Massive Parallelization of Serial Inference Algorithms for a Complex Generalized Linear Model

DOI10.1145/2414416.2414791zbMATH Open1386.65065DBLPjournals/tomacs/SuchardSZRM13arXiv1208.0945OpenAlexW2104640308WikidataQ34360288 ScholiaQ34360288MaRDI QIDQ4635216FDOQ4635216

Ivan Zorych, Patrick Ryan, Shawn E. Simpson, David Madigan, Marc A. Suchard

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Abstract: Following a series of high-profile drug safety disasters in recent years, many countries are redoubling their efforts to ensure the safety of licensed medical products. Large-scale observational databases such as claims databases or electronic health record systems are attracting particular attention in this regard, but present significant methodological and computational concerns. In this paper we show how high-performance statistical computation, including graphics processing units, relatively inexpensive highly parallel computing devices, can enable complex methods in large databases. We focus on optimization and massive parallelization of cyclic coordinate descent approaches to fit a conditioned generalized linear model involving tens of millions of observations and thousands of predictors in a Bayesian context. We find orders-of-magnitude improvement in overall run-time. Coordinate descent approaches are ubiquitous in high-dimensional statistics and the algorithms we propose open up exciting new methodological possibilities with the potential to significantly improve drug safety.

Full work available at URL: https://arxiv.org/abs/1208.0945

zbMATH Keywords

optimizationinferenceparallel processingsafety of medical products

Mathematics Subject Classification ID

Medical applications (general) (92C50) Software, source code, etc. for problems pertaining to statistics (62-04) Generalized linear models (logistic models) (62J12) Parallel numerical computation (65Y05)

Cited In (11)

• Massive Parallelization of Massive Sample-Size Survival Analysis
• Title not available (Why is that?)
• A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data
• Parallel restricted maximum likelihood estimation for linear models with a dense exogenous matrix
• Parallel partial Gaussian process emulation for computer models with massive output
• A parallel solver for generalised additive models
• A surrogate \(\ell_0\) sparse Cox's regression with applications to sparse high-dimensional massive sample size time-to-event data
• Hierarchical models for multiple, rare outcomes using massive observational healthcare databases
• Scalable Algorithms for Large Competing Risks Data
• Generalized linear models for massive data via doubly-sketching
• High-performance statistical computing in the computing environments of the 2020s

Uses Software

• CUDA

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