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Published online before print
October 14, 2003, 10.1101/gr.1262503 Genome Res. 13:2467-2474, 2003 ©2003 by Cold Spring Harbor Laboratory Press; ISSN 1088-9051/03 $5.00
Methods Parameter Estimation in Biochemical Pathways: A Comparison of Global Optimization Methods1 Process Engineering Group, Instituto de Investigaciones Marinas (CSIC), 36208 Vigo, Spain 2 Virginia Bioinformatics Institute, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA
Here we address the problem of parameter estimation (inverse problem)of nonlinear dynamic biochemical pathways. This problem is stated as a nonlinear programming (NLP)problem subject to nonlinear differential-algebraic constraints. These problems are known to be frequently ill-conditioned and multimodal. Thus, traditional (gradient-based)local optimization methods fail to arrive at satisfactory solutions. To surmount this limitation, the use of several state-of-the-art deterministic and stochastic global optimization methods is explored. A case study considering the estimation of 36 parameters of a nonlinear biochemical dynamic model is taken as a benchmark. Only a certain type of stochastic algorithm, evolution strategies (ES), is able to solve this problem successfully. Although these stochastic methods cannot guarantee global optimality with certainty, their robustness, plus the fact that in inverse problems they have a known lower bound for the cost function, make them the best available candidates.
Mathematical optimization can be used as a computational engine to arrive at the best solution for a given problem in a systematic and efficient way. In the context of biochemical systems, coupling optimization with suitable simulation modules opens a whole new avenue of possibilities. Mendes and Kell (1998
This contribution considers the latter case, that is, the so-called inverse problem. The correct solution of inverse problems plays a key role in the development of dynamic models, which, in turn, can promote functional understanding at the systems level, as shown by, for example, Swameye et al. (2003 The paper is structured as follows: In the next section, we state the mathematical problem, highlighting its main characteristics, and very especially its challenging nature for traditional local optimization methods. Next, global optimization (GO) is presented as an alternative to surmount those difficulties. A brief review of GO methods is given, and a selection of the presently most promising alternatives is presented. The following section outlines a case study considering the estimation of 36 parameters of a three-step pathway, which will be used as a benchmark to compare the different GO methods selected. A Results and Discussion section follows, ending with a set of Conclusions.
Statement of the Inverse Problem Parameter estimation problems of nonlinear dynamic systems are stated as minimizing a cost function that measures the goodness of the fit of the model with respect to a given experimental data set, subject to the dynamics of the system (acting as a set of differential equality constraints) plus possibly other algebraic constraints. Mathematically, the formulation is that of a nonlinear programming problem (NLP) with differential-algebraic constraints:
Find p to minimize
The formulation above is that of a nonlinear programming problem (NLP) with differential-algebraic (DAEs) constraints. Because of the nonlinear and constrained nature of the system dynamics, these problems are very often multimodal (nonconvex). Therefore, if this NLP-DAEs is solved via standard local methods, such as the standard Levenberg-Marquardt method, it is very likely that the solution found will be of local nature, as discussed by Mendes and Kell (1998
The earliest and simplest attempt to surmount the nonconvexity of many optimization problems was based on the idea of using a local method repeatedly, starting from a number of different initial decision vectors, which is the so-called multistart strategy (Guus et al. 1995
Mendes and Kell (1998
More recently, Mendes (2001 In this contribution, we have considered this same three-step pathway as a benchmark, and we have attempted to solve the associated inverse problem using several state-of-the-art deterministic and stochastic global optimization (GO) algorithms. Our main objective was to investigate if the present state of GO can provide us with a more efficient and reliable method for this class of problems.
Global Optimization Methods
Stochastic methods for global optimization ultimately rely on probabilistic approaches. Given that random elements are involved, these methods only have weak theoretical guarantees of convergence to the global solution. Deterministic methods are those that can provide a level of assurance that the global optimum will be located, and several important advances in the GO of certain types of nonlinear dynamic systems have been made recently (Esposito and Floudas 2000 In contrast, many stochastic methods can locate the vicinity of global solutions with relative efficiency, but the cost to pay is that global optimality cannot be guaranteed. However, in practice, the user can be satisfied if these methods provide a very good (often, the best available) solution in modest computation times. Furthermore, stochastic methods are usually quite simple to implement and use, and they do not require transformation of the original problem, which can be treated as a black box. This characteristic is especially interesting because very often the researcher must link the optimizer with a third-party software package in which the process dynamic model has been implemented.
Stochastic GO Methods
GO Methods Used The GO methods that we have considered are:
GBLSOLVE
MCS
ICRS
DE
uES
SRES
CMA-ES
Justification of the Selection
Deterministic methods
Adaptive stochastic methods
Evolutionary Computation (EC) methods It should be noted that we have not included any representative of the type of GO methods known as Simulated Annealing (SA), which are almost as popular as GAs. As in the case of GAs, the decision to exclude SA-based methods was based on its reported poor performance with respect to the above selected methods. It should be noted that both GAs and SA were originally devised for combinatorial optimization problems (i.e., those with discrete decision variables), and later adapted for global optimization in real valued search spaces. In contrast, the above methods were designed with real (continuous) decision variables in mind, and this could be one of the main reasons for their better efficiency and robustness for this class of problems.
