Speeding up the Gillespie algorithm

Speeding up the Gillespie algorithm

Colin Gillespie

School of Mathematics & Statistics

Outline

1. Brief description of stochastic kinetic models2. Gillespie’s direct method

I Different Gillespie!

3. Discussion

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Stochastic kinetic models

Suppose we have:

I N species: X1,X2, . . . ,XN

I M reactions: R1,R2, . . . ,RM

I In a “typical” model, M = 3N.

Reaction Ri takes the form

Ri : ui1X1 + . . . + uik XNci−−→ vi1X1 + . . . + vik XN .

The effect of reaction i on species j is to change Xj by an amount vij − uij .

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Mass action kinetics

Example zeroth-order reaction: if reaction Ri has the form

Ri : ∅ ci−→ Xk

then the rate that this reaction occurs is

hi(x) = ci .

The effect of this reaction is

xk = xk + 1 .

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Mass action kinetics

Example first-order reaction: if reaction Ri has the form

Ri : Xjci−→ 2Xj

then the rate that this reaction occurs is

hi(x) = cixj

where xj is the number of molecules of Xj at time t . The effect of thisreaction is

xj = xj + 1 .

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Mass action kinetics

Example second-order reaction: if reaction Ri has the form

Ri : Xj + Xkci−→ Xk

then the rate that this reaction occurs is

hi(x) = cixjxk .

The effect of this reaction is

xj = xj − 1

There is no overall effect on Xk . For example, Xk could be an enzyme.

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

So R1 and R3 are first-order reactions and R2 is a second order reaction.

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The Gillespie algorithm

I (Dan) Gillespie has developed a number of algorithms. The “Gillespiealgorithm” refers to his 1977 Journal of Chemical Physics paper (cited∼ 1800 times)

I Kendall’s 1950’s paper “An artificial realisation of a simple birth anddeath process”, simulated a simple model using a table of randomnumbers (cited ∼ not very often)

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The Gillespie algorithm

I (Dan) Gillespie has developed a number of algorithms. The “Gillespiealgorithm” refers to his 1977 Journal of Chemical Physics paper (cited∼ 1800 times)

I Kendall’s 1950’s paper “An artificial realisation of a simple birth anddeath process”, simulated a simple model using a table of randomnumbers (cited ∼ not very often)

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“....premature optimisation is the root of all evil”

Donald Knuth

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The direct method

1. Initialisation: initial conditions, reactions constants, and randomnumber generators

2. Propensities update: Update each of the M hazard functions, hi(x)

3. Propensities total: Calculate the total hazard h0 = ∑Mi=1 hi(x)

4. Reaction time: τ = −ln[U(0, 1)]/h0 and t = t + τ

5. Reaction selection: A reaction is chosen proportional to it’s hazard

6. Reaction execution: Update species

7. Iteration: If the simulation time is exceeded stop, otherwise go backto step 2

Typically there are a large number of iterates.

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The Gillespie slow down

As the number of reactions (and species) increase, the length of time asingle iteration takes also increases

ExampleIn the next few slides we will consider a toy model:

Xici−→ ∅, i=1, . . . , N

where N = M = 600, xi(0) = 1000, ci = 1 and the final time is T = 30.So

hi(x) = cixi

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The Gillespie algorithm

I When we discuss this algorithm we are thinking about software whichreads in a description of your model in SBML (say), and runsstochastic simulations

I Examples: Copasi, celldesigner, gillespie2

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Step 2: Propensities update

I At each iteration we update each of the M hazards. That is wecalculate hi(x) for i = 1, . . . ,M. This is O(M)

I However, after a single reaction has occurred we actually only needto update the hazards that have changed

Toy ExampleI If reaction 1 occurs

R1 : X1c1−→ ∅,

only species X1 is changed

I The only hazard that contains X1 is R1

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Step 2: Propensities update

I At each iteration we update each of the M hazards. That is wecalculate hi(x) for i = 1, . . . ,M. This is O(M)

