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Algorithm 1 The Integrative analysis for G×E Interaction |
Step 1: Estimate the loading matrices of LRMs U and V: construct LRMs.
(a) For , obtain by minimizing Equation (4). Then the estimate .
Initialize .
fordo
(b) Apply rank-1 sparse SVD on to obtain the singular vectors corresponding to largest singular values .
(c) Update .
(d) .
end for
Step 2: Estimate regression coefficients : construct the penalized G×E interaction model.
(a) Calculate , , and .
Initialize .
At the th iteration.
repeat
(b) Compute .
(c) Obtain by minimizing Equation (9) through bi-level selection.
until convergence
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