The Rayleigh Quotient and Contrastive Principal Component Analysis II

Abstract Contrastive principal component analysis (PCA) methods are effective approaches to dimensionality reduction where variance of a target dataset is maximized while variance of a background dataset is minimized. We previously described how contrastive PCA problems can be written as solutions to generalized eigenvalue problems that maximize particular instantiations of the Rayleigh quotient. Here, we discuss two extensions of contrastive PCA: we use kernel weighting from spatial PCA (k- ρ PCA) to contrast spatial and non-spatial axes of variation, and separately solve the Rayleigh quotient in the space of basis function coefficients (f- ρ PCA) to find modes of variation in functional data. Together, these extensions expand the scope of contrastive PCA while unifying disparate fields of spatial and functional methods within a single conceptual and mathematical framework. We showcase the utility of these extensions with several examples drawn from genomics, analyzing gene expression in cancer and immune response to vaccination.