mlsanityData to 7 Oct 2026

Learning Massive-scale Partial Correlation Networks in Clinical Multi-omics Studies with HP-ACCORD

arXiv 2412.11554 ↗First posted 16 Dec 2024stat.ML cs.LG math.STcited by 0

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Abstract (arXiv)

Graphical model estimation from multi-omics data requires a balance between statistical estimation performance and computational scalability. We introduce a novel pseudolikelihood-based graphical model framework that reparameterizes the target precision matrix while preserving the sparsity pattern and estimates it by minimizing an ℓ1-penalized empirical risk based on a new loss function. The proposed estimator maintains estimation and selection consistency in various metrics under high-dimensional assumptions. The associated optimization problem allows for a provably fast computation algorithm using a novel operator-splitting approach and communication-avoiding distributed matrix multiplication. A high-performance computing implementation of our framework was tested using simulated data with up to one million variables, demonstrating complex dependency structures similar to those found in biological networks. Leveraging this scalability, we estimated a partial correlation network from a dual-omic liver cancer data set. The co-expression network estimated from the ultrahigh-dimensional data demonstrated superior specificity in prioritizing key transcription factors and co-activators by excluding the impact of epigenetic regulation, thereby highlighting the value of computational scalability in multi-omic data analysis.

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References · 10

  1. 2015From error bounds to the complexity of first-order descent methods for convex functionscited by 42
  2. 2013A convex pseudo-likelihood framework for high dimensional partial correlation estimation with convergence guaranteescited by 12
  3. 2015Linearly Convergent Away-Step Conditional Gradient for Non-strongly Convex Functionscited by 12
  4. 2013Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximationcited by 11
  5. 2014Optimization Methods for Sparse Pseudo-Likelihood Graphical Model Selectioncited by 6
  6. 2021Nonconvex Optimization via MM Algorithms: Convergence Theorycited by 5
  7. 2017Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimationcited by 4
  8. 2017Easily parallelizable and distributable class of algorithms for structured sparsity, with optimal accelerationcited by 2
  9. 2014Sure Screening for Gaussian Graphical Modelscited by 1
  10. 2019Computing Estimators of Dantzig Selector type via Column and Constraint Generationcited by 1

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