Oliver Stegle and Karsten Borgwardt - ETH Z

96
Oliver Stegle and Karsten Borgwardt: Computational Approaches for Analysing Complex Biological Systems, Page 1 GP Applications Oliver Stegle and Karsten Borgwardt Machine Learning and Computational Biology Research Group, Max Planck Institute for Biological Cybernetics and Max Planck Institute for Developmental Biology, Tübingen

Transcript of Oliver Stegle and Karsten Borgwardt - ETH Z

Page 1: Oliver Stegle and Karsten Borgwardt - ETH Z

Oliver Stegle and Karsten Borgwardt: Computational Approaches for Analysing Complex Biological Systems, Page 1

GP ApplicationsOliver Stegle and Karsten Borgwardt

Machine Learning andComputational Biology Research Group,

Max Planck Institute for Biological Cybernetics andMax Planck Institute for Developmental Biology, Tübingen

Page 2: Oliver Stegle and Karsten Borgwardt - ETH Z

Outline

Outline

O. Stegle & K. Borgwardt GP Applications Tubingen 1

Page 3: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series

Outline

Application1: modelling physiological time seriesOverviewGaussian process prior for heart rateResults

Application 2: differential gene expressionOverviewA Gaussian process two-sample testExperimental Results on ArabidopsisDetecting Temporal Patterns of Differential Expression

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Summary

O. Stegle & K. Borgwardt GP Applications Tubingen 2

Page 4: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series

Motivation

I Human heart rate is an important physiological trait.

I Measurement over long periods only viable with poor sensors.

I Motivation Gaussian process model for heart rate.

O. Stegle & K. Borgwardt GP Applications Tubingen 3

Page 5: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series

Motivation

I Human heart rate is an important physiological trait.

I Measurement over long periods only viable with poor sensors.

I Motivation Gaussian process model for heart rate.

O. Stegle & K. Borgwardt GP Applications Tubingen 3

Page 6: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series

The problemDataset

4 days of heart data

0 1000 2000 3000 4000 5000 6000 70000

50

100

150

200

250

300

t/min

hr/

bm

p

Features

I Different noise sources

I Two time scales, 24hrhythms

I Asymmetric around themean

I Auxiliary variablesindicative of noise

O. Stegle & K. Borgwardt GP Applications Tubingen 4

Page 7: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series

The problemDataset

4 days of heart data

50

100

150

200

HR

/ b

pm

0

1

∆HRmin

0

1

∆HRmax

1000 1500 2000 2500 3000 3500 4000 4500 5000 5500 60000

1

t

Tlost

Features

I Different noise sources

I Two time scales, 24hrhythms

I Asymmetric around themean

I Auxiliary variablesindicative of noise

O. Stegle & K. Borgwardt GP Applications Tubingen 4

Page 8: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series

The problemDataset

zoomed view

2100 2200 2300 2400 2500 2600

20

40

60

80

100

120

t/min

hr/

bm

p

Features

I Different noise sources

I Two time scales, 24hrhythms

I Asymmetric around themean

I Auxiliary variablesindicative of noise

O. Stegle & K. Borgwardt GP Applications Tubingen 5

Page 9: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Overview

modelThe Inference Model

B

C

A

z1noisyclean very noisy

noiseaux. data

y1

f1

time step 1

z2noisyclean very noisy

noiseaux. data

y2

f2

time step 2

znnoisyclean very noisy

noiseaux. data

yn

fn

time step n

...

...

...

I (a) Gaussian process prior on latent heart rate

I (b) Clustering of auxiliary data to extract noise classes

I (c) Heavy tailed noise model taking classes into account

O. Stegle & K. Borgwardt GP Applications Tubingen 6

Page 10: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Covarianc function for shortrange fluctuations

I Long-range perdiodic signal

I Sum of (a) and (b)

I Log transformation (asymmetry)

0 50 100 150

−200

−100

0

100

200

t / min

HR

/ b

pm

(a)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(b)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(c)

0 1000 2000 3000 40000

50

100

150

200

250

t / min

HR

/ b

pm

(d)

O. Stegle & K. Borgwardt GP Applications Tubingen 7

Page 11: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Covarianc function for shortrange fluctuations

I Long-range perdiodic signal

I Sum of (a) and (b)

I Log transformation (asymmetry)

0 50 100 150

−200

−100

0

100

200

t / min

HR

/ b

pm

(a)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(b)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(c)

0 1000 2000 3000 40000

50

100

150

200

250

t / min

HR

/ b

pm

(d)

O. Stegle & K. Borgwardt GP Applications Tubingen 7

Page 12: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Covarianc function for shortrange fluctuations

I Long-range perdiodic signal

I Sum of (a) and (b)

I Log transformation (asymmetry)

0 50 100 150

−200

−100

0

100

200

t / min

HR

/ b

pm

(a)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(b)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(c)

