グループテスト

統計学や組み合わせ数学において, 何らかの検体を特定する作業を, 検体を個別に調べるのではなく, グループにまとめて調べるという作業に分割するようなやりかたをグループテストとよぶ。1943年にRobert Dorfmanによって最初に研究されて以来, グループテストは比較的新しい応用数学の分野であり、幅広い分野で実用化されており, 現在も活発に研究されている。
グループテストのよく知られている例は、直列に接続されたいくつかの電球の中で, いずれか1つだけが壊れている場合である。目的は、できる限り少ない検査（いくつかの電球を電源に接続すること）で、壊れた電球を見つけることである。単純な方法は、各電球を個別に検査することである。しかし、電球の数が多い場合は、電球をグループにまとめる方がはるかに効率的である。たとえば、電球を2つのグループに分けて, 片方のグループの電球を一度にまとめて接続することにより、壊れた電球がどちらのグループに入っているかを判断でき、たった1回の検査で半数の電球を除外できる。
グループテストを実行するためのスキームには単純なものも複雑なものもあり、ひとつのスキームの中の各段階の検査も異なる場合がある。次の段階の検査法が前の段階の検査結果によって変わるようなスキームは"適応的手順"(adaptive procedure)と呼ばれる一方, すべての検査法が事前に決まるように設計されたスキームは「非適応的手順」(non-adaptive procedure)と呼ばれる。非適応的手順に含まれる検査のスキームの構造は「プーリング設計」として知られている（訳注: この部分の意味が原文ではわからない）。
グループテストには、統計学、生物学、コンピュータサイエンス、医学、エンジニアリング、サイバーセキュリティなど、多くの応用がある。これらの検査スキームに対する関心は、近年もHuman Genome Projectによって再燃している
基本的な説明と用語.
数学の多くの分野とは異なり、グループテストの起源は、Robert Dorfmanという1人の人物が書いた1つの報告書に遡ることができる。第二次世界大戦中に、アメリカ公衆衛生局とセレクティブ・サービス・システムが, 入隊者の中から梅毒の男性全員を排除する大規模プロジェクトに着手したときにその動機が生じた。梅毒について個人を検査するには、血液サンプルを採取して, それを分析する必要がある。当時、この検査には費用がかかり、すべての兵士を個別に検査することは非常に費用がかかり、非効率的だった。
Supposing there are formula_1 soldiers, this method of testing leads to formula_1 separate tests. If a large proportion of the people are infected then this method would be reasonable. However, in the more likely case that only a very small proportion of the men are infected, a much more efficient testing scheme can be achieved. The feasibility of a more effective testing scheme hinges on the following property: the soldiers can be pooled into groups, and in each group the blood samples can be combined together. The combined sample can then be tested to check if at least one soldier in the group has syphilis. This is the central idea behind group testing. If one or more of the soldiers in this group has syphilis, then a test is wasted (more tests need to be performed to find which soldier(s) it was). On the other hand, if no one in the pool has syphilis then many tests are saved, since every soldier in that group can be eliminated with just one test.
The items that cause a group to test positive are generally called "defective items" (these are the broken lightbulbs, syphilitic men, etc.). Often, the total number of items is denoted as formula_1 and formula_4 represents the number of defectives if it is assumed to be known.
Classification of group-testing problems.
There are two independent classifications for group-testing problems; every group-testing problem is either adaptive or non-adaptive, and either probabilistic or combinatorial.
In probabilistic models, the defective items are assumed to follow some probability distribution and the aim is to minimise the expected number of tests needed to identify the defectiveness of every item. On the other hand, with combinatorial group testing, the goal is to minimise the number of tests needed in a 'worst-case scenario' – that is, create a minmax algorithm – and no knowledge of the distribution of defectives is assumed.
The other classification, adaptivity, concerns what information can be used when choosing which items to group into a test. In general, the choice of which items to test can depend on the results of previous tests, as in the above lightbulb problem. An algorithm that proceeds by performing a test, and then using the result (and all past results) to decide which next test to perform, is called adaptive. Conversely, in non-adaptive algorithms, all tests are decided in advance. This idea can be generalised to multistage algorithms, where tests are divided into stages, and every test in the next stage must be decided in advance, with only the knowledge of the results of tests in previous stages.
