Feature Selection in the Contrastive Analysis Setting

Contrastive analysis (CA) refers to the exploration of variations uniquely enriched in a target dataset as compared to a corresponding background dataset generated from sources of variation that are irrelevant to a given task. For example, a biomedical data analyst may wish to find a small set of genes to use as a proxy for variations in genomic data only present among patients with a given disease (target) as opposed to healthy control subjects (background). However, as of yet the problem of feature selection in the CA setting has received little attention from the machine learning community. In this work we present contrastive feature selection (CFS), a method for performing feature selection in the CA setting. We motivate our approach with a novel information-theoretic analysis of representation learning in the CA setting, and we empirically validate CFS on a semi-synthetic dataset and four real-world biomedical datasets. We find that our method consistently outperforms previously proposed state-of-the-art supervised and fully unsupervised feature selection methods not designed for the CA setting. An open-source implementation of our method is available at https://github.com/suinleelab/CFS.

Paper

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Peer review

Reviewer nNUw4/10 · confidence 2/52023-06-19

Summary

The paper studied feature selection in the contrastive analysis setting. There are two types of datasets, the background dataset and the target dataset. The background dataset contains variations due to the uninteresting sources. The target dataset contains observations with variability from both ``interesting'' and ``uninteresting'' sources. The goal of the problem is to select interesting variables. Since interesting variables only exist in target variable, the feature selection is performed on the target dataset. To make use of the background dataset, the embedding parameters learned by the auto encoder on the background dataset is shared with the target dataset in feature selection. The problem is with practice interest. But the exact layers of background representation encoder, the background reconstruction and the target reconstruction network are not specified. The paper vaguely mentioned that it is similar to auto-encoder. Since the architecture is the main contributions of the paper, it is better to specify the networks. The theoretical analysis is about mutual information $I$, which is related with multiple variables. However, $I$ is not defined in the paper. Feature selection selects features that are most related with the target. However, the experiments are based on MNIST. There is no analysis about what features are selected. Though the motivation of the problem is about biomedical study, there is no experiments on related area.

Strengths

The paper is well-written. The motivation is strong. The paper proposed a method, made related analysis and conducted some experiments.

Weaknesses

1. The architecture is not clear to me, specially the representation / reconstruction networks. 2. There is no ablation study if there is no background dataset, the background representation encoder is initialized by random distribution. 3. There is no analysis about the impact of different population of background dataset and target dataset. 4. There is not enough experiments to validate the performance of the proposed method.

Questions

1. What is the definition of the mutual information $I$? 2. What is the impact of the population of background dataset and target dataset? 3. What does the networks $g$, $h$ and $f$ look like? 4. Is the feature space of the background dataset is a subset of the feature space of the target dataset? 5. What is the scale of population and feature dimension to make the proposed method work?

Rating

4: Borderline reject: Technically solid paper where reasons to reject, e.g., limited evaluation, outweigh reasons to accept, e.g., good evaluation. Please use sparingly.

Confidence

2: You are willing to defend your assessment, but it is quite likely that you did not understand the central parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

2 fair

Limitations

1. The theoretical analysis is not clear which means the performance is not guaranteed. 2. Assume the background dataset is in large scale, how to select the background dataset related to the target dataset is important but not discussed here. 3.There are many assumptions to implement the algorithms in real-world applications, such as the population between background and target datasets, the number of selected features $s$ compared with the global feature space.

Reviewer SoSQ7/10 · confidence 3/52023-07-03

Summary

The paper aims to solve the problem of “salient” feature selection in a Contrastive Analysis setting, termed “Contrastive Feature Selection.” The authors' primary focus lies in uncovering distinctive features that highlight salient variations present in a specific target dataset that are absent in a standard background dataset. The paper discusses & compares the limitations of popular feature selection methods both in supervised & unsupervised methods settings and further attempts to formulate a “Contrastive Feature Selection” method to extract those salient features. The paper provides an initial empirical formulation based on intuitions, then formalizes the idea using principles of Information Theory (bounds on Mutual Information, Entropy) and finishes with empirical results on semi-synthetic (vision) and real-world (medical) datasets. Overall, the paper has made a novel attempt at feature selection in a weak supervision setting using a background and target dataset, with the goal being to learn features specific to the target dataset.

