X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=79e2876fa6372a9b566591bc8e28a1ae1ead56a7;hb=2989133a738da99b78594cb00afdd3d87916b8bd;hp=894aebd6dfa90dd49e474e0177baed7e9141bb17;hpb=d9edcd6c1b17155153bb05a4f2274a2da6f2f543;p=morpheus.git diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index 894aebd..79e2876 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -102,7 +102,7 @@ setRefClass( n <<- nrow(X) d <<- ncol(X) - W <<- diag(d+d^2+d^3) #initialize at W = Identity + # W will be initialized when calling run() }, expArgs = function(v) @@ -264,19 +264,22 @@ setRefClass( θ0$b = rep(0, K) else if (!is.numeric(θ0$b) || length(θ0$b) != K || any(is.na(θ0$b))) stop("θ0$b: length K, no NA") - # TODO: stopping condition? N iterations? Delta <= epsilon ? - loopMax <- 2 + + # (Re)Set W to identity, to allow several run from the same object + W <<- diag(d+d^2+d^3) + + loopMax <- 2 #TODO: loopMax = 3 ? Seems not improving... + x_init <- linArgs(θ0) for (loop in 1:loopMax) { - op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f, + op_res = constrOptim( x_init, .self$f, .self$grad_f, ui=cbind( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ), ci=c(-1,rep(0,K-1)) ) if (loop < loopMax) #avoid computing an extra W W <<- computeW(expArgs(op_res$par)) - #print(op_res$value) #debug - #print(expArgs(op_res$par)) #debug + #x_init <- op_res$par #degrades performances (TODO: why?) } expArgs(op_res$par)