0 1000 2000 3000 40000

50

100

150

200

250

t / min

HR

/ b

pm

(d)

O. Stegle & K. Borgwardt GP Applications Tubingen 7

Page 13: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Covarianc function for shortrange fluctuations

I Long-range perdiodic signal

I Sum of (a) and (b)

I Log transformation (asymmetry)

0 50 100 150

−200

−100

0

100

200

t / min

HR

/ b

pm

(a)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(b)

0 1000 2000 3000 4000

−200

−100

0

100

200

t / min

HR

/ b

pm

(c)

0 1000 2000 3000 40000

50

100

150

200

250

t / min

HR

/ b

pm

(d)

O. Stegle & K. Borgwardt GP Applications Tubingen 7

Page 14: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Short-range covariance

CS(x, x′) = C1 Matern3/2(x, x

′, δS)

I Periodic covariance

CL(x, x′) = C0 exp

[− (x− x′)2

2δ2L

]exp

[−2 ·

sin2( 2πpL · (x− x′))

A2L

]I Total covariance

C(x, x′) = CL(x, x′) + CS(x, x

′)

I Non-linear transformation, reflecting strict positivity and asymmetryof heart rate

y∗t = logβ(yt)

O. Stegle & K. Borgwardt GP Applications Tubingen 8

Page 15: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Short-range covariance

CS(x, x′) = C1 Matern3/2(x, x

′, δS)

I Periodic covariance

CL(x, x′) = C0 exp

[− (x− x′)2

2δ2L

]exp

[−2 ·

sin2( 2πpL · (x− x′))

A2L

]I Total covariance

C(x, x′) = CL(x, x′) + CS(x, x

′)

I Non-linear transformation, reflecting strict positivity and asymmetryof heart rate

y∗t = logβ(yt)

O. Stegle & K. Borgwardt GP Applications Tubingen 8

Page 16: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Short-range covariance

CS(x, x′) = C1 Matern3/2(x, x

′, δS)

I Periodic covariance

CL(x, x′) = C0 exp

[− (x− x′)2

2δ2L

]exp

[−2 ·

sin2( 2πpL · (x− x′))

A2L

]I Total covariance

C(x, x′) = CL(x, x′) + CS(x, x

′)

I Non-linear transformation, reflecting strict positivity and asymmetryof heart rate

y∗t = logβ(yt)

O. Stegle & K. Borgwardt GP Applications Tubingen 8

Page 17: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

A GP prior for heart rate

I Short-range covariance

CS(x, x′) = C1 Matern3/2(x, x

′, δS)

I Periodic covariance

CL(x, x′) = C0 exp

[− (x− x′)2

2δ2L

]exp

[−2 ·

sin2( 2πpL · (x− x′))

A2L

]I Total covariance

C(x, x′) = CL(x, x′) + CS(x, x

′)

I Non-linear transformation, reflecting strict positivity and asymmetryof heart rate

y∗t = logβ(yt)

O. Stegle & K. Borgwardt GP Applications Tubingen 8

Page 18: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

Clustering of auxiliary data

I Every datapoint can be member in one of K clusters.

I Use clustering approach to determine cluster membership

πn = {πn,1, . . . , πn,K} where

K∑k=1

πn,k = 1

O. Stegle & K. Borgwardt GP Applications Tubingen 9

Page 19: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

Clustering of auxiliary data

I Every datapoint can be member in one of K clusters.

I Use clustering approach to determine cluster membership

πn = {πn,1, . . . , πn,K} where

K∑k=1

πn,k = 1

O. Stegle & K. Borgwardt GP Applications Tubingen 9

Page 20: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

Robust noise model

I Remember: standard robust noise model, accounting for outliers

p(yn | fn) = πokN(yn∣∣ fn, σ2)+ (1− πok)N

(yn∣∣ fn, σ2∞)

I Here: clustering results (auxiliaries S) encode useful information.

z1

y1|f1 S1

z2

y2|f2 S2

zN

yN |fN SN

π

I Generalize likelihood K noise components, one for each cluster anduse data-specific mixture probabilities πn

p(yn | fn) =K∑k=1

πk,nN(yn∣∣ fn, σ2k)

O. Stegle & K. Borgwardt GP Applications Tubingen 10

Page 21: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

Robust noise model

I Remember: standard robust noise model, accounting for outliers

p(yn | fn) = πokN(yn∣∣ fn, σ2)+ (1− πok)N

(yn∣∣ fn, σ2∞)

I Here: clustering results (auxiliaries S) encode useful information.

z1

y1|f1 S1

z2

y2|f2 S2

zN

yN |fN SN

π

I Generalize likelihood K noise components, one for each cluster anduse data-specific mixture probabilities πn

p(yn | fn) =K∑k=1

πk,nN(yn∣∣ fn, σ2k)