Although adaptive algorithms offer much more freedom in design, it is known that adaptive group-testing algorithms do not improve upon non-adaptive ones by more than a constant factor in the number of tests required to identify the set of defective items. In addition to this, non-adaptive methods are often useful in practice because one can proceed with successive tests without first analysing the results of all previous tests, allowing for the effective distribution of the testing process.
Variations and extensions.
There are many ways to extend the problem of group testing. One of the most important is called "noisy" group testing, and deals with a big assumption of the original problem: that testing is error-free. A group-testing problem is called noisy when there is some chance that the result of a group test is erroneous (e.g. comes out positive when the test contained no defectives). The "Bernoulli noise model" assumes this probability is some constant, formula_5, but in general it can depend on the true number of defectives in the test and the number of items tested. For example, the effect of dilution can be modelled by saying a positive result is more likely when there are more defectives (or more defectives as a fraction of the number tested), present in the test. A noisy algorithm will always have a non-zero probability of making an error (that is, mislabeling an item).
Group testing can be extended by considering scenarios in which there are more than two possible outcomes of a test. For example, a test may have the outcomes formula_6 and formula_7, corresponding to there being no defectives, a single defective, or an unknown number of defectives larger than one. More generally, it is possible to consider the outcome-set of a test to be formula_8 for some formula_9.
Another extension is to consider geometric restrictions on which sets can be tested. The above lightbulb problem is an example of this kind of restriction: only bulbs that appear consecutively can be tested. Similarly, the items may be arranged in a circle, or in general, a net, where the tests are available paths on the graph. Another kind of geometric restriction would be on the maximum number of items that can be tested in a group, or the group sizes might have to be even and so on. In a similar way, it may be useful to consider the restriction that any given item can only appear in a certain number of tests.
There are endless ways to continue remixing the basic formula of group testing. The following elaborations will give an idea of some of the more exotic variants. In the 'good–mediocre–bad' model, each item is one of 'good', 'mediocre' or 'bad', and the result of a test is the type of the 'worst' item in the group. In threshold group testing, the result of a test is positive if the number of defective items in the group is greater than some threshold value or proportion. Group testing with inhibitors is a variant with applications in molecular biology. Here, there is a third class of items called inhibitors, and the result of a test is positive if it contains at least one defective and no inhibitors.
History and development.
Invention and initial progress.
The concept of group testing was first introduced by Robert Dorfman in 1943 in a short report published in the Notes section of "Annals of Mathematical Statistics". Dorfman's report – as with all the early work on group testing – focused on the probabilistic problem, and aimed to use the novel idea of group testing to reduce the expected number of tests needed to weed out all syphilitic men in a given pool of soldiers. The method was simple: put the soldiers into groups of a given size, and use individual testing (testing items in groups of size one) on the positive groups to find which were infected. Dorfman tabulated the optimum group sizes for this strategy against the prevalence rate of defectiveness in the population.
After 1943, group testing remained largely untouched for a number of years. Then in 1957, Sterrett produced an improvement on Dorfman's procedure. This newer process starts by again performing individual testing on the positive groups, but stopping as soon as a defective is identified. Then, the remaining items in the group are tested together, since it is very likely that none of them are defective.
The first thorough treatment of group testing was given by Sobel and Groll in their formative 1959 paper on the subject. They described five new procedures – in addition to generalisations for when the prevalence rate is unknown – and for the most optimal one, they provided an explicit formula for the expected number of tests it would use. The paper also made the connection between group testing and information theory for the first time, as well as discussing several generalisations of the group-testing problem and providing some new applications of the theory.
Combinatorial group testing.
Group testing was first studied in the combinatorial context by Li in 1962, with the introduction of "Li’s formula_10-stage algorithm". Li proposed an extension of
Dorfman's '2-stage algorithm' to an arbitrary number of stages that required no more
than formula_11 tests to be guaranteed to find formula_4 or fewer defectives among formula_1 items.
The idea was to remove all the items in negative tests, and divide the remaining items into groups as was done with the initial pool. This was to be done formula_14 times before performing individual testing.
