fix: R CMD check errors and warnings,
change: extracted util functions into seperate files, add: C's sum funciton
This commit is contained in:
parent
063c4d638b
commit
875982a010
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@ -8,4 +8,5 @@ Maintainer: Daniel Kapla <daniel@kapla.at>
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Description: Implementation of the Conditional Variance Estimation (CVE) method.
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License: GPL-3
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Encoding: UTF-8
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Imports: stats,graphics,mda
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RoxygenNote: 6.1.1
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@ -1,12 +1,11 @@
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# Generated by roxygen2: do not edit by hand
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S3method(basis,cve)
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S3method(coef,cve)
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S3method(directions,cve)
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S3method(plot,cve)
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S3method(predict,cve)
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S3method(predict.dim,cve)
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S3method(summary,cve)
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export(basis)
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export(cve)
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export(cve.call)
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export(dataset)
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@ -14,16 +13,17 @@ export(directions)
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export(elem.pairs)
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export(estimate.bandwidth)
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export(null)
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export(predict.dim)
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export(projTangentStiefel)
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export(rStiefel)
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export(retractStiefel)
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export(skew)
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export(sym)
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import(stats)
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importFrom(graphics,boxplot)
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importFrom(graphics,lines)
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importFrom(graphics,plot)
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importFrom(graphics,points)
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importFrom(mda,mars)
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importFrom(stats,model.frame)
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importFrom(stats,rbinom)
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importFrom(stats,rnorm)
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235
CVE_C/R/CVE.R
235
CVE_C/R/CVE.R
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@ -56,26 +56,21 @@
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#' \item method: Name of used method,
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#' \item call: The method call
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#' }
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#' as well as indexed entries \code{dr[[k]]} storing the k-dimensional SDR
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#' as well as indexed entries \code{dr$res[[k]]} storing the k-dimensional SDR
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#' projection matrices.
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#'
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#' @examples
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#' library(CVE)
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#'
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#' # create dataset
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#' n <- 200
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#' p <- 12
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#' X <- matrix(rnorm(n * p), n, p)
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#' B <- cbind(c(1, rep(0, p - 1)), c(0, 1, rep(0, p - 2)))
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#' Y <- X %*% B
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#' Y <- Y[, 1L]^2 + Y[, 2L]^2 + rnorm(n, 0, 0.3)
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#' x <- matrix(rnorm(400), 100, 4)
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#' y <- x[, 1] + x[, 2] + as.matrix(rnorm(100))
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#'
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#' # Call the CVE method.
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#' dr <- cve(Y ~ X)
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#' (B <- basis(dr, 2))
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#' # Call CVE using momentum.
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#' dr.momentum <- cve(y ~ x, momentum = 0.2)
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#' # Call weighted CVE.
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#' dr.weighted <- cve(y ~ x, method = "weighted")
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#'
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#' @seealso For a detailed description of \code{formula} see
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#' [\code{\link{formula}}].
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#' \code{\link{formula}}.
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#' @export
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cve <- function(formula, data, method = "simple", max.dim = 10L, ...) {
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# check for type of `data` if supplied and set default
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@ -108,10 +103,19 @@ cve <- function(formula, data, method = "simple", max.dim = 10L, ...) {
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#' @param max.dim upper bounds for \code{k}, (ignored if \code{k} is supplied).
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#' @param tau Initial step-size.
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#' @param tol Tolerance for break condition.
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#' @param epochs maximum number of optimization steps.
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#' @param max.iter maximum number of optimization steps.
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#' @param attempts number of arbitrary different starting points.
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#' @param logger a logger function (only for advanced user, significantly slows
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#' down the computation).
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#' @param h bandwidth or function to estimate bandwidth, defaults to internaly
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#' estimated bandwidth.
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#' @param momentum number of [0, 1) giving the ration of momentum for eucledian
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#' gradient update with a momentum term.
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#' @param slack Positive scaling to allow small increases of the loss while
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#' optimizing.
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#' @param gamma step-size reduction multiple.
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#' @param V.init Semi-orthogonal matrix of dimensions `(ncol(X), ncol(X) - k)` #' as optimization starting value. (If supplied, \code{attempts} is
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#' set to 1 and \code{k} to match dimension)
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#'
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#' @return dr is a list which contains:
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#' \itemize{
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@ -132,7 +136,7 @@ cve.call <- function(X, Y, method = "simple",
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momentum = 0.0, tau = 1.0, tol = 1e-3,
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slack = 0.0, gamma = 0.5,
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V.init = NULL,
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epochs = 50L, attempts = 10L,
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max.iter = 50L, attempts = 10L,
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logger = NULL) {
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# get method bitmask
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methods <- list(
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@ -230,13 +234,13 @@ cve.call <- function(X, Y, method = "simple",
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gamma <- as.double(gamma)
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}
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if (!is.numeric(epochs) || length(epochs) > 1L) {
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stop("Parameter 'epochs' must be positive integer.")
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} else if (!is.integer(epochs)) {
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epochs <- as.integer(epochs)
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if (!is.numeric(max.iter) || length(max.iter) > 1L) {
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stop("Parameter 'max.iter' must be positive integer.")
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} else if (!is.integer(max.iter)) {
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max.iter <- as.integer(max.iter)
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}
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if (epochs < 1L) {
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stop("Parameter 'epochs' must be at least 1L.")
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if (max.iter < 1L) {
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stop("Parameter 'max.iter' must be at least 1L.")
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}
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if (is.null(V.init)) {
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@ -273,7 +277,7 @@ cve.call <- function(X, Y, method = "simple",
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V.init,
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momentum, tau, tol,
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slack, gamma,
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epochs, attempts,
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max.iter, attempts,
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logger, loggerEnv)
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dr.k$B <- null(dr.k$V)
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@ -292,190 +296,3 @@ cve.call <- function(X, Y, method = "simple",
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class(dr) <- "cve"
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return(dr)
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}
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#' Loss distribution elbow plot.