O. Stegle & K. Borgwardt GP Applications Tubingen 10

Page 22: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Gaussian process prior for heart rate

Robust noise model

I Remember: standard robust noise model, accounting for outliers

p(yn | fn) = πokN(yn∣∣ fn, σ2)+ (1− πok)N

(yn∣∣ fn, σ2∞)

I Here: clustering results (auxiliaries S) encode useful information.

z1

y1|f1 S1

z2

y2|f2 S2

zN

yN |fN SN

π

I Generalize likelihood K noise components, one for each cluster anduse data-specific mixture probabilities πn

p(yn | fn) =K∑k=1

πk,nN(yn∣∣ fn, σ2k)

O. Stegle & K. Borgwardt GP Applications Tubingen 10

Page 23: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Results

Regression for Heart Data

Single data set

I Clusteringcolor-coded andHinton diagrams

I Three clusters- g,b,r-valuesfor responsi-bilities

I Noise parameters{σc}3c=1

optimised alongwith other hyperparameters

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Application1: modelling physiological time series Results

Regression for Heart Data

Double data-set

I Two sensors forone heart

I GPs overlap wellwithin error-bars

I Lower panel:difference plotand error bars

O. Stegle & K. Borgwardt GP Applications Tubingen 12

Page 25: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Results

Fill-in testMotivation

I Evaluate predictive performance to benchmark alternative modelsI Fill-in test:

I Model is trained on a subset of the data to predict the remainder.I Log probability as criteria rewards models with appropriately sized error

bars.

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Application1: modelling physiological time series Results

Block size 1 minute

Block size 1 minute

0.1 0.2 0.3 0.4 0.5 0.6−1

0

1

2

3

Fraction of missing data

<ln

(P(d

ata

)>

(i)(ii)(iii)

(iv)

(v)

I 5 different models comparedI (i) baselineI (ii) GP with ksI (iii) GP with ks + klI (iv) as (iii) but with Tlost

threshold noise modelI (v) as (iv) but with full robust

noise model

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Page 27: Oliver Stegle and Karsten Borgwardt - ETH Z

Application1: modelling physiological time series Results

Block size 60 minute

Block size 60 minutes

0.1 0.2 0.3 0.4 0.5 0.6−1

−0.5

0

0.5

Fraction of missing data

<ln

(P(d

ata

)>

(i)

(ii)

(iii)

(iv)

(v)

I 5 different models comparedI (i) baselineI (ii) GP with ksI (iii) GP with ks + klI (iv) as (iii) but with Tlost

threshold noise modelI (v) as (iv) but with full robust

noise model

I Larger blocks removed rewardslong range covariance

O. Stegle & K. Borgwardt GP Applications Tubingen 15

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Outline

Outline

O. Stegle & K. Borgwardt GP Applications Tubingen 16

Page 29: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression

Outline

Application1: modelling physiological time seriesOverviewGaussian process prior for heart rateResults

Application 2: differential gene expressionOverviewA Gaussian process two-sample testExperimental Results on ArabidopsisDetecting Temporal Patterns of Differential Expression

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Summary

O. Stegle & K. Borgwardt GP Applications Tubingen 17

Page 30: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Response to External Stimuli

I Organisms such as plants respond toexternal stimuli:

I Heat/ColdI StarvationI Biotic stresses (fungus)I ...

I Changes in observed gene expressionlevels.

O. Stegle & K. Borgwardt GP Applications Tubingen 18

Page 31: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Response to External Stimuli

I Organisms such as plants respond toexternal stimuli:

I Heat/ColdI StarvationI Biotic stresses (fungus)I ...

I Changes in observed gene expressionlevels.

O. Stegle & K. Borgwardt GP Applications Tubingen 18

Page 32: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Response to External Stimuli

I Organisms such as plants respond toexternal stimuli:

I Heat/ColdI StarvationI Biotic stresses (fungus)I ...

I Changes in observed gene expressionlevels.

O. Stegle & K. Borgwardt GP Applications Tubingen 18

Page 33: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Response to External Stimuli

I Organisms such as plants respond toexternal stimuli:

I Heat/ColdI StarvationI Biotic stresses (fungus)I ...

I Changes in observed gene expressionlevels.

O. Stegle & K. Borgwardt GP Applications Tubingen 18

Page 34: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Differential Gene Expression

I An important goal is the identificationof differentially expressed genes.

I Identification of involved regulatorycomponents.

I Uncovering parts of the biologicalnetwork.

O. Stegle & K. Borgwardt GP Applications Tubingen 19

Page 35: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Differential Gene Expression

I An important goal is the identificationof differentially expressed genes.

I Identification of involved regulatorycomponents.

I Uncovering parts of the biologicalnetwork.

