Sparse Network Modeling

Abstract: There have been many attempts to identify high-dimensional network features via multivariate approaches. Specifically, when the number of voxels or nodes, denoted as p, are substantially larger than the number of images, denoted as n, it produces an under-determined model with infinitely many possible solutions. The small-n large-p problem is often remedied by regularizing the under-determined system with additional sparse penalties. Popular sparse network models include sparse correlations, LASSO, sparse canonical correlations and graphical-LASSO. These popular sparse models require optimizing L1-norm penalties, which has been the major computational bottleneck for solving large-scale problems. Thus, many existing sparse brain network models in brain imaging have been restricted to a few hundreds nodes or less. 2527 MRI features used in a LASSO model for Alzheimer's disease is probably the largest number of features used in any sparse model in the brain imaging literature.