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#'
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#' Boxplots of the loss from \code{min.dim} to \code{max.dim} \code{k} values.
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#'
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#' @param x Object of class \code{"cve"} (result of [\code{\link{cve}}]).
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#' @param ... Pass through parameters to [\code{\link{plot}}] and
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#' [\code{\link{lines}}]
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#'
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#' @seealso see \code{\link{par}} for graphical parameters to pass through
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#' as well as \code{\link{plot}}, the standard plot utility.
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#' @method plot cve
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#' @importFrom graphics plot lines points
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#' @export
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plot.cve <- function(x, ...) {
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L <- c()
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k <- c()
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for (dr.k in x$res) {
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if (class(dr.k) == 'cve.k') {
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k <- c(k, as.character(dr.k$k))
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L <- c(L, dr.k$L)
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}
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}
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L <- matrix(L, ncol = length(k)) / var(x$Y)
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boxplot(L, main = "elbow plot",
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xlab = "SDR dimension",
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ylab = "Sample loss distribution",
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names = k)
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}
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#' Prints a summary of a \code{cve} result.
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#' @param object Instance of 'cve' as returned by \code{cve}.
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#' @method summary cve
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#' @export
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summary.cve <- function(object, ...) {
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cat('Summary of CVE result - Method: "', object$method, '"\n',
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'\n',
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'Dataset size: ', nrow(object$X), '\n',
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'Data Dimension: ', ncol(object$X), '\n',
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# 'SDR Dimension: ', object$k, '\n',
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# 'loss: ', object$loss, '\n',
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'\n',
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'Called via:\n',
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' ',
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sep='')
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print(object$call)
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L <- c()
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k <- c()
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for (dr.k in object$res) {
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if (class(dr.k) == 'cve.k') {
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k <- c(k, as.character(dr.k$k))
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L <- c(L, dr.k$L)
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}
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}
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L <- matrix(L, ncol = length(k))
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S <- apply(L, 2, summary)
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colnames(S) <- k
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cat('\n')
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print(S)
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}
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#' @export
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directions <- function(dr, k) {
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UseMethod("directions")
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}
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#' Computes projected training data \code{X} for given dimension `k`.
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#'
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#' @param dr Instance of 'cve' as returned by \code{cve}.
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#' @param k SDR dimension to use for projection.
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#'
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#' @method directions cve
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#' @aliases directions directions.cve
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#' @export
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directions.cve <- function(dr, k) {
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if (!(k %in% names(dr$res))) {
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stop("SDR directions for requested dimension `k` not computed.")
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}
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return(dr$X %*% dr$res[[as.character(k)]]$B)
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}
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#' @export
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basis <- function(dr, k) {
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UseMethod("basis")
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}
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#' Gets estimated SDR basis.
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#'
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#' @param dr Instance of 'cve' as returned by \code{cve}.
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#' @param k SDR dimension of requested basis, if not given a list of all
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#' computed basis is returned.
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#'
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#' @return List of basis matrices, or the SDR basis for supplied dimension `k`.
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#'
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#' @method basis cve
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#' @aliases basis basis.cve
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#' @export
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basis.cve <- function(dr, k) {
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if (missing(k)) {
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Bs <- list()
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for (k in names(dr$res)) {
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Bs[[k]] <- dr$res[[k]]$B
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}
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return(Bs)
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} else if (k %in% names(dr$res)) {
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return(dr$res[[as.character(k)]]$B)
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} else {
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stop("Requested dimenion `k` not computed.")
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}
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}
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#' Predict method for CVE Fits.
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#'
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#' Predict responces using reduced data with \code{\link{mars}}.
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#'
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#' @param object instance of class \code{cve} (result of \code{cve},
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#' \code{cve.call}).
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#' @param X.new Matrix of the new data to be predicted.
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#' @param dim dimension of SDR space to be used for data projecition.
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#' @param ... further arguments passed to \code{\link{mars}}.
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#'
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#' @return prediced response of data \code{X.new}.
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#'
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#' @seealso \code{\link{cve}}, \code{\link{cve.call}} or \pkg{\link{mars}}.
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#'
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#' @examples
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#' TODO:
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#'
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#' @aliases predict.cve
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#' @rdname predict.cve
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#'
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#' @method predict cve
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#' @export
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predict.cve <- function(object, X.new, dim = NULL, ...) {
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library(mda)
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if (!is.matrix(X.new)) {
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X.new <- matrix(X.new, nrow = 1L)
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}
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B <- dr$res[[as.character(dim)]]$B
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model <- mars(object$X %*% B, object$Y)
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predict(model, X.new %*% B)
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}
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#' @export
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predict.dim <- function(dr) {
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UseMethod("predict.dim")
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}
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#' @method predict.dim cve
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#' @export
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predict.dim.cve <- function(dr) {
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library(mda)
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# Get centered training data and dimensions
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X <- scale(dr$X, center = TRUE, scale = FALSE)
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n <- nrow(dr$X) # umber of training data samples
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Sigma <- (1 / n) * crossprod(X, X)
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eig <- eigen(Sigma)
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Sigma_root <- eig$vectors %*% tcrossprod(diag(sqrt(eig$values)), eig$vectors)
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X <- X %*% solve(Sigma_root)
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pred <- matrix(0, n, length(dr$res))
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colnames(pred) <- names(dr$res)
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for (dr.k in dr$res) {
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# get "name" of current dimension
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k <- as.character(dr.k$k)
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# Project dataset with current SDR basis
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X.proj <- X %*% dr.k$B
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for (i in 1:n) {
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model <- mars(X.proj[-i, ], dr$Y[-i])
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pred[i, k] <- predict(model, X.proj[i, , drop = F])
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}
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}
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MSE <- colMeans((pred - dr$Y)^2)
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return(list(
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MSE = MSE,
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k = as.integer(names(which.min(MSE)))
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))
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}
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@ -0,0 +1,33 @@
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#' Gets estimated SDR basis.
