Last updated: 2020-11-06
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Knit directory: mmbr-rss-dsc/
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In this version of mmbr
, we simplified some computation, so the speed has improved. We fixed bug in prior scalar estimataion. We implemented ELBO for model with missing data. We computes ELBO for all models and the stopping criteria is based on changes in ELBO. (Without ELBO computation, the stopping criteria is based on changes in pip.)
Here is one gene identified in MASH paper that have different signs for brain vs non brain tissues.
# processing code
compute_maf <- function(geno){
f <- mean(geno,na.rm = TRUE)/2
return(min(f, 1-f))
}
compute_missing <- function(geno){
miss <- sum(is.na(geno))/length(geno)
return(miss)
}
mean_impute <- function(geno){
f <- apply(geno, 2, function(x) mean(x,na.rm = TRUE))
for (i in 1:length(f)) geno[,i][which(is.na(geno[,i]))] <- f[i]
return(geno)
}
is_zero_variance <- function(x) {
if (length(unique(x))==1) return(T)
else return(F)
}
filter_X <- function(X, missing_rate_thresh, maf_thresh) {
rm_col <- which(apply(X, 2, compute_missing) > missing_rate_thresh)
if (length(rm_col)) X <- X[, -rm_col]
rm_col <- which(apply(X, 2, compute_maf) < maf_thresh)
if (length(rm_col)) X <- X[, -rm_col]
rm_col <- which(apply(X, 2, is_zero_variance))
if (length(rm_col)) X <- X[, -rm_col]
return(mean_impute(X))
}
compute_cov_flash <- function(Y, error_cache = NULL){
covar <- diag(ncol(Y))
tryCatch({
fl <- flashier::flash(Y, var.type = 2, prior.family = c(flashier::prior.normal(), flashier::prior.normal.scale.mix()), backfit = TRUE, verbose.lvl=0)
if(fl$n.factors==0){
covar <- diag(fl$residuals.sd^2)
} else {
fsd <- sapply(fl$fitted.g[[1]], '[[', "sd")
covar <- diag(fl$residuals.sd^2) + crossprod(t(fl$flash.fit$EF[[2]]) * fsd)
}
if (nrow(covar) == 0) {
covar <- diag(ncol(Y))
stop("Computed covariance matrix has zero rows")
}
}, error = function(e) {
if (!is.null(error_cache)) {
saveRDS(list(data=Y, message=warning(e)), error_cache)
warning("FLASH failed. Using Identity matrix instead.")
warning(e)
} else {
stop(e)
}
})
s <- apply(Y, 2, sd, na.rm=T)
if (length(s)>1) s = diag(s)
else s = matrix(s,1,1)
covar <- s%*%cov2cor(covar)%*%s
return(covar)
}
get_center <- function(k,n) {
## For given number k, get the range k surrounding n/2
## but have to make sure it does not go over the bounds
if (is.null(k)) {
return(1:n)
}
start = floor(n/2 - k/2)
end = floor(n/2 + k/2)
if (start<1) start = 1
if (end>n) end = n
return(start:end)
}
dat = readRDS('data/ENSG00000140265.12.Multi_Tissues.rds')
prior = 'data/FastQTLSumStats.mash.FL_PC3.rds'
cis = 500
U = readRDS(prior)$Ulist
weights = rep(1/length(U), length(U))
prior = mmbr::create_mash_prior(mixture_prior=list(weights=weights, matrices=U))
resid_Y = compute_cov_flash(dat$y_res)
X = filter_X(dat$X, 0.1, 0.05)
X = X[,get_center(cis, ncol(X))]
Y = dat$y_res
The covariance/correlation matrix of Y using pairwise complete observations:
library(corrplot)
corrplot 0.84 loaded
par(mfrow=c(1,2))
corrplot(cov(Y, use='pairwise.complete.obs'), method='color', type='upper', tl.col="black", tl.srt=45, is.corr = FALSE)
corrplot(cor(Y, use='pairwise.complete.obs'), method='color', type='upper', tl.col="black", tl.srt=45, is.corr = TRUE)
The covarince/correlation matrix of Y using FLASH:
colnames(resid_Y) = rownames(resid_Y) = colnames(Y)
par(mfrow=c(1,2))
corrplot(resid_Y, method='color', type='upper', tl.col="black", tl.srt=45, is.corr = FALSE)
corrplot(cov2cor(resid_Y), method='color', type='upper', tl.col="black", tl.srt=45, is.corr = TRUE)
We fit 3 models with L = 10:
model with exact computation;
model with approximate computation;
model with approximate computation using diagonal residual variance, which is equivalent to exact computation with diagonal residual variance.