I However, after a single reaction has occurred we actually only needto update the hazards that have changed

Toy ExampleI If reaction 1 occurs

R1 : X1c1−→ ∅,

only species X1 is changed

I The only hazard that contains X1 is R1

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Dependency graphs

I Construct a dependency graph for the hazards

I For the toy model the graph just contains M = 600 independentnodes

��������r r r r r ��

��R1 R2 RM

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

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Lotka-Volterra model

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Lotka-Volterra model

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Directed graph

I Equivalently, we could represent the dependency graph as a directedgraph

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Directed graph

I Equivalently, we could represent the dependency graph as a directedgraph

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Directed graph

I Equivalently, we could represent the dependency graph as a directedgraph

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Directed graph

I Equivalently, we could represent the dependency graph as a directedgraph

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Dependency graph

I So instead of updating all M reactions, we only need to update Dpropensities. Usually D < 6

I However, constructing and traversing the graph also takes time

I So we would only implement this data structure if M > 10

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Step 3: Propensities total

I At each iteration we combine all M hazards - O(M)

h0(x) =M

∑i=1

hi(x) .

I However, after a single reaction has occurred we only need to updatethe hazards that have change

I If we have used a dependency graph for the reaction network thenI we can subtract the old hazard values from h0I add the new hazards values to h0

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Step 3: Propensities total

I At each iteration we combine all M hazards - O(M)

h0(x) =M

∑i=1

hi(x) .

I However, after a single reaction has occurred we only need to updatethe hazards that have change

I If we have used a dependency graph for the reaction network thenI we can subtract the old hazard values from h0I add the new hazards values to h0

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Step 3: Propensities total

Toy modelI If reaction Ri fires, then

hnew0 = hold

0 − holdi + hnew

i

I One addition and a one subtraction instead of 600 additions

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Step 4: Reaction time

Reaction time: τ = −ln[U(0, 1)]/h0. As the number of reactions andspecies increase, the time of this step is constant.

I For the toy model, we spend about 3% of computer time executingthis step

I You could generate the random numbers on a separate thread (on amulticore machines) to save you a small amount of time

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Step 5: Reaction selection

I We choose a reaction proportional to it’s propensity. Or search for theµ that satisfies this equation:

µ

∑i=1

hi(x) > U × h0(x) >µ−1

∑i=1

hi(x),

where U ∼ U(0, 1)

I This is O(M)

I The key to reducing this bottleneck is noting that in most systems,some reactions occur more often than others. The model system ismulti-scale.

I To speed up this step, we order the hi ’s in terms of size

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Step 5: Reaction selection

I We choose a reaction proportional to it’s propensity. Or search for theµ that satisfies this equation:

µ

∑i=1

hi(x) > U × h0(x) >µ−1

∑i=1

hi(x),

where U ∼ U(0, 1)

I This is O(M)

I The key to reducing this bottleneck is noting that in most systems,some reactions occur more often than others. The model system ismulti-scale.

I To speed up this step, we order the hi ’s in terms of size

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Step 5: Reaction selection

Consider the following pieces of R code:

## u are U(0, 1) RNsfor(i in 1:length(u)) {

i f (u[i] < 0.01)x = 1

else i f (u[i]<0.05)x = 2

else i f (u[i]<0.1)x = 3

elsex = 4

}

Calling this piece of code 107 times takes about 34 seconds.

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Step 5: Reaction selection

Now lets just reverse the order of the if statements

for(i in 1:length(u)) {i f (u[i] < 0.9)x = 1

else i f (u[i]<0.95)x = 2

else i f (u[i]<0.99)x = 3

elsex = 4

}

Calling this piece of code 107 times takes about 15 seconds. A reductionof around 44%.