Combinatorial group testing in general was later studied more fully by Katona in 1973. Katona introduced the matrix representation of non-adaptive group-testing and produced a procedure for finding the defective in the non-adaptive 1-defective case in no more than formula_15tests, which he also proved to be optimal.
In general, finding optimal algorithms for adaptive combinatorial group testing is difficult, and although the computational complexity of group testing has not been determined, it is suspected to be hard in some complexity class. However, an important breakthrough occurred in 1972, with the introduction of the generalised binary-splitting algorithm. The generalised binary-splitting algorithm works by performing a binary search on groups that test positive, and is a simple algorithm that finds a single defective in no more than the information-lower-bound number of tests.
In scenarios where there are two or more defectives, the generalised binary-splitting algorithm still produces near-optimal results, requiring at most formula_16 tests above the information lower bound where formula_4 is the number of defectives. Considerable improvements to this were made in 2013 by Allemann, getting the required number of tests to less than formula_18 above the information lower bound when formula_19 and formula_20. This was achieved by changing the binary search in the binary-splitting algorithm to a complex set of sub-algorithms with overlapping test groups. As such, the problem of adaptive combinatorial group testing – with a known number or upper bound on the number of defectives – has essentially been solved, with little room for further improvement.
There is an open question as to when individual testing is minmax. Hu, Hwang and Wang showed in 1981 that individual testing is minmax when formula_21, and that it is not minmax when formula_22. It is currently conjectured that this bound is sharp: that is, individual testing is minmax if and only if formula_23. Some progress was made in 2000 by Ricccio and Colbourn, who showed that for large formula_1, individual testing is minmax when formula_25.
Non-adaptive and probabilistic testing.
One of the key insights in non-adaptive group testing is that significant gains can be made by eliminating the requirement that the group-testing procedure be certain to succeed (the "combinatorial" problem), but rather permit it to have some low but non-zero probability of mis-labelling each item (the "probabilistic" problem). It is known that as the number of defective items approaches the total number of items, exact combinatorial solutions require significantly more tests than probabilistic solutions — even probabilistic solutions permitting only an asymptotically small probability of error.
In this vein, Chan "et al." (2011) introduced COMP, a probabilistic algorithm that requires no more than formula_26 tests to find up to formula_4 defectives in formula_1 items with a probability of error no more than formula_29. This is within a constant factor of the formula_30 lower bound.
Chan "et al." (2011) also provided a generalisation of COMP to a simple noisy model, and similarly produced an explicit performance bound, which was again only a constant (dependent on the likelihood of a failed test) above the corresponding lower bound. In general, the number of tests required in the Bernoulli noise case is a constant factor larger than in the noiseless case.
Aldridge, Baldassini and Johnson (2014) produced an extension of the COMP algorithm that added additional post-processing steps. They showed that the performance of this new algorithm, called DD, strictly exceeds that of COMP, and that DD is 'essentially optimal' in scenarios where formula_31, by comparing it to a hypothetical algorithm that defines a reasonable optimum. The performance of this hypothetical algorithm suggests that there is room for improvement when formula_32, as well as suggesting how much improvement this might be.
Formalisation of combinatorial group testing.
This section formally defines the notions and terms relating to group testing.
formula_37 is intended to describe the (unknown) set of defective items. The key property of formula_37 is that it is an "implicit input". That is to say, there is no direct knowledge of what the entries of formula_37 are, other than that which can be inferred via some series of 'tests'. This leads on to the next definition.
Therefore, the goal of group testing is to come up with a method for choosing a 'short' series of tests that allow formula_37 to be determined, either exactly or with a high degree of certainty.
General bounds.
Since it is always possible to resort to individual testing by setting formula_49 for each formula_50, it must be that that formula_51. Also, since any non-adaptive testing procedure can be written as an adaptive algorithm by simply performing all the tests without regard to their outcome, formula_52. Finally, when formula_53, there is at least one item whose defectiveness must be determined (by at least one test), and so formula_54.
In summary (when assuming formula_53), formula_56.
Information lower bound.
A lower bound on the number of tests needed can be described using the notion of "sample space", denoted formula_57, which is simply the set of possible placements of defectives. For any group testing problem with sample space formula_57 and any group-testing algorithm, it can be shown that formula_59, where formula_60 is the minimum number of tests required to identify all defectives with a zero probability of error. This is called the "information lower bound". This bound is derived from the fact that after each test, formula_57 is split into two disjoint subsets, each corresponding to one of the two possible outcomes of the test.