Implementation Details
Finally, to illustrate the comparative performance of multistart local methods for this type of problem, a multistart code (named ms-FMINCON) was also implemented in Matlab making use of the FMINCON code, which is part of the MATLAB Optimization Toolbox (Anonymous 2000
Case Study: A Three-Step Pathway
The mathematical formulation of the nonlinear dynamic model is:
The global optimization problem is stated as the minimization of a weighted distance measure J between experimental and predicted values of the 8 state variables, represented by the vector y:
To better assess the performance of the GO techniques for the solution of the inverse problem, pseudoexperimental data were generated by simulation from a set of chosen parameters (to be considered as the true, or nominal, values). Thus, pseudomeasurements of the concentrations of metabolites, proteins, and messenger RNA species were the result of 16 different experiments (simulations) in which the initial concentrations of the pathway substrate, S, and product, P, were varied (see Table 2 to examine S and P values for each experimental design, plus the nominal values considered for the parameters). These simulated data represent exact results, that is, devoid of measurement noise.
All the computations were performed using a PC/Pentium III (866 MHz) platform running Windows 2000. The best result (J = 0.0013) was obtained using the SRES method (Runarsson and Yao 2000
Simply comparing the final cost function values and the overall computation times can be misleading. In Figure 2, the convergence curves (objective function versus computation time) of the best five methods, all of them stochastic, are plotted (note the log-log scales). It is quite clear that SRES and uES presented the best convergence rates at all times.
It is, indeed, surprising to note that several global optimization methods (e.g., DE, ICRS), which in the past presented a very good performance dealing with a number of hard GO problems, have clearly failed here. This is probably because of the greater complexity of this parameter estimation problem (i.e., a very large number of local solutions) and/or its relatively large dimensionality. In the case of ICRS, its reported CPU time in Table 3 is much shorter that those of the other algorithms, but this is only a consequence of its early stop at a local minimum. In fact, the true story about comparative performance is told in Figure 2 (convergence curves), where it can be seen that the uES and SRES methods were better than ICRS at all times. Moreover, by the time ICRS stopped (0.41 h), the running ES-based methods had already arrived at much better objective function values, as shown in Figure 2.
In the case of the MCS and GBLSOLVE methods, which are both inspired by the DIRECT method of Jones (2001
Regarding the multistart local search, the ms-FMINCON method was executed starting from >300 random initial points. The best result was J = 763.72, very far from the best solution obtained with SRES. Furthermore, most of the other local solutions obtained were much worse. Figure 3 shows a histogram with the distribution of all the local solutions found with this method. Clearly, and in contrast with popular belief (or "folklore," in the words of Guus et al. 1995
Figures 4 and 5 show a comparison (between the predicted and experimental data) for the best decision vector (found with SRES) of the concentrations M2 and E1. It is worth noting the very good correlation between the experimental and predicted data. The representation of the dynamic behavior for the other variables is quite similar and is not included here for the sake of brevity.
Finally, to underline the merit of the best solution obtained by the SRES optimizer, the error values, that is, the relative differences between the known (real) and the estimated parameters are shown in Figure 6. Only parameters 1 and 6 were estimated with an error >16%. All the other errors were below 7%, with the majority being below 3%, which is a very remarkable result. The earlier study had not been able to achieve such good results (Mendes 2001
Conclusions Only evolutionary strategies, namely, the SRES and uES methods, were able to successfully solve the inverse problem associated with a three-step pathway. This result is in agreement with other recent global optimization studies (Rechenberg 2000 A possible drawback of ES methods, in spite of these good results, is the computational effort required, which is on the order of hours using low-cost PC platforms. However, it is well known that many stochastic methods, including ES, lend themselves to parallelization very easily, which means that this problem could be handled in reasonable wallclock time by suitable parallel versions. Present technologies for cluster computing (e.g., http://www.beowulf.org) or grid computing (e.g., http://www.globus.org) can greatly facilitate the development of such versions.
One of us (P.M.) wrote and distributes a biochemical simulation package, Gepasi (http://www.gepasi.org, Mendes 1993
P.M. thanks the National Science Foundation (grants BES-0120306, DBI-0109732, and DBI-0217653), the Commonwealth of Virginia, and Sun Microsystems for financial support. J.R.B. thanks the Spanish Government (MCyT project AGL2001-2610-C02-02) for financial support. The publication costs of this article were defrayed in part by payment of page charges. This article must therefore be hereby marked "advertisement" in accordance with 18 USC section 1734 solely to indicate this fact.
3 Corresponding author. E-MAIL julio{at}iim.csic.es; FAX 34-986292762. Article and publication are at http://www.genome.org/cgi/doi/10.1101/gr.1262503. Article published online before print in October 2003.
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Received February 12, 2003;
accepted in revised format July 22, 2003.
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