X-Git-Url: https://git.auder.net/?p=morpheus.git;a=blobdiff_plain;f=reports%2Fmultistart.R;fp=reports%2Fmultistart.R;h=0000000000000000000000000000000000000000;hp=b3d1e100e4e4e2cba822281b860da9ac8bdd5304;hb=cc87714e5ad552260857c3abd508155355f10796;hpb=476a79d4b332d378716e320fdfd95fa3e1d7be9f 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")