However, the information lower bound itself is usually unachievable, even for small problems. This is because the splitting of formula_57 is not arbitrary, since it must be realisable by some test.
In fact, the information lower bound can be generalised to the case where there is a non-zero probability that the algorithm makes an error. In this form, the theorem gives us an upper bound on the probability of success based on the number of tests. For any group-testing algorithm that performs formula_60 tests, the probability of success, formula_64, satisfies formula_65. This can be strengthened to: formula_66.
Representation of non-adaptive algorithms.
Algorithms for non-adaptive group testing consist of two distinct phases. First, it is decided how many tests to perform and which items to include in each test. In the second phase, often called the decoding step, the results of each group test are analysed to determine which items are likely to be defective. The first phase is usually encoded in a matrix as follows.
Thus each column of formula_71 represents an item and each row represents a test, with a formula_75 in the formula_76 entry indicating that the formula_77 test included the formula_78 item and a formula_79 indicating otherwise.
As well as the vector formula_37 (of length formula_1) that describes the unknown defective set, it is common to introduce the result vector, which describes the results of each test.
With these definitions, the non-adaptive problem can be reframed as follows: first a testing matrix is chosen, formula_71, after which the vector formula_89 is returned. Then the problem is to analyse formula_89 to find some estimate for formula_37.
In the simplest noisy case, where there is a constant probability, formula_5, that a group test will have an erroneous result, one considers a random binary vector, formula_93, where each entry has a probability formula_5 of being formula_75, and is formula_79 otherwise. The vector that is returned is then formula_97, with the usual addition on formula_98 (equivalently this is the element-wise XOR operation). A noisy algorithm must estimate formula_37 using formula_100 (that is, without direct knowledge of formula_89).
Bounds for non-adaptive algorithms.
The matrix representation makes it possible to prove some bounds on non-adaptive group testing. The approach mirrors that of many deterministic designs, where formula_4-separable matrices are considered, as defined below.
When formula_71 is a testing matrix, the property of being formula_4-separable (formula_106-separable) is equivalent to being able to distinguish between (up to) formula_4 defectives. However, it does not guarantee that this will be straightforward. A stronger property, called "formula_4-disjunctness" does.
A useful property of formula_4-disjunct testing matrices is that, with up to formula_4 defectives, every non-defective item will appear in at least one test whose outcome is negative. This means there is a simple procedure for finding the defectives: just remove every item that appears in a negative test.
Using the properties of formula_4-separable and formula_4-disjunct matrices the following can be shown for the problem of identifying formula_4 defectives among formula_1 total items.
Generalised binary-splitting algorithm.
The generalised binary-splitting algorithm is an essentially-optimal adaptive group-testing algorithm that finds formula_4 or fewer defectives among formula_1 items as follows:
The generalised binary-splitting algorithm requires no more than formula_140 tests where
formula_141.
For formula_142 large, it can be shown that formula_143, which compares favorably to the formula_144 tests required for Li's formula_10-stage algorithm. In fact, the generalised binary-splitting algorithm is close to optimal in the following sense. When formula_146 it can be shown that formula_147, where formula_148 is the information lower bound.
Non-adaptive algorithms.
Non-adaptive group-testing algorithms tend to assume that the number of defectives, or at least a good upper bound on them, is known. This quantity is denoted formula_4 in this section. If no bounds are known, there are non-adaptive algorithms with low query complexity that can help estimate formula_4.
Combinatorial orthogonal matching pursuit (COMP).
Combinatorial Orthogonal Matching Pursuit, or COMP, is a simple non-adaptive group-testing algorithm that forms the basis for the more complicated algorithms that follow in this section.
First, each entry of the testing matrix is chosen i.i.d. to be formula_75 with probability formula_152 and formula_79 otherwise.
The decoding step proceeds column-wise (i.e. by item). If every test in which an item appears is positive, then the item is declared defective; otherwise the item is assumed to be non-defective. Or equivalently, if an item appears in any test whose outcome is negative, the item is declared non-defective; otherwise the item is assumed to be defective. An important property of this algorithm is that it never creates false negatives, though a false positive occurs when all locations with ones in the "j"-th column of formula_71 (corresponding to a non-defective item "j") are "hidden" by the ones of other columns corresponding to defective items.
