X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2Fmain.R;h=ecfe506608ec257dd1fc9c189a85c2fe7c4bd2e4;hb=321e13a991a5a0e6c97225fdca436870e5e805d1;hp=2cd345d47a369148a61fdfec7f742f4b44e72f4d;hpb=086cf723817b690dc368d2f11b7b9e88d183e804;p=valse.git diff --git a/pkg/R/main.R b/pkg/R/main.R index 2cd345d..ecfe506 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -33,10 +33,10 @@ valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, if (ncores_outer > 1) { - cl = parallel::makeCluster(ncores_outer) + cl = parallel::makeCluster(ncores_outer, outfile='') parallel::clusterExport( cl=cl, envir=environment(), varlist=c("X","Y","procedure", "selecMod","gamma","mini","maxi","eps","kmin","kmax","rang.min","rang.max", - "ncores_outer","ncores_inner","verbose","p","m","k","tableauRecap") ) + "ncores_outer","ncores_inner","verbose","p","m") ) } # Compute models with k components @@ -53,7 +53,6 @@ valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, P = initSmallEM(k, X, Y) grid_lambda <- computeGridLambda(P$phiInit, P$rhoInit, P$piInit, P$gamInit, X, Y, gamma, mini, maxi, eps) - # TODO: 100 = magic number if (length(grid_lambda)>size_coll_mod) grid_lambda = grid_lambda[seq(1, length(grid_lambda), length.out = size_coll_mod)] @@ -70,8 +69,8 @@ valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, print('run the procedure Lasso-MLE') #compute parameter estimations, with the Maximum Likelihood #Estimator, restricted on selected variables. - models <- constructionModelesLassoMLE(P$phiInit, P$rhoInit, P$piInit, P$gamInit, mini, - maxi, gamma, X, Y, thresh, eps, S, ncores_inner, artefact = 1e3, verbose) + models <- constructionModelesLassoMLE(P$phiInit, P$rhoInit, P$piInit, P$gamInit, + mini, maxi, gamma, X, Y, thresh, eps, S, ncores_inner, artefact = 1e3, verbose) } else { @@ -82,6 +81,8 @@ valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, models <- constructionModelesLassoRank(S$Pi, S$Rho, mini, maxi, X, Y, eps, A1, rank.min, rank.max, ncores_inner, verbose) } + #attention certains modeles sont NULL après selectVariables + models = models[sapply(models, function(cell) !is.null(cell))] models } @@ -100,19 +101,19 @@ valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, return (models_list) } - # Get summary "tableauRecap" from models ; TODO: jusqu'à ligne 114 à mon avis là c'est faux :/ - tableauRecap = sapply( models_list, function(models) { - llh = do.call(rbind, lapply(models, function(model) model$llh)) - LLH = llh[-1,1] - D = llh[-1,2] - c(LLH, D, rep(k, length(LLH)), 1:length(LLH)) - }) - tableauRecap - if (verbose) - print('Model selection') - tableauRecap = tableauRecap[rowSums(tableauRecap[, 2:4])!=0,] - tableauRecap = tableauRecap[!is.infinite(tableauRecap[,1]),] - data = cbind(1:dim(tableauRecap)[1], tableauRecap[,2], tableauRecap[,2], tableauRecap[,1]) + # Get summary "tableauRecap" from models + tableauRecap = do.call( rbind, lapply( seq_along(models_list), function(i) { + models <- models_list[[i]] + #Pour un groupe de modeles (même k, différents lambda): + LLH <- sapply( models, function(model) model$llh ) + k == length(models[[1]]$pi) + # TODO: chuis pas sûr du tout des lignes suivantes... + # J'ai l'impression qu'il manque des infos + sumPen = sapply( models, function(model) + sum( model$pi^gamma * sapply(1:k, function(r) sum(abs(model$phi[,,r]))) ) ) + data.frame(model=paste(i,".",seq_along(models),sep=""), + pen=sumPen/1000, complexity=sumPen, contrast=LLH) + } ) ) modSel = capushe::capushe(data, n) indModSel <- @@ -124,5 +125,6 @@ valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, modSel@BIC_capushe$model else if (selecMod == 'AIC') modSel@AIC_capushe$model + models_list[[tableauRecap[indModSel,3]]][[tableauRecap[indModSel,4]]] }