Reduced-rank Generalized Bilinear Models

Abstract

Dimensionality reduction and effect estimation are central tasks in the analysis of high-dimensional data such as in genomics. Generalized bilinear models (GBMs) provide a versatile framework for these tasks, however, the statistical and computational efficiency of GBMs degrades rapidly as the number of sample covariates grows. To address this limitation, we introduce reduced-rank generalized bilinear models (RR-GBMs), which employ a reduced-rank sample coefficient matrix to model the effect of a large number of covariates without requiring an excessive number of parameters. In simulation studies, we find that when the true sample coefficient matrix is reduced rank or close to reduced rank, RR-GBM outperforms the standard full-rank GBM both statistically and computationally, providing more accurate estimates with lower computational burden. We develop a data thinning approach for model selection in the RR-GBM framework, facilitating rank selection. Furthermore, RR-GBM enables a new approach to visualizing the relationships among covariates and among features. We demonstrate the method in an application to Perturb-seq data for pancreatic cancer.