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Functional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO, Université Paris-Sud With Nicolas Tarrisson, Olivier Teytaud, Vojtech Krmicek, UPS Julien Lefevre, Sylvain Baillet, La Pitié-Salpétrière

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Page 1: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Functional Brain Imaging, Multi-ObjectiveOptimisation

and Spatio-Temporal Data Mining

Michèle Sebag

TAO, Université Paris-Sud

With Nicolas Tarrisson, Olivier Teytaud, Vojtech Krmicek, UPSJulien Lefevre, Sylvain Baillet, La Pitié-Salpétrière

Page 2: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

MotivationsFunctional Brain Imagery� Patients, Experiments, Measures

� Magneto-Encephalography1,000 measurespersensorpersecond.

Page 3: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

The data

Spatio-temporal structure� Sensorsi = 1::N� i ! � Mi = (xi; yi; zi) 2 IR3fCi[t]; t = 1::Tg 2 IRT

Page 4: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Overview

� Spatio-temporal Data Mining� Multi-Objective Optimisation� .. + Multi-modal Optimisation� 4dMiner & Experimental Validation� Discriminant Spatio-Temporal Patterns

Page 5: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Goal

Find spatio-temporal patterns� Spatial regionA � IR3� Temporal intervalI � f1::Tgdefining V(A; I) = fCk[t]; k 2 A; t 2 Ig

SUCH THATthe variance of signals withinV(A; I) is lowandA� I is a large spatio-temporal region

“active areas of the brain”

Page 6: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Position of the problem

In practice: done manually� tedious� non reproducible

Standard approach1= Extract a global spatio-temporal modelIndependent Component Analysis Hyvarinen et al., 2001

EM-based clustering of curves Chudova et al., 2003

Markov Random Field McCallum, 2004

or,Inductive Database Mannila et al., 19972= Find specific spatio-temporal patterns from the global model

99.9 of the global model learned is useless

Page 7: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Data Mining

Goal� From massive amounts of data and knowledge� find novel, useful and valid knowledge

VisionIdeally pervasive knowledge

Actually specialized expertise

The need [human] knowledge managementdoes not scale up

The opportunity huge amounts of accessible data

Page 8: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discussion

Goals� subjective (novel & useful knowledge)� multi-objective (valid = precise or general ?)

Requirements� Scalability� Flexibility! tunable! calibrated! computational cost must be controllableany-time algorithm

Zilberstein 98

Page 9: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

MEG Mining: Multi-objective optimisation

Search space: Stable Spatio-Temporal Patterns

X =8><>:

I = [t1; t2] temporal intervali center of the spatial regionr radius of the spatial regiondw = (a; b; c) distance weights ellipsoidal regions

Objectives� Temporal length̀ (X) = t2 � t1� Spatial areaa(X) = jV(X)j = jfj = dw(i; j) < rgj� Spatio-temporal alignment

�(X) = 1`(X)� a(X) Xj2V(X)�I(i; j)

Page 10: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

�I(i; j): I-alignment of sensorsi andj

�I(i; j) = < i; j >I ��1� j �CIi � �CIj jj �CIi j�

with

< i; j >I = Pt2t=t1 Ci(t):Cj(t)qPt2t=t1 Ci(t)2 � Pt2t=t1 Cj(t)2�CIj = AveragefCj[t]; t 2 Ig

Page 11: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Multi-objective Optimisation

FindArgMaxfFi; i = 1; 2:::;Fi : ! IRgPareto domination� x < y iff

� 8i; Fi(x) � Fi(y)9i0 Fi0(x) < Fi0(y)Pareto Front� Set of non dominated solutions.

objects with highest quality and smallest cost...

