Understanding the functional architecture of the brain in terms of networks is becoming increasingly common. In most fMRI applications functional networks are assumed to be stationary, resulting in a single network estimated for the entire time course. However recent results suggest that the connectivity between brain regions is highly non-stationary even at rest. As a result, there is a need for new brain imaging methodologies that comprehensively account for the dynamic (i.e., non-stationary) nature of the fMRI data. In this work we propose the Smooth Incremental Graphical Lasso Estimation (SINGLE) algorithm which estimates dynamic brain networks from fMRI data. We apply the SINGLE algorithm to functional MRI data from 24 healthy patients performing a choice-response task to demonstrate the dynamic changes in network structure that accompany a simple but attentionally demanding cognitive task. Using graph theoretic measures we show that the Right Inferior Frontal Gyrus, frequently reported as playing an important role in cognitive control, dynamically changes with the task. Our results suggest that the Right Inferior Frontal Gyrus plays a fundamental role in the attention and executive function during cognitively demanding tasks and may play a key role in regulating the balance between other brain regions.
Finally, the SINGLE algorithm is formally related to the Joint Graphical Lasso (JGL) . The JGL was designed with the motivation of improving network inference by leveraging information across related observations and data sets. However, while the JGL focuses on stationary network estimation the SINGLE algorithm is designed to estimate dynamic networks. This manifests itself in two main differences to the overall objective functions of each of the algorithms. Firstly, the SINGLE algorithm only employs the Fused Lasso penalty as the Group Lasso penalty proposed in @cite_2 cannot be used in the context of temporal homogeneity. This is due to the fact that the Group Lasso penalty encourages all coefficients to either be zero or non-zero in unison and therefore ignores temporal behaviour. Secondly, while both algorithms contain a Fused Lasso penalty the nature of these penalties are vastly different. In the case of the JGL there is no natural ordering to observations and therefore are present between all networks (i.e., the penalty is of the form @math ). This is not the case in the SINGLE algorithm where there is a chronological ordering. This results in a penalty of the form @math .
@cite_2
1769664844 2460144244 1989060270 2063645384
We consider the problem of learning a structured multi-task regression, where the output consists of multiple responses that are related by a graph and the correlated response variables are dependent on the common inputs in a sparse but synergistic manner. Previous methods such as l1 l2-regularized multi-task regression assume that all of the output variables are equally related to the inputs, although in many real-world problems, outputs are related in a complex manner. In this paper, we propose graph-guided fused lasso (GFlasso) for structured multi-task regression that exploits the graph structure over the output variables. We introduce a novel penalty function based on fusion penalty to encourage highly correlated outputs to share a common set of relevant inputs. In addition, we propose a simple yet efficient proximal-gradient method for optimizing GFlasso that can also be applied to any optimization problems with a convex smooth loss and the general class of fusion penalty defined on arbitrary graph structures. By exploiting the structure of the non-smooth ''fusion penalty'', our method achieves a faster convergence rate than the standard first-order method, sub-gradient method, and is significantly more scalable than the widely adopted second-order cone-programming and quadratic-programming formulations. In addition, we provide an analysis of the consistency property of the GFlasso model. Experimental results not only demonstrate the superiority of GFlasso over the standard lasso but also show the efficiency and scalability of our proximal-gradient method. In this paper, we address the challenging task of simultaneously optimizing (i) the weights of a neural network, (ii) the number of neurons for each hidden layer, and (iii) the subset of active input features (i.e., feature selection). While these problems are traditionally dealt with separately, we propose an efficient regularized formulation enabling their simultaneous parallel execution, using standard optimization routines. Specifically, we extend the group Lasso penalty, originally proposed in the linear regression literature, to impose group-level sparsity on the networks connections, where each group is defined as the set of outgoing weights from a unit. Depending on the specific case, the weights can be related to an input variable, to a hidden neuron, or to a bias unit, thus performing simultaneously all the aforementioned tasks in order to obtain a compact network. We carry out an extensive experimental evaluation, in comparison with classical weight decay and Lasso penalties, both on a toy dataset for handwritten digit recognition, and multiple realistic mid-scale classification benchmarks. Comparative results demonstrate the potential of our proposed sparse group Lasso penalty in producing extremely compact networks, with a significantly lower number of input features, with a classification accuracy which is equal or only slightly inferior to standard regularization terms. We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted types of penalties of this kind as motivating examples: (1) the general overlapping-group-lasso penalty, generalized from the group-lasso penalty; and (2) the graph-guided-fused-lasso penalty, generalized from the fused-lasso penalty. For both types of penalties, due to their nonseparability and nonsmoothness, developing an efficient optimization method remains a challenging problem. In this paper we propose a general optimization approach, the smoothing proximal gradient (SPG) method, which can solve structured sparse regression problems with any smooth convex loss under a wide spectrum of structured sparsity-inducing penalties. Our approach combines a smoothing technique with an effective proximal gradient method. It achieves a convergence rate significantly faster than the standard first-order methods, subgradient methods, and is much more scalable than the most widely used interior-point methods. The efficiency and scalability of our method are demonstrated on both simulation experiments and real genetic data sets. The Lasso is a very well-known penalized regression model, which adds an L1 penalty with parameter λ1 on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an L1 penalty with parameter λ2 on the difference of neighboring coefficients, assuming there is a natural ordering. In this article, we develop a path algorithm for solving the Fused Lasso Signal Approximator that computes the solutions for all values of λ1 and λ2. We also present an approximate algorithm that has considerable speed advantages for a moderate trade-off in accuracy. In the Online Supplement for this article, we provide proofs and further details for the methods developed in the article.