Modern Homology Search by mwv14394


									Modern Homology Search

              Ming Li
Canada Research Chair in Bioinformatics
 Computer Science. U. Waterloo
I want to show you how one simple
  theoretical idea can make big impact to
  a practical field.
   Motivation, market, biology, homology search
   Review dynamic programming, BLAST heuristics
   Optimized spaced seeds
       The idea
       How to compute them
       Data models, coding regions, HMM, vector seeds
       Multiple optimized spaced seeds
       PatternHunter program
   Mathematical theory of spaced seeds
       Why they are better
       Complexity of finding optimal spaced seeds
   Applications beyond bioinformatics & Open problems
1. Introduction
   Biology
   Motivation and market
   Definition of homology search problem

  DNA         Protein
(Genotype)              Phenotype
                         Human: 3 billion bases, 30k genes.
    T           A
    A           T
                         E. coli: 5 million bases, 4k genes
C            G

    T       A
                                         reverse transcription

 A      T           transcription                 translation
                                    mRNA                        Protein
 G                                  (A,C,G,U)                   (20 amino acids)

                                            Codon: three nucleotides encode
A       T                                           an amino acid.
                                            64 codons
C       G                                   20 amino acids, some w/more codes
T       A
A           T
       A gigantic gold mine
   The trend of genetic data growth
                 Nucleotides(billion)   7
                                                                            30 billion
                                                                            in year 2005
                                        1980   1985   1990    1995   2000


   400 Eukaryote genome projects underway
   GenBank doubles every 18 months
   Comparative genomics  all-against-all search
   Software must be scalable to large datasets.
Homology search
   Given two DNA sequences, find all local
    similar regions, using “edit distance”
    (match=1, mismatch=-1, gapopen=-5, gapext=-1).
   Example. Input:
       E. coli genome: 5 million base pairs
       H. influenza genome: 1.8 million base pairs
    Output: all local alignments (PH demo)
         java –jar phn.jar –i ecoli.fna –j hinf.fna –o out.txt –b
Homology search vs Google search

         Internet search
           Size limit: 5 billion people x homepage size
           Supercomputing power used: ½ million CPU-hours/day
           Query frequency: Google --- 112 million/day
           Query type: exact keyword search --- easy to do
         Homology search
           Size limit: 5 billion people x 3 billion basepairs +
            millions of species x billion bases
           10% (?) of world’s supercomputing power
           Query frequency: NCBI BLAST -- 150,000/day,
            15% increase/month
           Query type: approximate search
Bioinformatics Companies living
on Blast
   Paracel (Celera)

   TimeLogic (recently liquidated)

   TurboGenomics (TurboWorx)

   NSF, NIH, pharmaceuticals proudly support many
    supercomputing centers mainly for homology search

   Hardware high cost & become obsolete in 2 years.
   Dynamic programming (1970-1980)
       Full sensitivity, but slow.
       Human vs mouse genomes: 104 CPU-years
   BLAST, FASTA heuristics (1980-1990)
       Low sensitivity, still not fast enough.
       Human vs mouse genomes: 19 CPU-years
       BLAST paper was referenced 100000 times
   Modern technology: full sensitivity & greater
2. Old Technology
   Dynamic programming – full sensitivity
    homology search
   BLAST heuristics --- trading sensitivity
    with time.
     Dynamic Programming:
   Longest Common                         Sequence Alignment
    Subsequence (LCS).                      (Needleman-Wunsch, 1970)
        V=v1v2 … vn                         s(i-1,j) + d(vi,-)
        W=w1w2 … wm                          s(i,j-1)+d(-,wj)
        s(i,j) = length of LCS              s(i-1,j-1)+d(vi,wj)
        of V[1..i] and W[1..j]               0 (Smith-Waterman, 1981)
        Dynamic Programming:          * No affine gap penalties,

                  s(i-1,j)                 where d, for proteins, is either
s(i,j)=max        s(i,j-1)                  PAM or BLOSUM matrix. For
                  s(i-1,j-1)+1,vi=wj        DNA, it can be: match 1,
                                            mismatch -1, gap -3 (In fact:
                                            open gap -5, extension -1.)
                                           d(-,x)=d(x,-)= -a, d(x,y)=-u.
                                            When a=0, u=infinity, it is LCS.
    Misc. Concerns

