COBRAC: a fast implementation of convex biclustering with compression

Biclustering is a generalization of clustering used to identify simultaneous grouping patterns in observations (rows) and features (columns) of a data matrix. Recently, the biclustering task has been formulated as a convex optimization problem. While this convex recasting of the problem has attractive properties, existing algorithms do not scale well. To address this problem and make convex biclustering a practical tool for analyzing larger data, we propose an implementation of fast convex biclustering called COBRAC to reduce the computing time by iteratively compressing problem size along with the solution path. We apply COBRAC to several gene expression datasets to demonstrate its effectiveness and efficiency. Besides the standalone version for COBRAC, we also developed a related online web server for online calculation and visualization of the downloadable interactive results.