Partially Linear Additive Gaussian Graphical Models Presented by: - - PowerPoint PPT Presentation

Partially Linear Additive Gaussian Graphical Models

Presented by: Sinong Geng Princeton University June 13th, 2019 @ ICML 2019

Authors

Sinong Geng Princeton University Minhao Yan Cornell University Mladen Kolar The University of Chicago Sanmi Koyejo University of Illinois

Poster: Partially Linear Additive Gaussian Graphical Models

Thu Jun 13th 06:15 – 09:00 PM @ Pacific Ballroom

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Brain Functional Connectivity Analysis

Estimation is distorted by physiological noise [Van Dijk et al.,

2012, Goto et al., 2016].

The noise sources are observable e.g. motion, breathing …

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Brain Functional Connectivity Analysis

Estimation is distorted by physiological noise [Van Dijk et al.,

2012, Goto et al., 2016].

The noise sources are observable e.g. motion, breathing …

3

Brain Functional Connectivity Analysis

Estimation is distorted by physiological noise [Van Dijk et al.,

2012, Goto et al., 2016].

The noise sources are observable e.g. motion, breathing …

3

Model Formulation: Goals

→ A general formulation of the effects caused by the noise. → Stronger theoretical guarantees compared tp methods with hidden variables.

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Model Formulation

→ Z denotes the observed fMRI data, and random variable G, the physiological noise. → Z | G = g follows a Gaussian graphical model [Yang et al., 2015] with a parameter matrix, denoted by Ω(g):

P(Z = z; Ω(g) | G = g) ∝ exp   

p

∑

j=1

Ωjj(g)zj

p

∑

j=1 p

∑

j′>j

Ωjj′(g)zjzj′ − 1 2

p

∑

j

z2

j

   .

→ Parameter matrices are additive: Ω(g) := Ω0 + R(g).

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Model Formulation: Ω(g)

Goals:

• Identifiable parameters
• A general formulation

Assumptions: R g for any g satisfying g g . R g , and g are smooth enough to be recovered by kernel methods. Existing assumptions: R g [Van Dijk et al., 2012, Power et al., 2014]. R g [Lee and Liu, 2015, Geng et al., 2018].

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Model Formulation: Ω(g)

Goals:

• Identifiable parameters
• A general formulation

Assumptions:

• R(g) = 0 for any g satisfying |g| ≤ g∗.
• R(g), and Ω(g) are smooth enough to be recovered

by kernel methods. Existing assumptions: R g [Van Dijk et al., 2012, Power et al., 2014]. R g [Lee and Liu, 2015, Geng et al., 2018].

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Model Formulation: Ω(g)

Goals:

• Identifiable parameters
• A general formulation

Assumptions:

• R(g) = 0 for any g satisfying |g| ≤ g∗.
• R(g), and Ω(g) are smooth enough to be recovered

by kernel methods. Existing assumptions:

• R(g) = 0 [Van Dijk et al., 2012, Power et al., 2014].
• E(R(g)) = 0 [Lee and Liu, 2015, Geng et al., 2018].

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Parameter Estimation

Log Pseudo Likelihood:

• We summarize the varying effects as Mij := x⊤

ij Ωi·j,

where x⊤

ij denotes the ith row vector of xj.

• ℓPL

( {zi, gi}i∈[n] ; R(·), Ω0 ) =

n

∑

i=1 p

∑

j=1

{ zij ( x⊤

ij Ω0·j + Mij

) − 1 2z2

ij

− 1 2 ( x⊤

ij Ω0·j + Mij

)2} .

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Parameter Estimation

• Pseudo-Profile Likelihood [Fan et al., 2005]
• Suppose that Assumptions are satisfied. Then, for any

ϵ > 0, with probability of at least 1 − ϵ, there exists C4 > 0, so that ˆ Ω0 shares the same structure with the underlying true parameter Ω∗

0, if for some constant C5 > 0,

C5 √ log p n ≥ λ ≥ 4 αC4 √ log p n , r := 4C2λ ≤ ∥Ω∗

0S∥∞ ,

and n ≥ ( 64C5C2

2C3/α

)2 log p.

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Parameter Estimation

Sparsistency: The underlying structure can be recovered with a high probability. √n Convergence: The smallest scale of the non-zero component that the PPL method can distinguish from zero converges to zero at a rate of √n.

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Overall Performance

→ LR-GGM → fMRI dataset with control subjects and those with Schizophrenia. → Diagnosis using the re- covered structure by two different methods.

10 20 0.50 0.55 0.60 0.65 0.70 0.75

AUCs Frequency

Methods

PLA−GGM LR−GGM

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Thank you!

References I

• J. Fan, T. Huang, et al. Profile likelihood inferences on

semiparametric varying-coefficient partially linear

• models. Bernoulli, 11(6):1031–1057, 2005.
• S. Geng, M. Kolar, and O. Koyejo. Joint nonparametric

precision matrix estimation with confounding. arXiv preprint arXiv:1810.07147, 2018.

• M. Goto, O. Abe, T. Miyati, H. Yamasue, T. Gomi, and
• T. Takeda. Head motion and correction methods in

resting-state functional mri. Magnetic Resonance in Medical Sciences, 15(2):178–186, 2016.

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References II

• W. Lee and Y. Liu. Joint estimation of multiple precision

matrices with common structures. The Journal of Machine Learning Research, 16(1):1035–1062, 2015.

• J. D. Power, A. Mitra, T. O. Laumann, A. Z. Snyder, B. L.

Schlaggar, and S. E. Petersen. Methods to detect, characterize, and remove motion artifact in resting state

• fmri. Neuroimage, 84:320–341, 2014.
• K. R. Van Dijk, M. R. Sabuncu, and R. L. Buckner. The

influence of head motion on intrinsic functional connectivity mri. Neuroimage, 59(1):431–438, 2012.

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References III

• E. Yang, P. Ravikumar, G. I. Allen, and Z. Liu. Graphical

models via univariate exponential family distributions. Journal of Machine Learning Research, 16(1):3813–3847, 2015.

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