   Local sequence alignment, add s[i,j]=0.
   Gap penalties. For good reasons, we charge first
    gap cost a, and then subsequent continuous
    insertions b<a.
   Space efficient sequence alignment. Hirschberg
    alg. in O(n2) time, O(n) space.
   Multiple alignment of k sequences: O(nk)
   Popular software, using heuristics. By Altschul, Gish, Miller,
    Myers, Lipman, 1990.
   E(xpected)-value: e= dmne -lS, here S is score, m is database
    length and n is query length.
   Meaning: e is number of hits one can “expect” to see just by
    chance when searching a database of size m.
   Basic Strategy: For all 3 a.a. (and closely related) triples,
    remember their locations in database. Given a query
    sequence S. For all triples in S, find their location in
    database, then extend as long as e-value significant. Similar
    strategy for DNA (7-11 nucleotides). Too slow in genome
Blast Algorithm
   Find seeded (11 bases) matches

   Extent to HSP’s (High Scoring Pairs)

   Gapped Extension, dynamic programming

   Report all local alignments
   BLAST Algorithm Example:
      Find seeded matches of 11 base pairs
      Extend each match to right and left, until the
       scores drop too much, to form an alignment
      Report all local alignments

 0001 1 1 011 1 11 1 1 1 11 1001101 11 10
     | | | | | |x| | | | | | | | | | | ||
BLAST Dilemma:
   If you want to speed up, have to use a
    longer seed. However, we now face a
       increasing seed size speeds up, but loses
       decreasing seed size gains sensitivity, but
        loses speed.
   How do we increase sensitivity & speed
    simultaneously? For 20 years, many
    tried: suffix tree, better programming ..
3. Optimized Spaced Seeds
   Why are they better
   How to compute them
   Data models, coding regions, HMM
   PatternHunter
   Multiple spaced seeds
   Vector seeds
New thinking
   Three lines of existing approaches:
       Smith-Waterman exhaustive dynamic programming.
       Blast family: find seed matches (11 for Blastn, 28 for
        MegaBlast), then extend. Dilemma: increasing seed size
        speeds up but loses sensitivity; descreasing seed size gains
        sensitivity but loses speed.
       Suffix tree: MUMmer, Quasar, REPuter. Only good for
        precise matches, highly similar sequences.
   Blast approach is the only way to deal with real and
    large problems, but we must to solve Blast dilemma:
    We need a way to improve sensitivity and speed
   Goals: Improve (a) Blast, (b) Smith-Waterman.
Optimal Spaced Seed
(Ma, Tromp, Li: Bioinformatics, 18:3, 2002, 440-445)

   Spaced Seed: nonconsecutive matches and
    optimized match positions.
   Represent BLAST seed by 11111111111
   Spaced seed: 111*1**1*1**11*111
      1 means a required match

      * means “don’t care” position

   This seemingly simple change makes a huge
    difference: significantly increases hit prob. to
    homologous region while reducing bad hits.

   Given i.i.d. sequence (homology region)
    with Pr(1)=p and Pr(0)=1-p for each bit:

   Which seed is more likely to hit this region:
       BLAST seed: 11111111111
       Spaced seed: 111*1**1*1**11*111
Sensitivity: PH weight 11 seed vs Blast 11 & 10
PH 2-hit sensitivity vs Blastn 11, 12 1-hit
Expect Less, Get More
    Lemma: The expected number of hits of a weight W
     length M seed model within a length L region with
     similarity p is
    Proof: The expected number of hits is the sum, over the L-M+1
     possible positions of fitting the seed within the region, of the
     probability of W specific matches, the latter being pW.      ■

    Example: In a region of length 64 with 0.7 similarity,
     PH has probability of 0.466 to hit vs Blast 0.3, 50%
     increase. On the other hand, by above lemma, Blast
     expects 1.07 hits, while PH 0.93, 14% less.
     Why Is Spaced Seed Better?
A wrong, but intuitive, proof: seed s, interval I, similarity p
    E(#hits) = Pr(s hits) E(#hits | s hits)
    Pr(s hits) = Lpw / E(#hits | s hits)
For optimized spaced seed, E(#hits | s hits)
   111*1**1*1**11*111            Non overlap Prob
     111*1**1*1**11*111                 6          p6
      111*1**1*1**11*111                6          p6
        111*1**1*1**11*111              6          p6
         111*1**1*1**11*111             7          p7
 For spaced seed: the divisor is 1+p6+p6+p6+p7+ …

 For BLAST seed: the divisor is bigger: 1+ p + p2 + p3 + …
Finding Optimal Spaced Seeds
(Keich, Li, Ma, Tromp, Discrete Appl. Math. 138(2004), 253-263 )

Let f(i,b) be the probability that seed s hits the
  length i prefix of R that ends with b.
Thus, if s matches b, then
             f(i,b) = 1,
otherwise we have the recursive relationship:
   f(i,b)= (1-p)f(i-1,0b') + pf(i-1,1b')
where b' is b deleting the last bit.
Then the probability of s hitting R is,
   Σ|b|=M Prob(b) f(|R|,b).
Choose s with the highest probability.
   Brejova-Brown-Vinar (HMM) and
    Buhler-Keich-Sun (Markov): The input
    sequence can be modeled by a (hidden)
    Markov process, instead of iid.
   Multiple seeds
   Brejova-Brown-Vinar: Vector seeds
   Csuros: Variable length seeds – e.g.
    shorter seeds for rare query words.
    (Ma, Tromp, Li: Bioinformatics, 18:3, 2002, 440-445)

