library(morpheus) testMultistart <- function(N, n, K, 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)), 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 tryCatch({ res <- do.call(rbind, op$run(x_init)) }, error = function(e) { res <- NA }) res }, function(fargs) { # B starts library(morpheus) K <- fargs$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 <- list(p=rep(1/K,K-1), beta=i*fargs$mu, b=rep(0,K)) M <- matrix(rnorm(d*K), nrow=d, ncol=K) M <- t(t(M) / sqrt(colSums(M^2))) x_init <- list(p=rep(1/K,K-1), beta=M, b=rep(0,K)) tryCatch({ par <- op$run(x_init) }, error = function(e) { par <- NA }) if (!is.na(par[0])) { val <- op$f( op$linArgs(par) ) if (val < best_val) { best_par <- par best_val <- val } } } # Bet that at least one run succeded: do.call(rbind,best_par) } ), 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 }, 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 } #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 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 <- 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, "p"=c(p,1-sum(p)), "beta"=beta, "b"=b, "nstart"=nstart) save("ms", "ms_params", file="multistart.RData")