O. Stegle & K. Borgwardt GP Applications Tubingen 19

Page 36: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Differential Gene Expression in Time SeriesTime Series

I The response to external stimuli is a dynamic process.

I Hence the response should be studied as a function of time.

O. Stegle & K. Borgwardt GP Applications Tubingen 20

Page 37: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Differential Gene Expression in Time SeriesTime Series

I The response to external stimuli is a dynamic process.

I Hence the response should be studied as a function of time.

10 20 30 40Time/h

1.5

2.0

2.5

3.0

3.5

4.0

4.5

5.0

5.5

Log

expr

essi

onle

vel

TreatmentControl

Non-differentially expressed

10 20 30 40Time/h

−1

0

1

2

3

4

5

6

7

Log

expr

essi

onle

vel

TreatmentControl

Differentially expressed

O. Stegle & K. Borgwardt GP Applications Tubingen 20

Page 38: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Overview

Differential Gene Expression in Time SeriesChallenges

I Time series expression profiles vary smoothly over time.

I Noisy observations – outliers.

I Multiple replicates.

I Few observations.

I Temporal patterns (intervals) of differential gene expression.

10 20 30 40Time/h

1.5

2.0

2.5

3.0

3.5

4.0

4.5

5.0

5.5

Log

expr

essi

onle

vel

TreatmentControl

Non-differentially expressed

10 20 30 40Time/h

−1

0

1

2

3

4

5

6

7

Log

expr

essi

onle

vel

TreatmentControl

Differentially expressed

O. Stegle & K. Borgwardt GP Applications Tubingen 21

Page 39: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process ModelModel comparison

I The basic idea – a comparison of two models:I The shared model: Expression levels are explained by a single process.I The independent model: Expression levels are explained by two

separate processes.

O. Stegle & K. Borgwardt GP Applications Tubingen 22

Page 40: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process ModelModel comparison

I The basic idea – a comparison of two models:I The shared model: Expression levels are explained by a single process.I The independent model: Expression levels are explained by two

separate processes.

O. Stegle & K. Borgwardt GP Applications Tubingen 22

Page 41: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process ModelModel comparison

I The basic idea – a comparison of two models:I The shared model: Expression levels are explained by a single process.I The independent model: Expression levels are explained by two

separate processes.

O. Stegle & K. Borgwardt GP Applications Tubingen 22

Page 42: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process modelBayesian Network: Shared Model

I Data in conditions A and Bobserved at N time points withR replicates.

I A Gaussian process priorincorporates beliefs aboutsmoothness.

I Noise is is modeled separatelyper-replicate, σA/Br .

O. Stegle & K. Borgwardt GP Applications Tubingen 23

Page 43: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process modelBayesian Network: Shared Model

I Data in conditions A and Bobserved at N time points withR replicates.

I A Gaussian process priorincorporates beliefs aboutsmoothness.

I Noise is is modeled separatelyper-replicate, σA/Br .

O. Stegle & K. Borgwardt GP Applications Tubingen 23

Page 44: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process modelBayesian Network: Shared Model

I Data in conditions A and Bobserved at N time points withR replicates.

I A Gaussian process priorincorporates beliefs aboutsmoothness.

I Noise is is modeled separatelyper-replicate, σA/Br .

O. Stegle & K. Borgwardt GP Applications Tubingen 23

Page 45: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian process modelBayesian Network: Both Models

I The independent model follows in an analogous manner.

Shared model HS Independent model HI

O. Stegle & K. Borgwardt GP Applications Tubingen 24

Page 46: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelInference

I Models are compared using the Bayes factor

Score = log

Independent model︷ ︸︸ ︷P (DA,DB |HI)

P (DA,DB |HS)︸ ︷︷ ︸Shared model

.

I Writing out the GP models explicitly leads to

Score = logP (YA |HGP,T

A, )P (YB |HGP,TB, )

P (YA ∪YB |HGP,TA ∪TB, ).

(YA/B : expression levels in conditions A and B; TA/B : observation time points)

O. Stegle & K. Borgwardt GP Applications Tubingen 25

Page 47: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelInference

I Models are compared using the Bayes factor

Score = log

Independent model︷ ︸︸ ︷P (DA,DB |HI)

P (DA,DB |HS)︸ ︷︷ ︸Shared model

.

I Writing out the GP models explicitly leads to

Score = logP (YA |HGP,T

A,θI)P (YB |HGP,T

B,θI)

P (YA ∪YB |HGP,TA ∪TB,θS).

(YA/B : expression levels in conditions A and B; TA/B : observation time points)

O. Stegle & K. Borgwardt GP Applications Tubingen 25

Page 48: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelInference

I Models are compared using the Bayes factor

Score = log

Independent model︷ ︸︸ ︷P (DA,DB |HI)

P (DA,DB |HS)︸ ︷︷ ︸Shared model

.