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#'
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#' Returns the SDR basis matrix for SDR dimension(s).
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#' @param object instance of \code{cve} as output from \code{\link{cve}} or
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#' \code{\link{cve.call}}
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#' @param k the SDR dimension.
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#' @param ... ignored.
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#'
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#' @return dir the matrix of CS or CMS of given dimension
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#'
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#' @examples
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#' x <- matrix(rnorm(400),100,4)
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#' y <- x[, 1] + x[, 2] + as.matrix(rnorm(100))
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#' dr <- cve(y ~ x, k = 2) # Only for sub-space dim. 2
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#' B2 <- coef(dr, 2)
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#'
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#' @method coef cve
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#' @aliases coef.cve
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#' @rdname coef.cve
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#' @export
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coef.cve <- function(object, k, ...) {
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if (missing(k)) {
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Bs <- list()
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for (k in names(object$res)) {
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Bs[[k]] <- object$res[[k]]$B
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}
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return(Bs)
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} else if (k %in% names(object$res)) {
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return(object$res[[as.character(k)]]$B)
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} else {
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stop("Requested dimension `k` not computed.")
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}
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}
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@ -7,6 +7,7 @@
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#'
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#' @param name One of \code{"M1"}, \code{"M2"}, \code{"M3"}, \code{"M4"} or \code{"M5"}
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#' @param n nr samples
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#' @param B SDR basis used for dataset creation if supplied.
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#' @param p Dim. of random variable \code{X}.
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#' @param p.mix Only for \code{"M4"}, see: below.
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#' @param lambda Only for \code{"M4"}, see: below.
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@ -64,11 +65,11 @@ dataset <- function(name = "M1", n, B, p.mix = 0.3, lambda = 1.0) {
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B <- matrix(c(rep(1 / sqrt(6), 6), rep(0, 6)), 12, 1)
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}
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} else {
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p <- dim(B)[1]
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# validate col. nr to match dataset `k = dim(B)[2]`
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p <- nrow(B)
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# validate col. nr to match dataset `k = ncol(B)`
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stopifnot(
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name %in% c("M1", "M2") && dim(B)[2] == 2,
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name %in% c("M3", "M4", "M5") && dim(B)[2] == 1
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name %in% c("M1", "M2") && ncol(B) == 2,
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name %in% c("M3", "M4", "M5") && ncol(B) == 1
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)
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}
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@ -0,0 +1,19 @@
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#' @export
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directions <- function(dr, k) {
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UseMethod("directions")
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}
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#' Computes projected training data \code{X} for given dimension `k`.
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#'
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#' @param dr Instance of 'cve' as returned by \code{cve}.
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#' @param k SDR dimension to use for projection.
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#'
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#' @method directions cve
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#' @aliases directions directions.cve
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#' @export
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directions.cve <- function(dr, k) {
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if (!(k %in% names(dr$res))) {
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stop("SDR directions for requested dimension `k` not computed.")
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}
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return(dr$X %*% dr$res[[as.character(k)]]$B)
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}
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#' Loss distribution elbow plot.
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#'
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#' Boxplots of the loss from \code{min.dim} to \code{max.dim} \code{k} values.
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#'
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#' @param x Object of class \code{"cve"} (result of [\code{\link{cve}}]).
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#' @param ... Pass through parameters to [\code{\link{plot}}] and
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#' [\code{\link{lines}}]
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#'
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#' @seealso see \code{\link{par}} for graphical parameters to pass through
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#' as well as \code{\link{plot}}, the standard plot utility.
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#' @method plot cve
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#' @importFrom graphics plot lines points boxplot
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#' @export
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plot.cve <- function(x, ...) {
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L <- c()
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k <- c()
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for (dr.k in x$res) {
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if (class(dr.k) == 'cve.k') {
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k <- c(k, as.character(dr.k$k))
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L <- c(L, dr.k$L)
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}
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}
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L <- matrix(L, ncol = length(k)) / var(x$Y)
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boxplot(L, main = "elbow plot",
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xlab = "SDR dimension",
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ylab = "Sample loss distribution",
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names = k)
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}
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@ -0,0 +1,36 @@
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#' Predict method for CVE Fits.
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#'
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#' Predict responces using reduced data with \code{\link{mars}}.
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#'
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#' @param object instance of class \code{cve} (result of \code{cve},
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#' \code{cve.call}).
|
||||
#' @param newdata Matrix of the new data to be predicted.
|
||||
#' @param dim dimension of SDR space to be used for data projecition.
|
||||
#' @param ... further arguments passed to \code{\link{mars}}.
|
||||
#'
|
||||
#' @return prediced response of data \code{newdata}.
|
||||
#'
|
||||
#' @seealso \code{\link{cve}}, \code{\link{cve.call}} or \pkg{\link{mars}}.
|
||||
#'
|
||||
#' @rdname predict.cve
|
||||
#'
|
||||
#' @importFrom mda mars
|
||||
#' @method predict cve
|
||||
#' @export
|
||||
predict.cve <- function(object, newdata, dim, ...) {
|
||||
if (missing(newdata)) {
|
||||
stop("No data supplied.")
|
||||
}
|
||||
if (missing(dim)) {
|
||||
stop("No dimension supplied.")
|
||||
}
|
||||
|
||||
if (!is.matrix(newdata)) {
|
||||
newdata <- matrix(newdata, nrow = 1L)
|
||||
}
|
||||
|
||||
B <- object$res[[as.character(dim)]]$B
|
||||
|
||||
model <- mda::mars(object$X %*% B, object$Y)
|
||||
predict(model, newdata %*% B)
|
||||
}
|
||||
|
|
@ -0,0 +1,45 @@
|
|||
#' @rdname predict.dim.cve
|
||||
#' @method predict.dim cve
|
||||
#' @alias predict.dim.cve
|
||||
#' @export
|
||||
predict.dim <- function(object, ...) {
|
||||
UseMethod("predict.dim")
|
||||
}
|
||||
|
||||
#' Predicts SDR dimension using \code{\link[mda]{mars}} via a Cross-Validation.
