate sample groups, to identify the most discriminantsubset of biological features, and to predict the class of new samples. In particular, our twonovel frameworks were implemented for the integration of multiple data sets. DIABLO enablesthe integration of the same biological N samples measured on different ‘omics platforms with(N-integration, Singh et al. 2016), MINT enables the integration of several independent data sets orstudies measured on the same P predictors (P-integration, Rohart et al. 2016a). One of the mainchallenges in N- and P-integration is to overcome the technical variance among ’omics platforms- either between different types of ‘omics, or within the same type of ‘omics but generatedfrom several laboratories, to extract common information. To date, very few statistical methodscan perform N- and P-integration in a supervised context. For instance, N-integration is oftenperformed by concatenating all the different ’omics datasets (Liu et al., 2013), thus ignoring theheterogeneity between ‘omics platforms, or by combining the molecular signatures identified fromseparate analyses of each ‘omics platform (Günther et al., 2012), thus disregarding the relationshipsbetween the different ‘omics functional levels. With P-integration, statistical methods are oftensequentially combined to accommodate for technical differences among studies or platformsbefore classifying samples. Such sequential approach is not appropriate for the prediction of newsamples as they are prone to overfitting (Rohart et al., 2016a). Our two promising frameworks havethe high potential to lead to new discoveries by either modelling relationships between differenttypes of ‘omics data (N-integration) or by enabling the integrative analysis of independent ‘omicsstudies and increasing sample size and statistical power (P-integration).

The present article introduces the main functionalities in mixOmics, presents our multivariateframeworks for the identification of molecular signatures in one and several data sets and illustrateseach framework in a case study available in the package.

II. The mixOmics R package.

mixOmics is a user-friendly R package dedicated to data exploration, mining, integration andvisualisation. It provides a wide range of innovative multivariate methods for the analysis andintegration of large data sets in several settings (sparse PLS-DA, DIABLO and MINT, Fig. 1) with

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appealing outputs such as (i) insightful visualisations of the data whose dimension has beenreduced with the use of latent components, (ii) identification of molecular signatures and (iii)improved usage with common calls to all visualisation and performance assessment methods (seea list of those S3 functions in Suppl. S1).

Multivariate projection-based methods. The multivariate dimension reduction techniques im-plemented in mixOmics perform unsupervised analyses such as Principal Component Analysis(using NonLinear Iterative Partial Least Squares, Wold 1975), Independent Component Analysis(Yao et al., 2012), Partial Least Squares regression (PLS, also known as Projection to Latent Struc-tures, Wold 1966), regularised Canonical Correlation Analysis (rCCA, González et al. 2008) andGeneralised Canonical Correlation Analysis (rGCCA, based on a PLS algorithm Tenenhaus andTenenhaus 2011), multi-group PLS (Eslami et al., 2013a) as well as supervised analyses such asPLS-Discriminant Analysis (PLS-DA, Nguyen and Rocke 2002b,a; Boulesteix 2004), and recentlyGCC-DA (Singh et al., 2016) and multi-group PLS-DA (Rohart et al., 2016a).

While each multivariate method aims at answering a specific biological question, the uniquenessof the mixOmics package is to provide novel sparse variants to enable the identification of keypredictors (e.g. genes, proteins, metabolites) in large biological data sets. Feature selection isperformed via `1 regularisation (LASSO, Tibshirani 1996), which is implemented directly intothe optimisation of the statistical criterion specific to each method. Such criterion include themaximisation of the most important source of variation in the data, of the covariance or correlationbetween different ‘omics sets, or of the segregation of a categorical outcome of interest. Solving theoptimisation criterion enables to seek for latent components and loading vectors. Latent componentsare linear combinations of the original predictors, where each predictor is assigned a coefficientindicated in the loading vectors. The ourrefore, linear multivariate methods reduce the dimensionof the data into a space spanned by a few components, by projecting the samples into a smaller,interpretable space.

In mixOmics methods, the parameters to choose include the total number of components, alsocalled dimensions H, and the `1 penalty on each dimension for all sparse methods. Contraryto other R packages implementing `1 penalisation methods (e.g. glmnet, Friedman et al. 2010,PMA, Witten et al. 2013), and it order to improve usability of the methods, the `1 parameter issolved via soft-thresholding and equivalently replaced by the number of features to select on eachdimension. In our multivariate models, the tuning of the number of features to select is performedvia repeated cross-validation. The result is a selection of a subset of correlated features that bestdiscriminate the outcome and constitute a molecular signature.

