From: Benjamin Auder Date: Thu, 12 Jul 2018 14:37:02 +0000 (+0200) Subject: 'update' X-Git-Url: https://git.auder.net/%7B%7B%20asset%28%27mixstore/css/static/%3C?a=commitdiff_plain;h=cc87714e5ad552260857c3abd508155355f10796;p=morpheus.git 'update' --- diff --git a/reports/SAVE_RES/multirun_10_logit.RData b/reports/SAVE_RES/multirun_10_logit.RData deleted file mode 100644 index 86129aa..0000000 Binary files a/reports/SAVE_RES/multirun_10_logit.RData and /dev/null differ diff --git a/reports/SAVE_RES/multirun_10_probit.RData b/reports/SAVE_RES/multirun_10_probit.RData deleted file mode 100644 index be2dd46..0000000 Binary files a/reports/SAVE_RES/multirun_10_probit.RData and /dev/null differ diff --git a/reports/SAVE_RES/multirun_2_logit.RData b/reports/SAVE_RES/multirun_2_logit.RData deleted file mode 100644 index 1ef1e7a..0000000 Binary files a/reports/SAVE_RES/multirun_2_logit.RData and /dev/null differ diff --git a/reports/SAVE_RES/multirun_2_probit.RData b/reports/SAVE_RES/multirun_2_probit.RData deleted file mode 100644 index a318e65..0000000 Binary files a/reports/SAVE_RES/multirun_2_probit.RData and /dev/null differ diff --git a/reports/SAVE_RES/multirun_5_logit.RData b/reports/SAVE_RES/multirun_5_logit.RData deleted file mode 100644 index 5bbf125..0000000 Binary files a/reports/SAVE_RES/multirun_5_logit.RData and /dev/null differ diff --git a/reports/SAVE_RES/multirun_5_probit.RData b/reports/SAVE_RES/multirun_5_probit.RData deleted file mode 100644 index c88c41f..0000000 Binary files a/reports/SAVE_RES/multirun_5_probit.RData and /dev/null differ diff --git a/reports/accuracy.R b/reports/accuracy.R deleted file mode 100644 index d646ae3..0000000 --- a/reports/accuracy.R +++ /dev/null @@ -1,100 +0,0 @@ -optimBeta <- function(N, n, K, p, beta, b, link, ncores) -{ - library(morpheus) - res <- multiRun( - list(n=n,p=p,beta=beta,b=b,optargs=list(K=K,link=link)), - list( - # morpheus - function(fargs) { - library(morpheus) - K <- fargs$optargs$K - M <- computeMoments(fargs$X, fargs$Y) - fargs$optargs$M <- M - mu <- computeMu(fargs$X, fargs$Y, fargs$optargs) - op <- optimParams(K,link,fargs$optargs) - x_init <- c( rep(1/K,K-1), as.double(mu), rep(0,K) ) - do.call(rbind, op$run(x_init)) - }, - # flexmix - function(fargs) { - library(flexmix) - source("../patch_Bettina/FLXMRglm.R") - K <- fargs$optargs$K - dat <- as.data.frame( cbind(fargs$Y,fargs$X) ) - fm <- flexmix( cbind(V1, 1-V1) ~ .-V1, data=dat, k=K, - model = FLXMRglm(family = binomial(link = link)) ) - p <- mean(fm@posterior[["scaled"]][,1]) - out <- refit(fm) - beta_b <- sapply( seq_len(K), function(i) { - as.double( out@components[[1]][[i]][,1] ) - } ) - rbind(p, beta_b[2:nrow(beta_b),], beta_b[1,]) - } ), - prepareArgs = function(fargs, index) { - library(morpheus) - io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$optargs$link) - fargs$X = io$X - fargs$Y = io$Y - fargs$optargs$K = ncol(fargs$beta) - fargs$optargs$M = computeMoments(io$X,io$Y) - fargs - }, N=N, ncores=ncores, verbose=TRUE) - p <- c(p, 1-sum(p)) - for (i in 1:2) - res[[i]] <- alignMatrices(res[[i]], ref=rbind(p,beta,b), ls_mode="exact") - res -} - -#model = binomial; default values: -link = "logit" -N <- 10 -d <- 2 -n <- 1e4 -ncores <- 1 - -cmd_args <- commandArgs() -for (arg in cmd_args) -{ - if (substr(arg,1,1)!