Accelerating Sparse Canonical Correlation Analysis for Large Brain

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ACCELERATING SPARSE

CANONICAL CORRELATION

ANALYSIS FOR LARGE BRAIN

IMAGING GENETICS DATA

Jingw en Yan , Hui Zhang, Lei Du, Eric Wernert, Andew J. Saykin, Li

Shen

OUTLINE

• Imaging Genetics

• Sparse Canonical Correlation Analysis (SCCA)

• Computational Challenges and Methods

• Data Simulation

• Experimental Results

IMAGING GENETICS

Genes Cells Systems

UCI, S. Potkin et al.

Behavior:

Disorders,

Complex interactions, phenomena, diseases.

IMAGING GENETICS

Underlying Biological

Pathway and Mechanism

IMAGING GENETICS

Biological Pathway

Single

ROI

Candidate Gene/SNP

Sloan et al 2010

Risacher et al 2010

Circuit

Genome-wide

Potkin et al 2009;

Saykin et al 2010

Risacher et al 2013

AV45 ROIs & APOE

Swaminathan et al 2012 PiB

ROIs & amyloid pathway

Potkin et al 2009 Mol Psych schizophrenia study

Whole

Brain

Ho et al 2010 FTO;

Reiman et al PNAS 2009

Chiang et al 2012 SNP/Gene networks & WM integrity

Shen et al 2010 ROIs;

Stein et al 2010 voxels

OUTLINE

• Imaging Genetics

• Sparse Canonical Correlation Analysis (SCCA)

• Computational Challenges and Methods

• Data Simulation

• Experimental Results

SCCA

X1

X2

X3

Y1

Y2

Y3

X1

X2

X3

W’X

Y1

Y2

Y3

X1

X2

X3

𝑹

Xu Yv

Y1

Y2

Y3

Xn Yn

Massive

Univariate

Analysis

Xn

Multivariate

Multiple

Regression

Yn Xn

Canonical

Correlation Analysis

Yn

SCCA

• Sparse canonical correlation analysis (SCCA)

• R package: Penalized Multivariate Analysis (PMA) ( Witten, et al, 2009 ) max 𝒖,𝒗 𝒖 𝑻 𝑿 𝑻 𝒀𝒗 subject to 𝒖

𝑻

𝑿

𝑻

𝑿𝒖 = 1, 𝒗

𝑻

𝒀

𝑻

𝒀𝒗 = 1

𝑃

1 𝒖 ≤ 𝑐

1

, 𝑃

2 𝒗 ≤ 𝑐

2

• X, Y : imaging and genetics data respectively

• 𝑃

1 𝒖 , 𝑃

2 𝒗 : sparse penalties, mostly 𝐿

1 norm

• For simplicity, assuming 𝑿 𝑻 𝑿 = 𝑰 and 𝒀 𝑻 𝒀 = 𝑰

• Bi-convex and non differentiable problem

• Iterative solution

SCCA

• Sparse canonical correlation analysis (SCCA)

• Problem max 𝒖,𝒗 𝒖 𝑻 𝑿 𝑻 𝒀𝒗 subject to 𝒖

𝑻 𝒖 = 1, 𝒗

𝑻 𝒗 = 1, 𝒖

1

≤ 𝑐

1

, 𝒗

1

≤ 𝑐

2

• Iterative solution

1. 𝒖 ← arg max 𝒖 𝒖 𝑻 𝑿 𝑻 subject to 𝒖 𝑻

𝒀𝒗, 𝒖 = 1, 𝒖

1

≤ 𝑐

1

2. 𝒗 ← arg max 𝒖 𝒖

𝑻

𝑿

𝑻 subject to 𝒗

𝑻

𝒀𝒗, 𝒗 = 1, 𝒗

1

≤ 𝑐

2

• 𝒖 ←

S(𝑿

S(𝑿 𝑻

𝑻

𝒀𝒗 , βˆ†)

𝒀𝒗 , βˆ†)

, 𝑺(𝑿 𝑻 𝒀𝒗 , βˆ† ) is the soft thresholding

2 operator and βˆ† ≥ 0 is chosen so that u

1

≤ c

1

OUTLINE

• Imaging Genetics

• Sparse Canonical Correlation Analysis (SCCA)