   PH used optimal spaced seeds, novel
    usage of data structures: red-black tree,
    queues, stacks, hashtables, new gapped
    alignment algorithm.
   Written in Java. Yet many times faster
    than BLAST.
   Used in Mouse/RAT Genome Consortia
    (Nature, Dec. 5, 2002), as well as in
    hundreds of institutions and industry.
Comparison with BLAST
   On Pentium III 700MH, 1GB

                                    BLAST     PatternHunter
E.coli vs H.inf             716s    14s/68M
Arabidopsis 2 vs 4          --      498s/280M
Human 21 vs 22               --     5250s/417M
Human(3G) vs Mouse(x3=9G)* 19 years 20 days

   All with filter off and identical parameters
   16M reads of Mouse genome against Human genome for MIT
    Whitehead. Best BLAST program takes 19 years at the same
Quality Comparison:
x-axis: alignment rank
y-axis: alignment score
both axes in logarithmic scale

   A. thaliana chr 2 vs 4
                                 E. Coli vs H. influenza
Genome Alignment by PatternHunter   (4 seconds)
Prior Literature
   Over the years, it turns out, that the mathematicians
    know about certain patterns appear more likely than
    others: for example, in a random English text, ABC is
    more likely to appear than AAA, in their study of
    renewal theory.
   Random or multiple spaced q-grams were used in the
    following work:
       FLASH by Califano & Rigoutsos
       Multiple filtration by Pevzner & Waterman
       LSH of Buhler
       Praparata et al
Coding Region & HMM
    The Hidden Markov Model is a finite set of states, each of
 which is associated with a probability distribution. Transitions
 among the states are governed by a set of probabilities called
 transition probabilities. In a particular state an outcome or
 observation can be generated, according to the associated
 probability distribution. It is only the outcome, not the state,
 which is visible to an external observer and therefore states are
 ``hidden'' from the outside; hence the name Hidden Markov
 Model. An HMM has the following components satisfying usual
 probability laws:
     The number of states of the model, N.
     The number of observation symbols in the alphabet, M.
     A set of state transition probabilities, depending on current state.
     A probability distribution of the observable symbol at each of the
Modeling coding region with HMM
   PatternHunter original assumption: I is a sequence of N
    independent Bernoulli variables X0, … XN-1 with P(Xi)=p.
   Coding region third position usually is less conserved. Skipping it
    should be a good idea (BLAT 110110110). With spaced seeds,
    we can model it using HMM.
   Brejova, Brown, Vinar: M(3) HMM: I is a sequence of N
    independent Bernoulli random variables X0,X1, … XN-1 where
    Pr(Xi=1)=pi mod 3. In particular:
                          p0       p1    p2
      human/mouse        0.82 0.87 0.61
      human/fruit fly    0.67 0.77 0.40
   DP algorithm naturally extends to M(3),
    Opt seed (weight 8) for coding region: 11011011000011
      Picture of M(3)

       Extending M(3), Brejova-Brown-Vinar proposed M(8), above, to model
       dependencies among positions within codons: Σpijk = 1, each codon
       has conservation pattern ijk with probability pijk.

Figures from Brejova-Brown-Vinar
                           Sensitivity of all seeds
                           Under 4 models

From Brejova-Brown-Vinar
Running PH
Download at:

java –jar ph.jar –i query.fna –j subject.fna –o out.txt –b –multi 4

-Xmx512m --- for large files
-j missing: query.fna self-comparison
-db: multiple sequence input, 0,1,2,3 (no, query, subject, both)
-W: seed weight
-G: open gap penalty (default 5)
-E: gap extension (default 1)
-q: mismatch penalty (default 1)
-r: reward for match (default 1)
-model: specify model in binary
-H: hits before extension
-P: show progress
-b: Blast output format
-multi: number of seeds to be used (default 1; max 16)
Multiple Spaced Seeds: Approaching Smith-
Waterman Sensitivity
(Li, Ma, Kisman, Tromp, PatternHunter II, J. Bioinfo Comput. Biol. 2004)