='-') { - spl <- strsplit(arg,'=')[[1]] - if (spl[1] == "nc") { - ncores <- as.integer(spl[2]) - } else if (spl[1] == "N") { - N <- as.integer(spl[2]) - } else if (spl[1] == "n") { - n <- as.integer(spl[2]) - } else if (spl[1] == "d") { - d <- as.integer(spl[2]) - } else if (spl[1] == "link") { - link <- spl[2] - } - } -} - -if (d == 2) { - K <- 2 - p <- .5 - b <- c(-.2, .5) - beta <- matrix( c(1,-2, 3,1), ncol=K ) -} else if (d == 5) { - K <- 2 - p <- .5 - b <- c(-.2, .5) - beta <- matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=K ) -} else if (d == 10) { - K <- 3 - p <- c(.3, .3) - b <- c(-.2, 0, .5) - beta <- matrix( c(1,2,-1,0,3,4,-1,-3,0,2, 2,-3,0,1,0,-1,-4,3,2,0, -1,1,3,-1,0,0,2,0,1,-2), ncol=K ) -} else if (d == 20) { - K <- 3 - p <- c(.3, .3) - b <- c(-.2, 0, .5) - beta <- matrix( c(1,2,-1,0,3,4,-1,-3,0,2,2,-3,0,1,0,-1,-4,3,2,0, -1,1,3,-1,0,0,2,0,1,-2,1,2,-1,0,3,4,-1,-3,0,2, 2,-3,0,1,0,-1,-4,3,2,0,1,1,2,2,-2,-2,3,1,0,0), ncol=K ) -} - -mr <- optimBeta(N, n, K, p, beta, b, link, ncores) -mr_params <- list("N"=N, "n"=n, "K"=K, "d"=d, "link"=link, - "p"=c(p,1-sum(p)), "beta"=beta, "b"=b) - -save("mr", "mr_params", file=paste("multirun_",d,"_",link,".RData",sep="")) diff --git a/reports/multirun.RData b/reports/multirun.RData deleted file mode 100644 index 136740a..0000000 Binary files a/reports/multirun.RData and /dev/null differ diff --git a/reports/multirun_10_logit.RData b/reports/multirun_10_logit.RData deleted file mode 100644 index 366e7a8..0000000 Binary files a/reports/multirun_10_logit.RData and /dev/null differ diff --git a/reports/multirun_10_probit.RData b/reports/multirun_10_probit.RData deleted file mode 100644 index b87740e..0000000 Binary files a/reports/multirun_10_probit.RData and /dev/null differ diff --git a/reports/multirun_2_logit.RData b/reports/multirun_2_logit.RData deleted file mode 100644 index 06a862d..0000000 Binary files a/reports/multirun_2_logit.RData and /dev/null differ diff --git a/reports/multirun_2_probit.RData b/reports/multirun_2_probit.RData deleted file mode 100644 index 0b8b9dd..0000000 Binary files a/reports/multirun_2_probit.RData and /dev/null differ diff --git a/reports/multirun_5_logit.RData b/reports/multirun_5_logit.RData deleted file mode 100644 index cfba0d0..0000000 Binary files a/reports/multirun_5_logit.RData and /dev/null differ diff --git a/reports/multirun_5_probit.RData b/reports/multirun_5_probit.RData deleted file mode 100644 index 4e1d4d4..0000000 Binary files a/reports/multirun_5_probit.RData and /dev/null differ diff --git a/reports/multistart.R b/reports/multistart.R deleted file mode 100644 index b3d1e10..0000000 --- a/reports/multistart.R +++ /dev/null @@ -1,85 +0,0 @@ -library(morpheus) - -#model = binomial -K <- 2 -p <- .5 -b <- c(-.2, .5) -# Default values: -link = "logit" -N <- 100 -d <- 2 -n <- 1e4 -ncores <- 1 -nstart <- 3 #nstart-1 random starting points for each MC run - -cmd_args <- commandArgs() -for (arg in cmd_args) -{ - if (substr(arg,1,1)!