library(morpheus)
-#model = binomial
-K <- 2
-p <- .5
-b <- c(-.2, .5)
+testMultistart <- function(N, n, p, beta, b, link, nstart, ncores)
+{
+ res <- multiRun(
+ list(n=n, p=p, beta=beta, b=b, link=link, nstart=nstart),
+ list(
+ function(fargs) {
+ # 1 start
+ library(morpheus)
+ K <- ncol(fargs$beta)
+ mu <- computeMu(io$X, io$Y, list(K=K, M=fargs$M))
+ op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M)
+ x_init <- list(p=rep(1/K,K-1), beta=mu, b=rep(0,K))
+ res2 <- NULL
+ tryCatch({
+ res2 <- do.call(rbind, op$run(x_init))
+ }, error = function(e) {})
+ res2
+ },
+ function(fargs) {
+ # B starts
+ library(morpheus)
+ K <- ncol(fargs$beta)
+ d <- nrow(fargs$beta)
+ op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M)
+ best_val <- Inf
+ best_par <- list()
+ for (i in 1:fargs$nstart)
+ {
+ #x_init <- list(p=rep(1/K,K-1), beta=i*fargs$mu, b=rep(0,K))
+ M <- matrix(rnorm(d*K), nrow=d, ncol=K)
+ M <- t(t(M) / sqrt(colSums(M^2)))
+ x_init <- list(p=rep(1/K,K-1), beta=M, b=rep(0,K))
+ par <- NULL
+ tryCatch({
+ par <- op$run(x_init)
+ }, error = function(e) {})
+ if (!is.null(par))
+ {
+ val <- op$f( op$linArgs(par) )
+ if (val < best_val)
+ {
+ best_par <- par
+ best_val <- val
+ }
+ }
+ }
+ do.call(rbind,best_par) #return NULL on empty list
+ }
+ ),
+ prepareArgs = function(fargs, index) {
+ library(morpheus)
+ io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$link)
+ fargs$M <- computeMoments(io$X, io$Y)
+ fargs$X <- io$X
+ fargs$Y <- io$Y
+ fargs
+ }, N=N, ncores=ncores, verbose=TRUE)
+ p <- c(p, 1-sum(p))
+ for (i in 1:length(res)) {
+ for (j in N:1) {
+ if (is.null(res[[i]][[j]]) || is.na(res[[i]][[j]]))
+ res[[i]][[j]] <- NULL
+ }
+ print(paste("Count valid runs for ",i," = ",length(res[[i]]),sep=""))
+ res[[i]] <- alignMatrices(res[[i]], ref=rbind(p,beta,b), ls_mode="exact")
+ }
+ res
+}
+
# Default values:
link = "logit"
-N <- 100
-d <- 2
+N <- 10
n <- 1e4
ncores <- 1
nstart <- 3 #nstart-1 random starting points for each MC run
}
}
}
-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 <- 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$optargs)
- x_init <- c(rep(1/K,K-1), as.double(fargs$mu), rep(0,K))
- do.call(rbind,op$run(x_init))
- },
- function(fargs) {
- # B starts
- library(morpheus)
- K <- fargs$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 <- c(rep(1/K,K-1), as.double(i*fargs$mu), rep(0,K))
- par <- op$run(x_init)
- val <- op$f( op$linArgs(par) )
- if (val < best_val)
- {
- best_par <- par
- best_val <- val
- }
- }
- do.call(rbind,best_par)
- }),
- prepareArgs = function(fargs) {
- 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
- }, N=N, ncores=ncores, verbose=TRUE)
-for (i in 1:2)
- ms[[i]] <- alignMatrices(ms[[i]], ref=rbind(p,beta,b), ls_mode="exact")
+if (d == 2) {
+ p <- .5
+ b <- c(-.2, .5)
+ beta <- matrix( c(1,-2, 3,1), ncol=2 )
+} else if (d == 5) {
+ p <- .5
+ b <- c(-.2, .5)
+ beta <- matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=2 )
+} else if (d == 10) {
+ p <- c(.3, .3)
+ b <- c(-.2, 0, .5)
+ 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 )
+}
-ms_params <- list("N"=N, "nc"=ncores, "n"=n, "K"=K, "link"=link,
- "p"=p, "beta"=beta, "b"=b, "nstart"=nstart)
+mr <- testMultistart(N, n, p, beta, b, link, nstart, ncores)
+mr_params <- list("N"=N, "nc"=ncores, "n"=n, "link"=link,
+ "p"=c(p,1-sum(p)), "beta"=beta, "b"=b, "nstart"=nstart)
-save(ms, ms_params, file="multistart.RData")
+save("mr", "mr_params", file=paste("res_",n,"_",d,"_",link,"_",nstart,".RData",sep=""))