   The biggest problem for Blast was low sensitivity (and low
    speed). Massive parallel machines are built to do Smith-
    Waterman exhaustive dynamic programming.
   Spaced seeds give PH a unique opportunity of using several
    optimal seeds to achieve optimal sensitivity, this was not
    possible for Blast technology.
   Economy --- 2 seeds (½ time slow down) achieve sensitivity of
    1 seed of shorter length (4 times speed).
   With multiple optimal seeds. PH II approaches Smith-Waterman
    sensitivity, and 3000 times faster.
   Finding optimal seeds, even one, is NP-hard.
   Experiment: 29715 mouse EST, 4407 human EST. Sensitivity
    and speed comparison next two slides.
Finding Multiple Seeds                                    (PH II)

   Computing the hit probability of given k seeds on a uniformly
    distributed random region is NP-hard.
   Finding a set of k optimal seeds to maximize the hit probability
    cannot be approximated within 1-1/e unless NP=P
   Given k seeds, algorithm DP can be adapted to compute their
    sensitivity (probability one of the seeds has a hit).
   Greedy Strategy
        Compute one optimal seed a. S={a}
        Given S, find b maximizing hit probability of S U {b}.
        Coding region, use M(3), 0.8, 0.8, 0.5 (for mod 3 positions)
   We took 12 CPU-days on 3GHz PC to compute 16 weight 11
    seeds. General seeds (first 4): 111010010100110111,
    111100110010100001011, 11010000110001010111,
Sensitivity Comparison with Smith-Waterman (at 100%)
The thick dashed curve is the sensitivity of Blastn, seed weight 11.
From low to high, the solid curves are the sensitivity of PH II using
1, 2, 4, 8 weight 11 coding region seeds, and the thin dashed curves
are the sensitivity 1, 2, 4, 8 weight 11 general purpose seeds, respectively
Speed Comparison with Smith-Waterman

   Smith-Waterman (SSearch): 20 CPU-
   PatternHunter II with 4 seeds: 475
    CPU-seconds. 3638 times faster than
    Smith-Waterman dynamic programming
    at the same sensitivity.
Vector Seeds
Definition. A vector seed is an ordered pair Q=(w,T), where w is
  a weight vector (w1, … wM) and T is a threshold value. An
  alignment sequence x1,…,xn contains a hit of the seed Q at
  position k if
                i=1..M(wi∙xk+i-1) ≥ T
 The number of nonzero positions in w is called the support of the

Comments. Other seeds are special cases of vector seeds.
Experiment                         (Brejova PhD. thesis, 2005)

   Predicted sensitivity and false positive rate (prob. hit 0.25-
    homology region of seed length) comparison of various types of
    seeds in a Bernoulli region of 0.7 match probability, length 64.
Name    Weight vector    T Support Sensitivity False positive rate
BLAST   1111111111       10  10      41%          9.5x10 -7
PH-10   1110101100011011 10  10      60%          9.5x10 -7

BLAST-13-15 111111111111111             13     15        73%            9.2x10-7
VS-13-15 111111011011101111             13     15        85%            9.2x10-7

