Deep IDA: A Deep Learning Method for Integrative Discriminant Analysis of Multi-View Data with Feature Ranking -- An Application to COVID-19 severity

COVID-19 severity is due to complications from SARS-Cov-2 but the clinical course of the infection varies for individuals, emphasizing the need to better understand the disease at the molecular level. We use clinical and multiple molecular data (or views) obtained from patients with and without COVID-19 who were (or not) admitted to the intensive care unit to shed light on COVID-19 severity. Methods for jointly associating the views and separating the COVID-19 groups (i.e., one-step methods) have focused on linear relationships. The relationships between the views and COVID-19 patient groups, however, are too complex to be understood solely by linear methods. Existing nonlinear one-step methods cannot be used to identify signatures to aid in our understanding of the complexity of the disease. We propose Deep IDA (Integrative Discriminant Analysis) to address analytical challenges in our problem of interest. Deep IDA learns nonlinear projections of two or more views that maximally associate the views and separate the classes in each view, and permits feature ranking for interpretable findings. Our applications demonstrate that Deep IDA has competitive classification rates compared to other state-of-the-art methods and is able to identify molecular signatures that facilitate an understanding of COVID-19 severity.