Recent studies have revealed that melancholic depression, one major subtype of depression, is closely associated with the concentration of some metabolites and biological functions of certain genes and pathways. Meanwhile, recent advances in biotechnologies have allowed us to collect a large amount of genomic data, e.g., metabolites and microarray gene expression. With such a huge amount of information available, one approach that can give us new insights into the understanding of the fundamental biology underlying melancholic depression is to build disease status prediction models using classification or regression methods. However, the existence of strong empirical correlations, e.g., those exhibited by genes sharing the same biological pathway in microarray profiles, tremendously limits the performance of these methods. Furthermore, the occurrence of missing values which are ubiquitous in biomedical applications further complicates the problem. In this paper, we hypothesize that the problem of missing values might in some way benefit from the correlation between the variables and propose a method to learn a compressed set of representative features through an adapted version of sparse coding which is capable of identifying correlated variables and addressing the issue of missing values simultaneously. An efficient algorithm is also developed to solve the proposed formulation. We apply the proposed method on metabolic and microarray profiles collected from a group of subjects consisting of both patients with melancholic depression and healthy controls. Results show that the proposed method can not only produce meaningful clusters of variables but also generate a set of representative features that achieve superior classification performance over those generated by traditional clustering and data imputation techniques. In particular, on both datasets, we found that in comparison with the competing algorithms, the representative features learned by the proposed method give rise to significantly improved sensitivity scores, suggesting that the learned features allow prediction with high accuracy of disease status in those who are diagnosed with melancholic depression. To our best knowledge, this is the first work that applies sparse coding to deal with high feature correlations and missing values, which are common challenges in many biomedical applications. The proposed method can be readily adapted to other biomedical applications involving incomplete and high-dimensional data.
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