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Mutual Information Mathematical Biology Seminar 23.5.2005

Mutual Information Mathematical Biology Seminar 23.5.2005

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Page 1: Mutual Information Mathematical Biology Seminar 23.5.2005

Mutual Information

Mathematical Biology Seminar 23.5.2005

Page 2: Mutual Information Mathematical Biology Seminar 23.5.2005

1 .Information Theory

and

,

are terms which describe any process that selects one or more objects from a set of objects.

Mathematical Biology Seminar

Page 3: Mutual Information Mathematical Biology Seminar 23.5.2005

Information Theory

Mathematical Biology Seminar

Uncertainty = 3 SymbolABC

12 Uncertainty = 2 Symbol

A1A2B1B2C1C2 Uncertainty = 6 Symbol

Uncertainty = Log (M) M = The Number of Symbols

Page 4: Mutual Information Mathematical Biology Seminar 23.5.2005

Information Theory

Very SurprisedNot Surprised

Mathematical Biology Seminar

PU iiSurprisal log

2

01

0

UPUP

ii

ii

)log(1

log)log()log( 1 PM

MM

Page 5: Mutual Information Mathematical Biology Seminar 23.5.2005

Entropy (self information)

– a discrete random variable

- probability distribution

measure of the uncertainty information of a discrete random variable.

How certain we are of the outcome.

Mathematical Biology Seminar

)(xp

Xx

xpxpXH )(log)()(

X

Page 6: Mutual Information Mathematical Biology Seminar 23.5.2005

Entropy – properties:

maximum entropy – a uniform distribution

0)( XH

Mathematical Biology Seminar

p(x)

1log E

p(x)

1p(x)log p(x)p(x)logH(X)

2

Xx2

Xx2

Page 7: Mutual Information Mathematical Biology Seminar 23.5.2005

Mathematical Biology Seminar

Page 8: Mutual Information Mathematical Biology Seminar 23.5.2005

Joint Entropy

measure of the uncertainty between X and Y.

Mathematical Biology Seminar

Xx y

Y)p(X,y)logp(x,Y)H(X,Y

)()(),( YHXHYXH

Page 9: Mutual Information Mathematical Biology Seminar 23.5.2005

Conditional Entropy

measure the remaining uncertainty when X is known.

Mathematical Biology Seminar

X)|p(YlogE x)|p(yy)logp(x,

x)|p(yx)log|p(yp(x)

x)X|p(x)H(YX)|H(Y

Xx Yy

Xx Yy

Xx

Page 10: Mutual Information Mathematical Biology Seminar 23.5.2005

Mutual Information

It is the reduction of uncertainty of one variable due to knowing about the other, or the amount of information one variable contains about the other.

H(Y)}max{H(X),

Y)MI(X, MI : Normalize

X)|H(Y -H(Y) Y)|H(X-H(X) Y)MI(X,

___

Mathematical Biology Seminar

Y)H(X,-H(Y)H(X) X)|H(Y -H(Y) Y)|H(X-H(X) Y)MI(X,

Y)|H(XH(Y) X)|H(YH(X) Y)H(X,

MI(X,Y) 0

MI(X,Y) = 0 only when X,Y are independent: H(X|Y) = H(X).

MI(X,X) = H(X)-H(X|X) = H(X) Entropy is the self-information.

Mutual Information – properties:

Page 11: Mutual Information Mathematical Biology Seminar 23.5.2005

2 .Applications:

• Clustering algorithms

• Clustering quality

Mathematical Biology Seminar

Page 12: Mutual Information Mathematical Biology Seminar 23.5.2005

Clustering algorithms

Motivation: MI’s capability to measure a general dependence among random variables. Use MI as a similarity measure.

Minimize the statistical correlation among

clusters in contrast to distance-based algorithms which minimize the total variance within different clusters.

Mathematical Biology Seminar

Page 13: Mutual Information Mathematical Biology Seminar 23.5.2005

Clustering algorithms

Mathematical Biology Seminar

Two methods:

1. Mutual-information – MI, PMI2. Combined mutual-information and

distance-based – MIK, MIF

Page 14: Mutual Information Mathematical Biology Seminar 23.5.2005

MI – mutual information minimization

Grouping property:

1. Compute a proximity matrix based on pairwise mutual informations; assign n clusters such that each cluster contains exactly one

object; 2. find the two closest clusters i and j;3. create a new cluster (ij) by combining i and j;4. delete the lines/columns with indices i and j from the proximity matrix, and add one line/column containing the proximities between cluster (ij) and all other clusters;5. if the number of clusters is still > 2, goto (2); else join the two clusters and stop.