|
||||
#'
|
||||
#' @param object instance of class \code{cve} (result of \code{cve},
|
||||
#' \code{cve.call}).
|
||||
#' @param ... ignored.
|
||||
#' @method predict.dim cve
|
||||
#' @export
|
||||
predict.dim.cve <- function(object, ...) {
|
||||
# Get centered training data and dimensions
|
||||
X <- scale(object$X, center = TRUE, scale = FALSE)
|
||||
n <- nrow(object$X) # umber of training data samples
|
||||
Sigma <- (1 / n) * crossprod(X, X)
|
||||
eig <- eigen(Sigma)
|
||||
Sigma_root <- eig$vectors %*% tcrossprod(diag(sqrt(eig$values)), eig$vectors)
|
||||
X <- X %*% solve(Sigma_root)
|
||||
|
||||
pred <- matrix(0, n, length(object$res))
|
||||
colnames(pred) <- names(object$res)
|
||||
for (dr.k in object$res) {
|
||||
# get "name" of current dimension
|
||||
k <- as.character(dr.k$k)
|
||||
# Project dataset with current SDR basis
|
||||
X.proj <- X %*% dr.k$B
|
||||
|
||||
for (i in 1:n) {
|
||||
model <- mda::mars(X.proj[-i, ], object$Y[-i])
|
||||
pred[i, k] <- predict(model, X.proj[i, , drop = F])
|
||||
}
|
||||
|
||||
}
|
||||
MSE <- colMeans((pred - object$Y)^2)
|
||||
|
||||
return(list(
|
||||
MSE = MSE,
|
||||
k = as.integer(names(which.min(MSE)))
|
||||
))
|
||||
}
|
||||
|
|
@ -0,0 +1,32 @@
|
|||
#' Prints a summary of a \code{cve} result.
|
||||
#' @param object Instance of 'cve' as returned by \code{cve}.
|
||||
#' @param ... ignored.
|
||||
#' @method summary cve
|
||||
#' @export
|
||||
summary.cve <- function(object, ...) {
|
||||
cat('Summary of CVE result - Method: "', object$method, '"\n',
|
||||
'\n',
|
||||
'Dataset size: ', nrow(object$X), '\n',
|
||||
'Data Dimension: ', ncol(object$X), '\n',
|
||||
# 'SDR Dimension: ', object$k, '\n',
|
||||
# 'loss: ', object$loss, '\n',
|
||||
'\n',
|
||||
'Called via:\n',
|
||||
' ',
|
||||
sep='')
|
||||
print(object$call)
|
||||
|
||||
L <- c()
|
||||
k <- c()
|
||||
for (dr.k in object$res) {
|
||||
if (class(dr.k) == 'cve.k') {
|
||||
k <- c(k, as.character(dr.k$k))
|
||||
L <- c(L, dr.k$L)
|
||||
}
|
||||
}
|
||||
L <- matrix(L, ncol = length(k))
|
||||
S <- apply(L, 2, summary)
|
||||
colnames(S) <- k
|
||||
cat('\n')
|
||||
print(S)
|
||||
}
|
||||
|
|
@ -1,21 +0,0 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/CVE.R
|
||||
\name{basis.cve}
|
||||
\alias{basis.cve}
|
||||
\alias{basis}
|
||||
\title{Gets estimated SDR basis.}
|
||||
\usage{
|
||||
\method{basis}{cve}(dr, k)
|
||||
}
|
||||
\arguments{
|
||||
\item{dr}{Instance of 'cve' as returned by \code{cve}.}
|
||||
|
||||
\item{k}{SDR dimension of requested basis, if not given a list of all
|
||||
computed basis is returned.}
|
||||
}
|
||||
\value{
|
||||
List of basis matrices, or the SDR basis for supplied dimension `k`.
|
||||
}
|
||||
\description{
|
||||
Gets estimated SDR basis.
|
||||
}
|
||||
|
|
@ -0,0 +1,29 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/coef.R
|
||||
\name{coef.cve}
|
||||
\alias{coef.cve}
|
||||
\title{Gets estimated SDR basis.}
|
||||
\usage{
|
||||
\method{coef}{cve}(object, k, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{instance of \code{cve} as output from \code{\link{cve}} or
|
||||
\code{\link{cve.call}}}
|
||||
|
||||
\item{k}{the SDR dimension.}
|
||||
|
||||
\item{...}{ignored.}
|
||||
}
|
||||
\value{
|
||||
dir the matrix of CS or CMS of given dimension
|
||||
}
|
||||
\description{
|
||||
Returns the SDR basis matrix for SDR dimension(s).
|
||||
}
|
||||
\examples{
|
||||
x <- matrix(rnorm(400),100,4)
|
||||
y <- x[, 1] + x[, 2] + as.matrix(rnorm(100))
|
||||
dr <- cve(y ~ x, k = 2) # Only for sub-space dim. 2
|
||||
B2 <- coef(dr, 2)
|
||||
|
||||
}
|
||||
|
|
@ -10,7 +10,7 @@ cve(formula, data, method = "simple", max.dim = 10L, ...)