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Step 5: Reaction selection

I In the previous example, it was obvious how we should order the ifstatements since we were generating a random number from a staticdistribution

I In the reaction selection step, the distribution a function of time

I The optimal ordering depends on the current time

CodingI If you are reading in a SBML file, you don’t have a bunch of

pre-written if statementsI Instead, we will have two vectors: order and hazards

I hazards: A vector of length M containing the current values of hi(x)I order: A vector of length M containing integers indicating the order

we read the hazards vector

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Step 5: Reaction selection

I In the previous example, it was obvious how we should order the ifstatements since we were generating a random number from a staticdistribution

I In the reaction selection step, the distribution a function of time

I The optimal ordering depends on the current time

CodingI If you are reading in a SBML file, you don’t have a bunch of

pre-written if statementsI Instead, we will have two vectors: order and hazards

I hazards: A vector of length M containing the current values of hi(x)I order: A vector of length M containing integers indicating the order

we read the hazards vector

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

0 5 10 15 20 25 30

05

01

00

15

02

00

25

03

00

Time

Ha

za

rd R

ate

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

0 5 10 15 20 25 30

05

01

00

15

02

00

25

03

00

Time

Ha

za

rd R

ate

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Lotka-Volterra model

R1 : X1 → 2X1 R2 : X1 + X2 → 2X2 R3 : X2 → ∅

0 5 10 15 20 25 30

05

01

00

15

02

00

25

03

00

Time

Ha

za

rd R

ate

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Optimised direct method

Solution 1 - Cao et al., 2004I Run a few presimulations for a short period of time t <max-time

I Reorder your hazard vector according to the presimulations

I Run your main simulation

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Optimised direct method

Solution 1 - Cao et al., 2004I Run a few presimulations for a short period of time t <max-time

I Reorder your hazard vector according to the presimulations

I Run your main simulation

Lotka-VolterraUsing the standard parameters from Boys, Wilkinson & Kirkwood,in a typical simulation, reactions R1, R2 and R3 occur in roughlyequal amounts.

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Optimised direct method

Solution 1 - Cao et al., 2004I Run a few presimulations for a short period of time t <max-time

I Reorder your hazard vector according to the presimulations

I Run your main simulation

DisadvantagesI Clearly doing presimulations isn’t great

I How long should you simulate for?I Presimulations will be time consuming

I The order of reactions is fixed. So at some simulations pointsthe order may be sub-optimal.

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 Reactions

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsExecute R4

R1 R2 R3 R4 R5

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsSwap R4 with R3

R1 R2 R4 R3 R5

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsExecute R5

R1 R2 R4 R3 R5

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsSwap R5 with R3

R1 R2 R4 R5 R3

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsExecute R4

R1 R2 R4 R5 R3

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsSwap R4 with R2

R1 R4 R2 R5 R3

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsExecute R5

R1 R4 R2 R5 R3

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Sorting direct method

Solution 2: McCollum et al., 2006I Each time a reaction is executed, it is moved up one place in the

reaction vector

I Similar to a Bubble sort

Example: 5 ReactionsSwap R5 with R2

R1 R4 R5 R2 R3

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Sorting direct method

Solution 2: McCollum et al., 2006I The swapping effectively reduces the search depth for a reaction the

next time it’s executed

I Only requires a swap of two memory addresses, so very littleoverhead

I Handles sharp changes in propensity, such as on/off behaviour inswitches

I Easy to code

I Reduces the problem to order O(S), where S is the search distance

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

Reactions

0.0

00

.02

0.0

40

.06

0.0

80

.10

0.1

2

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

Reactions

0.0

00

.02

0.0

40

.06

0.0

80

.10

0.1

2

0.4

0.6

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

Reactions

0.0

00

.02

0.0

40

.06

0.0

80

.10

0.1

2

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

Reactions

0.0

00

.02

0.0

40

.06

0.0

80

.10

0.1

2

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

Reactions

0.0

00

.02

0.0

40

.06

0.0

80

.10

0.1

2

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Binary searches

I Binary search Li & Petzold, Tech Report. 2006I Composition and Rejection scheme - Slepoy et al. J. Chem. Phys.