I Writing out the GP models explicitly leads to

Score = logP (YA |HGP,T

A, θI )P (YB |HGP,T

B, θI )

P (YA ∪YB |HGP,TA ∪TB, θS ).

(YA/B : expression levels in conditions A and B; TA/B : observation time points)

O. Stegle & K. Borgwardt GP Applications Tubingen 25

Page 49: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelShared Model

I Given observed data from both conditions D = {YA/B,TA/B} theposterior distribution over latent function values f is

P (f |Y,T,θK,θL) ∝N (f |0,KT(θK))

×∏

c∈{A,B}

R∏r=1

N∏n=1

pL(ycr,tn | ftn ,θL),

I Covariance funciton (kernel)

I Noise model

I Hyperparameters θS = {θK,θL} (length scale, noise levels)

I For Gaussian noise, pL(ycr,t | f cr,t,θL) = N

(ycr,t

∣∣∣ f cr,t, (σcr)2), the

model is tractable in closed form.

O. Stegle & K. Borgwardt GP Applications Tubingen 26

Page 50: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelShared Model

I Given observed data from both conditions D = {YA/B,TA/B} theposterior distribution over latent function values f is

P (f |Y,T,θK,θL) ∝N(f∣∣∣0, KT(θK)

∏c∈{A,B}

R∏r=1

N∏n=1

pL(ycr,tn | ftn ,θL),

I Covariance funciton (kernel)

I Noise model

I Hyperparameters θS = {θK,θL} (length scale, noise levels)

I For Gaussian noise, pL(ycr,t | f cr,t,θL) = N

(ycr,t

∣∣∣ f cr,t, (σcr)2), the

model is tractable in closed form.

O. Stegle & K. Borgwardt GP Applications Tubingen 26

Page 51: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelShared Model

I Given observed data from both conditions D = {YA/B,TA/B} theposterior distribution over latent function values f is

P (f |Y,T,θK,θL) ∝N(f∣∣∣0, KT(θK)

∏c∈{A,B}

R∏r=1

N∏n=1

pL(ycr,tn | ftn ,θL) ,

I Covariance funciton (kernel)

I Noise model

I Hyperparameters θS = {θK,θL} (length scale, noise levels)

I For Gaussian noise, pL(ycr,t | f cr,t,θL) = N

(ycr,t

∣∣∣ f cr,t, (σcr)2), the

model is tractable in closed form.

O. Stegle & K. Borgwardt GP Applications Tubingen 26

Page 52: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelShared Model

I Given observed data from both conditions D = {YA/B,TA/B} theposterior distribution over latent function values f is

P (f |Y,T, θK,θL ) ∝N(f∣∣∣0, KT(θK)

∏c∈{A,B}

R∏r=1

N∏n=1

pL(ycr,tn | ftn ,θL) ,

I Covariance funciton (kernel)

I Noise model

I Hyperparameters θS = {θK,θL} (length scale, noise levels)

I For Gaussian noise, pL(ycr,t | f cr,t,θL) = N

(ycr,t

∣∣∣ f cr,t, (σcr)2), the

model is tractable in closed form.

O. Stegle & K. Borgwardt GP Applications Tubingen 26

Page 53: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Gaussian Process ModelShared Model

I Given observed data from both conditions D = {YA/B,TA/B} theposterior distribution over latent function values f is

P (f |Y,T, θK,θL ) ∝N(f∣∣∣0, KT(θK)

∏c∈{A,B}

R∏r=1

N∏n=1

pL(ycr,tn | ftn ,θL) ,

I Covariance funciton (kernel)

I Noise model

I Hyperparameters θS = {θK,θL} (length scale, noise levels)

I For Gaussian noise, pL(ycr,t | f cr,t,θL) = N

(ycr,t

∣∣∣ f cr,t, (σcr)2), the

model is tractable in closed form.

O. Stegle & K. Borgwardt GP Applications Tubingen 26

Page 54: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Robustness With Respect to Outliers

I Outliers in the expression profilecan obscure the regressionresults.

I A mixture noise-model accountsfor outliers.

I Inference in this model is doneusing Expectation Propagation.

O. Stegle & K. Borgwardt GP Applications Tubingen 27

Page 55: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Robustness With Respect to Outliers

I Outliers in the expression profilecan obscure the regressionresults.

I A mixture noise-model accountsfor outliers.

6 4 2 0 2 4 60.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

I Inference in this model is doneusing Expectation Propagation.

O. Stegle & K. Borgwardt GP Applications Tubingen 27

Page 56: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression A Gaussian process two-sample test

Robustness With Respect to Outliers

I Outliers in the expression profilecan obscure the regressionresults.

I A mixture noise-model accountsfor outliers.

6 4 2 0 2 4 60.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

I Inference in this model is doneusing Expectation Propagation.

