X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FselectVariables.R;h=2d1c9b7b71c16d5e7c15453be7d37d65fae501f9;hp=02252872045a5805c2b444fee0e973897afa0e15;hb=fb3557f39487d9631ffde30f20b70938d2a6ab0c;hpb=43d76c49d2f98490abc782c7e8a8b94baee40247 diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R index 0225287..2d1c9b7 100644 --- a/pkg/R/selectVariables.R +++ b/pkg/R/selectVariables.R @@ -1,75 +1,78 @@ #' selectVariables #' -#' It is a function which construct, for a given lambda, the sets of relevant variables. +#' For a given lambda, construct the sets of relevant variables for each cluster. #' #' @param phiInit an initial estimator for phi (size: p*m*k) #' @param rhoInit an initial estimator for rho (size: m*m*k) -#' @param piInit an initial estimator for pi (size : k) +#' @param piInit an initial estimator for pi (size : k) #' @param gamInit an initial estimator for gamma -#' @param mini minimum number of iterations in EM algorithm -#' @param maxi maximum number of iterations in EM algorithm -#' @param gamma power in the penalty +#' @param mini minimum number of iterations in EM algorithm +#' @param maxi maximum number of iterations in EM algorithm +#' @param gamma power in the penalty #' @param glambda grid of regularization parameters -#' @param X matrix of regressors -#' @param Y matrix of responses +#' @param X matrix of regressors +#' @param Y matrix of responses #' @param thresh real, threshold to say a variable is relevant, by default = 1e-8 -#' @param eps threshold to say that EM algorithm has converged +#' @param eps threshold to say that EM algorithm has converged #' @param ncores Number or cores for parallel execution (1 to disable) +#' @param fast boolean to enable or not the C function call #' #' @return a list of outputs, for each lambda in grid: selected,Rho,Pi #' -#' @examples TODO -#' #' @export -#' -selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda, - X,Y,thresh=1e-8,eps, ncores=3, fast=TRUE) +selectVariables <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, + glambda, X, Y, thresh = 1e-08, eps, ncores = 3, fast) { - if (ncores > 1) - { - cl = parallel::makeCluster(ncores, outfile='') - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","eps"), - envir=environment()) + if (ncores > 1) { + cl <- parallel::makeCluster(ncores, outfile = "") + parallel::clusterExport(cl = cl, varlist = c("phiInit", "rhoInit", "gamInit", + "mini", "maxi", "glambda", "X", "Y", "thresh", "eps"), envir = environment()) } - + # Computation for a fixed lambda computeCoefs <- function(lambda) { - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,eps,fast) - - p = dim(phiInit)[1] - m = dim(phiInit)[2] - - #selectedVariables: list where element j contains vector of selected variables in [1,m] - selectedVariables = lapply(1:p, function(j) { - #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, - #and finally return the corresponding indices - seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] + params <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda, + X, Y, eps, fast) + + p <- ncol(X) + m <- ncol(Y) + + # selectedVariables: list where element j contains vector of selected variables + # in [1,m] + selectedVariables <- lapply(1:p, function(j) { + # from boolean matrix mxk of selected variables obtain the corresponding boolean + # m-vector, and finally return the corresponding indices + if (m>1) { + seq_len(m)[apply(abs(params$phi[j, , ]) > thresh, 1, any)] + } else { + if (any(params$phi[j, , ] > thresh)) + 1 + else + numeric(0) + } }) - - list("selected"=selectedVariables,"Rho"=params$rho,"Pi"=params$pi) + + list(selected = selectedVariables, Rho = params$rho, Pi = params$pi) } - + # For each lambda in the grid, we compute the coefficients out <- - if (ncores > 1) + if (ncores > 1) { parLapply(cl, glambda, computeCoefs) - else - lapply(glambda, computeCoefs) + } else { + lapply(glambda, computeCoefs) + } if (ncores > 1) parallel::stopCluster(cl) + # Suppress models which are computed twice - #En fait, ca ca fait la comparaison de tous les parametres - #On veut juste supprimer ceux qui ont les memes variables sélectionnées - #sha1_array <- lapply(out, digest::sha1) - #out[ duplicated(sha1_array) ] - selec = lapply(out, function(model) model$selected) - ind_dup = duplicated(selec) - ind_uniq = which(!ind_dup) - out2 = list() - for (l in 1:length(ind_uniq)){ - out2[[l]] = out[[ind_uniq[l]]] - } + # sha1_array <- lapply(out, digest::sha1) out[ duplicated(sha1_array) ] + selec <- lapply(out, function(model) model$selected) + ind_dup <- duplicated(selec) + ind_uniq <- which(!ind_dup) + out2 <- list() + for (l in 1:length(ind_uniq)) + out2[[l]] <- out[[ind_uniq[l]]] out2 }