From: Benjamin Auder Date: Thu, 23 Feb 2017 18:49:45 +0000 (+0100) Subject: merge selectVariables.R doc and selectiontotale.R code into selectVariables.R X-Git-Url: https://git.auder.net/variants/Checkered/complete_rules.html?a=commitdiff_plain;h=7064275b23125c87a30fbdbd690eeb4d8c557420;p=valse.git merge selectVariables.R doc and selectiontotale.R code into selectVariables.R --- diff --git a/R/selectVariables.R b/R/selectVariables.R index 3f58ea3..92baec8 100644 --- a/R/selectVariables.R +++ b/R/selectVariables.R @@ -1,6 +1,5 @@ -#' selectVaribles -#' It is a function which construct, for a given lambda, the sets of -#' relevant variables and irrelevant variables. +#' selectVariables +#' It is a function which construct, for a given lambda, the sets of relevant variables. #' #' @param phiInit an initial estimator for phi (size: p*m*k) #' @param rhoInit an initial estimator for rho (size: m*m*k) @@ -15,76 +14,32 @@ #' @param thres threshold to consider a coefficient to be equal to 0 #' @param tau threshold to say that EM algorithm has converged #' -#' @return TODO +#' @return a list of outputs, for each lambda in grid: selected,Rho,Pi #' #' @examples TODO #' #' @export -selectVariables <- function(phiInit,rhoInit,piInit,gamInit, - mini,maxi,gamma,glambda,X,Y,thres,tau) +selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) { - dimphi <- dim(phiInit) - p <- dimPhi[1] - m <- dimPhi[2] - k <- dimPhi[3] - L <- length(glambda); - A1 <- array(0, dim <- c(p,m+1,L)) - A2 <- array(0, dim <- c(p,m+1,L)) - Rho <- array(0, dim <- c(m,m,k,L)) - Pi <- array(0, dim <- c(k,L)); - - # For every lambda in gridLambda, comutation of the coefficients - for (lambdaIndex in c(1:L)) + cl = parallel::makeCluster( parallel::detectCores() / 4 ) + parallel::clusterExport(cl=cl, + varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), + envir=environment()) + #Pour chaque lambda de la grille, on calcule les coefficients + out = parLapply( 1:L, function(lambdaindex) { - Res <- EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi, - gamma,glambda[lambdaIndex],X,Y,tau); - phi <- Res$phi - rho <- Res$rho - pi <- Res$pi - - # If a coefficient is larger than the threshold, we keep it - selectedVariables <- array(0, dim = c(p,m)) - discardedVariables <- array(0, dim = c(p,m)) - atLeastOneSelectedVariable <- false - for (j in c(1:p)) - { - cpt <- 1 - cpt2 <-1 - for (mm in c(1:m)) - { - if (max(abs(phi[j,mm,])) > thres) - { - selectedVariables[j,cpt] <- mm - cpt <- cpt+1 - atLeastOneSelectedVariable <- true - } else - { - discardedVariables[j,cpt2] <- mm - cpt2 <- cpt2+1 - } - } - } + params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - # If no coefficients have been selected, we provide the zero matrix - # We delete zero coefficients: vec = indices of zero values - if (atLeastOneSelectedVariable) - { - vec <- c() - for (j in c(1:p)) - { - if (selectedVariables(j,1) != 0) - vec <- c(vec,j) - # Else ( NOTE: [auder] else ?! TODO: explain? ) - # we provide the indices of relevant coefficients - A1[,1,lambdaIndex] <- c(vec,rep(0,p-length(vec))) - A1[1:length(vec),2:(m+1),lambdaIndex] <- selectedVariables[vec,] - A2[,1,lambdaIndex] <- 1:p - A2[,2:(m+1),lambdaIndex] <- discardedVariables - Rho[,,,lambdaIndex] <- rho - Pi[,lambdaIndex] <- pi - } - } - } + p = dim(phiInit)[1] + m = dim(phiInit)[2] + #selectedVariables: list where element j contains vector of selected variables in [1,m] + selectedVariables = lapply(1:p, function(j) { + #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, + #and finally return the corresponding indices + seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ] + }) - return(res = list(A1 = A1, A2 = A2 , Rho = Rho, Pi = Pi)) + list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) + }) + parallel::stopCluster(cl) } diff --git a/R/selectiontotale.R b/R/selectiontotale.R deleted file mode 100644 index 673bc3b..0000000 --- a/R/selectiontotale.R +++ /dev/null @@ -1,25 +0,0 @@ -#Return a list of outputs, for each lambda in grid: selected,Rho,Pi -selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) -{ - cl = parallel::makeCluster( parallel::detectCores() / 4 ) - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), - envir=environment()) - #Pour chaque lambda de la grille, on calcule les coefficients - out = parLapply( 1:L, function(lambdaindex) - { - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - - p = dim(phiInit)[1] - m = dim(phiInit)[2] - #selectedVariables: list where element j contains vector of selected variables in [1,m] - selectedVariables = lapply(1:p, function(j) { - #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, - #and finally return the corresponding indices - seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ] - }) - - list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) - }) - parallel::stopCluster(cl) -}