stime <- proc.time()
res <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=resid_Y, approximate=FALSE, compute_objective = T)
etime <- proc.time()
time_res <- etime - stime
saveRDS(list(result = res, result_time = time_res), 'output/GTExprofile_res_elbo.rds')
rm(res)
stime <- proc.time()
res_approx <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=resid_Y, approximate=TRUE, compute_objective = T)
etime <- proc.time()
time_res_approx <- etime - stime
saveRDS(list(result = res_approx, result_time = time_res_approx), 'output/GTExprofile_resapprox_elbo.rds')
rm(res_approx)
stime <- proc.time()
res_approx_diag <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=diag(diag(resid_Y)), approximate=TRUE, compute_objective = T)
etime <- proc.time()
time_res_approx_diag <- etime - stime
saveRDS(list(result = res_approx_diag, result_time = time_res_approx_diag), 'output/GTExprofile_resapproxdiag_elbo.rds')
rm(res_approx_diag)
Load models:
library(mmbr)
Loading required package: mashr
Loading required package: ashr
Loading required package: susieR
res1 = readRDS('output/GTExprofile_res_elbo.rds')
res2 = readRDS('output/GTExprofile_resapprox_elbo.rds')
res3 = readRDS('output/GTExprofile_resapproxdiag_elbo.rds')
Model 1 credible sets:
susie_plot(res1$result, y='PIP', main=paste0('dense V, exact, ELBO=',round(res1$result$elbo[res1$result$niter], 2)))
Model 2 credible sets:
susie_plot(res2$result, y='PIP', main=paste0('dense V, approx, ELBO=', round(res2$result$elbo[res2$result$niter], 2)))
Model 3 credible sets:
susie_plot(res3$result, y='PIP', main=paste0('diagonal V, ELBO=', round(res3$result$elbo[res3$result$niter], 2)))
There is no overlapping between CSs. The blue CS in model 3 does not included in CSs from model 1 and 2.
Total Time | Algorithm Time | # iterations | |
---|---|---|---|
model 1 | 1008.105 | 753.656 | 15 |
model 2 | 724.233 | 701.838 | 15 |
model 3 | 2184.959 | 2163.417 | 56 |
p = mmbr::mmbr_plot(res1$result)
pdf('docs/assets/GRExProfile/GTExprofile_res_elbo.pdf', width = 60, height = 15)
print(p$plot)
dev.off()
p = mmbr::mmbr_plot(res2$result)
pdf('docs/assets/GRExProfile/GTExprofile_resapprox_elbo.pdf', width = 60, height = 15)
print(p$plot)
dev.off()
p = mmbr::mmbr_plot(res3$result)
pdf('docs/assets/GRExProfile/GTExprofile_resapproxdiag_elbo.pdf', width = 5, height = 15)
print(p$plot)
dev.off()
stime <- proc.time()
res <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=resid_Y, approximate=FALSE, L=3, compute_objective = T)
etime <- proc.time()
time_res <- etime - stime
saveRDS(list(result = res, result_time = time_res), 'output/GTExprofile_resL3_elbo.rds')
stime <- proc.time()
res_approx <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=resid_Y, approximate=TRUE, L=3, compute_objective = T)
etime <- proc.time()
time_res_approx <- etime - stime
saveRDS(list(result = res_approx, result_time = time_res_approx), 'output/GTExprofile_resapproxL3_elbo.rds')
stime <- proc.time()
res_approx_diag <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=diag(diag(resid_Y)), approximate=TRUE, L=3, compute_objective = T)
etime <- proc.time()
time_res_approx_diag <- etime - stime
saveRDS(list(result = res_approx_diag, result_time = time_res_approx_diag), 'output/GTExprofile_resapproxdiagL3_elbo.rds')
res1_L3 = readRDS('output/GTExprofile_resL3_elbo.rds')
res2_L3 = readRDS('output/GTExprofile_resapproxL3_elbo.rds')
res3_L3 = readRDS('output/GTExprofile_resapproxdiagL3_elbo.rds')
Model 1 credible sets:
susie_plot(res1_L3$result, y='PIP', main=paste0('dense V, exact, ELBO=', round(res1_L3$result$elbo[res1_L3$result$niter], 2)))
Model 2 credible sets:
susie_plot(res2_L3$result, y='PIP', main=paste0('dense V, approx, ELBO=', round(res2_L3$result$elbo[res2_L3$result$niter], 2)))
Model 3 credible sets:
susie_plot(res3_L3$result, y='PIP', main=paste0('diagonal V, ELBO=', round(res3_L3$result$elbo[res3_L3$result$niter], 2)))
Total Time | Algorithm Time | # iterations | |
---|---|---|---|
model 1 | 692.535 | 449.446 | 25 |
model 2 | 502.582 | 482.78 | 25 |
model 3 | 569.317 | 540.502 | 25 |
p = mmbr::mmbr_plot(res1_L3$result)
pdf('docs/assets/GRExProfile/GTExprofile_resL3_elbo.pdf', width = 17, height = 15)
print(p$plot)
dev.off()
stime <- proc.time()
res <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=resid_Y, approximate=FALSE, L=1, compute_objective = T)
etime <- proc.time()
time_res <- etime - stime
saveRDS(list(result = res, result_time = time_res), 'output/GTExprofile_resL1_elbo.rds')
stime <- proc.time()
res_approx <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=resid_Y, approximate=TRUE, L=1, compute_objective = T)
etime <- proc.time()
time_res_approx <- etime - stime
saveRDS(list(result = res_approx, result_time = time_res_approx), 'output/GTExprofile_resapproxL1_elbo.rds')
stime <- proc.time()
res_approx_diag <- mmbr::msusie(X, Y, prior_variance=prior, residual_variance=diag(diag(resid_Y)), approximate=TRUE, L=1, compute_objective = T)
etime <- proc.time()
time_res_approx_diag <- etime - stime
saveRDS(list(result = res_approx_diag, result_time = time_res_approx_diag), 'output/GTExprofile_resapproxdiagL1_elbo.rds')
res1_L1 = readRDS('output/GTExprofile_resL1_elbo.rds')
res2_L1 = readRDS('output/GTExprofile_resapproxL1_elbo.rds')
res3_L1 = readRDS('output/GTExprofile_resapproxdiagL1_elbo.rds')
Model 1 credible sets:
susie_plot(res1_L1$result, y='PIP', main=paste0('dense V, exact, ELBO=', round(res1_L1$result$elbo[res1_L1$result$niter], 2)))
Model 2 credible sets:
susie_plot(res2_L1$result, y='PIP', main=paste0('dense V, approx, ELBO=', round(res2_L1$result$elbo[res2_L1$result$niter], 2)))
Model 3 credible sets:
susie_plot(res3_L1$result, y='PIP', main=paste0('diagonal V, ELBO=', round(res3_L1$result$elbo[res3_L1$result$niter], 2)))
The CS from model 3 does not overlap any CSs from model 1.
sessionInfo()
R version 3.6.3 (2020-02-29)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS Catalina 10.15.7
Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] mmbr_0.0.1.0305 susieR_0.9.26 mashr_0.2.40 ashr_2.2-51
[5] corrplot_0.84 workflowr_1.6.2
loaded via a namespace (and not attached):
[1] progress_1.2.2 tidyselect_1.1.0 xfun_0.19 purrr_0.3.4
[5] lattice_0.20-41 colorspace_1.4-1 vctrs_0.3.4 generics_0.1.0
[9] htmltools_0.5.0 yaml_2.2.1 rlang_0.4.8 mixsqp_0.3-46
[13] later_1.1.0.1 pillar_1.4.6 glue_1.4.2 plyr_1.8.6
[17] matrixStats_0.57.0 lifecycle_0.2.0 stringr_1.4.0 munsell_0.5.0
[21] gtable_0.3.0 flashier_0.2.7 mvtnorm_1.1-1 evaluate_0.14
[25] knitr_1.30 httpuv_1.5.4 invgamma_1.1 parallel_3.6.3
[29] irlba_2.3.3 Rcpp_1.0.5 promises_1.1.1 backports_1.2.0
[33] scales_1.1.1 rmeta_3.0 truncnorm_1.0-8 abind_1.4-5
[37] fs_1.5.0 ggplot2_3.3.2 hms_0.5.3 digest_0.6.27
[41] stringi_1.5.3 dplyr_1.0.2 ebnm_0.1-24 grid_3.6.3
[45] rprojroot_1.3-2 tools_3.6.3 magrittr_1.5 tibble_3.0.4
[49] crayon_1.3.4 whisker_0.4 pkgconfig_2.0.3 ellipsis_0.3.1
[53] Matrix_1.2-18 SQUAREM_2020.5 prettyunits_1.1.1 assertthat_0.2.1
[57] reshape_0.8.8 rmarkdown_2.5 rstudioapi_0.11 R6_2.5.0
[61] git2r_0.27.1 compiler_3.6.3