|
|||
cve.call(X, Y, method = "simple", nObs = sqrt(nrow(X)), h = NULL,
|
||||
min.dim = 1L, max.dim = 10L, k = NULL, momentum = 0, tau = 1,
|
||||
tol = 0.001, slack = 0, gamma = 0.5, V.init = NULL,
|
||||
epochs = 50L, attempts = 10L, logger = NULL)
|
||||
max.iter = 50L, attempts = 10L, logger = NULL)
|
||||
}
|
||||
\arguments{
|
||||
\item{formula}{an object of class \code{"formula"} which is a symbolic
|
||||
|
|
@ -37,16 +37,30 @@ supplied.}
|
|||
\item{nObs}{parameter for choosing bandwidth \code{h} using
|
||||
\code{\link{estimate.bandwidth}} (ignored if \code{h} is supplied).}
|
||||
|
||||
\item{h}{bandwidth or function to estimate bandwidth, defaults to internaly
|
||||
estimated bandwidth.}
|
||||
|
||||
\item{min.dim}{lower bounds for \code{k}, (ignored if \code{k} is supplied).}
|
||||
|
||||
\item{k}{Dimension of lower dimensional projection, if \code{k} is given
|
||||
only the specified dimension \code{B} matrix is estimated.}
|
||||
|
||||
\item{momentum}{number of [0, 1) giving the ration of momentum for eucledian
|
||||
gradient update with a momentum term.}
|
||||
|
||||
\item{tau}{Initial step-size.}
|
||||
|
||||
\item{tol}{Tolerance for break condition.}
|
||||
|
||||
\item{epochs}{maximum number of optimization steps.}
|
||||
\item{slack}{Positive scaling to allow small increases of the loss while
|
||||
optimizing.}
|
||||
|
||||
\item{gamma}{step-size reduction multiple.}
|
||||
|
||||
\item{V.init}{Semi-orthogonal matrix of dimensions `(ncol(X), ncol(X) - k)` #' as optimization starting value. (If supplied, \code{attempts} is
|
||||
set to 1 and \code{k} to match dimension)}
|
||||
|
||||
\item{max.iter}{maximum number of optimization steps.}
|
||||
|
||||
\item{attempts}{number of arbitrary different starting points.}
|
||||
|
||||
|
|
@ -61,7 +75,7 @@ dr is a S3 object of class \code{cve} with named properties:
|
|||
\item method: Name of used method,
|
||||
\item call: The method call
|
||||
}
|
||||
as well as indexed entries \code{dr[[k]]} storing the k-dimensional SDR
|
||||
as well as indexed entries \code{dr$res[[k]]} storing the k-dimensional SDR
|
||||
projection matrices.
|
||||
|
||||
dr is a list which contains:
|
||||
|
|
@ -79,22 +93,17 @@ dr is a list which contains:
|
|||
TODO: reuse of package description and details!!!!
|
||||
}
|
||||
\examples{
|
||||
library(CVE)
|
||||
|
||||
# create dataset
|
||||
n <- 200
|
||||
p <- 12
|
||||
X <- matrix(rnorm(n * p), n, p)
|
||||
B <- cbind(c(1, rep(0, p - 1)), c(0, 1, rep(0, p - 2)))
|
||||
Y <- X \%*\% B
|
||||
Y <- Y[, 1L]^2 + Y[, 2L]^2 + rnorm(n, 0, 0.3)
|
||||
x <- matrix(rnorm(400), 100, 4)
|
||||
y <- x[, 1] + x[, 2] + as.matrix(rnorm(100))
|
||||
|
||||
# Call the CVE method.
|
||||
dr <- cve(Y ~ X)
|
||||
(B <- basis(dr, 2))
|
||||
# Call CVE using momentum.
|
||||
dr.momentum <- cve(y ~ x, momentum = 0.2)
|
||||
# Call weighted CVE.
|
||||
dr.weighted <- cve(y ~ x, method = "weighted")
|
||||
|
||||
}
|
||||
\seealso{
|
||||
For a detailed description of \code{formula} see
|
||||
[\code{\link{formula}}].
|
||||
\code{\link{formula}}.
|
||||
}
|
||||
|
|
|
|||
|
|
@ -11,6 +11,8 @@ dataset(name = "M1", n, B, p.mix = 0.3, lambda = 1)
|
|||
|
||||
\item{n}{nr samples}
|
||||
|
||||
\item{B}{SDR basis used for dataset creation if supplied.}
|
||||
|
||||
\item{p.mix}{Only for \code{"M4"}, see: below.}
|
||||
|
||||
\item{lambda}{Only for \code{"M4"}, see: below.}
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/CVE.R
|
||||
% Please edit documentation in R/directions.R
|
||||
\name{directions.cve}
|
||||
\alias{directions.cve}
|
||||
\alias{directions}
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/CVE.R
|
||||
% Please edit documentation in R/plot.R
|
||||
\name{plot.cve}
|
||||
\alias{plot.cve}
|
||||
\title{Loss distribution elbow plot.}
|
||||
|
|
|
|||
|
|
@ -1,30 +1,26 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/CVE.R
|
||||
% Please edit documentation in R/predict.R
|
||||
\name{predict.cve}
|
||||
\alias{predict.cve}
|
||||
\title{Predict method for CVE Fits.}
|
||||
\usage{
|
||||
\method{predict}{cve}(object, X.new, dim = NULL, ...)
|
||||
\method{predict}{cve}(object, newdata, dim, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{instance of class \code{cve} (result of \code{cve},
|
||||
\code{cve.call}).}
|
||||
|
||||
\item{X.new}{Matrix of the new data to be predicted.}
|
||||
\item{newdata}{Matrix of the new data to be predicted.}
|
||||
|
||||
\item{dim}{dimension of SDR space to be used for data projecition.}
|
||||
|
||||
\item{...}{further arguments passed to \code{\link{mars}}.}
|
||||
}
|
||||
\value{
|
||||
prediced response of data \code{X.new}.
|
||||
prediced response of data \code{newdata}.
|
||||
}
|
||||
\description{
|
||||
Predict responces using reduced data with \code{\link{mars}}.
|
||||
}
|
||||
\examples{
|
||||
TODO:
|
||||
|
||||
}
|
||||
\seealso{
|
||||
\code{\link{cve}}, \code{\link{cve.call}} or \pkg{\link{mars}}.
