Local-aggregate modeling for big data via distributed optimization: applications to neuroimaging

DOI10.1111/BIOM.12355zbMATH Open1419.62372arXiv1405.0629OpenAlexW2119149751WikidataQ35752119 ScholiaQ35752119MaRDI QIDQ2809515FDOQ2809515

Authors: Yue Hu, Genevera I. Allen 

Publication date: 30 May 2016

Published in: Biometrics (Search for Journal in Brave)

Abstract: Technological advances have led to a proliferation of structured big data that have matrix-valued covariates. We are specifically motivated to build predictive models for multi-subject neuroimaging data based on each subject's brain imaging scans. This is an ultra-high-dimensional problem that consists of a matrix of covariates (brain locations by time points) for each subject; few methods currently exist to fit supervised models directly to this tensor data. We propose a novel modeling and algorithmic strategy to apply generalized linear models (GLMs) to this massive tensor data in which one set of variables is associated with locations. Our method begins by fitting GLMs to each location separately, and then builds an ensemble by blending information across locations through regularization with what we term an aggregating penalty. Our so called, Local-Aggregate Model, can be fit in a completely distributed manner over the locations using an Alternating Direction Method of Multipliers (ADMM) strategy, and thus greatly reduces the computational burden. Furthermore, we propose to select the appropriate model through a novel sequence of faster algorithmic solutions that is similar to regularization paths. We will demonstrate both the computational and predictive modeling advantages of our methods via simulations and an EEG classification problem.

Full work available at URL: https://arxiv.org/abs/1405.0629

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zbMATH Keywords

ADMMgeneralized linear modelsbig dataensemble learningparallel computingregularization pathsmulti-subject neuroimaging

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Biomedical imaging and signal processing (92C55)

Cites Work

• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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• Distributed optimization and statistical learning via the alternating direction method of multipliers
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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• Tensor Regression with Applications in Neuroimaging Data Analysis
• A generalized least-square matrix decomposition
• A two-way regularization method for MEG source reconstruction
• Generalized linear models

Cited In (2)

• Scalable spatio‐temporal Bayesian analysis of high‐dimensional electroencephalography data
• Network classification with applications to brain connectomics

Uses Software

• glmnet

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