O. Stegle & K. Borgwardt GP Applications Tubingen 27

Page 57: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Experimental Results on Arabidopsis

Illustration of the Model ComparisonA Differentially Expressed Gene

I Shared model.

O. Stegle & K. Borgwardt GP Applications Tubingen 28

Page 58: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Experimental Results on Arabidopsis

Illustration of the Model ComparisonA Differentially Expressed Gene

I Independent model.

O. Stegle & K. Borgwardt GP Applications Tubingen 28

Page 59: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Experimental Results on Arabidopsis

Illustration of the Model ComparisonA Differentially Expressed Gene

I Model comparison.

O. Stegle & K. Borgwardt GP Applications Tubingen 28

Page 60: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Experimental Results on Arabidopsis

Predictive Performance (RECOMB09)

I Data:I 30,336 Arabidopsis thaliana gene probesI Biotic stress: fungus infectionI 24 time points, 4 biological replicates

I Evaluation of alternative methods on 2000 randomly chosenhuman-labeled probes:

I GP no robustI GP robustI F-Test (FT) (MAANOVA package)I Timecourse (TC) (Tai and Speed)

O. Stegle & K. Borgwardt GP Applications Tubingen 29

Page 61: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Experimental Results on Arabidopsis

Predictive Performance (RECOMB09)

I Data:I 30,336 Arabidopsis thaliana gene probesI Biotic stress: fungus infectionI 24 time points, 4 biological replicates

I Evaluation of alternative methods on 2000 randomly chosenhuman-labeled probes:

I GP no robustI GP robustI F-Test (FT) (MAANOVA package)I Timecourse (TC) (Tai and Speed)

O. Stegle & K. Borgwardt GP Applications Tubingen 29

Page 62: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Experimental Results on Arabidopsis

Predictive Performance (RECOMB09)ROC Curves

0 0.2 0.4 0.6 0.8 10

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

False positive rate

Tru

e po

sitiv

e ra

te

GP robust (AUC 0.985)GP standard (AUC 0.944)FT (AUC 0.859)TC (AUC 0.869)

O. Stegle & K. Borgwardt GP Applications Tubingen 30

Page 63: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleMotivation

I Differential expressionis not static over time.

I The responsedevelops over time.

I Different regulatorsmay be active atdistinct times andtrigger each other.

O. Stegle & K. Borgwardt GP Applications Tubingen 31

Page 64: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleMotivation

I Differential expressionis not static over time.

I The responsedevelops over time.

I Different regulatorsmay be active atdistinct times andtrigger each other.

O. Stegle & K. Borgwardt GP Applications Tubingen 31

Page 65: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleModel

I The shared andindependent model areinterleaved over time.

I Indicator variables ztnswitch between bothmodels.

I Inference is done usingGibbs sampling (later).

O. Stegle & K. Borgwardt GP Applications Tubingen 32

Page 66: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleModel

I The shared andindependent model areinterleaved over time.

I Indicator variables ztnswitch between bothmodels.

I Inference is done usingGibbs sampling (later).

O. Stegle & K. Borgwardt GP Applications Tubingen 32

Page 67: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleModel

I The shared andindependent model areinterleaved over time.

I Indicator variables ztnswitch between bothmodels.

I Inference is done usingGibbs sampling (later).

O. Stegle & K. Borgwardt GP Applications Tubingen 32

Page 68: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleExample Results

The example from before

O. Stegle & K. Borgwardt GP Applications Tubingen 33

Page 69: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Time-local GPTwoSampleExample Results

The example from before Periodic differential expression

O. Stegle & K. Borgwardt GP Applications Tubingen 33

Page 70: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSample

I Transitions betweennon-differential anddifferential expressioncan occur at unobservedtime points and aresmooth.

I Extending the time-localmodel with a GP prior asgating network on theswitch variables.

I Inference using Gibbssampling.

O. Stegle & K. Borgwardt GP Applications Tubingen 34

Page 71: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSample

I Transitions betweennon-differential anddifferential expressioncan occur at unobservedtime points and aresmooth.

I Extending the time-localmodel with a GP prior asgating network on theswitch variables.

I Inference using Gibbssampling.

O. Stegle & K. Borgwardt GP Applications Tubingen 34

Page 72: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSampleGibbs Sampling

I Gibbs sampling exploits tractableconditional distributions.

I Individual indicators zti are resampledin turn

P(zti = s | z\ti ,T,Y,θS,θI,θG

)∼ P

(Y | zti = s, z\ti ,T,θI,θS

)× P

(zti = s | z\ti ,θG

).

I Data likelihood from GP experts

I Predictive distribution from gating network

O. Stegle & K. Borgwardt GP Applications Tubingen 35

Page 73: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSampleGibbs Sampling

I Gibbs sampling exploits tractableconditional distributions.