VS-12-13     111101100110101111         12     13        74%            6.0x10-7

VS-11-12     111011001011010111         11     12        84%            2.2x10-6
Variable weight spaced seeds
   M. Csuros proposal: use variable
    weighted spaced seeds depending on
    the composition of the strings to be
    hashed. Rarer strings are expected to
    produce fewer false positives, use seeds
    with smaller weight --- this increases
    the sensitivity.
Open Question
   Can we use different patterns (of same
    weight) at different positions. So this can be
    called variable position-spaced seeds. At the
    same weight, we do not increase expected
    number of false positive hits. Can we increase
    sensitivity? Find these patterns? How much
    increase will there be? Practical enough?
   If the above is not the case, then prove:
    single optimal seed is always better than
    variable positions.
Old field, new trend
   Research trend
       Dozens of papers on spaced seeds have appeared
        since the original PH paper, in 3 years.
       Many more have used PH in their work.
       Most modern alignment programs (including
        BLAST) have now adopted spaced seeds
       Spaced seeds are serving thousands of users/day
   PatternHunter direct users
       Pharmaceutical/biotech firms.
       Mouse Genome Consortium, Nature, Dec. 5, 2002.
       Hundreds of academic institutions.
4. Mathematical Theory of spaced
   Why they are better: Spaced seeds hits first
   Asymptotic sensitivity: is there a “best seed” in
    absolute sense?
   NP hardness of computing sensitivity
   Approximation algorithm for sensitivity
          Why are the spaced seeds better
Theorem 1. Let I be a homologous region, homology level p. For any sequence 0≤i0 <
   i1 … < in-1 ≤ |I|-|s|, let Aj be the event a spaced seed s hits I at ij, Bj be event the
   consecutive seed hits I at j. (Keich, Li, Ma, Tromp, Discrete Appl. Math. 138(2004), 253-263 )
   (1)       P(Uj<n Aj) ≥ P(Uj<n Bj); When ij=j, “>” holds.
Proof. Induction on n. For n=1, P(A0)=pW=P(B0). Assume the theorem holds for n≤N, we prove it
    holds for N+1. Let Ek denote the event that, when putting a seed at I[0], 0th, 1st … k-1st 1s in
    the seed all match & the k-th 1 mismatches. Clearly, Ek is a partition of sample space for all
    k=0, .. , W, and P(Ek)=pk(1-p) for any seed. (Note, Ek for Ai and Ek for Bi have different
    indices – they are really different events.) It is sufficient to show, for each k≤W:
     (2)     P(Uj=0..N Aj|Ek)≥P(Uj=0..NBj|Ek)
   When k=W, both sides of (2) equal to 1. For k<W since (Uj≤kBj)∩Ek=Φ and {Bk+1,Bk+2, … BN}
    are mutually independent of Ek, we have
     (3)      P(Uj=0..NBj|Ek)=P(Uj=k+1..NBj)
   Now consider the first term in (2). For each k in {0, … W-1}, at most k+1 of the events Aj
    satisfy Aj∩Ek=Φ because Aj∩Ek=Φ iff when aligned at ij seed s has a 1 bit at overlapping k-th
    bit when the seed was at 0 – there are at most k+1 choices. Thus, there exist indices
    0<mk+1<mk+2 … <mN ≤N such that Amj∩Ek≠Φ. Since Ek means all previous bits matched
    (except for k-th), it is clear that Ek is non-negatively correlated with Uj=k+1..N Amj, thus
     (4)       P(Uj=0..N Aj|Ek)≥P(Uj=k+1..N Amj|Ek)≥P(Uj=k+1..NAmj)
   By the inductive hypothesis, we have
             P(Uj=k+1..N Amj) ≥ P(Uj=k+1..NBj)
   Combined with (3),(4), this proves (2), hence the “≥ part” of (1) of the theorem.
To prove when ij=j, P(Uj=0..n-1Aj)>P(Uj=0..n-1Bj)           --- (5)

We prove (5) by induction on n. For n=2, we have

        P(Uj=0,1Aj)=2pw – p2w-Shift1>2pw-pw+1=P(Uj=0,1Bj)     (*)

where shift1=number of overlapped bits of the spaced seed s when
   shifted to the right by 1 bit.
For inductive step, note that the proof of (1) shows that for all
   k=0,1, … ,W, P(Uj=0..n-1Aj|Ek)≥P(Uj=0..n-1Bj|Ek). Thus to prove (5)
   we only need to prove that
The above follows from the inductive hypothesis as follows:
 P(Uj=0..n-1Aj|E0)=P(Uj=1..n-1Aj)>P(Uj=1..n-1Bj)=P(Uj=0..n-1Bj|E0). ■
Corollary: Assume I is infinite. Let ps and pc be the first
  positions a spaced seed and the consecutive seed hit
  I, respectively. Then E[ps] < E[pc].
Proof. E[ps]=Σk=0..∞ kP(ps=k)
            =Σk=0..∞ k[P(ps>k-1)-P(ps>k)]
            =E[pc].                                    ■
        Asymptotic sensitivity
        (Buhler-Keich-Sun, JCSS 2004, Li-Ma-Zhang, SODA’2006)

Theorem. Given a spaced seed s, the asymptotic hit
  probability on a homologous region R can be computed, up
  to a constant factor, in time exponentially proportional to
  |s|, but independent of |R|.
Proof. Let d be one plus the length of the maximum run of 0's in s. Let M'=|s|+d.
    Consider an infinite iid sequence R=R[1]R[2] ... , Prob(R[i]=1)=p.
 Let T be set of all length |s| strings that do not dominate s (not matched by s).
 Let Z[i,j] denote the event that s does not hit at any of the positions R[i], R[i+1],
    … , R[j]. For any ti  T, let
                   xi(n) = P[Z[1,n] | R[n..n+|s|-1] = ti ] .
 That is, xi(n) is the no-hit probability in the first n positions when they end with ti.
    We now establish a relationship between xi(n) and xi(n-M’) . Let
                Ci,j = P[Z[n-M'+1,n] | ti at n, tj at n-M'] x P[tj at n-M' | ti at n].
Thus Ci,j is the probability of generating tj at position n-M' (from ti at n) times the
    probability not having a hit in a region of length |s|+M' beginning with tj and
    ending with ti. Especially Ci,j ≠ 0 for any nontrivial seed of length greater than 0
    (because of M’ with d spacing).
  Proof Continued
   xi(n) = j=1K P[Z[1,n-M'] | tj at n-M']
           x P[tj at n-M' | ti at n] x P[Z[n-M'+1,n] | ti at n, tj at n-M']
         = j=1K P[Z[1,n-M'] | tj at n-M'] x Ci,j
         = j=1K Ci,j xj(n-M’)