='-') - { - spl <- strsplit(arg,'=')[[1]] - if (spl[1] == "nc") { - ncores <- as.integer(spl[2]) - } else if (spl[1] == "N") { - N <- as.integer(spl[2]) - } else if (spl[1] == "n") { - n <- as.integer(spl[2]) - } else if (spl[1] == "d") { - d <- as.integer(spl[2]) - } else if (spl[1] == "link") { - link <- spl[2] - } else if (spl[1] == "nstart") { - nstart <- spl[2] - } - } -} -betas <- list( - matrix( c(1,-2, 3,1), ncol=K ), #d=2 - matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=K ), #d=5 - matrix( c(1,2,-1,0,3,4,-1,-3,0,2, 2,-3,0,1,0,-1,-4,3,2,0), ncol=K ) ) #d=10 -beta <- betas[[ ifelse( d==2, 1, ifelse(d==5,2,3) ) ]] - -ms <- multiRun( - list(n=n,p=p,beta=beta,b=b,optargs=list(K=K,link=link,nstart=nstart)), list( - function(fargs) { - # 1 start - library(morpheus) - K <- fargs$optargs$K - op <- optimParams(K, fargs$optargs$link, fargs$optargs) - x_init <- c(rep(1/K,K-1), as.double(fargs$mu), rep(0,K)) - do.call(rbind,op$run(x_init)) - }, - function(fargs) { - # B starts - library(morpheus) - K <- fargs$optargs$K - op <- optimParams(K, fargs$optargs$link, fargs$optargs) - best_val <- Inf - best_par <- list() - for (i in 1:fargs$optargs$nstart) - { - x_init <- c(rep(1/K,K-1), as.double(i*fargs$mu), rep(0,K)) - par <- op$run(x_init) - val <- op$f( op$linArgs(par) ) - if (val < best_val) - { - best_par <- par - best_val <- val - } - } - do.call(rbind,best_par) - }), - prepareArgs = function(fargs) { - library(morpheus) - io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$optargs$link) - fargs$optargs$M <- computeMoments(io$X, io$Y) - mu <- computeMu(io$X, io$Y, fargs$optargs) - fargs$mu <- mu - }, N=N, ncores=ncores, verbose=TRUE) -for (i in 1:2) - ms[[i]] <- alignMatrices(ms[[i]], ref=rbind(p,beta,b), ls_mode="exact") - -ms_params <- list("N"=N, "nc"=ncores, "n"=n, "K"=K, "link"=link, - "p"=p, "beta"=beta, "b"=b, "nstart"=nstart) - -save(ms, ms_params, file="multistart.RData") diff --git a/reports/run_accu_cl.sh b/reports/run_accu_cl.sh deleted file mode 100644 index 11bb5e0..0000000 --- a/reports/run_accu_cl.sh +++ /dev/null @@ -1,19 +0,0 @@ -#!/bin/bash - -#PBS -l nodes=1:ppn=15,mem=8gb,pmem=512mb -#PBS -j oe - -#PBS -o .output -rm -f .output - -WORKDIR=/workdir2/auder/morpheus/reports -cd $WORKDIR - -module load R - -# arg --vanilla maybe possible on cluster -for d in 10 20; do - for link in "logit" "probit"; do - R --slave --args N=1000 n=1e5 nc=15 d=$d link=$link out$d$link 2>&1 - done -done diff --git a/reports/run_time_cl.sh b/reports/run_time_cl.sh deleted file mode 100644 index 3055072..0000000 --- a/reports/run_time_cl.sh +++ /dev/null @@ -1,15 +0,0 @@ -#!