I Individual indicators zti are resampledin turn

P(zti = s | z\ti ,T,Y,θS,θI,θG

)∼ P

(Y | zti = s, z\ti ,T,θI,θS

)× P

(zti = s | z\ti ,θG

).

I Data likelihood from GP experts

I Predictive distribution from gating network

O. Stegle & K. Borgwardt GP Applications Tubingen 35

Page 74: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSampleGibbs Sampling

I Gibbs sampling exploits tractableconditional distributions.

I Individual indicators zti are resampledin turn

P(zti = s | z\ti ,T,Y,θS,θI,θG

)∼ P

(Y | zti = s, z\ti ,T,θI,θS

)× P

(zti = s | z\ti ,θG

).

I Data likelihood from GP experts

I Predictive distribution from gating network

O. Stegle & K. Borgwardt GP Applications Tubingen 35

Page 75: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSampleGibbs Sampling

I Gibbs sampling exploits tractableconditional distributions.

I Individual indicators zti are resampledin turn

P(zti = s | z\ti ,T,Y,θS,θI,θG

)∼ P

(Y | zti = s, z\ti ,T,θI,θS

)× P

(zti = s | z\ti ,θG

).

I Data likelihood from GP experts

I Predictive distribution from gating network

O. Stegle & K. Borgwardt GP Applications Tubingen 35

Page 76: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Smooth Time-local GPTwoSampleExample Results

Early differential expression Transient differential expression

O. Stegle & K. Borgwardt GP Applications Tubingen 36

Page 77: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Detecting Transition Points in Arabidopsis Microarray Time SeriesStart/Stop Times

I Studying the temporaldistribution of differentialexpression across genes.

I Considered were the top 6000differentially expressed genes.

I Differential expression appearsto occur in two waves with starttimes at 20h an 25h afterinfection.

I Only very few genes stopdifferential behavior within themeasured time interval.

Distribution of differential start/stop time

O. Stegle & K. Borgwardt GP Applications Tubingen 37

Page 78: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Detecting Transition Points in Arabidopsis Microarray Time SeriesStart/Stop Times

I Studying the temporaldistribution of differentialexpression across genes.

I Considered were the top 6000differentially expressed genes.

I Differential expression appearsto occur in two waves with starttimes at 20h an 25h afterinfection.

I Only very few genes stopdifferential behavior within themeasured time interval.

Distribution of differential start/stop time

O. Stegle & K. Borgwardt GP Applications Tubingen 37

Page 79: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Detecting Transition Points in Arabidopsis Microarray Time SeriesStart/Stop Times

I Studying the temporaldistribution of differentialexpression across genes.

I Considered were the top 6000differentially expressed genes.

I Differential expression appearsto occur in two waves with starttimes at 20h an 25h afterinfection.

I Only very few genes stopdifferential behavior within themeasured time interval.

Distribution of differential start/stop time

O. Stegle & K. Borgwardt GP Applications Tubingen 37

Page 80: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Detecting Transition Points in Arabidopsis Microarray Time SeriesStart Times for Gene Categories

I This distribution can bebroke down into genecategories.

I WRKY Family oftranscription factors isknown to be involved instress response.

Distribution of differential start time

O. Stegle & K. Borgwardt GP Applications Tubingen 38

Page 81: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 2: differential gene expression Detecting Temporal Patterns of Differential Expression

Detecting Transition Points in Arabidopsis Microarray Time SeriesStart Times for Gene Categories

I This distribution can bebroke down into genecategories.

I WRKY Family oftranscription factors isknown to be involved instress response.

Distribution of differential start time

O. Stegle & K. Borgwardt GP Applications Tubingen 38

Page 82: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Outline

Application1: modelling physiological time seriesOverviewGaussian process prior for heart rateResults

Application 2: differential gene expressionOverviewA Gaussian process two-sample testExperimental Results on ArabidopsisDetecting Temporal Patterns of Differential Expression

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Summary

O. Stegle & K. Borgwardt GP Applications Tubingen 39

Page 83: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Motivation

I This part of the course is inspired and based on results of apublication by Neil D. Lawrence et al.Modelling transcriptional regulation using Gaussian processesftp://ftp.dcs.shef.ac.uk/home/neil/gpsim.pdf.

O. Stegle & K. Borgwardt GP Applications Tubingen 40

Page 84: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Motivation

I Microarray technologies allow tomeasure mRNA levels.

I The functional proteins and theirconcentration levels remain unobserved.

I Motivation: Infer the hidden proteinconcentrations?

O. Stegle & K. Borgwardt GP Applications Tubingen 41

Page 85: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Motivation

I Microarray technologies allow tomeasure mRNA levels.

I The functional proteins and theirconcentration levels remain unobserved.

I Motivation: Infer the hidden proteinconcentrations?

O. Stegle & K. Borgwardt GP Applications Tubingen 41

Page 86: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Motivation

I Microarray technologies allow tomeasure mRNA levels.