Define the transition matrix C=(Ci,j). It is a K x K matrix. Let x(n) = (x1(n),
   x2(n), … , xK(n)). Then, assuming that M' divides n,
                  x(n) = x(1) ◦ (CT)n/M’.
Because Ci,j > 0 for all i,j, C is a positive matrix. The row sum of the i-th
   row is the probability that a length-(|s|+M') region ending with ti does
   not have a hit. The row sum is lower bounded by (1-p)d (1-pW ), where
   (1-p)d is the probability of generating d 0's and 1-pW is the probability of
   generating a string in T. It is known that the largest eigenvalue of C is
   positive and unique, and is lower bounded by the smallest row sum and
   upper bounded the largest row sum of C. Let λ1>0 be the largest
   eigenvalue, and λ2, 0 < ||λ2|| < λ1 be the second largest. There is a
   unique eigenvector corresponding to λ1.
                x(n) / ||x(n)|| = x(1) ◦ (CT )n/M’ / ||x(1) ◦ (CT)n/M’||
    converges to the eigenvector corresponding to λ1. As λ1n tends to zero,
   we can use standard techniques to normalize xn as
              y(n) = x(n) / ||x(n)||2
    and then x(n+M’) = C y(n) .
Proof Continued   …
Then (by power method) the Rayleigh quotient of

        λ = (y(n))T C y(n) / (y(n))T y(n) = (y(n))T x(n+M’)

converges to λ1. The convergence speed depends on the ratio λ1/ |λ2|, it is

   known that we can upper bound the second largest eigenvalue λ2 in a
   positive matrix by:

                           λ2 ≤ λ1 (K-1)/(K+1)

   where K= maxi,j,k,l  (Ci,j Ck,l / Ci,l Ck,j). For any i,j, we have

                       pa (1-p)b (1-p)d ≤ Ci,j ≤ pa (1-p)b

where a is the number of 1's in tj, b the number of 0's in tj. K = O(1/(1-p)d ).
As (1 - 1/K)K goes to 1/e, the convergence can be achieved in O(K) = O(1/(1-
   p)d ) steps. The time complexity is therefore upper bounded by an
   exponential function in |s|.                                         QED
         Theorem 2. It is NP hard to find the optimal seed
         (Li, Ma, Kisman, Tromp, J. Bioinfo Comput. Biol. 2004)

Proof. Reduction from 3-SAT. Given a 3-SAT instance C1 … Cn, on Boolean variables x1, … ,
   xm, where Ci= l1 + l2 + l3, each l is some xi or its complement. We reduce this to seed
   selection problem. The required seed has weight W=m+2 and length L=2m+2, and is
   intended to be of the form 1(01+10)m1, a straightforward variable assignment encoding.
   The i-th pair of bits after the initial 1 is called the code for variable xi. A 01 code
   corresponds to setting xi true, while a 10 means false. To prohibit code 11, we introduce,
   for every 1 ≤ i ≤ m, a region

               Ai=1 (11)i-101(11)m-i 10m+1 1(11)i-110(11)m-i 1.

Since the seed has m 0s, it cannot bridge the middle 0m+1 part, and is thus forced to hit at
    the start or at the end. This obviously rules out code 11 for variable xi. Code 00
    automatically becomes ruled out as well, since the seed must distribute m 1s among all m
    codes. Finally, for each clause Ci, we introduce

          Ri =1(11)a-1 c1(11)m-a 1 000 1(11)b-1c2(11)m-b 1 000 1(11)c-1c3(11)m-c 1.

The total length of Ri is (2m+2)+3+(2m+2)+3+(2m+2)=6m+12; it consists of three parts
   each corresponding to a literal in the constraint, with ci being the code for making that
   literal true.
Thus a seed hits Ri iff the assignment encoded by the seed satisfies Ci .        ■
The complexity of computing spaced
seed sensitivity
Theorem. It is also NP hard to compute
  sensitivity of a given seed. It remains to
  be NPC even in a uniform region, at any
  homology level p.
  Very complicated. Omitted.
PTAS for computing sensitivity of
a seed
   Trivial alg. Sample R poly times, compute the
    frequency s hits. Use that to approximate the
    real probability.
   When p is large, then using Chernoff bound,
    we have a PTAS.
   But when p is very small, or seed weight is
    very large, hitting probability is actually very
    small, then we do not have a PTAS.
Efficient approximation of the hit
probability of a seed
Theorem. Let the hit probability of s be x.
 For any ε>0, let N= 6|R|2log |R| / ε2.
 Then with high probability, in
 polynomial time and N samples, we can
 output a value y such that |y-x| ≤ εx.
Proof.  We give a transformation to transform the low
  probability event ``s hits R'' dependent on p and weight of s
  to several events with probability sum ≥ 1, independent of p
  and seed weight W. Let sr be the reverse string of s.

