#' #TODO: a few examples
#' @export
valse = function(X, Y, procedure='LassoMLE', selecMod='DDSE', gamma=1, mini=10, maxi=50,
- eps=1e-4, kmin=2, kmax=4, rang.min=1, rang.max=10, ncores_outer=1, ncores_inner=1,
- size_coll_mod=50, fast=TRUE, verbose=FALSE)
+ eps=1e-4, kmin=2, kmax=4, rank.min=1, rank.max=10, ncores_outer=1, ncores_inner=1,
+ size_coll_mod=50, fast=TRUE, verbose=FALSE, plot = TRUE)
{
p = dim(X)[2]
m = dim(Y)[2]
#compute parameter estimations, with the Maximum Likelihood
#Estimator, restricted on selected variables.
models <- constructionModelesLassoMLE(P$phiInit, P$rhoInit, P$piInit, P$gamInit,
- mini, maxi, gamma, X, Y, thresh, eps, S, ncores_inner, artefact=1e3, fast, verbose)
+ mini, maxi, gamma, X, Y, thresh, eps, S, ncores_inner, fast, verbose)
}
else
{
print('run the procedure Lasso-Rank')
#compute parameter estimations, with the Low Rank
#Estimator, restricted on selected variables.
- models <- constructionModelesLassoRank(S$Pi, S$Rho, mini, maxi, X, Y, eps, A1,
+ models <- constructionModelesLassoRank(S$Pi, S$Rho, mini, maxi, X, Y, eps, S,
rank.min, rank.max, ncores_inner, fast, verbose)
}
#attention certains modeles sont NULL après selectVariables
tableauRecap = do.call( rbind, lapply( seq_along(models_list), function(i) {
models <- models_list[[i]]
#Pour un groupe de modeles (même k, différents lambda):
- LLH <- sapply( models, function(model) model$llh )
- k == length(models[[1]]$pi)
- # TODO: chuis pas sûr du tout des lignes suivantes...
- # J'ai l'impression qu'il manque des infos
- sumPen = sapply( models, function(model)
- sum( model$pi^gamma * sapply(1:k, function(r) sum(abs(model$phi[,,r]))) ) )
+ LLH <- sapply( models, function(model) model$llh[1] )
+ k = length(models[[1]]$pi)
+ sumPen = sapply(models, function(model)
+ k*(dim(model$rho)[1]+sum(model$phi[,,1]!=0)+1)-1)
data.frame(model=paste(i,".",seq_along(models),sep=""),
- pen=sumPen/1000, complexity=sumPen, contrast=LLH)
+ pen=sumPen/n, complexity=sumPen, contrast=-LLH)
} ) )
-
- modSel = capushe::capushe(data, n)
+print(tableauRecap)
+ modSel = capushe::capushe(tableauRecap, n)
indModSel <-
if (selecMod == 'DDSE')
as.numeric(modSel@DDSE@model)
modSel@BIC_capushe$model
else if (selecMod == 'AIC')
modSel@AIC_capushe$model
-
- models_list[[tableauRecap[indModSel,3]]][[tableauRecap[indModSel,4]]]
+
+ mod = as.character(tableauRecap[indModSel,1])
+ listMod = as.integer(unlist(strsplit(mod, "[.]")))
+ if (plot){
+ print(plot_valse(models_list[[listMod[1]]][[listMod[2]]],n))
+ }
+ models_list[[listMod[1]]][[listMod[2]]]
+
}