Historically, our first methods were dedicated to the integration of two ‘omics data sets(González et al., 2008; Lê Cao et al., 2008, 2009b,a), or the discriminant analysis of a single ‘omicsdata set (Lê Cao et al., 2011). The integrative methods presented in this manuscript focus onthe integration of multiple biological data sets to address cutting-edge biological and biomedicalquestions.

Implementation. mixOmics is fully implemented in the R language and exports more than 30functions for either performing a statistical analysis, tuning its parameters or visualising itsresults. mixOmics mainly depends on the R base packages (parallel, methods, grDevices, graphics,stats, utils) and recommended packages (MASS, lattice), but also imports functions from a limitednumber of other R packages (igraph, rgl, ellipse, corpcor, RColorBrewer, plyr, dplyr, tidyr, reshape2,ggplot2). In mixOmics, we provide generic R/S3 functions to assess the performance of themethods (predict, plot, print, perf, auroc, etc) and visualisation the results (plotIndiv,plotArrow, plotVar, plotLoadings, etc) as described in the next paragraph.

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DATAIN

PUT

METHO

DGR

APHICS

sparsePLS-DA DIABLO MINT

Sample

plots

Varia

ble

plots

SINGLE‘OMICS INTEGRATIVE‘OMICS

X

(N xP)

Y11231

X1

(N xP1)

X2

(NxP2)

XQ

(NxPQ)…

Y11231

(N1 xP)

(N2 xP)

XM (NM xP)

Y1

Y2

YM

112323122

2133

X2

X1

Figure 1: Overview of the mixOmics multivariate methods for single (sparse PLS-DA) and integrative (DIABLOand MINT) ‘omics supervised analyses. X denote a predictor dataset, and Y a categorical outcome response.Integrative analyses include N-integration (across studies generated on the same N samples and differenttypes of predictor features), and P-integration (the same P predictors are measured on independent studies).See also Suppl. S1 for a summary of the different method call and plot functions.

Currently, seventeen methods are implemented in mixOmics to integrate large biologicaldatasets, amongst which twelve have similar names (mint).(block).(s)pls(da) (see Table 1) asthey are wrappers of a single main hidden function of mixOmics. The wrapper functions checkand shape the input parameters before passing them to the hidden function that extends theSGCCA algorithm (Tenenhaus et al., 2014) to perform either N- or P-integration. The remainingfour statistical methods are PCA, sparse PCA, IPCA, rCCA and rGCCA. Each statistical methodimplemented in mixOmics returns a list of essential outputs which are used in our S3 visualisationfunctions.

Graphical outputs to visualise multivariate analysis results. mixOmics aims to provide insight-ful and user-friendly graphical outputs to interpret the statistical and biological results, someof which were introduced in González et al. 2012. Thanks to R/S3 functions as listed in S1, thefunction calls are identical for all multivariate methods implemented in the mixOmics package,as we illustrate in the next sections. We provide various visualisations, including sample plotsand feature plots, which are based on the component scores and the loading vectors, respectively.

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Framework sparse Function name

Single ’omicsunsupervised

- pca- ipcaX spca

supervised- plsdaX splsda

Two ’omics unsupervised- rcca- plsX spls

P-integrationunsupervised

- mint.plsX mint.spls

supervised- mint.plsdaX mint.splsda

N-integrationunsupervised

- wrapper.rgcca- block.plsX block.spls

supervised- block.plsdaX block.splsda (DIABLO)

Table 1: Seventeen statistical methods available in mixOmics

Here we list the main important visualisation functions in mixOmics.

• plotIndiv (Sample plot): represents samples by plotting the component scores. Such plotvisualises similarities between samples in the small subspace spanned by the components.For the integrative methods described in Sections V and IV, samples from each data set, oreach study are represented on separate plots, allowing to visualise the agreement betweenthe data sets at the sample level. Confidence ellipse plots for each class can be displayed.

• plotArrow (Arrow representation): plots the components scores associated to either X data(start of the arrow) or Y outcome (tip of the arrow). As such, short arrows indicate a gooddiscrimination of the classes. In the case of N-integration, the start of the arrow indicates thecentroid between all data sets for a given sample and the tips of the arrows the location ofthat sample in each data set. In that specific case, short arrows indicate a strong agreementbetween the matching data sets, long arrows a disagreement between the matching data sets.

• plotVar (Correlation circle plots): displays features selected by the multivariate method.Each feature coordinate is defined as the Pearson correlation between the original data andthe loading vector for each dimension (see González et al. (2012) for a detailed description).Correlation circle plots are particularly useful to visualise the contribution of each feature todefine each component (feature close to the large circle of radius 1), as well as the correlationstructure between features (clusters of features). The cosine angle between any two pointsrepresent the correlation (negative positive, null) between two features.