Strengths

1. The paper introduces a "contrastive feature selection" method. The authors provide experimental validation with popularly used baselines (both supervised+unsupervised) employed in feature selection. 2. The paper also provided intuitive, experimental, and mathematical proofs (based on Information Theoretic bounds) to justify their proposed method. 3. Another strength of the proposed approach is it relies only on weak supervision (whether a data sample is part of a background/target dataset). 4. The results show the superior performance of the proposed feature selection method for downstream tasks. 5. Code provided for reproducibility.

Weaknesses

1. The authors use only "Random Forest Classifiers" for their downstream tasks. It would be a good idea to add comparative results (perhaps in the Supplementary) using other popular classifiers (like Decision Trees, SVM, ANNs, XGBoosts, etc.) to show that the feature selection works across different classifiers. 2. The paper shows empirical results on the "Grassy-MNIST" and four other medical datasets. However, results on more practical classification tasks (>10 classes) would make more sense. Also, it would be interesting to see the performance variation for a particular dataset like GrassyMNIST as background vs. target dataset size is varied. 3. A more extensive ablation of varying dimensions of the latent {k,l} is missing. 4. The overall organization of the paper can be improved. It feels a bit unorganized going through the paper.

Questions

1. Is adding experiments based on Weakness Section Points 1-2 possible? 2. Also, is it possible to provide a theoretical explanation or intuitive insight why the two variants of CFS-SG and CFS-Pretrained result in a similar performance, but the top performer changes when tested across datasets? Is it related to some factor like dataset sizes/ number of classes for classification?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

2 fair

Presentation

1 poor

Contribution

2 fair

Limitations

1. Limited evaluation of real-life classification datasets. All datasets had <= ten classes. 2. Validation of the selected feature performance when using different classifier models.

Reviewer xS677/10 · confidence 4/52023-07-05

Summary

The authors tackle the important problem of feature selection in a contrastive setting. Supervised and unsupervised feature selection problems have been extensively studied and have many high-impact applications. In this work, the authors design an algorithm for finding features that are more enriched in a target set than a background set (contrast). This type of comparison is widely used in biology, for example, in differential expression gene (DEG) analysis, where biologists look for differentially expressed genes across different medical conditions. The proposed method is based on a two-step procedure; in the first step, an autoencoder is trained to learn the latent information required to represent the background data. In the second step, a feature selection module is trained to identify the set of features required to capture the additional information needed to represent the target data. To sparsify the feature selection module, they use the recently proposed stochastic gates, which are continuously relaxed random variables. The new approach is motivation using a mutual information perspective. Several real and semi-synthetic datasets are used to evaluate the approach.

Strengths

The problem is important with many applications in bioinformatics. The proposed is new and seems highly appropriate for the suggested problem. The experimental results highlight that the approach can lead to advantages compared to existing schemes. The authors propose a few variations for training the method and compare their quality. The benefits of the two-stage approach are justified using mutual information under mild assumptions.

Weaknesses

Conceptually the problem could be solved using supervised feature selection; the authors also use supervised FS models as baselines. I understand that in terms of some applications, the setting is different. However, this is not well explained in the paper. Specifically, the authors should add information and results on how the selected features differ for the contrastive analysis case compared with the supervised (or unsupervised) case. Accuracy is important, but interpretability is vital in the examples motivated by the authors. This could be done using synthetic data or by benchmarking the method (and others) on a previously studied DEG problem. This will significantly improve the paper and help increase its impact and use in bioinformatics.

Questions

Some parts of the paper are very similar to [37], for example, two first sentences in the abstract and figure 1. Propper credit should be given here. Was the 80-20 percent split performed for FS or only for the classification part? This is not clear from the text. What are the architectures used for learning the background? Target? And also for STG and CAE? How are those tuned? While the authors demonstrate the merits of the approach for improving class separation (without access to class labels), I’m missing an evaluation that is tied to the motivation. Specifically, an example is that the approach is beneficial for DEG. As mentioned, this could be done using synthetic or real data with known gene markers. This would substantially improve the paper.

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

The limitations of the method are not discussed in the paper.

Reviewer BGi65/10 · confidence 3/52023-07-06

Summary

They employed a contrastive analysis method for feature selection on the target dataset, which provides variation not found in the background dataset. Contrary to previous contrastive analysis that typically involves joint modelling of background and target datasets to identify shared variables, they drew from information-theoretic analysis to demonstrate that a two-step pre-training model outperforms joint modelling.

