reports/multistart.R

   1 library(morpheus)
   2
   3 testMultistart <- function(N, n, p, beta, b, link, nstart, ncores)
   4 {
   5   res <- multiRun(
   6     list(n=n, p=p, beta=beta, b=b, link=link, nstart=nstart),
   7     list(
   8       function(fargs) {
   9         # 1 start
  10         library(morpheus)
  11         K <- ncol(fargs$beta)
  12         mu <- computeMu(fargs$X, fargs$Y, list(K=K, M=fargs$M))
  13         op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M, 1)
  14         x_init <- list(p=rep(1/K,K-1), beta=mu, b=rep(0,K))
  15                 res2 <- NULL
  16                 tryCatch({
  17           res2 <- do.call(rbind, op$run(x_init))
  18                 }, error = function(e) {})
  19                 res2
  20       },
  21       function(fargs) {
  22         # B starts
  23         library(morpheus)
  24         K <- ncol(fargs$beta)
  25                 d <- nrow(fargs$beta)
  26         op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M)
  27         best_val <- Inf
  28         best_par <- list()
  29         for (i in 1:fargs$nstart)
  30         {
  31           #x_init <- list(p=rep(1/K,K-1), beta=i*fargs$mu, b=rep(0,K))
  32           M <- matrix(rnorm(d*K), nrow=d, ncol=K)
  33           M <- t(t(M) / sqrt(colSums(M^2)))
  34           x_init <- list(p=rep(1/K,K-1), beta=M, b=rep(0,K))
  35           par <- NULL
  36                     tryCatch({
  37             par <- op$run(x_init)
  38           }, error = function(e) {})
  39           if (!is.null(par))
  40           {
  41             val <- op$f( op$linArgs(par) )
  42             if (val < best_val)
  43             {
  44               best_par <- par
  45               best_val <- val
  46             }
  47           }
  48         }
  49         do.call(rbind,best_par) #return NULL on empty list
  50       }
  51     ),
  52     prepareArgs = function(fargs, index) {
  53       library(morpheus)
  54       io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$link)
  55       fargs$M <- computeMoments(io$X, io$Y)
  56       fargs$X <- io$X
  57       fargs$Y <- io$Y
  58             fargs
  59     }, N=N, ncores=ncores, verbose=TRUE)
  60   p <- c(p, 1-sum(p))
  61   for (i in 1:length(res)) {
  62     for (j in N:1) {
  63       if (is.null(res[[i]][[j]]) || is.na(res[[i]][[j]]))
  64         res[[i]][[j]] <- NULL
  65     }
  66     print(paste("Count valid runs for ",i," = ",length(res[[i]]),sep=""))
  67     res[[i]] <- alignMatrices(res[[i]], ref=rbind(p,beta,b), ls_mode="exact")
  68   }
  69   res
  70 }
  71
  72 # Default values:
  73 link = "logit"
  74 N <- 10
  75 n <- 1e4
  76 ncores <- 1
  77 nstart <- 3 #nstart-1 random starting points for each MC run
  78
  79 cmd_args <- commandArgs()
  80 for (arg in cmd_args)
  81 {
  82     if (substr(arg,1,1)!='-')
  83     {
  84         spl <- strsplit(arg,'=')[[1]]
  85         if (spl[1] == "nc") {
  86             ncores <- as.integer(spl[2])
  87         } else if (spl[1] == "N") {
  88             N <- as.integer(spl[2])
  89         } else if (spl[1] == "n") {
  90             n <- as.integer(spl[2])
  91         } else if (spl[1] == "d") {
  92             d <- as.integer(spl[2])
  93         } else if (spl[1] == "link") {
  94             link <- spl[2]
  95         } else if (spl[1] == "nstart") {
  96             nstart <- spl[2]
  97         }
  98     }
  99 }
 100
 101 if (d == 2) {
 102   p <- .5
 103   b <- c(-.2, .5)
 104   beta <- matrix( c(1,-2, 3,1), ncol=2 )
 105 } else if (d == 5) {
 106   p <- .5
 107   b <- c(-.2, .5)
 108   beta <- matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=2 )
 109 } else if (d == 10) {
 110   p <- c(.3, .3)
 111   b <- c(-.2, 0, .5)
 112   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 )
 113 }
 114
 115 mr <- testMultistart(N, n, p, beta, b, link, nstart, ncores)
 116 mr_params <- list("N"=N, "nc"=ncores, "n"=n, "link"=link,
 117     "p"=c(p,1-sum(p)), "beta"=beta, "b"=b, "nstart"=nstart)
 118
 119 save("mr", "mr_params", file=paste("res_",n,"_",d,"_",link,"_",nstart,".RData",sep=""))