Both plotIndiv and plotVar offer usual plot arguments to display symbols, colours andlegend. Graphic styles include default ggplot2, graphics, lattice and 3D plots.

• cim (Clustered Image Maps): heatmap plots to visualise the distances between features withrespect to each sample. By default we use Euclidian distance and complete linkage method.

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For the specific case of N-integration, the function cimDiablo represents the selected featuresfrom the different data sets.

• network (Relevance networks): represents the correlation structure between features ofdifferent types. A similarity matrix representing the association between pairs of featuresacross all components is calculated as the sum of the correlations between the originalfeatures and the loading vector across all dimensions of interest h = 1, . . . , H (see Gonzálezet al. (2012) for more details). Those networks are bipartite and thus only a link between twofeatures of different types is represented.

• plotLoadings: represents the loading coefficient of each feature selected on each dimensionof the multivariate model. Features are ranked according to their contribution to thecomponent (bottom to top), colors indicate the class for which the mean (or median)expression value is the highest (or the lowest) for each feature. Such graphical output enablesmore insight into the molecular signature, especially when interpreted in conjunction withthe sample plot.

Other graphical outputs are available in mixOmics to represent classification performance ofmultivariate models using the generic function plot. The listing of the functions for eachframework presented here are summarised in Suppl. S1.

General notations. We assume each data set has been normalised using appropriate techniquesspecific for the type of ‘omics platform. Let X denote a data matrix of size N observations (rows)× P predictors (e.g. expression levels of P genes, in columns). The categorical outcome y isexpressed as a dummy matrix Y in which each column represents one outcome category andeach row indicates the class membership of each sample. Y is of size N observations (rows) ×K categories outcome (columns). We denote for all a ∈ Rn its `1 norm ||a||1 = ∑

p1 |aj| and its `2

norm ||a||2 = (∑p1 a2

j )1/2. For any matrix we denote by > its transpose.

III. Multivariate analysis of one data set

Linear Discriminant Analysis (LDA) and Projection to Latent Structure (PLS, Wold 1966) arepopular multivariate methods for supervised analyses. In mixOmics we mainly focus on PLSmethods for their flexibility to solve a variety of analytical problems (Boulesteix and Strimmer,2007). PLS regression (Wold, 1966) was originally developed for unsupervised analysis to integratetwo continuous data sets measured on the same observations. We introduce here a supervisedversion, called PLS-Discriminant Analysis (PLS-DA, (Nguyen and Rocke, 2002a; Barker and Rayens,2003), a natural extension that substitutes one of the data set for a dummy matrix Y. PLS-DA fitsa classifier multivariate model that assigns samples into known classes, with the ultimate aim topredict the classes of external test samples where the outcome is often unknown.

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componentst1 =X1 a1t2 =X2 a2

max cov(t,Y)t1 t2 t3

112312

y1….……………….……….P1....N

X(NxP)

associatedloadingvectors a2

a2

a3

……

Figure 2: Example of data matrix decomposition for single ‘omics analysis. The predictor matrix X is decomposedinto a set of components (t1, . . . , tH) and associated loading vectors (a1, . . . , aH), Y is the outcome coded asa dummy matrix and combined linearly (see exact formula in Equation (1)). Xh is the deflated (residual)matrix starting with X1 = X, for h = 1 . . . H the dimension of the model (number of components).

PLS-DA. Briefly, PLS-DA is an iterative method that constructs H successive artificial (latent)components th = Xhah and uh = Yhbh for h = 1, .., H, where the hth component th (respectively uh)is a linear combination of the X (Y) features. H denotes the dimension of the PLS-DA model. Theweight coefficient vector ah (bh) is the loading vector that indicates the importance of each featureto define the component. For each dimension h = 1, . . . , H PLS-DA seeks to maximize

max(ah ,bh)

cov(Xhah, Yhbh), s.t. ||ah||2 = ||bh||2 = 1 (1)

where Xh, Yh are the residual (deflated) matrices extracted from each iterative linear regression(see Lê Cao et al. 2011 for more details). The PLS-DA model assigns to each sample i a pairof H scores (ti

h, uih) which effectively represents the projection of that sample into the X- or Y-

space spanned by those PLS components. As H << P, the projection space is small, allowing fordimension reduction as well as insightful sample plot representation. Note that the projection intothe Y-space is of no use for a Discriminant Analysis as PLS-DA.

