提出可闭式求解的正交优化方法,实现概率PLS的精确不确定性校准。
Exact Stiefel Optimization for Probabilistic PLS: Closed-Form Updates, Error Bounds, and Calibrated Uncertainty

- 基于流形优化精确处理正交约束,避免信号噪声耦合。
- 在高噪声合成数据和多组学数据上实现近名义覆盖概率。
- 无需后处理校准即可提供可信不确定性,适合需要可解释性的场景。
概率偏最小二乘(PPLS)是双视图学习中同时追求可解释潜在因子与校准不确定性的重要似然模型。现有方法在联合EM/ECM更新下存在噪声-信号耦合问题,且难以处理正交性约束。本文基于固定噪声标量似然框架,构建端到端流程:先从低特征值噪声子空间估计噪声,再通过精确的Stiefel流形优化强制正交性。噪声子空间估计器在有限样本下达到与信号强度无关的最优率,并逼近极小极大下界;而全谱噪声估计器在相同模型下存在确定性偏差。进一步通过可选高斯化扩展至亚高斯情形,并基于分块费舍尔分析给出闭式标准误。在高噪声合成数据及两个多组学基准(TCGA-BRCA 和 PBMC CITE-seq)上,该方法实现无需后处理的近名义覆盖率,在rank r=3时达到岭回归级点预测精度,跨视图预测表现媲美或优于PO2PLS,同时提供原生校准的不确定性,显著提升参数恢复稳定性。
原文摘要 · Abstract (English)
Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et al.\ (2018), existing fitting pipelines still face two practical bottlenecks: noise--signal coupling under joint EM/ECM updates and nontrivial handling of orthogonality constraints. Following the fixed-noise scalar-likelihood protocol, we develop an end-to-end framework that combines noise pre-estimation, constrained likelihood optimization, and prediction calibration in one pipeline. We estimate the observation noise from the low-eigenvalue noise subspace and enforce orthogonality through exact Stiefel-manifold optimization. The noise-subspace estimator attains a signal-strength-independent leading finite-sample rate and matches a minimax lower bound, whereas a full-spectrum noise estimator carries a deterministic bias under the same model. We further extend the framework to sub-Gaussian settings via optional Gaussianization and provide closed-form standard errors through a block-structured Fisher analysis. Across synthetic high-noise settings and two multi-omics benchmarks (TCGA-BRCA and PBMC CITE-seq), the method achieves near-nominal coverage without post-hoc recalibration, reaches Ridge-level point accuracy on TCGA-BRCA at rank $r=3$, matches or exceeds PO2PLS on cross-view prediction while providing native calibrated uncertainty, and improves stability of parameter recovery.
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