From: Benjamin Auder Date: Sat, 14 Dec 2019 00:37:37 +0000 (+0100) Subject: Simplify data sampling + cosmetics + draft unit test for W matrix in optim X-Git-Url: https://git.auder.net/variants/Chakart/pieces/img/doc/css/rpsls.css?a=commitdiff_plain;h=0f5fbd1371011f25cd1f6caf0e826d2ea9e4e245;p=morpheus.git Simplify data sampling + cosmetics + draft unit test for W matrix in optim --- diff --git a/pkg/R/computeMu.R b/pkg/R/computeMu.R index f7f82ad..ea931d2 100644 --- a/pkg/R/computeMu.R +++ b/pkg/R/computeMu.R @@ -66,9 +66,8 @@ computeMu = function(X, Y, optargs=list()) jd_method = ifelse(!is.null(optargs$jd_method), optargs$jd_method, "uwedge") V = if (jd_nvects > 1) { - #NOTE: increasing itermax does not help to converge, thus we suppress warnings + # NOTE: increasing itermax does not help to converge, thus we suppress warnings suppressWarnings({jd = jointDiag::ajd(M2_t, method=jd_method)}) -# if (jd_method=="uwedge") jd$B else solve(jd$A) if (jd_method=="uwedge") jd$B else MASS::ginv(jd$A) } else @@ -79,7 +78,6 @@ computeMu = function(X, Y, optargs=list()) for (i in seq_len(K)) M2_t[,,i] = .T_I_I_w(M[[3]],V[,i]) suppressWarnings({jd = jointDiag::ajd(M2_t, method=jd_method)}) -# U = if (jd_method=="uwedge") solve(jd$B) else jd$A U = if (jd_method=="uwedge") MASS::ginv(jd$B) else jd$A μ = normalize(U[,1:K]) diff --git a/pkg/R/multiRun.R b/pkg/R/multiRun.R index 56c3e19..f38f9f3 100644 --- a/pkg/R/multiRun.R +++ b/pkg/R/multiRun.R @@ -23,7 +23,7 @@ #' # Bootstrap + computeMu, morpheus VS flexmix ; assumes fargs first 3 elts X,Y,K #' io <- generateSampleIO(n=1000, p=1/2, β=β, b=c(0,0), "logit") #' μ <- normalize(β) -#' res <- multiRun(list(X=io$X,Y=io$Y,optargs=list(K=2,jd_nvects=0)), list( +#' res <- multiRun(list(X=io$X,Y=io$Y,optargs=list(K=2)), list( #' # morpheus #' function(fargs) { #' library(morpheus) diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index ecfae7f..b7d901c 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -115,22 +115,17 @@ setRefClass( c(L$p[1:(K-1)], as.double(L$β), L$b) }, - #TODO: compare with R version? - #D <- diag(d) #matrix of ej vectors - #Y * X - #Y * ( t( apply(X, 1, function(row) row %o% row) ) - Reduce('+', lapply(1:d, function(j) as.double(D[j,] %o% D[j,])), rep(0, d*d))) - #Y * ( t( apply(X, 1, function(row) row %o% row %*% row) ) - Reduce('+', lapply(1:d, function(j) ), rep(0, d*d*d))) computeW = function(θ) { - #require(MASS) + #return (diag(c(rep(6,d), rep(3, d^2), rep(1,d^3)))) + require(MASS) dd <- d + d^2 + d^3 M <- Moments(θ) Omega <- matrix( .C("Compute_Omega", X=as.double(X), Y=as.double(Y), M=as.double(M), pn=as.integer(n), pd=as.integer(d), W=as.double(W), PACKAGE="morpheus")$W, nrow=dd, ncol=dd ) - W <<- MASS::ginv(Omega, tol=1e-4) - NULL #avoid returning W + MASS::ginv(Omega) }, Moments = function(θ) @@ -166,7 +161,7 @@ setRefClass( "Gradient of f, dimension (K-1) + d*K + K = (d+2)*K - 1" L <- expArgs(θ) - -2 * t(grad_M(L)) %*% W %*% as.matrix((Mhat - Moments(L))) + -2 * t(grad_M(L)) %*% W %*% as.matrix(Mhat - Moments(L)) }, grad_M = function(θ) @@ -245,17 +240,22 @@ setRefClass( stop("θ0: list") if (is.null(θ0$β)) stop("At least θ0$β must be provided") - if (!is.matrix(θ0$β) || any(is.na(θ0$β)) || ncol(θ0$β) != K) - stop("θ0$β: matrix, no NA, ncol == K") + if (!is.matrix(θ0$β) || any(is.na(θ0$β)) + || nrow(θ0$β) != d || ncol(θ0$β) != K) + { + stop("θ0$β: matrix, no NA, nrow = d, ncol = K") + } if (is.null(θ0$p)) θ0$p = rep(1/K, K-1) - else if (length(θ0$p) != K-1 || sum(θ0$p) > 1) - stop("θ0$p should contain positive integers and sum to < 1") - # Next test = heuristic to detect missing b (when matrix is called "beta") - if (is.null(θ0$b) || all(θ0$b == θ0$β)) + else if (!is.numeric(θ0$p) || length(θ0$p) != K-1 + || any(is.na(θ0$p)) || sum(θ0$p) > 1) + { + stop("θ0$p: length K-1, no NA, positive integers, sum to <= 1") + } + if (is.null(θ0$b)) θ0$b = rep(0, K) - else if (any(is.na(θ0$b))) - stop("θ0$b cannot have missing values") + else if (!is.numeric(θ0$b) || length(θ0$b) != K || any(is.na(θ0$b))) + stop("θ0$b: length K, no NA") # TODO: stopping condition? N iterations? Delta <= epsilon ? for (loop in 1:10) { @@ -264,12 +264,9 @@ setRefClass( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ), ci=c(-1,rep(0,K-1)) ) - - computeW(expArgs(op_res$par)) - # debug: - #print(W) - print(op_res$value) - print(expArgs(op_res$par)) + W <<- computeW(expArgs(op_res$par)) + print(op_res$value) #debug + print(expArgs(op_res$par)) #debug } expArgs(op_res$par) diff --git a/pkg/R/sampleIO.R b/pkg/R/sampleIO.R index 3d46092..10497db 100644 --- a/pkg/R/sampleIO.R +++ b/pkg/R/sampleIO.R @@ -5,7 +5,7 @@ #' described by the corresponding column parameter in the matrix β + intercept b. #' #' @param n Number of individuals -#' @param p Vector of K-1 populations relative proportions (sum <= 1) +#' @param p Vector of K(-1) populations relative proportions (sum (<)= 1) #' @param β Vectors of model parameters for each population, of size dxK #' @param b Vector of intercept values (use rep(0,K) for no intercept) #' @param link Link type; "logit" or "probit" @@ -28,31 +28,29 @@ generateSampleIO = function(n, p, β, b, link) stop("n: positive integer") if (!is.matrix(β) || !is.numeric(β) || any(is.na(β))) stop("β: real matrix, no NAs") - K = ncol(β) - if (!is.numeric(p) || length(p)!=K-1 || any(is.na(p)) || any(p<0) || sum(p) > 1) - stop("p: positive vector of size K-1, no NA, sum<=1") - p <- c(p, 1-sum(p)) + K <- ncol(β) + if (!is.numeric(p) || length(p) 1) + stop("p: positive vector of size >= K-1, no NA, sum(<)=1") + if (length(p) == K-1) + p <- c(p, 1-sum(p)) if (!is.numeric(b) || length(b)!=K || any(is.na(b))) stop("b: real vector of size K, no NA") - #random generation of the size of each population in X~Y (unordered) - classes = rmultinom(1, n, p) + # Random generation of the size of each population in X~Y (unordered) + classes <- rmultinom(1, n, p) - d = nrow(β) - zero_mean = rep(0,d) - id_sigma = diag(rep(1,d)) - # Always consider an intercept (use b=0 for none) - d = d + 1 - β = rbind(β, b) - X = matrix(nrow=0, ncol=d) - Y = c() - index = c() - for (i in 1:ncol(β)) + d <- nrow(β) + zero_mean <- rep(0,d) + id_sigma <- diag(rep(1,d)) + X <- matrix(nrow=0, ncol=d) + Y <- c() + index <- c() + for (i in 1:K) { - index = c(index, rep(i, classes[i])) - newXblock = cbind( MASS::mvrnorm(classes[i], zero_mean, id_sigma), 1 ) - arg_link = newXblock %*% β[,i] #β - probas = + index <- c(index, rep(i, classes[i])) + newXblock <- MASS::mvrnorm(classes[i], zero_mean, id_sigma) + arg_link <- newXblock %*% β[,i] + b[i] + probas <- if (link == "logit") { e_arg_link = exp(arg_link) @@ -61,13 +59,9 @@ generateSampleIO = function(n, p, β, b, link) else #"probit" pnorm(arg_link) probas[is.nan(probas)] = 1 #overflow of exp(x) - #probas = rowSums(p * probas) - X = rbind(X, newXblock) - #Y = c( Y, vapply(probas, function(p) (ifelse(p >= .5, 1, 0)), 1) ) - Y = c( Y, vapply(probas, function(p) (rbinom(1,1,p)), 1) ) + X <- rbind(X, newXblock) + Y <- c( Y, vapply(probas, function(p) (rbinom(1,1,p)), 1) ) } - shuffle = sample(n) - # Returned X should not contain an intercept column (it's an argument of estimation - # methods) - list("X"=X[shuffle,-d], "Y"=Y[shuffle], "index"=index[shuffle]) + shuffle <- sample(n) + list("X"=X[shuffle,], "Y"=Y[shuffle], "index"=index[shuffle]) } diff --git a/pkg/src/functions.c b/pkg/src/functions.c index f251eb3..1f35585 100644 --- a/pkg/src/functions.c +++ b/pkg/src/functions.c @@ -99,8 +99,6 @@ void Compute_Omega(double* X, double* Y, double* M, int* pn, int* pd, double* W) g[j] -= Y[i] * X[mi(i,idx1,n,d)]; g[j] += Y[i] * X[mi(i,idx1,n,d)]*X[mi(i,idx2,n,d)]*X[mi(i,idx3,n,d)] - M[j]; } - - // TODO: 1/n des gj empirique doit tendre vers 0 // Add 1/n t(gi) %*% gi to W for (int j=0; j