Feature selection with sparse PLS-DA. We developed a sparse version of PLS-DA (Lê Cao et al.,2011) which includes an `1 penalisation (Tibshirani, 1996) on the loading vector ah to shrink somecoefficients to zero. Thus, for each dimension h = 1, .., H, sPLS-DA solves:

max(ah ,bh)

cov(Xhah, Yhbh), s.t. ||ah||2 = ||bh||2 = 1 and ||ah||1 ≤ λh (2)

where λh is a non negative parameter that controls the amount of shrinkage in ah. The componentscores th = Xhah are now defined on a small subset of features with non-zero coefficients, leading

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to feature selection that aims to optimally maximise the discrimination between the K outcomeclasses in Y.

Prediction. Once fitted, the (sparse) PLS-DA model can be applied on an external test set X ofsize (Ntest × P) to predict the class of new samples (see Lê Cao et al. 2011 for more details). Thepredict function outputs the predicted scores for each test sample. Since the predicted scores areexpressed as continuous values, a prediction distance must be applied to obtain the final predictedclass membership. Distances such as ‘maximum distance’, ‘Malhanobis distance’ and ‘Centroiddistance’ are provided (see Figure 3B1).

Choice of parameters. One important parameter to choose in PLS-DA and sPLS-DA is thenumber of components, or dimension of the model, called ncomp in mixOmics. While this parameterhas mostly been ignored from the PLS-DA literature it plays a crucial role to ensure maximalprediction accuracy. Our experience when analysing a large number of ‘omics data sets has shownthat ncomp = K-1 was usually sufficient to summarise most of the discriminatory informationfrom the data (Lê Cao et al., 2011; Shah et al., 2016). The second parameter to choose pertains tothe λh penalisation parameters for sPLS-DA, which was replaced by the number of features toselect on each component with the argument keepX.

The tune function performs repeated cross-validation (CV) for a user-input grid of keepX valuesto assess. The keepX parameter that leads to the best prediction accuracy of the model is reportedfor each component. Prediction accuracy is evaluated according to the overall classificationerror rate, or the Balanced Error Rate (BER) for unbalanced number of samples per class. Bothmeasures are calculated on the left-out samples set during the CV procedure, and averaged acrossthe repeated CV runs. The number of folds in CV depends on the number of samples N andcan be specified in the function, with a sufficient number of run (e.g. nrepeat = 50-100). Inthe case of small N, leave-one-out validation is advised and nrepeat is set to 1. Additionaloutputs from the tune function include 1/the stability of the selected features across all CV runs,which represents a useful measure of reproducibility of the molecular signature and 2/receiveroperating characteristic (ROC) curves and Area Under the Curve (AUC) averaged using one-vs-allcomparison if K > 2. Note however that ROC and AUC criteria may not be particularly insightfulas the prediction threshold in our methods is based on a specified distance as described earlier.

An additional option that we developed and implemented for all tune function in mixOmicsis to tune and fit a constraint model. The process is as follows: once the optimal keepX value ischosen on one component, the model is fitted with the specific keepX, and the resulting featureselection is then fixed for the tuning of the following component. In other words, the tuning isperformed on the optimal list of selected features (keepX.constraint) instead of the number offeatures (keepX). Such strategy was implemented in the sister package bootPLS and successfullyapplied in our recent integrative study Rohart et al. (2016b). Our experience has shown that thecontraint tuning and models improve the performance of the methods. We illustrate an examplein Suppl. V.

The tuning step must be conducted with caution to avoid overfitting results, as widelydescribed in the literature (see for example Ambroise and McLachlan 2002). Our tune procedureperforms repeated CV, reports the frequency of selected features across all repeated CV foldsand the classification error rate for each keepX value. Once ncomp and keepX for each componentare chosen, the final PLS-DA or sPLS-DA model is fitted on the whole data set and the finalperformance can be obtained with the perf function that also performs repeated CV (see Suppl.V).

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Extensions of PLS-DA for repeated measurements and 16S microbiome data. PLS-DA andsPLS-DA were extended to account for repeated measurement designs, as described in Liquetet al. (2012) by specifying the argument multilevel in the plsda and splsda functions. Recentextensions in the package include sPLS-DA analysis to identify microbial communities for 16Sdata with an additional logratio argument to account for compositional data in microbiomeexperiment (Lê Cao et al. 2016, see also our mixMC framework in www.mixOmics.org/mixMC).

Usage in mixOmics. Figure 3 illustrates the different graphical outputs obtained when analysinga single data set from unsupervised to supervised analyses. The data set analysed is a microarraydata set available from the mixOmics package investigating Small Round Blue Cell Tumors (SRBCT,Khan et al. 2001) of 63 tumour samples with the expression levels of 2,308 genes. Samples areclassified into four classes: 8 Burkitt Lymphoma (BL), 23 Ewing Sarcoma (EWS), 12 neuroblastoma(NB), and 20 rhabdomyosarcoma (RMS). The aim of this analysis is to assess similarities betweentumour types, using Principal Component Analysis (Fig. 3A), to classify the different tumoursubtypes with PLS-DA (Fig. 3B) and to identify a molecular gene signature discriminating thetumour types with sPLS-DA (Fig. 3C). The full pipeline, results interpretation and associated Rcode is available in Electronic Suppl. V.

