In view of the challenges of the group Lasso penalty methods for multicancer microarray data analysis, e.g., dividing genes into groups in advance and biological interpretability, we propose a robust adaptive multinomial regression with sparse group Lasso penalty (RAMRSGL) model. By adopting the overlapping clustering strategy, affinity propagation clustering is employed to obtain each cancer gene subtype, which explores the group structure of each cancer subtype and merges the groups of all subtypes. In addition, the data-driven weights based on noise are added to the sparse group Lasso penalty, combining with the multinomial log-likelihood function to perform multiclassification and adaptive group gene selection simultaneously. The experimental results on acute leukemia data verify the effectiveness of the proposed method.
