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Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in "Large n, Large p" Bayesian Sparse Regression.

ABSTRACT: In a modern observational study based on healthcare databases, the number of observations and of predictors typically range in the order of 10⁵-10⁶ and of 10⁴-10⁵. Despite the large sample size, data rarely provide sufficient information to reliably estimate such a large number of parameters. Sparse regression techniques provide potential solutions, one notable approach being the Bayesian method based on shrinkage priors. In the "large n and large p" setting, however, the required posterior computation encounters a bottleneck at repeated sampling from a high-dimensional Gaussian distribution, whose precision matrix Φ is expensive to compute and factorize. In this article, we present a novel algorithm to speed up this bottleneck based on the following observation: We can cheaply generate a random vector b such that the solution to the linear system Φβ = b has the desired Gaussian distribution. We can then solve the linear system by the conjugate gradient (CG) algorithm through matrix-vector multiplications by Φ; this involves no explicit factorization or calculation of Φ itself. Rapid convergence of CG in this context is guaranteed by the theory of prior-preconditioning we develop. We apply our algorithm to a clinically relevant large-scale observational study with n = 72,489 patients and p = 22,175 clinical covariates, designed to assess the relative risk of adverse events from two alternative blood anti-coagulants. Our algorithm demonstrates an order of magnitude speed-up in posterior inference, in our case cutting the computation time from two weeks to less than a day. Supplementary materials for this article are available online.

SUBMITTER: Nishimura A

PROVIDER: S-EPMC10977663 | biostudies-literature | 2023

REPOSITORIES: biostudies-literature

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Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in "Large n, Large p" Bayesian Sparse Regression.

Nishimura Akihiko A Suchard Marc A MA

Journal of the American Statistical Association 20220509 544

In a modern observational study based on healthcare databases, the number of observations and of predictors typically range in the order of 105-106 and of 104-105. Despite the large sample size, data rarely provide sufficient information to reliably estimate such a large number of parameters. Sparse regression techniques provide potential solutions, one notable approach being the Bayesian method based on shrinkage priors. In the "large n and lar ...[more]

PMID: 38550789

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Project description:BackgroundThe single-step single nucleotide polymorphism best linear unbiased prediction (ssSNPBLUP) method, such as single-step genomic BLUP (ssGBLUP), simultaneously analyses phenotypic, pedigree, and genomic information of genotyped and non-genotyped animals. In contrast to ssGBLUP, SNP effects are fitted explicitly as random effects in the ssSNPBLUP model. Similarly, principal components associated with the genomic information can be fitted explicitly as random effects in a single-step principal component BLUP (ssPCBLUP) model to remove noise in genomic information. Single-step genomic BLUP is solved efficiently by using the preconditioned conjugate gradient (PCG) method. Unfortunately, convergence issues have been reported when solving ssSNPBLUP by using PCG. Poor convergence may be linked with poor spectral condition numbers of the preconditioned coefficient matrices of ssSNPBLUP. These condition numbers, and thus convergence, could be improved through the deflated PCG (DPCG) method, which is a two-level PCG method for ill-conditioned linear systems. Therefore, the first aim of this study was to compare the properties of the preconditioned coefficient matrices of ssGBLUP and ssSNPBLUP, and to document convergence patterns that are obtained with the PCG method. The second aim was to implement and test the efficiency of a DPCG method for solving ssSNPBLUP and ssPCBLUP.ResultsFor two dairy cattle datasets, the smallest eigenvalues obtained for ssSNPBLUP (ssPCBLUP) and ssGBLUP, both solved with the PCG method, were similar. However, the largest eigenvalues obtained for ssSNPBLUP and ssPCBLUP were larger than those for ssGBLUP, which resulted in larger condition numbers and in slow convergence for both systems solved by the PCG method. Different implementations of the DPCG method led to smaller condition numbers, and faster convergence for ssSNPBLUP and for ssPCBLUP, by deflating the largest unfavourable eigenvalues.ConclusionsPoor convergence of ssSNPBLUP and ssPCBLUP when solved by the PCG method are related to larger eigenvalues and larger condition numbers in comparison to ssGBLUP. These convergence issues were solved with a DPCG method that annihilates the effect of the largest unfavourable eigenvalues of the preconditioned coefficient matrix of ssSNPBLUP and of ssPCBLUP on the convergence of the PCG method. It resulted in a convergence pattern, at least, similar to that of ssGBLUP.

Project description:A central problem in the bioinformatics of gene regulation is to find the binding sites for regulatory proteins. One of the most promising approaches toward identifying these short and fuzzy sequence patterns is the comparative analysis of orthologous intergenic regions of related species. This analysis is complicated by various factors. First, one needs to take the phylogenetic relationship between the species into account in order to distinguish conservation that is due to the occurrence of functional sites from spurious conservation that is due to evolutionary proximity. Second, one has to deal with the complexities of multiple alignments of orthologous intergenic regions, and one has to consider the possibility that functional sites may occur outside of conserved segments. Here we present a new motif sampling algorithm, PhyloGibbs, that runs on arbitrary collections of multiple local sequence alignments of orthologous sequences. The algorithm searches over all ways in which an arbitrary number of binding sites for an arbitrary number of transcription factors (TFs) can be assigned to the multiple sequence alignments. These binding site configurations are scored by a Bayesian probabilistic model that treats aligned sequences by a model for the evolution of binding sites and "background" intergenic DNA. This model takes the phylogenetic relationship between the species in the alignment explicitly into account. The algorithm uses simulated annealing and Monte Carlo Markov-chain sampling to rigorously assign posterior probabilities to all the binding sites that it reports. In tests on synthetic data and real data from five Saccharomyces species our algorithm performs significantly better than four other motif-finding algorithms, including algorithms that also take phylogeny into account. Our results also show that, in contrast to the other algorithms, PhyloGibbs can make realistic estimates of the reliability of its predictions. Our tests suggest that, running on the five-species multiple alignment of a single gene's upstream region, PhyloGibbs on average recovers over 50% of all binding sites in S. cerevisiae at a specificity of about 50%, and 33% of all binding sites at a specificity of about 85%. We also tested PhyloGibbs on collections of multiple alignments of intergenic regions that were recently annotated, based on ChIP-on-chip data, to contain binding sites for the same TF. We compared PhyloGibbs's results with the previous analysis of these data using six other motif-finding algorithms. For 16 of 21 TFs for which all other motif-finding methods failed to find a significant motif, PhyloGibbs did recover a motif that matches the literature consensus. In 11 cases where there was disagreement in the results we compiled lists of known target genes from the literature, and found that running PhyloGibbs on their regulatory regions yielded a binding motif matching the literature consensus in all but one of the cases. Interestingly, these literature gene lists had little overlap with the targets annotated based on the ChIP-on-chip data. The PhyloGibbs code can be downloaded from http://www.biozentrum.unibas.ch/~nimwegen/cgi-bin/phylogibbs.cgi or http://www.imsc.res.in/~rsidd/phylogibbs. The full set of predicted sites from our tests on yeast are available at http://www.swissregulon.unibas.ch.

Dataset Information

Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in "Large n, Large p" Bayesian Sparse Regression.

Publications

Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in "Large <i>n</i>, Large <i>p</i>" Bayesian Sparse Regression.

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