2008I I suspect these methods are only useful for very large systems

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Step 6: Reaction execution

I After a reaction has fired, update the species

I Naively, we could update all species after a reaction has fired

x = x + S(j)

where S(j) = v (j) − u(j) denotes the j th column of the stoichiometrymatrix S. This operation would be O(N)

I However, S is almost certainly sparse. In the toy model, we have:

R1 : X1 → ∅

soS(1) = (−1, 0, 0, 0, . . . , 0, 0, 0)′

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Step 6: Reaction execution

I After a reaction has fired, update the species

I Naively, we could update all species after a reaction has fired

x = x + S(j)

where S(j) = v (j) − u(j) denotes the j th column of the stoichiometrymatrix S. This operation would be O(N)

I However, S is almost certainly sparse. In the toy model, we have:

R1 : X1 → ∅

soS(1) = (−1, 0, 0, 0, . . . , 0, 0, 0)′

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Sparse vectors

I Instead we use compressed column format for storageI For each column in the stoichiometry matrix we have two vectors:

1. A vector of the non-zero values2. A vector of indices for the non-zero values

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Sparse vectors

I Instead we use compressed column format for storageI For each column in the stoichiometry matrix we have two vectors:

1. A vector of the non-zero values2. A vector of indices for the non-zero values

Toy modelI So

S(1) = (−1, 0, 0, 0, . . . , 0, 0, 0)′

would be represented as:

V1 = (−1) and C1 = (1)

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Lotka-Volterra systemFor the Lotka-Volterra reaction:

R2 : X1 + X2 → 2X2

we have the stoichiometry matrix column:

S(2) = (−1, 1)′

which would be represented as:

V2 = (−1, 1) and C2 = (1, 2)

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Lotka-Volterra systemFor the Lotka-Volterra reaction:

R2 : X1 + X2 → 2X2

we have the stoichiometry matrix column:

S(2) = (−1, 1)′

which would be represented as:

V2 = (−1, 1) and C2 = (1, 2)

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Discussion

I The Gillespie algorithm is a fairly easy method to implement, but wecan achieve impressive increases of execution speed with efficientdata structures

I In fact “clever programming” can turn an obviously slow algorithm intoa faster, more efficient method

I Gibson-Bruck did this with Gillespie’s first reaction methodI Topic of my next talk

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DiscussionI This highlights that it can be very difficult to carry out speed

comparisons of different algorithms.I What do we mean when we measure the speed of an algorithm?I We need to be sure that the slowness of an algorithm isn’t down to bad

programmingI Likelihood free techniques require millions of simulator calls. It is

crucial that you have an efficient simulator.

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DiscussionI This highlights that it can be very difficult to carry out speed

comparisons of different algorithms.I What do we mean when we measure the speed of an algorithm?I We need to be sure that the slowness of an algorithm isn’t down to bad

programmingI Likelihood free techniques require millions of simulator calls. It is

crucial that you have an efficient simulator.

However,

“....premature optimisation is the root of all evil”

Donald Knuth

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Further Reading

Gillespie, D., 1977. Exact Stochastic Simulation of Coupled Chemical Reactions. The Journal of Physical Chemistry.

Kendall, D. G., 1950. An artificial realisation of a simple birth and death process. Journal of the Royal Statistical Society, B.

McCollum JM, Peterson GD, Cox CD, Simpson ML, Samatova NF., 2006. The sorting direct method for stochastic simulation of

biochemical systems with varying reaction execution behavior. Computational Biology and Chemistry.

Slepoy A, Thompson AP, Plimpton SJ., 2008. A constant-time kinetic Monte Carlo algorithm for simulation of large biochemical

reaction networks. The Journal of Chemical Physics.

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