 P[s hits R] = P[sr hits R]
   = i=0|R|-|s| P[sr hits at i, but misses at 0, … , i-1]
   = i=0|R|-|s| P[sr hits at i] x P[sr misses 0, … , i-1 | sr hits at i]
   = i=0|R|-|s| pW x P[s misses 1… i | s hits 0]                 (1)
Because P[s hits R] ≥ pW, (1) induces that

   i=0|R|-|s| P[s misses 1 … i | s hits 0] ≥ 1

Now, we can do efficient sampling, and using Chernoff bounds,
  the rest of the proof is standard.            QED
Expected hit distance
Corollary. E(second hit position | s hits at 0) = p-W.
    i=0|R|-|s| P[s misses 1… i | s hits 0]
 = i=0|R|-|s| j=i+1|R|-|s|+1 P[s second hits j | s hits 0]
 = j=0|R|-|s|+1 i=0j-1 P[s second hits j | s hits 0]
 = i=0|R|-|s|+1 (j-1)P[s second hits j | s hits 0]
Combining with (1), we have:
P[s hits R]xpW=i=0|R|-|s|+1 (j-1)P[s second hits j|s hits 0]
Letting |R|  ∞, the left hand is p-W, the right is
  E(second hit position | s hits at 0).              QED
Chernoff bound
Consider a sequence of n independent
 tosses of a coin with heads prob. p. The
 expected number of heads is m=np.
 What is the probability that the number
 of heads deviates a lot from this? Let X
 be the number of successes, then:
       Pr[|X-m|≥εm] ≤ 2e-εεm/3
        Complexity of finding the optimal
        spaced seeds
Theorem 1 [Li-Ma]. Given a seed and it is NP-hard to find its sensitivity, even in a
   uniform region.

Theorem 2 [Li-Ma]. The sensitivity of a given seed can be efficiently approximated
   by a PTAS.

Theorem 3. Given a set of seeds, choose k best can be approximated with ratio 1-

Theorem 4 [Buhler-Keich-Sun, Li-Ma] The asymptotic hit probability is computable
   in exponential time in seed length, independent of homologous region length.

Theorem 5 [L. Zhang] If the length of a spaced seed is not too long, then it strictly
   outperforms consecutive seed, in asymptotic hit probability.
5. Applications beyond bioinformatics
Stock Market Prediction
Zou-Deng-Li: Detecting Market Trends by Ignoring It, Some Days, March, 2005

   A real gold mine: 4.6 billion dollars are
    traded at NYSE daily.
   Buy low, sell high.
        Best thing: God tells us market trend
        Next best thing: A good market indicator.
   Essentially, a “buy” indicator must be:
        Sensitive when the market rises
        Insensitive otherwise.
My goal
   Provide a sensitive, but not aggressive
    market trend indicator.

   Learning/inference methods or
    complete and comprehensive systems
    are beyond this study. They can be
    used in conjunction with our proposal.
   Hundreds of market indicators are used (esp.
    in automated systems). Typical:
       Common sense: if the past k days are going up,
        then the market is moving up.
       Moving average over the last k days. When the
        average curve and the price curve intersect,
       Special patterns: a wedge, triangle, etc.
       Volume
       Hundreds used in automated trading systems.
   Note: any method will make money in the
    right market, lose money in the wrong market
Problem Formalization
   The market movement is modeled as a 0-1 sequence, one bit per day,
    with 0 meaning market going down, and 1 up.
   S(n,p) is an n day iid sequence where each bit has probability p being
    1 and 1-p being 0. If p>0.5, it is an up market
   Ik=1k is an indicator that the past k days are 1’s.
        I8 has sensitivity 0.397 in S(30,0.7), too conservative
        I8 has false positive rate 0.0043 in S(100, 0.3). Good
   Iij is an indicator that there are i 1’s in last j days.
        I811 has high sensitivity 0.96 in S(30,0.7)
        But it is too aggressive at 0.139 false positive rate in S(100, 0.3).
   Spaced seeds 1111*1*1111 and 11*11111*11 combine to
        have sensitivity 0.49 in S(30,0.7)
        False positive rate 0.0032 in S(100, 0.3).
   Consider a betting game: A player bets a number k. He wins k dollars
    for a correct prediction and o.w. loses k dollars. We say an indicator A
    is better than B, A>B, if A always wins more and loses less.
      Sleeping on Tuesdays and Fridays

