-
Notifications
You must be signed in to change notification settings - Fork 6
/
slides-eRum2020.html
251 lines (183 loc) · 7.38 KB
/
slides-eRum2020.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
<!DOCTYPE html>
<html xmlns="http://www.w3.org/1999/xhtml" lang="" xml:lang="">
<head>
<title>eRum 2020</title>
<meta charset="utf-8" />
<link href="libs/remark-css/default.css" rel="stylesheet" />
<link href="libs/remark-css/default-fonts.css" rel="stylesheet" />
<link href="libs/font-awesome/css/fontawesome-all.min.css" rel="stylesheet" />
</head>
<body>
<textarea id="source">
class: title-slide center middle inverse
# Ultra fast penalized regressions<br>with <i class="fab fa-r-project "></i> package {bigstatsr}
<br>
## e-Rum 2020
<br>
### Florian Privé (@privefl)
#### postdoc in *Predictive Human Genetics*
---
## {bigstatsr} uses memory-mapping
<img src="memory-solution.svg" width="85%" style="display: block; margin: auto;" />
.footnote[`FBM` is very similar to `filebacked.big.matrix` from package {bigmemory}.]
---
## Penalized linear regression
<br>
with **lasso** ( `\(\alpha=1\)` ) or **elastic-net** regularization ( `\(0 < \alpha < 1\)` )
`$$L(\lambda, \alpha) = \underbrace{ ||y - X \beta||_2^2 }_\text{Loss function} + \underbrace{ \lambda \left( \alpha \|\beta\|_1 + (1-\alpha) \frac{\|\beta\|_2^2}{2} \right) }_\text{Penalisation}$$`
<br>
Two hyper-parameters in this model:
- `\(\lambda\)`
- `\(\alpha\)`
---
## Science and Implementation
### behind the penalized regression framework of {bigstatsr}
<br>
- Mostly implemented in **C++**
- Use **strong rules** to discard variables a priori
- Use **early-stopping** to avoid fitting costly models
- Process the hyper-parameter **grid in parallel** <br>(memory-mapping makes it easy and efficient)
.footnote[Strong rules: DOI: [10.1111%2Fj.1467-9868.2011.01004.x](https://doi.org/10.1111/j.1467-9868.2011.01004.x)]
---
## Predicting common diseases from genetics
15K `\(\times\)` 280K (30 GB) in **a few minutes**
<img src="density-scores.svg" width="85%" style="display: block; margin: auto;" />
---
## Predicting height from genetics
350K `\(\times\)` 560K (1.4 TB) in **one day**
<img src="https://privefl.github.io/blog/images/UKB-final-pred.png" width="85%" style="display: block; margin: auto;" />
---
class: inverse, center, middle
# <i class="fab fa-r-project "></i> package {bigstatsr}
# makes it possible
# to fit penalized regressions
# on 100s of GB of data
---
## Scientific publications
<br>
<a href="https://doi.org/10.1093/bioinformatics/bty185" target="_blank">
<img src="bty185.png" width="70%" style="display: block; margin: auto;" />
</a>
<br>
- {bigstatsr}: to be used by any field of research
- {bigsnpr}: algorithms specific to my field of research, Human Genetics
<br>
<a href="https://doi.org/10.1534/genetics.119.302019" target="_blank">
<img src="paper2-2.PNG" width="70%" style="display: block; margin: auto;" />
</a>
---
## Contributions are welcome!
<img src="cat-help.jpg" width="75%" style="display: block; margin: auto;" />
---
class: inverse, center, middle
# Thanks!
<br/><br/>
#### Go check the package website and the vignette!
<!-- Package's website: https://privefl.github.io/bigstatsr/ -->
<br/>
<i class="fab fa-twitter "></i> [privefl](https://twitter.com/privefl) &nbsp;&nbsp;&nbsp;&nbsp; <i class="fab fa-github "></i> [privefl](https://github.com/privefl) &nbsp;&nbsp;&nbsp;&nbsp; <i class="fab fa-stack-overflow "></i> [F. Privé](https://stackoverflow.com/users/6103040/f-priv%c3%a9)
.footnote[Slides created using <i class="fab fa-r-project "></i> package [**xaringan**](https://github.com/yihui/xaringan).]