QualityPareto front

Cost

Page 12: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

An Any-time Approach

Spatio-temporal data mining� Monotonous criteria (variance increases withI andA)� Antagonistic criteria (decreaseI orA to keep the variance low)

Complete vs Stochastic Search� For experts to look at� Agregate the results of several runs

Multi-Objective Evolutionary ComputationKalyan Deb 2001

Page 13: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Evolutionary Computation, the skeletton

F : 7! IR

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � � � � � � � � �� � � � � � � � � � � � � � �� � � � � � � � � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � � � � � � � � �� � � � � � � � � � � � � � �� � � � � � � � � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � � � � �� � � � � � � �� � � � � � � �

� � � � �� � � � �� � � � �� � � � �� � � � �� � � � �

� � � � �� � � � �� � � � �� � � � �� � � � �

� � � � � � � � � � � � �� � � � � � � � � � � � �� � � � � � � � � � � � �� � � � � � � � � � � � �

� � � � � � � � � � � � �� � � � � � � � � � � � �� � � � � � � � � � � � �� � � � � � � � � � � � �

Evaluation

Initialisation

Replacement

Best individual

Stop ? Selection

Crossover,Mutation, ...OffspringEvaluation

Generation

Parents

Genitors

Page 14: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Multi-objective evolutionary optimisation

Standard EC FindArgOpt(F)� Initialisation� Selection� Variation (crossover, mutation)

Multi-objective EC FindArgOptf`(X); a(X); �(X)gDifferences

Goal: sample the Pareto front ArchiveSelection afterF 0(X), measuring:

The Pareto rank ofX in the current populationThe percentage of the archive dominated byX...

Page 15: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

4d Miner: Multi-Objective EvolutionaryAlgorithm

Components� Search space � IN3 � IR4fX = (I; i; r; w); I � [1; T ]; i 2 [1; N ]; r 2 IR; w 2 IR3g

� Objectivesa; `; �� Operators

– Initialisation sampling mechanismaverage interval lengthminimal acceptable alignementminimal pattern size

– Variation operators

Page 16: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Sampling mechanismX = (i; w; I; r)Daida 1999� i : uniformly drawn in[1; N ];� w = (1; 1; 1) initial = Euclidean� I =

– t1 : uniformly drawn in[1; T ]– `(I) drawn�N (min`;min`=10) min` user supplied

– reject if t1 + `(I) > T� r : such that the ball contains all neighbors with boundedI-alignment: min� user-supplied

r = minkfdw(i; k) s:t: �Ii;k > min�)g� reject ifa(X) = jB(i; r)j < mina mina user supplied

Complexity:O(N logN �min`)

Page 17: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

First results: Failure!

Diversity of stable spatio temporal patterns� seems OK...

Spatio−temporal width

++

++

+

+Pareto frontVariance

...but all patterns represent the same spatio-temporal region...

Failure analysis� Experts are not interested in the Pareto front only.�... but in ALL active areas of the brain...

Page 18: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Overview

� Spatio-temporal Data Mining� Multi-Objective Optimisation� .. + Multi-modal Optimisation� Experimental Validation� Discussion

Page 19: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Multi-modal optimisationGoal

FIND ALL global (and local) optima.

Multi-modal heuristics in EC since Mahfoud, 95

Niching or Fitness sharing

Selection based onF 0(X) = F(X)�X0sim(X;X 0)

1

Sim(X,X’)

d(X,X’)=d

1 2 3 41.5 2.5 3.5

0

10

5

15

b

dphi

max

1 2 3 41.5 2.5 3.5

0

10

5

15

Page 20: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Multi-objective multi-modal optimisation

Sharing-Pareto dominanceX = (I; i; r; w) sp-dominatesY = (I 0; i0; r0; w0) iff� X Pareto dominatesY wrt a; `; �� X andY overlap V(X) \ V(Y ) 6= ;I \ I 0 6= ;

Page 21: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Experimental validation

Goals of experiment� Usability� Scalability� Performance / Recall

Datasets� La Pitié-Salpétrière� Artificial datasets

Page 22: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Artificial DatasetsN : number of sensors:f500 :: 4000gT : number of time steps:f1000 :: 8000g

0 1000 2000500 1500

0

1

0.5

1.5

Page 23: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Artificial Datasets, 2Draw 10 spatio-temporal patternsBias signals accordingly

Time

Activ

ity

0 1000 2000500 1500

0

1

0.5

1.5Artificial STP

Page 24: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

PerformancesRecall : percentage of target patterns with representants in the archive.

N T

1,000 2,000 4,000 8,000500 98� 5 93� 9 92� 7 79� 161000 96� 6 96� 6 82� 14 67� 122000 96� 5 87� 12 72� 14 49� 154000 89� 10 81� 13 56� 14 32� 16

Online Performance

Generations

Reca

ll

0 100 200 300 400

0

1

0.5

N = 500 N = 1000N = 2000N = 4000

4D-Miner, T = 4000

Page 25: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Results, cont’d

N

runt

ime (

sec.)

