X-Git-Url: https://git.auder.net/?p=morpheus.git;a=blobdiff_plain;f=reports%2Fmultistart.R;h=73df53898a9fb99a6d082c36e737f052b978670b;hp=5fa80ad97ce52b83c2bebc93c5394585532e8212;hb=147b2ef3c1def913673ab2333ac629bafaff1360;hpb=0ad4c8de650e9f27ec3754c9cb9b2a03db5aff24 diff --git a/reports/multistart.R b/reports/multistart.R index 5fa80ad..73df538 100644 --- a/reports/multistart.R +++ b/reports/multistart.R @@ -1,43 +1,42 @@ library(morpheus) -testMultistart <- function(N, n, K, p, beta, b, link, nstart, ncores) +testMultistart <- function(N, n, p, beta, b, link, nstart, ncores) { - ms <- multiRun( - list(n=n,p=p,beta=beta,b=b,optargs=list(K=K,link=link,nstart=nstart)), + res <- multiRun( + list(n=n, p=p, beta=beta, b=b, link=link, nstart=nstart), list( function(fargs) { # 1 start library(morpheus) - K <- fargs$optargs$K - op <- optimParams(K, fargs$optargs$link, fargs$optargs) - x_init <- list(p=rep(1/K,K-1), beta=fargs$mu, b=rep(0,K)) - res <- NULL + K <- ncol(fargs$beta) + mu <- computeMu(fargs$X, fargs$Y, list(K=K, M=fargs$M)) + op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M) + x_init <- list(p=rep(1/K,K-1), beta=mu, b=rep(0,K)) + res2 <- NULL tryCatch({ - res <- do.call(rbind, op$run(x_init)) - }, error = function(e) { - res <- NA - }) - res + res2 <- do.call(rbind, op$run(x_init)) + }, error = function(e) {}) + res2 }, function(fargs) { # B starts library(morpheus) - K <- fargs$optargs$K - op <- optimParams(K, fargs$optargs$link, fargs$optargs) + K <- ncol(fargs$beta) + d <- nrow(fargs$beta) + op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M) best_val <- Inf best_par <- list() - for (i in 1:fargs$optargs$nstart) + for (i in 1:fargs$nstart) { #x_init <- list(p=rep(1/K,K-1), beta=i*fargs$mu, b=rep(0,K)) M <- matrix(rnorm(d*K), nrow=d, ncol=K) M <- t(t(M) / sqrt(colSums(M^2))) x_init <- list(p=rep(1/K,K-1), beta=M, b=rep(0,K)) - tryCatch({ + par <- NULL + tryCatch({ par <- op$run(x_init) - }, error = function(e) { - par <- NA - }) - if (!is.na(par[0])) + }, error = function(e) {}) + if (!is.null(par)) { val <- op$f( op$linArgs(par) ) if (val < best_val) @@ -47,31 +46,32 @@ testMultistart <- function(N, n, K, p, beta, b, link, nstart, ncores) } } } - # Bet that at least one run succeded: - do.call(rbind,best_par) + do.call(rbind,best_par) #return NULL on empty list } ), prepareArgs = function(fargs, index) { 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 - fargs + io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$link) + fargs$M <- computeMoments(io$X, io$Y) + fargs$X <- io$X + fargs$Y <- io$Y + fargs }, 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 + p <- c(p, 1-sum(p)) + for (i in 1:length(res)) { + for (j in N:1) { + if (is.null(res[[i]][[j]]) || is.na(res[[i]][[j]])) + res[[i]][[j]] <- NULL + } + print(paste("Count valid runs for ",i," = ",length(res[[i]]),sep="")) + res[[i]] <- alignMatrices(res[[i]], ref=rbind(p,beta,b), ls_mode="exact") + } + res } -#model = binomial -K <- 2 -p <- .5 -b <- c(-.2, .5) # Default values: link = "logit" N <- 10 -d <- 2 n <- 1e4 ncores <- 1 nstart <- 3 #nstart-1 random starting points for each MC run @@ -97,14 +97,23 @@ for (arg in cmd_args) } } } -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 <- testMultistart(N, n, K, p, beta, b, link, nstart, ncores) -ms_params <- list("N"=N, "nc"=ncores, "n"=n, "K"=K, "d"=d, "link"=link, +if (d == 2) { + p <- .5 + b <- c(-.2, .5) + beta <- matrix( c(1,-2, 3,1), ncol=2 ) +} else if (d == 5) { + p <- .5 + b <- c(-.2, .5) + beta <- matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=2 ) +} else if (d == 10) { + 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=3 ) +} + +mr <- testMultistart(N, n, p, beta, b, link, nstart, ncores) +mr_params <- list("N"=N, "nc"=ncores, "n"=n, "link"=link, "p"=c(p,1-sum(p)), "beta"=beta, "b"=b, "nstart"=nstart) -save("ms", "ms_params", file="multistart.RData") +save("mr", "mr_params", file=paste("res_",n,"_",d,"_",link,"_",nstart,".RData",sep=""))