IV. Integration of heterogeneous data sets with DIABLO

The integration of multiple ‘omics datasets measured on the same N biological samples (Figure 1)is based on a variant of the multivariate methodology Generalised Canonical Correlation Analysis(GCCA, Tenenhaus and Tenenhaus 2011; Tenenhaus et al. 2014), which, contrary to what its namesuggests, generalises PLS for N-integration. Our recent development DIABLO further improvedthe implementation of GCCA to include feature selection in a supervised framework and in auser-friendly manner (Günther et al., 2014; Singh et al., 2016).

Method. We denote Q ‘omics data sets X(1)(N× P1), X(2)(N× P2), ..., X(Q)(N× PQ) measuringthe expression levels of Pq ‘omics features on the same N biological samples, q = 1, . . . , Q. GCCAsolves for each component h = 1, . . . , H:

maxa(1)h ,...,a(Q)

h

Q

∑q,j=1,q 6=j

cq,j cov(X(q)h a(q)h , X(j)

h a(j)h ), s.t. ||a(q)h ||2 = 1 and ||a(q)h ||1 ≤ λ(q) (3)

where λ(q) is the penalisation parameter, a(q)h is the loading vector on component h associated

to the residual matrix X(q)h of the data set X(q), and C = {cq,j}q,j is the design matrix. C is a

Q× Q matrix of zeros and ones which specifies whether datasets should be correlated; zeroswhen datasets are not connected and ones where datasets are connected. Thus, it is possibleto constraint the model to only take into account specific pairwise covariances by setting thedesign matrix (see Tenenhaus et al. (2014) for more details). Such design thus enables to model aparticular association between pairs of ‘omics data, as expected from prior biological knowledgeor experimental design. DIABLO Discriminant Analysis in mixOmics extends (3) to a supervisedframework by replacing one data matrix X(q) with the outcome dummy matrix Y.

Prediction. DIABLO includes several predictions strategies such as a majority vote and a weightedvote. Both are based on the predictions obtained from each ’omics dataset via the X(q)

h a(q)hcomponents. The majority vote consists in assigning to a sample the class that has received the

9

.CC-BY-NC-ND 4.0 International licensenot certified by peer review) is the author/funder. It is made available under aThe copyright holder for this preprint (which wasthis version posted February 14, 2017. . https://doi.org/10.1101/108597doi: bioRxiv preprint

Page 10: mixOmics: an R package for ‘omics feature selection and ... · Integrative Multivariate ‘omics Analysis with mixOmics in draft mixOmics: an R package for ‘omics feature selection

Integrative Multivariate ‘omics Analysis with mixOmics • in draft •

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Figure 3: Illustration of PLS-DA and sPLS-DA in mixOmics. A) Unsupervised preliminary analysis with PCA,A1: percentage of explained variance per component, A2: PCA sample plot. B) Supervised analysiswith PLS-DA, B1: PLS-DA sample plot with confidence ellipse plots, B2: classification performance percomponent (overall or BER) for three prediction distances using 50 * 5-fold cross-validation. C) Supervisedanalysis and feature selection with sparse PLS-DA, C1: sPLS-DA sample plot with confidence ellipseplots, C2: arrow plot representing each sample pointing towards its outcome category, C3: coefficient weightof the features selected on component 1 and component 2, with colour indicating the class with maximalmean expression value for each feature, C4: feature stability when evaluating the performance of a sPLS-DAmodel with 10, 40 and 60 features on the first three components (50 * 5-fold cross-validation), C5: ClusteredImage Map (Euclidian Distance, Complete linkage). Samples are represented in rows, selected features incolumns (10, 40 and 60 genes selected on each component respectively), C6: receiver operating characteristic(ROC) curve and Area Under the Curve (AUC) averaged using one-vs-all comparisons.

highest number of predictions over all ‘omics data set, while the weighted vote combines thepredictions of all ’omics after weighting each by the correlation between the component X(q)

h a(q)hand the outcome. In both strategies, a prediction distance is to be specified to obtain a predictedclass, as described in Section III. Ties are indicated as ‘NA’ in the predicted classes.