|
||||
|
|
|
|||
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/predict_dim.R
|
||||
\name{predict.dim}
|
||||
\alias{predict.dim}
|
||||
\alias{predict.dim.cve}
|
||||
\title{Predicts SDR dimension using \code{\link[mda]{mars}} via a Cross-Validation.}
|
||||
\usage{
|
||||
\method{predict.dim}{cve}(object, ...)
|
||||
|
||||
\method{predict.dim}{cve}(object, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{instance of class \code{cve} (result of \code{cve},
|
||||
\code{cve.call}).}
|
||||
|
||||
\item{...}{ignored.}
|
||||
}
|
||||
\description{
|
||||
Predicts SDR dimension using \code{\link[mda]{mars}} via a Cross-Validation.
|
||||
}
|
||||
|
|
@ -1,5 +1,5 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/CVE.R
|
||||
% Please edit documentation in R/summary.R
|
||||
\name{summary.cve}
|
||||
\alias{summary.cve}
|
||||
\title{Prints a summary of a \code{cve} result.}
|
||||
|
|
@ -8,6 +8,8 @@
|
|||
}
|
||||
\arguments{
|
||||
\item{object}{Instance of 'cve' as returned by \code{cve}.}
|
||||
|
||||
\item{...}{ignored.}
|
||||
}
|
||||
\description{
|
||||
Prints a summary of a \code{cve} result.
|
||||
|
|
|
|||
|
|
@ -1,3 +1,7 @@
|
|||
# # For OpenMP support.
|
||||
# # Turned OFF for supporting all platforms
|
||||
# PKG_CFLAGS = $(SHLIB_OPENMP_CFLAGS)
|
||||
# PKG_LIBS = $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS) $(SHLIB_OPENMP_CFLAGS)
|
||||
|
||||
SHLIB_OPENMP_CFLAGS=
|
||||
SHLIB_OPENMP_CXXFLAGS=
|
||||
|
|
|
|||
|
|
@ -11,16 +11,16 @@ void cve_sub(const int n, const int p, const int q,
|
|||
const double momentum,
|
||||
const double tau_init, const double tol_init,
|
||||
const double slack, const double gamma,
|
||||
const int epochs, const int attempts,
|
||||
const int maxIter, const int attempts,
|
||||
double *V, double *L,
|
||||
SEXP logger, SEXP loggerEnv) {
|
||||
|
||||
int attempt = 0, epoch, i, nn = (n * (n - 1)) / 2;
|
||||
int attempt = 0, iter, i, nn = (n * (n - 1)) / 2;
|
||||
double loss, loss_last, loss_best, err, tau;
|
||||
double tol = tol_init * sqrt((double)(2 * q));
|
||||
double gKscale = -0.5 / h;
|
||||
double agility = -2.0 * (1.0 - momentum) / (h * h);
|
||||
double c;
|
||||
double c = agility / (double)n;
|
||||
|
||||
/* Create further intermediate or internal variables. */
|
||||
double *Q = (double*)R_alloc(p * p, sizeof(double));
|
||||
|
|
@ -100,21 +100,20 @@ void cve_sub(const int n, const int p, const int q,
|
|||
if (method == CVE_METHOD_WEIGHTED) {
|
||||
/* Compute summ of all kernel applied distances by summing the
|
||||
* colSums of the kernel matrix. */
|
||||
c = -(double)n; // to scale with sum(K) - n
|
||||
for (i = 0; i < n; ++i) {
|
||||
c += colSums[i];
|
||||
}
|
||||
// c = -(double)n; // to scale with sum(K) - n
|
||||
// for (i = 0; i < n; ++i) {
|
||||
// c += colSums[i];
|
||||
// }
|
||||
// TODO: check for division by zero, but should not happen!!!
|
||||
} else {
|
||||
c = n; // TODO: move (init) up cause always the same ^^ ...
|
||||
c = agility / (sum(colSums, n) - (double)n);
|
||||
}
|
||||
scale(agility / c, G, p * q); // in-place
|
||||
scale(c, G, p * q); // in-place
|
||||
|
||||
/* Compute Skew-Symmetric matrix `A` used in Cayley transform.
|
||||
* `A <- tau * (G V^T - V G^T) + 0 * A`*/
|
||||
skew(p, q, tau, G, V, 0.0, A);
|
||||
|
||||
for (epoch = 0; epoch < epochs; ++epoch) {
|
||||
for (iter = 0; iter < maxIter; ++iter) {
|
||||
/* Move V allong A */
|
||||
cayleyTransform(p, q, A, V, V_tau, workMem);
|
||||
|
||||
|
|
@ -156,12 +155,12 @@ void cve_sub(const int n, const int p, const int q,
|
|||
|
||||
if (logger) {
|
||||
callLogger(logger, loggerEnv,
|
||||
attempt, epoch + 1,
|
||||
attempt, iter + 1,
|
||||
L, n, V, p, q, tau);
|
||||
}
|
||||
|
||||
// Check Break condition.
|
||||
if (err < tol || epoch + 1 >= epochs) {
|
||||
if (err < tol || iter + 1 >= maxIter) {
|
||||
break;
|
||||
}
|
||||
|
||||
|
|
@ -179,15 +178,9 @@ void cve_sub(const int n, const int p, const int q,
|
|||
|
||||
if (method == CVE_METHOD_WEIGHTED) {
|
||||
/* Compute summ of all kernel applied distances by summing the
|
||||
* colSums of the kernel matrix. */
|
||||
c = -(double)n; // to scale with sum(K) - n
|
||||
for (i = 0; i < n; ++i) {
|
||||
c += colSums[i];
|
||||
}
|
||||
c = agility / c;
|
||||
* colSums of the kernel matrix. */
|
||||
// TODO: check for division by zero, but should not happen!!!
