X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoRank.R;h=dc88f676f1ed8ca11e0ec5b91013e304226df309;hp=339ba60bf3ef42251cae09bf573bbe1115844c22;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=aa480ac1fef50618978307a4df2cf9da1e285abc diff --git a/pkg/R/constructionModelesLassoRank.R b/pkg/R/constructionModelesLassoRank.R deleted file mode 100644 index 339ba60..0000000 --- a/pkg/R/constructionModelesLassoRank.R +++ /dev/null @@ -1,84 +0,0 @@ -#' constructionModelesLassoRank -#' -#' TODO: description -#' -#' @param ... -#' -#' @return ... -#' -#' export -constructionModelesLassoRank = function(pi, rho, mini, maxi, X, Y, tau, A1, rangmin, - rangmax, ncores, fast=TRUE, verbose=FALSE) -{ - n = dim(X)[1] - p = dim(X)[2] - m = dim(rho)[2] - k = dim(rho)[3] - L = dim(A1)[2] - - # On cherche les rangs possiblement intéressants - deltaRank = rangmax - rangmin + 1 - Size = deltaRank^k - Rank = matrix(0, nrow=Size, ncol=k) - for (r in 1:k) - { - # On veut le tableau de toutes les combinaisons de rangs possibles - # Dans la première colonne : on répète (rangmax-rangmin)^(k-1) chaque chiffre : - # ça remplit la colonne - # Dans la deuxieme : on répète (rangmax-rangmin)^(k-2) chaque chiffre, - # et on fait ça (rangmax-rangmin)^2 fois - # ... - # Dans la dernière, on répète chaque chiffre une fois, - # et on fait ça (rangmin-rangmax)^(k-1) fois. - Rank[,r] = rangmin + rep(0:(deltaRank-1), deltaRank^(r-1), each=deltaRank^(k-r)) - } - - if (ncores > 1) - { - cl = parallel::makeCluster(ncores, outfile='') - parallel::clusterExport( cl, envir=environment(), - varlist=c("A1","Size","Pi","Rho","mini","maxi","X","Y","tau", - "Rank","m","phi","ncores","verbose") ) - } - - computeAtLambda <- function(lambdaIndex) - { - if (ncores > 1) - require("valse") #workers start with an empty environment - - # on ne garde que les colonnes actives - # 'active' sera l'ensemble des variables informatives - active = A1[,lambdaIndex] - active = active[-(active==0)] - phi = array(0, dim=c(p,m,k,Size)) - llh = matrix(0, Size, 2) #log-likelihood - if (length(active) > 0) - { - for (j in 1:Size) - { - res = EMGrank(Pi[,lambdaIndex], Rho[,,,lambdaIndex], mini, maxi, - X[,active], Y, tau, Rank[j,], fast) - llh = rbind(llh, - c( res$LLF, sum(Rank[j,] * (length(active)- Rank[j,] + m)) ) ) - phi[active,,,] = rbind(phi[active,,,], res$phi) - } - } - list("llh"=llh, "phi"=phi) - } - - #Pour chaque lambda de la grille, on calcule les coefficients - out = - if (ncores > 1) - parLapply(cl, seq_along(glambda), computeAtLambda) - else - lapply(seq_along(glambda), computeAtLambda) - - if (ncores > 1) - parallel::stopCluster(cl) - - # TODO: this is a bit ugly. Better use bigmemory and fill llh/phi in-place - # (but this also adds a dependency...) - llh <- do.call( rbind, lapply(out, function(model) model$llh) ) - phi <- do.call( rbind, lapply(out, function(model) model$phi) ) - list("llh"=llh, "phi"=phi) -}