10

.CC-BY-NC-ND 4.0 International licensenot certified by peer review) is the author/funder. It is made available under aThe copyright holder for this preprint (which wasthis version posted February 14, 2017. . https://doi.org/10.1101/108597doi: bioRxiv preprint

Page 11: mixOmics: an R package for ‘omics feature selection and ... · Integrative Multivariate ‘omics Analysis with mixOmics in draft mixOmics: an R package for ‘omics feature selection

Integrative Multivariate ‘omics Analysis with mixOmics • in draft •

Specific outputs to visualise multiple ‘omics data sets integration. Several types of graphicaloutputs are available to support interpretation of the statistical results. To represent samples,plotIndiv displays component scores from each ‘omics data set individually. Such type of plotenable to visualise the agreement between all data sets at the sample level. The plotArrow functionalso enables similar visualisation (see Section II). The function plotDiablo is a matrix scatterplotof the components from each data set for a given dimension; it enables to check whether thepairwise correlation between two ‘omics has been modelled according to the design. The functioncircosPlot shows pairwise correlations among the selected features over all data sets. Featuresare represented on the side of the circos plot, with colours indicating the type of data, and external(optional) lines display expression levels for each outcome category. It is an extension of themethod used in plotVar, cim and network (see González et al. 2012).

Parameters tuning. The first parameter to choose in DIABLO is the design matrix, which canbe specified based on either prior biological knowledge, or by using a preliminary multivariatemethod integrating two data sets at a time (e.g. PLS) to assess the potential common informationbetween data sets in an unsupervised analysis. In addition, the function plotDIABLO run on allfeatures (non sparse model) can further confirm the suitability of the design to maximise thecorrelations between data sets. By default the design links each data set to the outcome Y.Similar to PLS-DA, the number of components ncomp needs to be specified. We usually found thatK− 1 components were sufficient to discriminate the sample classes but this should be furtherassessed with the model performance and graphical outputs (see our example 4 and Suppl. V).Finally and most importantly, the number of features to select per data set and per componentneeds to be specified with the list argument keepX. The tune function evaluates the performanceof the model over a grid of different keepX parameters using repeated cross-validation, based onthe (balanced) classification error rate, with a parallelisation option (argument cpus). Note thatthis tuning step might become cumbersome as there might be numerous combinations to evaluate.A constraint tuning is also available, see Section III. Our experience shows that a minimal errorrate could be attained with a rather small number of features per component and data set (<20,Singh et al. 2016). However, the user can enlarge the search grid to ensure a sufficiently largenumber of selected features when the focus is on the downstream biological interpretation (e.g.enrichment analyses).

Usage in mixOmics. Figure 4 displays some of the graphical outputs when performing N-integration. The multi-‘omics breast cancer study analysed include mRNA (P1 = 200), miRNA(P2 = 184) and proteomics (P3 = 142) data that were normalised and drastically filtered forillustrative purpose in this manuscript. The data were divided into a training set composed ofN = 150 samples and an external test set of Ntest = 70 samples where the proteomics data aremissing (see details in Singh et al. 2016). The aim of N-integration is to identify a highly correlatedmulti-‘omics signature discriminating the breast cancer subgroups Luminal A, Her2 and Basal.Figure 4A displays the matrix design and the sample correlation between each component fromeach data set, B the sample plots for each data set, C our different feature plots and D a clusteredimage map of the multi-‘omics signature. The full pipeline, results interpretation and associated Rcode is available in Electronic Suppl. V.

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Figure 4: Illustration of DIABLO analysis in mixOmics. A1, design and A2, sample scatterplot from plotDiablodisplaying the first component in each data set (upper plot) and Pearson correlation between each component(lower plot). B: sample plot per data set (block), C) feature outputs, C1: Correlation Circle plot representingeach type of selected features, C2: relevance network visualisation of the selected features, C3: Circos plotshows the positive (negative) correlation (r > 0.7) between selected features as indicated by the brown (black)links, feature names appear in the quadrants, C4: coefficient weight of the features selected on component1 in each data set, with color indicating the class with a maximal mean expression value for each feature.D Clustered Image Map (Euclidian distance, Complete linkage) of the multi-omics signature. Samples arerepresented in rows, selected features on the first component in columns.

V. P-integration across independent data sets with MINT

The integration of independent data sets measured on the same common P features under similarconditions or treatments (Figure 1) is a useful approach to increase sample size and gain statisticalpower. In this context, the challenge is to accommodate for systematic differences that arise due todifferences between protocols, geographical sites or the use of different technological platforms togenerate the same type of ‘omics data (e.g. transcriptomics). The systematic unwanted variation,also called ‘batch-effect’, often acts as a strong confounder in the statistical analysis and may leadto spurious results and conclusions if it is not accounted for in the statistical model.