|
||||
} else {
|
||||
c = agility / n;
|
||||
c = agility / (sum(colSums, n) - (double)n);
|
||||
}
|
||||
F77_NAME(dgemm)("N", "N", &p, &q, &p,
|
||||
&c, workMem, &p, V, &p,
|
||||
|
|
|
|||
|
|
@ -31,7 +31,7 @@ void cve_sub(const int n, const int p, const int q,
|
|||
const double momentum,
|
||||
const double tau_init, const double tol_init,
|
||||
const double slack, const double gamma,
|
||||
const int epochs, int attempts,
|
||||
const int maxIter, int attempts,
|
||||
double *V, double *L,
|
||||
SEXP logger, SEXP loggerEnv);
|
||||
|
||||
|
|
@ -61,6 +61,8 @@ void rStiefel(const int p, const int q, double *V,
|
|||
double *workMem, int workLen);
|
||||
|
||||
/* MATRIX */
|
||||
double sum(const double *A, const int nelem);
|
||||
|
||||
double norm(const double *A, const int nrow, const int ncol,
|
||||
const char *type);
|
||||
|
||||
|
|
|
|||
|
|
@ -20,7 +20,7 @@ SEXP cve(SEXP X, SEXP Y, SEXP k, SEXP h,
|
|||
SEXP V, // initial
|
||||
SEXP momentum, SEXP tau, SEXP tol,
|
||||
SEXP slack, SEXP gamma,
|
||||
SEXP epochs, SEXP attempts,
|
||||
SEXP maxIter, SEXP attempts,
|
||||
SEXP logger, SEXP loggerEnv) {
|
||||
/* Handle logger parameter, set to NULL pointer if not a function. */
|
||||
if (!(isFunction(logger) && isEnvironment(loggerEnv))) {
|
||||
|
|
@ -53,7 +53,7 @@ SEXP cve(SEXP X, SEXP Y, SEXP k, SEXP h,
|
|||
asInteger(method),
|
||||
asReal(momentum), asReal(tau), asReal(tol),
|
||||
asReal(slack), asReal(gamma),
|
||||
asInteger(epochs), asInteger(attempts),
|
||||
asInteger(maxIter), asInteger(attempts),
|
||||
REAL(Vout), REAL(Lout),
|
||||
logger, loggerEnv);
|
||||
|
||||
|
|
|
|||
|
|
@ -9,7 +9,7 @@ extern SEXP cve(SEXP X, SEXP Y, SEXP k, SEXP h,
|
|||
SEXP V, // initial
|
||||
SEXP momentum, SEXP tau, SEXP tol,
|
||||
SEXP slack, SEXP gamma,
|
||||
SEXP epochs, SEXP attempts,
|
||||
SEXP maxIter, SEXP attempts,
|
||||
SEXP logger, SEXP loggerEnv);
|
||||
|
||||
static const R_CallMethodDef CallEntries[] = {
|
||||
|
|
|
|||
|
|
@ -10,6 +10,23 @@
|
|||
// return newMat;
|
||||
// }
|
||||
|
||||
double sum(const double *A, const int nelem) {
|
||||
int i, nelemb = (nelem / 4) * 4;
|
||||
double sum = 0.0;
|
||||
|
||||
for (i = 0; i < nelemb; i += 4) {
|
||||
sum += A[i]
|
||||
+ A[i + 1]
|
||||
+ A[i + 2]
|
||||
+ A[i + 3];
|
||||
}
|
||||
for (; i < nelem; ++i) {
|
||||
sum += A[i];
|
||||
}
|
||||
|
||||
return sum;
|
||||
}
|
||||
|
||||
double norm(const double *A, const int nrow, const int ncol,
|
||||
const char *type) {
|
||||
int i, nelem = nrow * ncol;
|
||||
|
|
|
|||
100
README.md
100
README.md
|
|
@ -10,6 +10,7 @@ Doc:
|
|||
- [x] Ref paper in doc
|
||||
- [ ] Data set descriptions and augmentations.
|
||||
- [x] Demonstration of the `Logger` function usage (Demo file or so, ...)
|
||||
- [ ] Update Paper (to new version / version consistent with current code!)
|
||||
|
||||
Methods to be implemented:
|
||||
- [x] simple
|
||||
|
|
@ -28,21 +29,56 @@ Features (functions):
|
|||
- [x] Initial `V.init` parameter (only ONE try, ignore number of `attempts` parameter)
|
||||
- [x] `basis.cve` list of estimated `B`s (with `k` supplied, only `B`)
|
||||
- [x] `directions.cve` Projected `X` given `k`
|
||||
- [ ] `predict.cve` using `mars` for predicting responses given new data.
|
||||
- [ ] `predict.dim.cve` Cross-validation or `aov` (in stats package) or "elbow" estimation
|
||||
- [x] `predict.cve` using `mars` for predicting responses given new data.
|
||||
- [x] `predict.dim.cve` Cross-validation or `aov` (in stats package) or "elbow" estimation
|
||||
- [x] `plot.elbow`
|
||||
- [x] `summary`
|
||||
|
||||
Changes:
|
||||
- [-] New `estimate.bandwidth` implementation.
|
||||
- [x] New `estimate.bandwidth` implementation.
|
||||
(h = 2 * (tr(\Sigma) / p) * (6/5 * n^(-1 / (4 + k)))^2,
|
||||
\Sigma = 1/n * (X-mean)'(X-mean))
|
||||
|
||||
# Development
|
||||
## Build and install.
|
||||
To build the package the `devtools` package is used. This also provides `roxygen2` which is used for documentation and automatic creation of the `NAMESPACE` file.
|
||||
```R
|
||||
setwd("./CVE_R") # Set path to the package root.
|
||||
library(devtools) # Load required `devtools` package.
|
||||
document() # Create `.Rd` files and write `NAMESPACE`.
|
||||
```
|
||||
Next the package needs to be build, therefore (if pure `R` package, aka. `C/C++`, `Fortran`, ... code) just do the following.
