X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2Fmain.R;fp=R%2Fmain.R;h=b9b8d5bb88a0127b566da1f94a8514b8e61e0f8d;hb=8e92c49c15bdacebf46190e7c8279bd227873928;hp=9817b001dec83d4481e38e5df823b9542db48cde;hpb=3ec579a0955aca0591a9e5c4d90c50b87f4f4609;p=valse.git diff --git a/R/main.R b/R/main.R index 9817b00..b9b8d5b 100644 --- a/R/main.R +++ b/R/main.R @@ -1,5 +1,5 @@ -SelMix = setRefClass( - Class = "selmix", +Valse = setRefClass( + Class = "Valse", fields = c( # User defined @@ -7,7 +7,7 @@ SelMix = setRefClass( # regression data (size n*p, where n is the number of observations, # and p is the number of regressors) X = "numeric", - # response data (size n*m, where n is the number of observations, + # response data (size n*m, where n is the number of observations, # and m is the number of responses) Y = "numeric", @@ -61,12 +61,12 @@ SelMix = setRefClass( ####################### initialize = function(X,Y,...) { - "Initialize SelMix object" + "Initialize Valse object" callSuper(...) - X <<- X; - Y <<- Y; + X <<- X + Y <<- Y gamma <<- ifelse (hasArg("gamma"), gamma, 1.) mini <<- ifelse (hasArg("mini"), mini, as.integer(5)) maxi <<- ifelse (hasArg("maxi"), maxi, as.integer(10)) @@ -88,11 +88,11 @@ SelMix = setRefClass( #smallEM initializes parameters by k-means and regression model in each component, #doing this 20 times, and keeping the values maximizing the likelihood after 10 #iterations of the EM algorithm. - init = initSmallEM(k,sx.X,sx.Y,sx.eps); - phiInit <<- init$phi0; - rhoInit <<- init$rho0; - piInit <<- init$pi0; - tauInit <<- init$tau0; + init = initSmallEM(k,X,Y,eps) + phiInit <<- init$phi0 + rhoInit <<- init$rho0 + piInit <<- init$pi0 + tauInit <<- init$tau0 }, computeGridLambda = function() @@ -100,8 +100,7 @@ SelMix = setRefClass( "computation of the regularization grid" #(according to explicit formula given by EM algorithm) - gridLambda <<- gridLambda(sx.phiInit,sx.rhoInit,sx.piInit,sx.tauInit,sx.X,sx.Y, - sx.gamma,sx.mini,sx.maxi,sx.eps); + gridLambda <<- gridLambda(phiInit,rhoInit,piInit,tauInit,X,Y,gamma,mini,maxi,eps) }, computeRelevantParameters = function() @@ -109,10 +108,10 @@ SelMix = setRefClass( "Compute relevant parameters" #select variables according to each regularization parameter - #from the grid: sx.A1 corresponding to selected variables, and - #sx.A2 corresponding to unselected variables. - params = selectiontotale(sx.phiInit,sx.rhoInit,sx.piInit,sx.tauInit,sx.mini,sx.maxi, - sx.gamma,sx.gridLambda,sx.X,sx.Y,sx.seuil,sx.eps); + #from the grid: A1 corresponding to selected variables, and + #A2 corresponding to unselected variables. + params = selectiontotale( + phiInit,rhoInit,piInit,tauInit,mini,maxi,gamma,gridLambda,X,Y,seuil,eps) A1 <<- params$A1 A2 <<- params$A2 Rho <<- params$Rho @@ -125,9 +124,8 @@ SelMix = setRefClass( #compute parameter estimations, with the Maximum Likelihood #Estimator, restricted on selected variables. - res = constructionModelesLassoMLE(sx.phiInit,sx.rhoInit,sx.piInit,sx.tauInit, - sx.mini,sx.maxi,sx.gamma,sx.gridLambda,sx.X,sx.Y,sx.seuil,sx.eps,sx.A1,sx.A2); - return (list( phi=res$phi, rho=res$rho, pi=res$pi)) + return ( constructionModelesLassoMLE( + phiInit,rhoInit,piInit,tauInit,mini,maxi,gamma,gridLambda,X,Y,seuil,eps,A1,A2) ) }, runProcedure2 = function() @@ -136,75 +134,76 @@ SelMix = setRefClass( #compute parameter estimations, with the Low Rank #Estimator, restricted on selected variables. - return (constructionModelesLassoRank(sx.Pi,sx.Rho,sx.mini,sx.maxi,sx.X,sx.Y,sx.eps, - sx.A1,sx.rangmin,sx.rangmax)$phi) + return ( constructionModelesLassoRank(Pi,Rho,mini,maxi,X,Y,eps, + A1,rangmin,rangmax) ) }, - run = function(procedure) + run = function() { "main loop: over all k and all lambda" # Run the all procedure, 1 with the #maximum likelihood refitting, and 2 with the Low Rank refitting. - p = dim(phiInit)[1] - m = dim(phiInit)[2] - for (k in kmin:kmax) + p = dim(phiInit)[1] + m = dim(phiInit)[2] + for (k in kmin:kmax) + { + print(k) + initParameters(k) + computeGridLambda() + computeRelevantParameters() + if (procedure == 1) { - print(k) - initParameters(k) - computeGridLambda() - computeRelevantParameters() - if (procedure == 1) + r1 = runProcedure1() + Phi2 = Phi + Rho2 = Rho + Pi2 = Pi + p = ncol(X) + m = ncol(Y) + if size(Phi2) == 0 + { + Phi[,,1:k] = r1$phi + Rho[,,1:k] = r1$rho + Pi[1:k,] = r1$pi + } else + { + Phi = array(0., dim=c(p,m,kmax,dim(Phi2)[4]+dim(r1$phi)[4])) + Phi[,,1:(dim(Phi2)[3]),1:(dim(Phi2)[4])] = Phi2 + Phi[,,1:k,dim(Phi2)[4]+1] = r1$phi + Rho = array(0., dim=c(m,m,kmax,dim(Rho2)[4]+dim(r1$rho)[4])) + Rho[,,1:(dim(Rho2)[3]),1:(dim(Rho2)[4])] = Rho2 + Rho[,,1:k,dim(Rho2)[4]+1] = r1$rho + Pi = array(0., dim=c(kmax,dim(Pi2)[2]+dim(r1$pi)[2])) + Pi[1:nrow(Pi2),1:ncol(Pi2)] = Pi2 + Pi[1:k,ncol(Pi2)+1] = r1$pi + } + } else + { + phi = runProcedure2()$phi + Phi2 = Phi + if (dim(Phi2)[1] == 0) + { + Phi(:,:,1:k,:) = phi + } else { - r1 = runProcedure1(sx) - Phi2 = Phi - Rho2 = Rho - Pi2 = Pi - p = ncol(X) - m = ncol(Y) - if size(Phi2) == 0 #TODO: continue translation MATLAB --> R - Phi(:,:,1:k,:) = r1$phi; - Rho(:,:,1:k,:) = r1$rho; - Pi(1:k,:) = r1$pi; - else - Phi = zeros(p,m,sx.kmax,size(Phi2,4)+size(r1$phi,4)); - Phi(:,:,1:size(Phi2,3),1:size(Phi2,4)) = Phi2; - Phi(:,:,1:k,size(Phi2,4)+1:end) = r1$phi; - Rho = zeros(m,m,sx.kmax,size(Rho2,4)+size(r1$rho,4)); - Rho(:,:,1:size(Rho2,3),1:size(Rho2,4)) = Rho2; - Rho(:,:,1:k,size(Rho2,4)+1:end) = r1$rho; - Pi = zeros(sx.kmax,size(Pi2,2)+size(r1$pi,2)); - Pi(1:size(Pi2,1),1:size(Pi2,2)) = Pi2; - Pi(1:k,size(Pi2,2)+1:end) = r1$pi; - end - else - [phi] = runProcedure2(sx); - phi - Phi2 = sx.Phi; - if size(Phi2,1) == 0 - sx.Phi(:,:,1:k,:) = phi; - else size(Phi2) - sx.Phi = zeros(p,m,sx.kmax,size(Phi2,4)+size(phi,4)); - size(sx.Phi) - sx.Phi(:,:,1:size(Phi2,3),1:size(Phi2,4)) = Phi2; - sx.Phi(:,:,1:k,size(Phi2,4)+1:end) = phi; - end - - end - - - end - end - + Phi = zeros(p,m,kmax,size(Phi2,4)+size(phi,4)) + size(Phi) + Phi(:,:,1:size(Phi2,3),1:size(Phi2,4)) = Phi2 + Phi(:,:,1:k,size(Phi2,4)+1:end) = phi + } + } + } + } + ################################################## - #pruning: select only one (or a few best ?!) model + #TODO: pruning: select only one (or a few best ?!) model ################################################## # - # function[model] selectModel(sx) + # function[model] selectModel( # #TODO - # #model = sxModel(...); + # #model = odel(...) # end - + ) )