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Method. MINT (Rohart et al., 2016a) is an extension of the multi-group PLS framework (mg-PLS, Eslami et al. 2013b, 2014), where ‘groups’ represent independent studies, to a supervisedframework with feature selection. MINT seeks to identify a common projection space for allstudies that is defined on a small subset of discriminative features and that display an analogousdiscrimination of the samples across studies.

We combine M datasets denoted X(1)(N1 × P), X(2)(N2 × P), ..., X(M)(NM × P) measured onthe same P predictors but from independent studies, with N = ∑M

m=1 Nm. Each data set X(m),m = 1, . . . , M, has an associated dummy outcome Y(m) in which all K classes are represented. Wedenote X (N × P) and Y (N × K) the concatenation of all X(m) and Y(m) respectively. In the MINTparticular framework, each feature of the datasets X(m) and Y(m) is centered and scaled. For eachcomponent h, MINT solves :

maxah ,bh

M

∑m=1

Nm cov(X(m)h ah, Y(m)

h bh), s.t. ||ah||2 = 1 and ||ah||1 ≤ λ (4)

where ah and bh are the global loadings vectors common to all studies, t(m)h = X(m)

h ah and

u(m)h = Y(m)

h bh are the partial PLS-components that are study specific. Residual (deflated) matricesare calculated for each iteration of the algorithm based on the global components and loadingvectors (see Rohart et al. 2016a). Thus the MINT algorithm models the study structure during theintegration process. The penalisation parameter λ controls the amount of shrinkage and thus thenumber of non zero weights in the global loading vector a. Similarly to sPLS-DA (Section III) MINTselects a combination of features on each PLS-component.

Specific graphical outputs. The set of partial components t(m)h , h = 1, ..., H provides study-

specific outputs in plotIndiv. These graphics can act as a quality control step to detect studiesthat cluster outcome classes differently to other studies (i.e. ‘outlier’ studies). The functionplotLoadings displays the coefficients weights of the features globally selected by the model butrepresented individually in each study. Visualisation of the global loading vectors is also available.Note the projection into the Y-space is of not useful in MINT.

Parameters tuning. We take advantage of the independence between studies to evaluate the per-formance based on a novel CV technique called ‘Leave-One-Group-Out Cross-Validation’ (Rohartet al., 2016a). LOGOCV performs CV where each group m is left out once. The aim is to reflecta realistic prediction of independent external studies. The tune function implements LOGOCVto choose the optimal number of features keepX or the optimal set of features keepX.constraintto select in X, as described in the earlier Sections. Note that LOGOCV cannot be repeated (nonrepeat argument) as this type of cross-validation is not random.

Usage in mixOmics. Figure 5 displays some of the graphical outputs when performing P-integration with mixOmics. We combined four independent transcriptomics stem cell studiesthat measure the expression levels of 400 genes across 125 samples (cells). The data were nor-malised and drastically filtered for illustrative purpose in this manuscript. The cells were classifiedinto Fibroblasts, hESC and hiPSC. The aim of this P− integration analysis is to identify a robustmolecular signature across all studies to discriminate the three different cell types. After apply-ing MINT via the mint.plsda and mint.splsda functions, generic visualisations functions of themixOmics R-package like plotIndiv, cim and plotLoadings can be used. Figure 5 displays some

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outputs easily obtained by calls to those functions. Figure 5A displays a MINT PLS-DA sampleplot, Figure 5B the tuning and performance evaluation of the MINT sPLS-DA analysis and Figure5C the different sample and feature with MINT sPLS-DA. The full pipeline, results interpretationand associated R code is available in Electronic Suppl. V.

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Figure 5: Illustration of MINT analysis in mixOmics. A: Preliminary analysis with MINT PLS-DA (no featureselection), sample plot displays the sample cell types. B Parameter tuning and performance with MINTsPLS-DA, B1: BER (y-axis) with respect to number of selected features (x-axis) when 1 and 2 componentsare successively added in the model. Full diamond represents the optimal number of features to select on eachcomponent using Leave-One-Group-Out cross-validation and the maximum distance, B2: Final performanceof the MINT sPLS-DA model for a selection of 6 and 55 transcripts on each component: overall BER and errorrate per cell type with the maximum distance, C) MINT sPLS-DA graphical outputs using plotIndiv,cim and plotLoadings. C1: Global sample plot with confidence ellipse plots. C2: Study specific sampleplot. C3: Clustered Image Map (Euclidian Distance, Complete linkage). Samples are represented in rows,selected features on the first component in columns. C4: Coefficient weight of the features selected oncomponent 1 in each study, with color indicating the class with a maximal mean expression value for eachtranscript.