/bin/bash - -#PBS -l nodes=1:ppn=16,mem=8gb,pmem=512mb -#PBS -j oe - -#PBS -o .output -rm -f .output - -WORKDIR=/workdir2/auder/morpheus/reports -cd $WORKDIR - -module load R - -# arg --vanilla maybe possible on cluster -R --slave --args N=1000 nc=16 link=logit out 2>&1 diff --git a/reports/timings.R b/reports/timings.R deleted file mode 100644 index 704fd82..0000000 --- a/reports/timings.R +++ /dev/null @@ -1,84 +0,0 @@ -# flexmix optimization to get beta -fmOptim <- function(X, Y, K, link) -{ - dat <- as.data.frame( cbind(Y,X) ) - fm <- flexmix( cbind(Y, 1-Y) ~ .-Y, data=dat, k=K, - model = FLXMRglm(family = binomial(link = link)) ) - p <- mean(fm@posterior[["scaled"]][,1]) - out <- refit(fm) - beta_b <- sapply( seq_len(K), function(i) as.double( out@components[[1]][[i]][,1] ) ) - list("p"=p, "beta"=beta_b[2:nrow(beta_b),], "b"=beta_b[1,]) - NULL -} - -# Our package optimization for beta (using mu as a starting point) -ourOptim <- function(X, Y, K, link) -{ - M <- computeMoments(X, Y) - mu <- computeMu(X, Y, list(K=K,M=M)) - x_init = c(1/2, as.double(mu), c(0,0)) - optimParams(K, link, list(M=M))$run(x_init) - NULL -} - -# Get timings for both methods with the same beta matrix -getTimings <- function(link) -{ - timings <- list('fm'=matrix(0,nrow=10,ncol=7),'our'=matrix(0,nrow=10,ncol=7)) - K <- 2 - for (d in c(2,5,10)) - { - beta <- matrix(runif(d*K,min=-5,max=5),ncol=K) - for (logn in 4:6) - { - n <- 10^logn - io <- generateSampleIO(n, rep(1/K,K-1), beta, runif(K), link) - timings[['fm']][d,logn] <- system.time(fmOptim(io$X,io$Y,K,link))[3] - timings[['our']][d,logn] <- system.time(ourOptim(io$X,io$Y,K,link))[3] - } - } - timings -} - -#model = binomial -link <- "logit" -ncores <- 1 -N <- 100 - -cmd_args <- commandArgs() -for (arg in cmd_args) -{ - if (substr(arg,1,1)!='-') - { - spl <- strsplit(arg,'=')[[1]] - if (spl[1] == "link") { - link <- spl[2] - } else if (spl[1] == "nc") { - ncores <- as.integer(spl[2]) - } else if (spl[1] == "N") { - N <- as.integer(spl[2]) - } - } -} - -library(morpheus) -library(flexmix) -source("../patch_Bettina/FLXMRglm.R") - -tm <- - if (ncores == 1) { - lapply(1:N, function(i) { - print(paste("Run",i)) - getTimings(link) - }) - } else { - library(parallel) - mclapply(1:N, function(i) { - print(paste("Run",i)) - getTimings(link) - }, - mc.preschedule=FALSE, mc.cores=ncores) - } -tm_params <- list("link"=link, "N"=N, "nc"=ncores) - -save("tm", "tm_params", file="timings.RData") diff --git a/reports/timings_logit.RData b/reports/timings_logit.RData deleted file mode 100644 index cb2851c..0000000 Binary files a/reports/timings_logit.RData and /dev/null differ diff --git a/reports/timings_save.RData b/reports/timings_save.RData deleted file mode 100644 index 0097a46..0000000 Binary files a/reports/timings_save.RData and /dev/null differ