0 1000 2000 3000 4000

0

100

200T = 1000T = 2000T = 4000T = 8000

Computational Cost

LimitationsVery sensitive to the initialisation parameters

Page 26: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Functional Brain Imagery

Time

Activity

100 300 500 700

-100

0

100

Stable spatio-temporal pattern

Time

Activity

100 300 500 700

0

100

-50

50

Stable spatio-temporal pattern

Page 27: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discriminant Spatio-Temporal Patterns

Experimental setting� A single person� Setting 1 : sees a ball and let it go� Setting 2 : sees a ball and catches it

Goal� Find STPs with different activities in Setting 1 and Setting 2(should be related to motor skills)

Page 28: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discriminant Spatio-Temporal Patterns ?

Time

Activity

0 1000 2000

-100

0

100

-50

50

MEG

Time

Activity

410 430 450 470 490

-20

-10

0

10

20

MEG

Page 29: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discriminant Spatio-Temporal Patterns ?

Time

Activity

0 1000 2000

0

100

-50

50

MEG

Time

Activity

22002150-30

-20

-10

0

10

20

30

MEG

Page 30: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discussion

Discriminative learning� GivenH , hypothesis space� Findh, discriminating positive and negative examples.

Generative learning� buildD+,D� distribution of positive / negative examples� ExampleX is positive iffPD+(X) > PD�(X)

Page 31: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discussion, 2

Remark� Generative learning more demanding� But often more efficient

Why ?� Easier to incorporate prior knowledge...

Discriminant STPs : a generative approach� Find relevant hypotheses (STPs)� Sort the discriminant ones

Page 32: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Contributions: Spatio-temporal data mining

Based on multi-objective optimizationas opposed to, constraints Mannila Toivonen 97

An any-time algorithmcontrollable cost! effective flexibility

Page 33: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Perspectives

ConvergenceType I and Type II errors

Pruninga posteriori, increases the precision(a priori, kills the recall...)

Functional brain imagery and variabilityamong patients; among trials

Activation scenariosThe “grammar” of cell assemblies activity

Learn the user’s criteriaInteractive optimization

Page 34: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Discriminant Spatio-Temporal Patterns

Time

Activity

1100 1200 1300

0

-50

MEG

Time

Activity

0 1000 2000

0

100

-50

50

MEG

Page 35: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Sampling mechanismX = (i; w; I; r)� i : uniformly drawn in[1; N ];� w = (1; 1; 1) initial = Euclidean� I =

– t1 : uniformly drawn in[1; T ]– `(I) drawn�N (min`;min`=10) min` user supplied

– reject if t1 + `(I) > T� r : such that the ball contains all neighbors with boundedI-alignment:

r = minkfdw(i; k) s:t: �Ii;k > min�)g� reject ifa(X) = jB(i; r)j < mina mina user supplied

Complexity:O(N logN �min`)

Page 36: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Variation operators

Mutation X = (i; w; I; r)� Self adaptive mutation ofw; r� Specific mutation operators fori andI .� Random (initialisation operator)

CrossoverX = (i; w; I; r)� Y = (i0; w0; I 0; r0)� Restricted mating:if the spatio-temporal areas are “close enough” user-supplied

Page 37: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Selection : Pareto ArchiveSteady state� In each step, select an individual (tournament wrt Archive)� Apply crossover or mutation� Evaluate� If non dominated in the population, store :� Replace an individual (anti-selection)

Page 38: Functional Brain Imaging, Multi-Objective …sebag/Slides/MS_10_03_06_CEA.pdfFunctional Brain Imaging, Multi-Objective Optimisation and Spatio-Temporal Data Mining Michèle Sebag TAO,

Artificial datasets

CurvesN = 500; ::4 000 nb sensorsT = 1 000; ::8 000 nb time stepsFor i = 1::N

For t = 1::TCi(t) = Ci(t� 1) + � � �110 Target patternsP = (i in 1::N ; I � [1; T ]; w 2 IR3; r 2 IR).CP = average offCj(t); t 2 I; dw(i; j) < rgAction

Cj(t) = (1� �)Cj(t) + �CP � exp(�d(t; I)� d(i; j))