• Computational Challenges and Methods

• Data Simulation

• Experimental Results

COMPUTATIONAL

CHALLENGES

Example SCCA run at a small scale

Participants: 1000

Genotype: 3,200 SNPs

• Phenotype: 10,000 voxels

• Permutation: 10,000 permutation tests

Running time: more than 12,000 hours

Scale up

• Genotype (array): 6M SNPs

• Genotype (NGS): 40M variants

Phenotype: 200K voxels, imaging, cognitive and biomarker

Permutation: 10M permutation to reach p=10 -7

• Parameter tuning via cross-validation

• 10-fold cross-validation coupled with an 11-by-11 grid search

• SCCA runs: 10 × 11 × 11 = 1 , 210

ACCELERATION WITH

MKL

• Intel Math Kernel Library ( MKL )

• accelerate application performance and reduce development time

• highly vectorized and threaded linear algebra, fast fourier transforms (FFT), vector math and statistics functions

• MKL has been optimized to utilize

• multiple processing cores

• wider vector units

• more varied architectures available in a high end system

MKL can provide parallelism transparently and speed up programs with supported math routines without changing code.

• Compiling R with MKL

ACCELERATION WITH

OFFLOAD MODEL

• Xeon Phi SE10P Coprocessor

• 60 cores with 8GB GDDR5

• Intel x86 instruction set

• Usage of familiar programming models, software, and tools

• Pros

• The host system can offload computing workload partially to the

Xeon Phi

• Independently run a compatible program

COMPUTATIONAL PLATFORM

• Texas Advanced Computing Center

Stampede cluster

• MKL + offload

• Each computing node

• Two Intel Xeon E5-2680 processors each with eight cores @2.7GHz.

• 32GB DDR3 memory

• The Xeon Phi SE10P Coprocessor has 61 cores with 8GB GDDR5

• The NVIDIA K20 GPUs on each node have 5GB of on-board

GDDR5

• Software

• CentOS 6.3.

• Stock R 3.01 package compiled with the Intel compilers (v.13) and built with MKL v.11.

OUTLINE

• Imaging Genetics

• Sparse Canonical Correlation Analysis (SCCA)

• Computational Challenges and Methods

• Data Simulation

• Experimental Results

SYNTHETIC DATA (GENETICS)

• FREGENE genome simulator

• Simulate sequence-like data over large genomic regions in large diploid populations

• Simulated data

• N=1,000 diploid individuals over 20,000 generations

1 0 Mb genome with the average mutation rate as 2 .

5 e-8

/site/generation

• 3,274 SNPs with minor allele frequency (MAF) greater than 0.05 included

• Four SNP data sets (i.e., g500, g1000, g2000, and g3274) by taking the first 500, 1,000, 2,000, and 3,274 SNPs from the entire data, respectively.

SYNTHETIC DATA (GENETICS)

SYNTHETIC DATA (IMAGING)

• Assumption

• Each image with multiple regions of interest (ROIs)

• Voxel within each ROI highly correlated

• Simulation

• Random positive definite non-overlapping group structured covariance matrix 𝑴

• Apply Cholesky decomposition to obtain the background imaging data

• Individual: N=1000, Size: 100x100

• We created three sets of phenotypic imaging data (i.e., p1000, p5000, and p10000), consisting of 1,000, 5,000 and 10,000 voxels respectively

SYNTHETIC DATA (IMAGING)

OUTLINE

• Imaging Genetics

• Sparse Canonical Correlation Analysis (SCCA)

• Computational Challenges and Methods

• Data Simulation

• Experimental Results

RESULTS

• R snowfall package (sfLapply) with MKL and offload model

Baseline

Parallel (MKL+ offload)

RESULTS

Correlation coefficient between the first pair of canonical components

• Accelerated SCCA implementations yielded the same results

• These correlation coefficients are close to the ground truth value of 1

RESULTS

CONCLUSION

Initial steps to accelerate the SCCA implementation for brain imaging genetics applications.

Parallelism achieved in system implementation level to accelerate linear algebra computation using math kernel library (MKL) and partial offloading computing workload.

The 2-fold speedup, although encouraging, is still insufficient to handle extremely large-scale neuroimaging genetics data

• millions of image voxels and millions of SNPs.

Future work

• Big data analytic strategies at the parallel computing model level

• Parallelization of multiplicative algorithms using MapReduce and CUDA.

Application to accelerate enhanced SCCA models as well as other bimultivariate statistical models for analyzing brain imaging genetics data.

ACKNOWLEDGEMENT

This research was supported by

• NIH R01 LM011360

• NIH U01 AG024904

• NIH RC2 AG036535

• NIH R01 AG19771

• NIH P30 AG10133

• NSF IIS-1117335

Thank you

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