Strengths

Feature selection is a common requirement in health data to enhance interpretability. This paper clearly explained why the method proposed by them has a better performance than previous joint modelling and have good downstream accuracy when the number of features is limited.

Weaknesses

That method needs strong assumptions that may not hold in the real world. Assumption one states that the latent variables s, z are roughly independent, but the genes in scRNA-seq (usage case in its real data experiments) are mostly highly correlated.

Questions

In the real dataset, I noticed that all classes are larger than 1. What happens if there's only one class? Can the method still find variation that distinguishes it from the background? Regarding AML treatment, if the goal is to identify features that separate post-treatment from pre-treatment, could we use pre-treatment as the background and consider the selected features from post-treatment as the ones that have changed? Alternatively, would the method identify the same features as the current settings, which require healthy patients for the background? As for scenarios where the number of features exceeds 30, do all methods eventually achieve similar accuracy? From Figure 5, I noted that STG performs similarly to CFS in the Mice Protein and Epithelial Cells datasets, though it is slightly worse in the AML and ECCITE_seq datasets. Could you provide information on the accuracy when the number of features is increased to 50?

Rating

5: Borderline accept: Technically solid paper where reasons to accept outweigh reasons to reject, e.g., limited evaluation. Please use sparingly.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

2 fair

Limitations

Same as above weakness. Hard to satisfy the assumption that independent features.

Reviewer xS672023-08-14

Response to authors

I thank the authors for responding to all my comments. My concerns have been properly addressed. I keep my score unchanged.

Authorsrebuttal2023-08-15

Thank you for engaging in the discussion period!

Dear Reviewer xS67, Thank you for engaging in the discussion period. We're thrilled to hear that your concerns have been addressed! Please let us know if you have any further questions before the end of the discussion period.

Reviewer SoSQ2023-08-15

Thanks to the authors for addressing my concerns. Based on the reviews from the other reviewers and the related rebuttal clarifications along with the rebuttal document provided, I am happy to upgrade my score.

Authorsrebuttal2023-08-15

Thank you for engaging in the discussion period!

Dear Reviewer SoSQ, Thank you for engaging in the discussion period. We're thrilled to see that you've decided to upgrade your score! Please let us know if you have any further questions before the end of the discussion period.

Reviewer nNUw2023-08-21

Thanks to the authors for addressing some of my concerns. Thank you for including the experimental results. When k reaches 20, the difference between the performance of CFS (random) and CFS (pretrained) is trivial. Does it mean pretraining is not necessary when k reaches >20? Is it expected or is it related with the pretraining network? With the number of background samples increase, we expected the performance of CFS (pretrained) improved as well. The performance of CFS (pretrained) and CFS (GS) is close. Is that aligned with the design of the proposed method?

Authorsrebuttal2023-08-21

We thank the reviewer for their feedback, and we're thrilled to hear that our rebuttal addressed some of your concerns. Responses to the reviewer's remaining questions are below. Please let us know if we can clarify any remaining points before the end of the discussion period. **Re: CFS (random) vs CFS (pretrained) performance for $k \geq 20$:** We thank the reviewer for raising this potential point of confusion and allowing us to clarify. We believe that the observed phenomenon (i.e., CFS (Random) having comparable performance to CFS (Pretrained) and CFS (GS) for $k \geq 20$) is due to the low dimensionality of the mice protein dataset (only 77 total features). Thus, with $k \geq 20$ a significant proportion of the total feature space is being selected for this dataset, and it is relatively easy for CFS (Random) and other baseline methods to achieve good performance on the corresponding downstream classification task. Indeed, as shown in Figure 5 in the main text, fully supervised baseline methods are also able to achieve near perfect performance for $k \geq 20$ on this dataset. On the other hand, for higher-dimensional datasets it is more likely that CFS (Random), which does not fully leverage the background dataset, will select lower-quality features than CFS (Pretrained) or CFS (GS) even with $k \geq 20$. To illustrate this point, below we provide results on the remaining real-world datasets for CFS (Random) and our proposed CFS (Pretrained) and CFS (GS) methods for $k=20$. We note that these dataset have significantly higher dimensionality, with all having over 10,000 features. **We find that CFS (Random) indeed consistently underperforms our proposed CFS (Pretrained) and CFS (GS) methods on these higher-dimensionality datasets with $k=20$.** | Dataset | CFS (Random) | CFS (Pretrained) | CFS (GS) | | --- | --- | --- | --- | | ECCITE-seq | $0.796 \pm 0.011$ | $0.871 \pm 0.003$ | $0.868 \pm 0.001$ | | AML | $0.912 \pm 0.015$ | $0.950 \pm 0.004$ | $0.962 \pm 0.001$ | | Epithelial cell | $0.954 \pm 0.029$ | $0.997 \pm 0.001$ | $0.996 \pm 0.001$ | **Re: similar performance of CFS (Pretrained) and CFS (GS):** To clarify, we designed both CFS (Pretrained) and CFS (GS) to optimize for the same objective. In particular, both train a background representation network designed to exclusively capture the (uninteresting) variations shared across target and background datasets, and the background representations are then leveraged to select specifically the $k$ features that best reflect target-data-specific variations. Within this framework, the pretraining and gradient stopping (GS) strategies are simply two potential mechanisms for ensuring that the background representation network indeed exclusively captures uninteresting variations. Thus, it is indeed not surprising that CFS (Pretrained) and CFS (GS) exhibited similar performance.

