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

DOI10.1111/BIOM.12355MaRDI QIDQ2809515zbMATH OpenOpenAlexWikidataFDO

Authors Yue Hu, Genevera I. Allen

Publication date 30 May 2016

Published in Biometrics (Search for Journal in Brave)

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

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)

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.

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Cited in

(3)

• A distributed and integrated method of moments for high-dimensional correlated data analysis
• Network classification with applications to brain connectomics
• Scalable spatio‐temporal Bayesian analysis of high‐dimensional electroencephalography data

Describes a project that uses

Uses Software

• glmnet

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