Log-ratio Lasso: Scalable, Sparse Estimation for Log-ratio Models

Positive-valued signal data is common in many biological and medical applications, where the data are often generated from imaging techniques such as mass spectrometry. In such a setting, the relative intensities of the raw features are often the scientifically meaningful quantities, so it is of interest to identify relevant features that take the form of log-ratios of the raw inputs. When including the log-ratios of all pairs of predictors, the dimensionality of this predictor space becomes large, so computationally efficient statistical procedures are required. We introduce an embedding of the log-ratio parameter space into a space of much lower dimension and develop efficient penalized fitting procedure using this more tractable representation. This procedure serves as the foundation for a two-step fitting procedure that combines a convex filtering step with a second non-convex pruning step to yield highly sparse solutions. On a cancer proteomics data set we find that these methods fit highly sparse models with log-ratio features of known biological relevance while greatly improving upon the predictive accuracy of less interpretable methods.