Mathematical Biology Seminar

)),,((),(),,( ZYXMIYXMIZYXMI

Page 15: Mutual Information Mathematical Biology Seminar 23.5.2005

PMI – threshold based on pairwise mutual information

1. Start with the first gene and grouping genes that has smallest mutual-information-based distance with it.

Repeat, until no gene can be added without surpassing the threshold.

Then start with the second gene and repeat the same procedure (all genes are available).

Repeat for all genes.

2. The largest candidate cluster is selected.

3. Repeat 1 and 2 until the K clusters.

Mathematical Biology Seminar

),(1),(___

YXMIYXd

Page 16: Mutual Information Mathematical Biology Seminar 23.5.2005

PMI

Threshold – 1. Mean of the distances of all gene pairs2 .Choose empirically

Optimal solution – simulated annealing algorithm (optimization).

cost function : )()( , jiji

XXMIsf

Mathematical Biology Seminar

)(min* sfs Ss

Page 17: Mutual Information Mathematical Biology Seminar 23.5.2005

Combined methods

Euclidean distance – positive correlation.

Mutual information – nonlinear correlation.

A small data sample size

combined algorithms

Mathematical Biology Seminar

Page 18: Mutual Information Mathematical Biology Seminar 23.5.2005

MIF - combined metric of MI and fuzzy membership distance

The objective function:

- a weight factor - , normalization constants

)(21

)1()(2

2

1 1, sf

KKcyu

Msh ki

N

i

K

kki

Mathematical Biology Seminar

10

M

1

KK 2

2

Page 19: Mutual Information Mathematical Biology Seminar 23.5.2005

Mathematical Biology Seminar

Page 20: Mutual Information Mathematical Biology Seminar 23.5.2005

Performance on simulated data

8 clustering algorithms.

measure of performance: percentage of points placed into correct clusters .

1. 4 variables:

The sample size (M) is changed .

),(),(),,,(

~,,,

43214321

4321

xxpxxpxxxxp

pBerxxxx

Mathematical Biology Seminar

5.0

Page 21: Mutual Information Mathematical Biology Seminar 23.5.2005

Mathematical Biology Seminar

Page 22: Mutual Information Mathematical Biology Seminar 23.5.2005

Performance on simulated data

Result (1):1. MI method outperforms the Fuzzy, K-

means, linkage, biclustering, PMI.2 .MIF – best clustering accuracy.

3. MIK has similar performance as the MI.4 .MI based clustering methods – more

accurate as the sample size increases.

Mathematical Biology Seminar

Page 23: Mutual Information Mathematical Biology Seminar 23.5.2005

Performance on simulated data

2. different number of genes (N) M=30

The data are generated according to:

Results (2):

In addition to the previous results…1. Performances degrade as the number of gene

increase.2. Degree of degradation depends on the

distributions governing the data.

Mathematical Biology Seminar

)()....()(),.....,,( 2121 kk XpXpXpXXXp

Page 24: Mutual Information Mathematical Biology Seminar 23.5.2005

Experimental Analysis

Clustering genes based on similarity of their expression patterns in a limited set of experiments. Gene with similar expression patterns are more likely to have similar biological function (it is not provide the best possible grouping).

Higher entropy for a gene means that its expression data are more randomly distributed.

Higher MI between genes, it is more likely that they have a biological relationship.

Mathematical Biology Seminar

Page 25: Mutual Information Mathematical Biology Seminar 23.5.2005

Experimental Analysis

Mathematical Biology Seminar

579 genes from 26 human glioma surgical tissue samples.

526 genes after filtering out genes with insufficient variability.

Page 26: Mutual Information Mathematical Biology Seminar 23.5.2005

Glioma

Gliomas are tumors that can be found in various parts of the brain. They arise from the support cells of the brain, the glial cells.

