Local-Aggregate Modeling for Big-Data via Distributed Optimization: Applications to Neuroimaging

Technological advances have led to a proliferation of structured big data that have matrix-valued covariates. We are specifically motivated to build predictive models for multi-subject neuroimaging data based on each subject's brain imaging scans. This is an ultra-high-dimensional problem that consists of a matrix of covariates (brain locations by time points) for each subject; few methods currently exist to fit supervised models directly to this tensor data. We propose a novel modeling and algorithmic strategy to apply generalized linear models (GLMs) to this massive tensor data in which one set of variables is associated with locations. Our method begins by fitting GLMs to each location separately, and then builds an ensemble by blending information across locations through regularization with what we term an aggregating penalty. Our so called, Local-Aggregate Model, can be fit in a completely distributed manner over the locations using an Alternating Direction Method of Multipliers (ADMM) strategy, and thus greatly reduces the computational burden. Furthermore, we propose to select the appropriate model through a novel sequence of faster algorithmic solutions that is similar to regularization paths. We will demonstrate both the computational and predictive modeling advantages of our methods via simulations and an EEG classification problem.Comment: 41 pages, 5 figures and 3 table

Hybridization of multi-objective deterministic particle swarm with derivative-free local searches

The paper presents a multi-objective derivative-free and deterministic global/local hybrid algorithm for the efficient and effective solution of simulation-based design optimization (SBDO) problems. The objective is to show how the hybridization of two multi-objective derivative-free global and local algorithms achieves better performance than the separate use of the two algorithms in solving specific SBDO problems for hull-form design. The proposed method belongs to the class of memetic algorithms, where the global exploration capability of multi-objective deterministic particle swarm optimization is enriched by exploiting the local search accuracy of a derivative-free multi-objective line-search method. To the authors best knowledge, studies are still limited on memetic, multi-objective, deterministic, derivative-free, and evolutionary algorithms for an effective and efficient solution of SBDO for hull-form design. The proposed formulation manages global and local searches based on the hypervolume metric. The hybridization scheme uses two parameters to control the local search activation and the number of function calls used by the local algorithm. The most promising values of these parameters were identified using forty analytical tests representative of the SBDO problem of interest. The resulting hybrid algorithm was finally applied to two SBDO problems for hull-form design. For both analytical tests and SBDO problems, the hybrid method achieves better performance than its global and local counterparts

Novel anisotropic continuum-discrete damage model capable of representing localized failure of massive structures. Part II: identification from tests under heterogeneous stress field

In Part I of this paper we have presented a simple model capable of describing the localized failure of a massive structure. In this part, we discuss the identification of the model parameters from two kinds of experiments: a uniaxial tensile test and a three-point bending test. The former is used only for illustration of material parameter response dependence, and we focus mostly upon the latter, discussing the inverse optimization problem for which the specimen is subjected to a heterogeneous stress field.Comment: 18 pages, 12 figures, 6 table