MOTIVATION: In many biomedical applications, we are confronted with paired groups of samples, such as treated versus control. The aim is to detect discriminating features, i.e. biomarkers, based on high-dimensional (omics-) data. This problem can be phrased more generally as a two-sample problem requiring statistical significance testing to establish differences, and interpretations to identify distinguishing features. The multivariate maximum mean discrepancy (MMD) test quantifies group-level differences, whereas statistically significantly associated features are usually found by univariate feature selection. Currently, few general-purpose methods simultaneously perform multivariate feature selection and two-sample testing. RESULTS: We introduce a sparse, interpretable, and optimized MMD test (SpInOpt-MMD) that enables two-sample testing and feature selection in the same experiment. SpInOpt-MMD is a versatile method and we demonstrate its application to a variety of synthetic and real-world data types including images, gene expression measurements, and text data. SpInOpt-MMD is effective in identifying relevant features in small sample sizes and outperforms other feature selection methods such as SHapley Additive exPlanations and univariate association analysis in several experiments. AVAILABILITY AND IMPLEMENTATION: The code and links to our public data are available at https://github.com/BorgwardtLab/spinoptmmd.

SUMMARY: In many modern bioinformatics applications, such as statistical genetics, or single-cell analysis, one frequently encounters datasets which are orders of magnitude too large for conventional in-memory analysis. To tackle this challenge, we introduce SIMBSIG (SIMmilarity Batched Search Integrated GPU), a highly scalable Python package which provides a scikit-learn-like interface for out-of-core, GPU-enabled similarity searches, principal component analysis and clustering. Due to the PyTorch backend, it is highly modular and particularly tailored to many data types with a particular focus on biobank data analysis. AVAILABILITY AND IMPLEMENTATION: SIMBSIG is freely available from PyPI and its source code and documentation can be found on GitHub (https://github.com/BorgwardtLab/simbsig) under a BSD-3 license.