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Integrative Multivariate ‘omics Analysis with mixOmics • in draft •

Conclusions

The technological race in high-throughput biology lead to increasingly complex biological problemswhich require innovative statistical and analytical tools. Our package mixOmics focuses on dataexploration and data mining, that are crucial steps for a first understanding of large data sets. Inthis article we presented our latest methods to answer cutting-edge integrative and multivariatequestions in biology. In particular, our supervised frameworks DIABLO and MINT substantiallyextend the key PLS-DA method to perform N- and P- integration of multiple data sets, classificationand class prediction of external studies. Combined together, those two framework bear the promiseof NP-integration (combine multiple studies that each have several type of data). The sparseversion of our methods are particularly insightful to identify molecular signatures across thosemultiple data sets.

Feature selection resulting from our methods help to refine biological hypotheses, suggestdownstream analyses including statistical inference analyses, and may propose biological ex-perimental validations. Indeed, multivariate methods include appealing properties to mine andanalyse large and complex biological data, as they allow more relaxed assumptions about datadistribution, data size (n << p) and data range than univariate methods, and provide insightfulvisualisations. In addition, the identification of a combination of discriminative features meetbiological assumptions that cannot be addressed with univariate methods. Nonetheless, we believethat combining different types of statistical methods (univariate, multivariate, machine learning)is the key to answer complex biological questions. However, such questions must be well stated,in order for those exploratory integrative methods to provide meaningful results, and especiallyfor the non trivial case of multiple data integration.

We illustrated our different frameworks on classical ‘omics data, however, mixOmics methodscan also be applied to data beyond the realm of ‘omics as long as they are expressed as continuousvalues. Our future work will include extensive development for other types of data, such asgenotypic as well as time course biological data. Finally, while our manuscript focused mainly onsupervised methodologies, the package also include their unsupervised counterparts to investigaterelationships and associations between features with no prior phenotypic or response information.

Availability and requirements

The R package mixOmics is available from the CRAN (R Core Team, 2016), with tutorials andnewsletter updates available from our website www.mixOmics.org.

Conflict of Interest

The authors declare that they have no competing interests.

Availability of supporting data

The data sets supporting the results of this article are available from the mixOmics R package in aprocessed format. R scripts, full tutorials and reports to reproduce the results from the proposedframework are available as Sweave code from our website www.mixOmics.org.

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Author’s contributions

FR implemented the MINT method, FR, BG and AS implemented the DIABLO method, FR wasthe main developer of the mixOmics package from v6.0.0. KALC manages and supervises themixOmics project. FR and KALC edited the manuscript.

Acknowledgements

FR was supported, in part, by the Australian Cancer Research Foundation (ACRF) for the Dia-mantina Individualised Oncology Care Centre at The University of Queensland DiamantinaInstitute. KALC was supported, in part, by and the National Health and Medical Research Council(NHMRC) Career Development fellowship (APP1087415). The authors would like to thank thenumerous mixOmics users to continuously helping us improving the package.

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Supplementary Material

functions PLS-DA sPLS-DA DIABLO sparseDIABLO MINT sparseMINT

functioncall plsda splsda block.plsda block.splsda mint.plsda mint.splsda

parameters ncomp ncompkeepX

designncomp

designncompkeepX

ncomp ncompkeepX

performance

tune, plot.tune

✓ ✓ ✓

perf, plot.perf

✓ ✓ ✓ ✓ ✓ ✓

auroc ✓ ✓ ✓ ✓ ✓ ✓

sample plot

plotIndiv ✓ ✓ ✓ ✓ ✓ ✓

plotArrow ✓ ✓ ✓ ✓ ✓ ✓

plotDiablo ✓ ✓

variableplot

plotVar ✓ ✓ ✓ ✓ ✓ ✓

plotLoadings ✓ ✓ ✓ ✓ ✓ ✓

circosPlot ✓ ✓

cim ✓ ✓ ✓ ✓ ✓ ✓

network ✓ ✓ ✓ ✓ ✓ ✓

variablelist selectVar ✓ ✓ ✓ ✓ ✓ ✓

Figure S1: List of the main mixOmics functions for supervised analyses.

Electronic Supporting Information

Sweave and R code for PLS-DA analysis are available on our website at this link.

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Sweave and R code for DIABLO analysis are available on our website at this link.Sweave and R code for MINT analysis are available on our website at this link.

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.CC-BY-NC-ND 4.0 International licensenot certified by peer review) is the author/funder. It is made available under aThe copyright holder for this preprint (which wasthis version posted February 14, 2017. . https://doi.org/10.1101/108597doi: bioRxiv preprint