Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimation

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ~819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.Comment: Main paper: 15 pages, appendix: 24 page

The State-of-the-Art of Set Visualization

Sets comprise a generic data model that has been used in a variety of data analysis problems. Such problems involve analysing and visualizing set relations between multiple sets defined over the same collection of elements. However, visualizing sets is a non-trivial problem due to the large number of possible relations between them. We provide a systematic overview of state-of-the-art techniques for visualizing different kinds of set relations. We classify these techniques into six main categories according to the visual representations they use and the tasks they support. We compare the categories to provide guidance for choosing an appropriate technique for a given problem. Finally, we identify challenges in this area that need further research and propose possible directions to address these challenges. Further resources on set visualization are available at http://www.setviz.net