The COMP algorithm requires no more than formula_155 tests to have an error probability less than or equal to formula_29. This is within a constant factor of the lower bound for the average probability of error above.
In the noisy case, one relaxes the requirement in the original COMP algorithm that the set of locations of ones in any column of formula_71 corresponding to a positive item be entirely contained in the set of locations of ones in the result vector. Instead, one allows for a certain number of “mismatches” – this number of mismatches depends on both the number of ones in each column, and also the noise parameter, formula_5. This noisy COMP algorithm requires no more than formula_159 tests to achieve an error probability at most formula_29.
Definite defectives (DD).
The definite defectives method (DD) is an extension of the COMP algorithm that attempts to remove any false positives. Performance guarantees for DD have been shown to strictly exceed those of COMP.
The decoding step uses a useful property of the COMP algorithm: that every item that COMP declares non-defective is certainly non-defective (that is, there are no false negatives). It proceeds as follows.
Note that steps 1 and 2 never make a mistake, so the algorithm can only make a mistake if it declares a defective item to be non-defective. Thus the DD algorithm can only create false negatives.
Sequential COMP (SCOMP).
SCOMP (Sequential COMP) is an algorithm that makes use of the fact that DD makes no mistakes until the last step, where it is assumed that the remaining items are non-defective. Let the set of declared defectives be formula_161. A positive test is called "explained" by formula_161 if it contains at least one item in formula_161. The key observation with SCOMP is that the set of defectives found by DD may not explain every positive test, and that every unexplained test must contain a hidden defective.
The algorithm proceeds as follows.
In simulations, SCOMP has been shown to perform close to optimally.
Example applications.
The generality of the theory of group testing lends it to many diverse applications, including clone screening, locating electrical shorts; high speed computer networks; medical examination, quantity searching, statistics; machine learning, DNA sequencing; cryptography; and data forensics. This section provides a brief overview of a small selection of these applications.
Multiaccess channels.
A multiaccess channel is a communication channel that connects many users at once. Every user can listen and transmit on the channel, but if more than one user transmits at the same time, the signals collide, and are reduced to unintelligible noise. Multiaccess channels are important for various real-world applications, notably wireless computer networks and phone networks.
A prominent problem with multiaccess channels is how to assign transmission times to the users so that their messages do not collide. A simple method is to give each user their own time slot in which to transmit, requiring formula_1 slots. (This is called "time division multiplexing", or TDM.) However, this is very inefficient, since it will assign transmission slots to users that may not have a message, and it is usually assumed that only a few users will want to transmit at any given time – otherwise a multiaccess channel is not practical in the first place.
In the context of group testing, this problem is usually tackled by dividing time into 'epochs' in the following way. A user is called 'active' if they have a message at the start of an epoch. (If a message is generated during an epoch, the user only becomes active at the start of the next one.) An epoch ends when every active user has successfully transmitted their message. The problem is then to find all the active users in a given epoch, and schedule a time for them to transmit (if they have not already done so successfully). Here, a test on a set of users corresponds to those users attempting a transmission. The results of the test are the number of users that attempted to transmit, formula_169 and formula_7, corresponding respectively to no active users, exactly one active user (message successful) or more than one active user (message collision). Therefore, using an adaptive group testing algorithm with outcomes formula_171, it can be determined which users wish to transmit in the epoch. Then, any user that has not yet made a successful transmission can now be assigned a slot to transmit, without wastefully assigning times to inactive users.
Machine learning and compressed sensing.
Machine learning is a field of computer science that has many software applications such as DNA classification, fraud detection and targeted advertising. One of the main subfields of machine learning is the 'learning by examples' problem, where the task is to approximate some unknown function when given its value at a number of specific points. As outlined in this section, this function learning problem can be tackled with a group-testing approach.
In a simple version of the problem, there is some unknown function, formula_172 where formula_173, and formula_174 (using logical arithmetic: addition is logical OR and multiplication is logical AND). Here formula_175 is 'formula_4 sparse', which means that at most formula_177 of its entries are formula_75. The aim is to construct an approximation to formula_179 using formula_60 point evaluations, where formula_60 is as small as possible. (Exactly recovering formula_179 corresponds to zero-error algorithms, whereas formula_179 is approximated by algorithms that have a non-zero probability of error.)
