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CVE/simulations/method_compair.R

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2019-12-17 11:07:33 +00:00
# Compairson of differend dimension reduction (dr) methods over all datasets
# with default parametrs.
#
# Results are written to a CSV file with a dataset column and its simulation nr.
#
# Note:
# All methods are called via interface functions defined in
# 'simulation_interfaces.R'. In addition this file provides a few convenience
# functions, namely: 'progress_logger' and 'subspace_dist'.
#
# Dependencies (list of packages loaded):
# - MASS
# - dr
# - MAVE
# - CVE
source('simulation_interfaces.R') # depends on MASS, dr, MAVE and CVE
# Number of simulations
NR.SIM <- 100L
DS <- 1L:7L # datasets run from 1 to 7.
# Methods for comparison, see 'simulation_interfaces.R' for their definitions.
methods <- c('CVE', 'wCVE', 'rCVE', # CVE variants
'meanOPG', 'rOPG', # OPG variants
'meanMAVE', 'rmave', # MAVE variants
'phdy', 'sir', 'save') # Methods from dr package
# Build result data matrix (repeat each dataset simulation times).
result <- matrix(NA, nrow = length(DS) * NR.SIM,
ncol = length(methods) + 1) # +1 for dataset column.
result[, 1L] <- rep(paste0("M", DS), NR.SIM)
colnames(result) <- c("dataset", methods)
# Create a progress logger for length many reports.
logger <- progress_logger(length(DS) * NR.SIM * length(methods))
for (sim in seq_len(nrow(result))) {
# Create new dataset.
with(dataset(result[sim, 1L]), { X <<- X; Y <<- Y; B <<- B })
# And each reference method.
for (method in methods) {
# Report simulation progress to user.
logger(method)
# Try/Catch to avoid simulation stop on error, this should not
# accure for CVE but may be the case for others like OPG.
tryCatch({
# Call dimension reduction method.
dr <- eval(call(method, X = X, Y = Y, k = ncol(B)))
# Compute distance of estimated `B` to true `B`.
result[sim, method] <- subspace_dist(B, coef(dr, ncol(B)))
}, error = function(e) {}) # No-Operation error handler!
}
# explicit call to the garbage collector.
gc()
}
path <- paste0(getwd(),
format(Sys.time(), '/results/method_compair_%Y-%m-%dT%H%M%S'))
# Write entire simulation results into a single file.
write.csv(result, file = paste0(path, ".csv"), row.names = FALSE)