Reviewer nNUw2023-08-21

Thank authors for clarification and more experimental results. CFS (random) and CFS (pretrained) performed equally well when k reaches 20, in the case that the global feature space is 77. And the extra experimental results are conducted on datasets ECCITE-seq, AML,and Epithelial cell which have higher original feature space (~10,000 features), the intuitive idea is that when k reaches certain threshold (depending on the original feature space), the difference between the performance of CFS (random) and CFS pretrained could be trivial. The original question is what is the impact of the target versus background dataset size towards the performance of the proposed methods. The conclusion is that there is no major impact on the proposed methods CFS (pretrained) and CFS (GS). Hence, I do not see the necessary of proposing two methods that perform similarly. Thanks for the all the efforts by the authors. I will keep my score as it is.

Authorsrebuttal2023-08-21

Dear reviewer, Thank you again for your feedback. Before the end of the discussion period, we just wanted to clarify a couple of final points. **Re: Difference between CFS (Pretrained) and CFS (GS) versus CFS (Random) for higher values of $k$:** The reviewer is correct that for sufficiently large numbers of selected features $k$ that the performance of CFS (Random) and the CFS (Pretrained) and CFS (GS) methods will likely become similar (for example, this is trivially true when $k$ is equal to the dimensionality of the full feature space). However, we emphasize that it is often the case that the feature budget $k$ is restricted to some small value and cannot be arbitrarily large. This may be due to interpretability concerns, computational or storage constraints, or may be due to technological limitations that only permit the collection of a small number of features. For example, fluorescence in situ hybridization (FISH) technologies allow biologists to measure gene expression levels at extremely high precision in single cells; however, due to technological limitations only a small subset of genes may be measured, and thus methods for pre-selecting informative subsets of genes are required before running a FISH experiment [1]. **In these realistic scenarios with low values of $k$ relative to the size of the full feature space, we found that CFS (Pretrained) and CFS (GS) consistently outperformed CFS (Random).** **Re: CFS (Pretrained) versus CFS (GS):** To clarify, in our manuscript **we are proposing one key idea** (i.e., isolating shared variations in the background representation space so that the $k$ selected features best reflect target-specific-variations), **and both CFS (Pretrained) and CFS (GS) are implementations of this same single idea**. In particular, CFS (Pretrained) explicitly performs the two-step optimization procedure described in Section 4 and depicted in Figure 2. On the other hand, CFS (GS) implicitly accomplishes the same goal by making use of the gradient stopping operation, thus potentially simplifying implementation by avoiding the need for an explicit pretraining step. As both CFS (Pretrained) and CFS (GS) achieve similar performance, a potential user may thus select either variant depending on which they find easier to implement, which we see as a strength of our work. [1]: Covert, I., Gala, R., Wang, T. et al. Predictive and robust gene selection for spatial transcriptomics. Nat Commun 14, 2091 (2023). https://doi.org/10.1038/s41467-023-37392-1

Program Chairsdecision2023-09-21

Decision

Accept (poster)

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