Mathematical Biology Seminar

Page 27: Mutual Information Mathematical Biology Seminar 23.5.2005

Mathematical Biology Seminar

Fuzzy K-means MIFbinary profiles

Page 28: Mutual Information Mathematical Biology Seminar 23.5.2005

Experimental Analysis

Results (Fuzzy vs. MIF):

Two small clusters were broken out from the Fuzzy clusters.

While the number of genes changed is small, the error decrease is significant (2.013 decrease to 1.084).

Mathematical Biology Seminar

Page 29: Mutual Information Mathematical Biology Seminar 23.5.2005

Experimental Analysis

Results:

The results are the same for MIK and Fuzzy.

Compared with MIF and MIK, MI and PMI gives different results.

Mathematical Biology Seminar

Page 30: Mutual Information Mathematical Biology Seminar 23.5.2005

Applications:

• Clustering algorithms

• Clustering quality

Mathematical Biology Seminar

Page 31: Mutual Information Mathematical Biology Seminar 23.5.2005

Clustering quality

What choice of number of clusters generally yields the most information about gene function (where function is known)?

9 different algorithms, 2 databases, 4 data sets.

a table of 6300 genes * 2000 attributes. a cogency table for each cluster-attribute

pairs.

Mathematical Biology Seminar

Page 32: Mutual Information Mathematical Biology Seminar 23.5.2005

Clustering quality

Calculate entropies:

and the total MI between the cluster result C and all the attributes as:

),()()(

),(),.....,,,( 21

CAHAHCHN

ACMIAAACMI

i ii iA

i iN A

Mathematical Biology Seminar

),(),(),( ii ACHAHCH

Page 33: Mutual Information Mathematical Biology Seminar 23.5.2005

1 .How does MI change?

given: 3000 genes30 clusters

Perform random swaps – the cluster sizes were held but the degree of correlation within the clusters, slowly destroy.

Mathematical Biology Seminar

Page 34: Mutual Information Mathematical Biology Seminar 23.5.2005

Results:

1. MI decreases

2. MI converges to a non-zero value

Mathematical Biology Seminar

Page 35: Mutual Information Mathematical Biology Seminar 23.5.2005

2 .Score the partition

1 .Compute MI for the clustered data. –

2 .Compute MI for clustering obtained by random swaps , Repeating until a distribution of values is obtained.

3 .Compute z-score:

random

randomreal

s

MIMIz

Mathematical Biology Seminar

realMI

randonMI

Page 36: Mutual Information Mathematical Biology Seminar 23.5.2005

Mathematical Biology Seminar

Page 37: Mutual Information Mathematical Biology Seminar 23.5.2005

large z-score greater distance

clustering results more significantly related to gene function.

Results: 1. low cluster numbers2 .clustering algorithm which produce

nonuniform cluster size distribution, perform better.

Mathematical Biology Seminar

Page 38: Mutual Information Mathematical Biology Seminar 23.5.2005

Conclusion – Advantages(1):

Very simple and natural hierarchical clustering algorithm (As MI estimates are becoming better, also the results should improve).

Optimal results when the sample size is large.

MI is a proximity measure, which also recognizes negatively and nonlinearly

correlated data set. So it is more general to use it modeling relationship between genes.

MI is not biased by outliers.Euclidian distance is more easily distorted when variables are not uniformly distributed.

Mathematical Biology Seminar

Page 39: Mutual Information Mathematical Biology Seminar 23.5.2005

Conclusion – Advantages(2):

Expression levels can be modeled to include measurement noise.

Mathematical Biology Seminar

Page 40: Mutual Information Mathematical Biology Seminar 23.5.2005

Conclusion - Disadvantages:

In general, It is not easy to estimate MI (as an example, continuous random variables).

The performances degrade substantially as the number of genes increases.

Mathematical Biology Seminar

Page 41: Mutual Information Mathematical Biology Seminar 23.5.2005

Conclusion

It is not so accurate to look at each condition as a independent observation. Each point is significant.

There are analyses on datasets which do not miss any non-linear correlations .

Its more accurate as a validation method.

Mathematical Biology Seminar

Page 42: Mutual Information Mathematical Biology Seminar 23.5.2005

Mathematical Biology Seminar

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Mathematical Biology Seminar

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Mathematical Biology Seminar