From: Benjamin Auder Date: Thu, 16 Mar 2017 16:43:28 +0000 (+0100) Subject: Fix selectVariables.R X-Git-Url: https://git.auder.net/app_dev.php/assets/rpsls.css?a=commitdiff_plain;h=bb55112483c7e4beede77363b9838eaf347f5116;p=valse.git Fix selectVariables.R --- diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R index 46fb3f3..ce7d3b3 100644 --- a/pkg/R/selectVariables.R +++ b/pkg/R/selectVariables.R @@ -1,4 +1,5 @@ #' selectVariables +#' #' It is a function which construct, for a given lambda, the sets of relevant variables. #' #' @param phiInit an initial estimator for phi (size: p*m*k) @@ -19,30 +20,43 @@ #' @examples TODO #' #' @export -selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) +#' +selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda, + X,Y,thresh,tau, ncores=1) #ncores==1 ==> no // { - #TODO: parameter ncores (chaque tâche peut aussi demander du parallélisme...) - cl = parallel::makeCluster( parallel::detectCores() / 4 ) - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), - envir=environment()) - #Pour chaque lambda de la grille, on calcule les coefficients - out = parLapply( seq_along(glambda), function(lambdaindex) + if (ncores > 1) + { + cl = parallel::makeCluster(ncores) + parallel::clusterExport(cl=cl, + varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), + envir=environment()) + } + + # Calcul pour un lambda + computeCoefs <-function(lambda) { + params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) + p = dim(phiInit)[1] m = dim(phiInit)[2] - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - #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$phi[j,,]) > seuil, 1, any ) ] + seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] }) list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) - }) - parallel::stopCluster(cl) + } + + # Pour chaque lambda de la grille, on calcule les coefficients + out <- + if (ncores > 1) + parLapply(cl, seq_along(glambda, computeCoefs) + else + lapply(seq_along(glambda), computeCoefs) + if (ncores > 1) + parallel::stopCluster(cl) out } diff --git a/pkg/R/selectiontotale.R b/pkg/R/selectiontotale.R deleted file mode 100644 index 042c70b..0000000 --- a/pkg/R/selectiontotale.R +++ /dev/null @@ -1,50 +0,0 @@ -#Return a list of outputs, for each lambda in grid: selected,Rho,Pi -selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,thresh,tau, parallel = FALSE){ - if (parallel) { - require(parallel) - cl = parallel::makeCluster( parallel::detectCores() / 4) # <-- ça devrait être un argument - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), - envir=environment()) - #Pour chaque lambda de la grille, on calcule les coefficients - out = parLapply(cl, 1:length(glambda), function(lambdaIndex) - { - params = - EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - - 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$phi[j,,]) > thresh, 1, any ) ] - }) - - list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) - }) - parallel::stopCluster(cl) - } - else { - selectedVariables = list() - Rho = list() - Pi = list() - #Pour chaque lambda de la grille, on calcule les coefficients - for (lambdaIndex in 1:length(glambda)){ - print(lambdaIndex) - params = - EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - p = dim(phiInit)[1] - m = dim(phiInit)[2] - #selectedVariables: list where element j contains vector of selected variables in [1,m] - selectedVariables[[lambdaIndex]] = sapply(1:p, function(j) { - #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, - #and finally return the corresponding indices - seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] - }) - Rho[[lambdaIndex]] = params$Rho - Pi[[lambdaIndex]] = params$Pi - } - list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi) - } -} \ No newline at end of file