</textarea>
<style data-target="print-only">@media screen {.remark-slide-container{display:block;}.remark-slide-scaler{box-shadow:none;}}</style>
<script src="https://remarkjs.com/downloads/remark-latest.min.js"></script>
<script>var slideshow = remark.create({
"highlightStyle": "github",
"highlightLines": true,
"countIncrementalSlides": false
});
if (window.HTMLWidgets) slideshow.on('afterShowSlide', function (slide) {
window.dispatchEvent(new Event('resize'));
});
(function(d) {
var s = d.createElement("style"), r = d.querySelector(".remark-slide-scaler");
if (!r) return;
s.type = "text/css"; s.innerHTML = "@page {size: " + r.style.width + " " + r.style.height +"; }";
d.head.appendChild(s);
})(document);
(function(d) {
var el = d.getElementsByClassName("remark-slides-area");
if (!el) return;
var slide, slides = slideshow.getSlides(), els = el[0].children;
for (var i = 1; i < slides.length; i++) {
slide = slides[i];
if (slide.properties.continued === "true" || slide.properties.count === "false") {
els[i - 1].className += ' has-continuation';
}
}
var s = d.createElement("style");
s.type = "text/css"; s.innerHTML = "@media print { .has-continuation { display: none; } }";
d.head.appendChild(s);
})(document);
// delete the temporary CSS (for displaying all slides initially) when the user
// starts to view slides
(function() {
var deleted = false;
slideshow.on('beforeShowSlide', function(slide) {
if (deleted) return;
var sheets = document.styleSheets, node;
for (var i = 0; i < sheets.length; i++) {
node = sheets[i].ownerNode;
if (node.dataset["target"] !== "print-only") continue;
node.parentNode.removeChild(node);
}
deleted = true;
});
})();
// adds .remark-code-has-line-highlighted class to <pre> parent elements
// of code chunks containing highlighted lines with class .remark-code-line-highlighted
(function(d) {
const hlines = d.querySelectorAll('.remark-code-line-highlighted');
const preParents = [];
const findPreParent = function(line, p = 0) {
if (p > 1) return null; // traverse up no further than grandparent
const el = line.parentElement;
return el.tagName === "PRE" ? el : findPreParent(el, ++p);
};
for (let line of hlines) {
let pre = findPreParent(line);
if (pre && !preParents.includes(pre)) preParents.push(pre);
}
preParents.forEach(p => p.classList.add("remark-code-has-line-highlighted"));
})(document);</script>
<script>
(function() {
var links = document.getElementsByTagName('a');
for (var i = 0; i < links.length; i++) {
if (/^(https?:)?\/\//.test(links[i].getAttribute('href'))) {
links[i].target = '_blank';
}
}
})();
</script>
<script>
slideshow._releaseMath = function(el) {
var i, text, code, codes = el.getElementsByTagName('code');
for (i = 0; i < codes.length;) {
code = codes[i];
if (code.parentNode.tagName !== 'PRE' && code.childElementCount === 0) {
text = code.textContent;
if (/^\\\((.|\s)+\\\)$/.test(text) || /^\\\[(.|\s)+\\\]$/.test(text) ||
/^\$\$(.|\s)+\$\$$/.test(text) ||
/^\\begin\{([^}]+)\}(.|\s)+\\end\{[^}]+\}$/.test(text)) {
code.outerHTML = code.innerHTML; // remove <code></code>
continue;
}
}
i++;
}
};
slideshow._releaseMath(document);
</script>
<!-- dynamically load mathjax for compatibility with self-contained -->
<script>
(function () {
var script = document.createElement('script');
script.type = 'text/javascript';
script.src = 'https://mathjax.rstudio.com/latest/MathJax.js?config=TeX-MML-AM_CHTML';
if (location.protocol !== 'file:' && /^https?:/.test(script.src))
script.src = script.src.replace(/^https?:/, '');
document.getElementsByTagName('head')[0].appendChild(script);
})();
</script>
</body>
</html>