Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data

Hocking, Toby Dylan and Rigaill, Guillem and Fearnhead, Paul and Bourque, Guillaume (2018) Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data. arXiv.

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Abstract

We describe a new algorithm and R package for peak detection in genomic data sets using constrained changepoint algorithms. These detect changes from background to peak regions by imposing the constraint that the mean should alternately increase then decrease. An existing algorithm for this problem exists, and gives state-of-the-art accuracy results, but it is computationally expensive when the number of changes is large. We propose the GFPOP algorithm that jointly estimates the number of peaks and their locations by minimizing a cost function which consists of a data fitting term and a penalty for each changepoint. Empirically this algorithm has a cost that is $O(N \log(N))$ for analysing data of length $N$. We also propose a sequential search algorithm that finds the best solution with $K$ segments in $O(\log(K)N \log(N))$ time, which is much faster than the previous $O(KN \log(N))$ algorithm. We show that our disk-based implementation in the PeakSegDisk R package can be used to quickly compute constrained optimal models with many changepoints, which are needed to analyze typical genomic data sets that have tens of millions of observations.

Item Type:
Journal Article
Journal or Publication Title:
arXiv
Subjects:
ID Code:
128420
Deposited By:
Deposited On:
19 Oct 2018 13:28
Refereed?:
No
Published?:
Published
Last Modified:
04 Dec 2020 04:39