I The functional proteins and theirconcentration levels remain unobserved.

I Motivation: Infer the hidden proteinconcentrations?

O. Stegle & K. Borgwardt GP Applications Tubingen 41

Page 87: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

A single gene model

I The change in gene expression abundance yi for a gene i isapproximately described by a differential equation model of the form

dyi(t)

dt= Bi + Sif(t)−Diyi(t)

I f(t) regulatory transcription factor.I Bi basal transcription rate.I Si sensitivity of the gene to the transcription factor.I Di decay rate of the mRNA.

I Goal: infer the unobserved activation f(t) from mRNA measurementsof multiple target genes.

O. Stegle & K. Borgwardt GP Applications Tubingen 42

Page 88: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

A single gene model

I The change in gene expression abundance yi for a gene i isapproximately described by a differential equation model of the form

dyi(t)

dt= Bi + Sif(t)−Diyi(t)

I f(t) regulatory transcription factor.I Bi basal transcription rate.I Si sensitivity of the gene to the transcription factor.I Di decay rate of the mRNA.

I Goal: infer the unobserved activation f(t) from mRNA measurementsof multiple target genes.

O. Stegle & K. Borgwardt GP Applications Tubingen 42

Page 89: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Derivative observations

I The key to solving this problem are derivative observations.

I Given knowledge about the derivative of a function f we would like toinfer its function values:

dy =∂f(t)

∂t

I We wish to find the joint probability of function values and functionderivatives

cov(dyi, yj) =∂

∂ticov(yi, yj)

cov(dyi, dyj) =∂2

∂ti∂tjcov(yi, yj)

I Using these covariance functions we can combine functionobservations and derivatives as training data in GP regression.

O. Stegle & K. Borgwardt GP Applications Tubingen 43

Page 90: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Derivative observations

I The key to solving this problem are derivative observations.

I Given knowledge about the derivative of a function f we would like toinfer its function values:

dy =∂f(t)

∂t

I We wish to find the joint probability of function values and functionderivatives

cov(dyi, yj) =∂

∂ticov(yi, yj)

cov(dyi, dyj) =∂2

∂ti∂tjcov(yi, yj)

I Using these covariance functions we can combine functionobservations and derivatives as training data in GP regression.

O. Stegle & K. Borgwardt GP Applications Tubingen 43

Page 91: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Derivative observationsSquared exponential kernel

I For the squared exponential kernel we obtain:

cov(yi, yj) = k(ti, tj) = A2e−0.5(ti−tj)

2

L2

cov(dyi, yj) = −cov(yi, yj)(ti − tj)L2

cov(dyi, dyj) = cov(yi, yj)1

L2

[δi,j −

1

L2(ti − tj)2

]

O. Stegle & K. Borgwardt GP Applications Tubingen 44

Page 92: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Derivative observationsExample

(From E. Solak et al.

Derivative observations in Gaussian Process models of dynamic systems)

O. Stegle & K. Borgwardt GP Applications Tubingen 45

Page 93: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Back to the ODE model for gene regulation

dyi(t)

dt= Bi + Sif(t)−Diyi(t)

I An explicit solution of the ODE system can be derived (standard ODEtechniques)

yi(t) =BiDi

+ kie−Dit + Sie

−Dit

∫ t

0

f(u) exp(Diu)du

yi(t) =BiDi

+ Li[f ](t)

I Realizing that Li is a linear operator (like taking the derivative), wecan again evaluate the covariance between f(t) and Li[f ](t).

O. Stegle & K. Borgwardt GP Applications Tubingen 46

Page 94: Oliver Stegle and Karsten Borgwardt - ETH Z

Application 3: Modeling transcriptional regulation using Gaussianprocesses

ODE model for gene regulationInference results

(From N. D. Lawrence et al.

Modelling transcriptional regulation using Gaussian processes)

O. Stegle & K. Borgwardt GP Applications Tubingen 47

Page 95: Oliver Stegle and Karsten Borgwardt - ETH Z

Summary

Outline

Application1: modelling physiological time seriesOverviewGaussian process prior for heart rateResults

Application 2: differential gene expressionOverviewA Gaussian process two-sample testExperimental Results on ArabidopsisDetecting Temporal Patterns of Differential Expression

Application 3: Modeling transcriptional regulation using Gaussianprocesses

Summary

O. Stegle & K. Borgwardt GP Applications Tubingen 48

Page 96: Oliver Stegle and Karsten Borgwardt - ETH Z

Summary

Summary

I The design and choice of covariance functions allows for flexiblemodeling tasks.

I Prior on heart rateI Derivative observations, ODE systems

I Model comparison using Gaussian processes.I Testing for differential gene expression.

O. Stegle & K. Borgwardt GP Applications Tubingen 49