           Spaced seeds are beautiful indicators: they are
            sensitive when we need them to be sensitive and
            not sensitive when we do not want them to be.
0.8           11111111                                          11*11*1*111
0.7           11*11*1*111
              8-out-of-11                                       always beats I811
                                                                if it bets 4 dollars
0.4                                                             for each dollar
0.3                                                             I811 bets. It is >I8
0.2                                                             too.
      0.1    0.2    0.3     0.4   0.5   0.6   0.7   0.8   0.9
               Two spaced seeds
1.E-01                                                          Observe two spaced
1.E-02                                                          Seeds curve vs I8, the
1.E-03                                                          spaced seeds are
1.E-04                                                          always more sensitive
1.E-05                                                          in p>0.5 region, and
                                 1111*1*1111; 11*11111*11
                                                                less sensitive when p<0.5
1.E-07                           9-out-of-11
         0.1   0.2    0.3             0.4                 0.5






                                                                      1111*1*1111; 11*11111*11

                           0.5       0.6            0.7         0.8              0.9             1
Two experiments
   We performed two trading experiments
       One artificial
       One on real data (S&P 500, Nasdaq
Experiment 1: Artificial data
   This simple HMM                                      4/5
    generates a very
    artificial simple model
    5000 days (bits)
                                             P(1)=0.5

   Indicators: I7, I711, 5                                    1/50
    spaced seeds.                    1/60
                                            1/10     1/10
   Trading strategy: if
    there is a hit, buy, and
    sell 5 days later.           UP           1/50                     DOWN
                               P(1)=0.7                               P(1)=0.3

   Reward is: #(1)-#(0) in                   1/60

    that 5 days times the
    betting ratio               29/30                                    24/25
Results of Experiment 1.
              R      #Hits Final MTM #Bankrupcies
I7=1111111     $30    12    $679        16
I711           $15    47    $916        14
5 Spaced seeds $25    26    $984         13
Experiment 2.
   Historical data of S&P 500, from Oct 20, 1982 to Feb.
    14, 2005 and NASDAQ, from Jan 2, ’85 to Jan 3,
    2005 were downloaded from
   Each strategy starts with $10,000 USD. If an
    indicator matches, use all the money to buy/sell.
   While in no ways this experiment says anything
    affirmatively, it does suggest that spaced patterns
    can serve a promising basis for a useful indicator,
    together with other parameters such as trade
    volume, natural events, politics, psychology.
Open Questions
I have presented a simple idea of optimized spaced seeds and its
   applications in homology search and time series prediction.

Open questions & current research:
 Complexity of finding (near) optimal seed, in a uniform region.
  Note that this is not an NP-hard question.
 Tighter bounds on why spaced seeds are better.
 Applications to other areas. Apparently, the same idea works for
  any time series.
 Model financial data
 Can we use varying patterns instead of one seed? When
  patterns vary at the same weight, we still have same number of
  expected hits. However, can this increase sensitivity? One seed
  is just a special case of this.
   PH is joint work with B. Ma and J. Tromp
   PH II is joint work with Ma, Kisman, and Tromp
   Some joint theoretical work with Ma, Keich,
    Tromp, Xu, Brown, Zhang.
   Financial market prediction: J. Zou, X. Deng
   Financial support: Bioinformatics Solutions Inc,
    NSERC, Killam Fellowship, CRC chair program,
    City University of Hong Kong.
Here is an example of a BLASTP match (E-value 0) between gene 0189 in C. pneumoniae and
gene 131 in C. trachomatis.

Query: CPn0189                                 Score (bits)   E-value
Aligned with CT131 hypothetical protein         1240             0.0

              MKR       W KI G L          +L   L LP+ S+ES KYL           S+++KE+GL   E+L +SW

               FG QTA+KI++ G ++ E+F+AEK + GSL RLL+Y+ PK + TL+GWSL+I+E S++
Note: Because of powerpoint character alignment problems, I inserted some white space to make it
look more aligned.
    Summary and Open Questions
    Simple ideas: 0 created SW, 1 created Blast. 1 & 0
     created PatternHunter.
    Good spaced seeds help to improve sensitivity and
     reduce irrelevant hit.
    Multiple spaced seeds allow us to improve sensitivity to
     approach Smith-Waterman, not possible with BLAST.
    Computing spaced seeds by DP, while it is NP hard.
    Proper data models help to improve design of spaced
     seeds (HMM)
    Open Problems: (a) A mathematical theory of spaced
     seeds. I.e. quantitative statements for Theorem 1.
    (b) Applications to other fields.
Smaller (more solvable) questions:
(perhaps good for course projects)
   Multiple protein seeds for Smith-
    Waterman sensitivity?
   Applications in other fields, like internet
    document search?
   Prove Theorem 1 for other models – for
    example, M(3) model 0.8,0.8,0.5
    together with specialized seeds.
   More extensive study of Problem 3.

To top