In this problem, recovering formula_179 is equivalent to finding formula_175. Moreover, formula_186 if and only if there is some index, formula_1, where formula_188. Thus this problem is analogous to a group-testing problem with formula_4 defectives and formula_1 total items. The entries of formula_175 are the items, which are defective if they are formula_75, formula_193 specifies a test, and a test is positive if and only if formula_186.
In reality, one will often be interested in functions that are more complicated, such as formula_195, again where formula_173. Compressed sensing, which is closely related to group testing, can be used to solve this problem.
In compressed sensing, the goal is to reconstruct a signal, formula_197, by taking a number of measurements. These measurements are modelled as taking the dot product of formula_198 with a chosen vector. The aim is to use a small number of measurements, though this is typically not possible unless something is assumed about the signal. One such assumption (which is common) is that only a small number of entries of formula_198 are "significant", meaning that they have a large magnitude. Since the measurements are dot products of formula_198, the equation formula_201 holds, where formula_71 is a formula_203 matrix that describes the set of measurements that have been chosen and formula_204 is the set of measurement results. This construction shows that compressed sensing is a kind of 'continuous' group testing.
The primary difficulty in compressed sensing is identifying which entries are significant. Once that is done, there are a variety of methods to estimate the actual values of the entries. This task of identification can be approached with a simple application of group testing. Here a group test produces a complex number: the sum of the entries that are tested. The outcome of a test is called positive if it produces a complex number with a large magnitude, which, given the assumption that the significant entries are sparse, indicates that at least one significant entry is contained in the test.
There are explicit deterministic constructions for this type of combinatorial search algorithm, requiring formula_205 measurements. However, as with group-testing, these are sub-optimal, and random constructions (such as COMP) can often recover formula_179 sub-linearly in formula_207.
Multiplex assay design for COVID19 testing.
During a pandemic such as the COVID-19 outbreak in 2020, virus detection assays are sometimes run using nonadaptive group testing designs. One example was provided by the Origami Assays project which released open source group testing designs to run on a laboratory standard 96 well plate.
In a laboratory setting, one challenge of group testing is the construction of the mixtures can be time-consuming and difficult to do accurately by hand. Origami assays provided a workaround for this construction problem by providing paper templates to guide the technician on how to allocate patient samples across the test wells.
Using the largest group testing designs (XL3) it was possible to test 1120 patient samples in 94 assay wells. If the true positive rate was low enough, then no additional testing was required.
Data forensics.
Data forensics is a field dedicated to finding methods for compiling digital evidence of a crime. Such crimes typically involve an adversary modifying the data, documents or databases of a victim, with examples including the altering of tax records, a virus hiding its presence, or an identity thief modifying personal data.
A common tool in data forensics is the one-way cryptographic hash. This is a function that takes the data, and through a difficult-to-reverse procedure, produces a unique number called a hash. Hashes, which are often much shorter than the data, allow us to check if the data has been changed without having to wastefully store complete copies of the information: the hash for the current data can be compared with a past hash to determine if any changes have occurred. An unfortunate property of this method is that, although it is easy to tell if the data has been modified, there is no way of determining how: that is, it is impossible to recover which part of the data has changed.
One way to get around this limitation is to store more hashes – now of subsets of the data structure – to narrow down where the attack has occurred. However, to find the exact location of the attack with a naive approach, a hash would need to be stored for every datum in the structure, which would defeat the point of the hashes in the first place. (One may as well store a regular copy of the data.) Group testing can be used to dramatically reduce the number of hashes that need to be stored. A test becomes a comparison between the stored and current hashes, which is positive when there is a mismatch. This indicates that at least one edited datum (which is taken as defectiveness in this model) is contained in the group that generated the current hash.
In fact, the amount of hashes needed is so low that they, along with the testing matrix they refer to, can even be stored within the organisational structure of the data itself. This means that as far as memory is concerned the test can be performed 'for free'. (This is true with the exception of a master-key/password that is used to secretly determine the hashing function.)