Connectivity structure estimation on simulated data

This example shows a comparison of graph lasso and group-sparse covariance estimation of connectivity structure for a synthetic dataset.

from nilearn import plotting

Generate synthetic data

from nilearn._utils.data_gen import generate_group_sparse_gaussian_graphs

n_subjects = 20
n_displayed = 3
subjects, precisions, _ = generate_group_sparse_gaussian_graphs(
    n_subjects=n_subjects,
    n_features=10,
    min_n_samples=30,
    max_n_samples=50,
    density=0.1,
)

Run connectome estimations and plot the results

import matplotlib.pyplot as plt

fig = plt.figure(figsize=(10, 7))
plt.subplots_adjust(hspace=0.4)
for n in range(n_displayed):
    ax = plt.subplot(n_displayed, 4, 4 * n + 1)
    max_precision = precisions[n].max()
    plotting.plot_matrix(
        precisions[n],
        vmin=-max_precision,
        vmax=max_precision,
        axes=ax,
        colorbar=False,
    )

    if n == 0:
        plt.title("ground truth")
    plt.ylabel(f"subject {int(n)}")


# Run group-sparse covariance on all subjects
from nilearn.connectome import GroupSparseCovarianceCV

gsc = GroupSparseCovarianceCV(max_iter=50, verbose=1)
gsc.fit(subjects)

for n in range(n_displayed):
    ax = plt.subplot(n_displayed, 4, 4 * n + 2)
    max_precision = gsc.precisions_[..., n].max()
    plotting.plot_matrix(
        gsc.precisions_[..., n],
        axes=ax,
        vmin=-max_precision,
        vmax=max_precision,
        colorbar=False,
    )
    if n == 0:
        plt.title(f"group-sparse\n$\\alpha={gsc.alpha_:.2f}$")


# Fit one graph lasso per subject
from sklearn.covariance import GraphicalLassoCV

gl = GraphicalLassoCV(verbose=1)

for n, subject in enumerate(subjects[:n_displayed]):
    gl.fit(subject)

    ax = plt.subplot(n_displayed, 4, 4 * n + 3)
    max_precision = gl.precision_.max()
    plotting.plot_matrix(
        gl.precision_,
        axes=ax,
        vmin=-max_precision,
        vmax=max_precision,
        colorbar=False,
    )
    if n == 0:
        plt.title("graph lasso")
    plt.ylabel(f"$\\alpha={gl.alpha_:.2f}$")


# Fit one graph lasso for all subjects at once
import numpy as np

gl.fit(np.concatenate(subjects))

ax = plt.subplot(n_displayed, 4, 4)
max_precision = gl.precision_.max()
plotting.plot_matrix(
    gl.precision_,
    axes=ax,
    vmin=-max_precision,
    vmax=max_precision,
    colorbar=False,
)
plt.title(f"graph lasso, all subjects\n$\\alpha={gl.alpha_:.2f}$")

plotting.show()
ground truth, group-sparse $\alpha=0.03$, graph lasso, graph lasso, all subjects $\alpha=0.02$
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.5s finished
[GroupSparseCovarianceCV.fit] [GroupSparseCovarianceCV] Done refinement  0 out
of 4
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.5s finished
[GroupSparseCovarianceCV.fit] [GroupSparseCovarianceCV] Done refinement  1 out
of 4
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.5s finished
[GroupSparseCovarianceCV.fit] [GroupSparseCovarianceCV] Done refinement  2 out
of 4
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.6s finished
[GroupSparseCovarianceCV.fit] [GroupSparseCovarianceCV] Done refinement  3 out
of 4
[GroupSparseCovarianceCV.fit] Final optimization
/home/runner/work/nilearn/nilearn/.tox/doc/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:483: UserWarning:

Input signals do not all have unit variance. This can lead to numerical instability.

[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  1 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  2 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  3 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  4 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  1 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  2 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  3 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  4 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  1 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  2 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  3 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  4 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  1 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  2 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  3 out of 4:   0s
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed:    0.1s finished
[GraphicalLassoCV] Done refinement  4 out of 4:   0s

Total running time of the script: (0 minutes 4.185 seconds)

Estimated memory usage: 108 MB

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