|
||||
```bash
|
||||
R CMD build CVE_C; R CMD INSTALL CVE_0.2.tar.gz
|
||||
```
|
||||
Then we are ready for using the package.
|
||||
As well as building the `NAMESPACE` and `*.Rd` files using `devtools` (`roxygen2`) the following resembles an entire build pipeline including checks.
|
||||
```bash
|
||||
R -q -e 'library(devtools); setwd("CVE_C"); pkgbuild::compile_dll(); document(); pkgbuild::clean_dll()'
|
||||
R CMD build CVE_C; R CMD check CVE_0.2.tar.gz;
|
||||
R CMD INSTALL CVE_0.2.tar.gz
|
||||
```
|
||||
## Build and install from within `R`.
|
||||
An alternative approach is the following.
|
||||
```R
|
||||
## Installing CVE (C implementation)
|
||||
(setwd('~/Projects/CVE/CVE_C'))
|
||||
# equiv to Rcpp::compileAttributes().
|
||||
library(devtools)
|
||||
pkgbuild::compile_dll() # required for packages with C/C++ code
|
||||
document() # See bug: https://github.com/stan-dev/rstantools/issues/52
|
||||
pkgbuild::clean_dll()
|
||||
(path <- build(vignettes = FALSE))
|
||||
install.packages(path, repos = NULL, type = "source")
|
||||
library(CVE)
|
||||
```
|
||||
**Note: I only recommend this approach during development.**
|
||||
|
||||
# Package Structure
|
||||
|
||||
## Demos
|
||||
A demo is an `.R` file that lives in `demo/`. Demos are like examples but tend to
|
||||
be longer. Instead of focussing on a single function, they show how to weave
|
||||
be longer. Instead of focusing on a single function, they show how to weave
|
||||
together multiple functions to solve a problem.
|
||||
|
||||
You list and access demos with `demo()`:
|
||||
|
|
@ -57,7 +93,7 @@ The demo name is the name of the file without the extension,
|
|||
e.g. `demo/runtime_test.R` becomes `runtime_test`.
|
||||
|
||||
By default the demo ask for human input for each plot: "Hit to see next plot".
|
||||
This behaviour can be overridden by adding `devAskNewPage(ask = FALSE)` to
|
||||
This behavior can be overridden by adding `devAskNewPage(ask = FALSE)` to
|
||||
the demo file. You can add pauses by adding:
|
||||
`readline("press any key to continue")`.
|
||||
|
||||
|
|
@ -71,9 +107,9 @@ Using the Linux `grep` program with the parameters `-rnw` and specifying a inclu
|
|||
```bash
|
||||
grep --include=*\.{c,h,R} -rnw '.' -e "sweep"
|
||||
```
|
||||
searches in all `C` source and header fils as well as `R` source files for the term _sweep_.
|
||||
searches in all `C` source and header files as well as `R` source files for the term _sweep_.
|
||||
|
||||
## Recursive dir. compair with colored sructure (more or less).
|
||||
## Recursive directory compare with colored structure (more or less).
|
||||
```bash
|
||||
diff -r CVE_R/ CVE_C/ | grep -E "^([<>]|[^<>].*)"
|
||||
```
|
||||
|
|
@ -102,41 +138,9 @@ echo dry_run=$dry_run
|
|||
echo stack_size=$stack_size
|
||||
```
|
||||
|
||||
# Development
|
||||
## Build and install.
|
||||
To build the package the `devtools` package is used. This also provides `roxygen2` which is used for documentation and authomatic creaton of the `NAMESPACE` file.
|
||||
```R
|
||||
setwd("./CVE_R") # Set path to the package root.
|
||||
library(devtools) # Load required `devtools` package.
|
||||
document() # Create `.Rd` files and write `NAMESPACE`.
|
||||
```
|
||||
Next the package needs to be build, therefore (if pure `R` package, aka. `C/C++`, `Fortran`, ... code) just do the following.
|
||||
```bash
|
||||
R CMD build CVE_R
|
||||
R CMD INSTALL CVE_0.1.tar.gz
|
||||
```
|
||||
Then we are ready for using the package.
|
||||
```R
|
||||
library(CVE)
|
||||
help(package = "CVE")
|
||||
```
|
||||
## Build and install from within `R`.
|
||||
An alternative approach is the following.
|
||||
```R
|
||||
setwd('./CVE_R')
|
||||
getwd()
|
||||
|
||||
library(devtools)
|
||||
document()
|
||||
# No vignettes to build but "inst/doc/" is required!
|
||||
(path <- build(vignettes = FALSE))
|
||||
install.packages(path, repos = NULL, type = "source")
|
||||
```
|
||||
**Note: I only recommend this approach during development.**
|
||||
|
||||
# Analysing
|
||||
# Analysis
|
||||
## Logging (a `cve` run).
|
||||
To log `loss`, `error` (estimated) the true error (error of current estimated `B` against the true `B`) or even the stepsize one can use the `logger` parameter. A `logger` is a function that gets the current `environment` of the CVE optimization methods (__do not alter this environment, only read from it__). This can be used to create logs like in the following example.
|
||||
To log `loss`, `error` (estimated) the true error (error of current estimated `B` against the true `B`) or even the step size one can use the `logger` parameter. A `logger` is a function that gets the current `environment` of the CVE optimization methods (__do not alter this environment, only read from it__). This can be used to create logs like in the following example.
|
||||
```R
|
||||
library(CVE)
|
||||
|
||||
|
|
@ -184,7 +188,7 @@ matplot(true.error.history, type = 'l', log = 'y', xlab = 'iter',
|
|||
```
|
||||
|
||||
## Reading log files.
|
||||
The runtime tests (upcomming further tests) are creating log files saved in `tmp/`. These log files are `CSV` files (actualy `TSV`) with a header storing the test results. Depending on the test the files may contain differnt data. As an example we use the runtime test logs which store in each line the `dataset`, the used `method` as well as the `error` (actual error of estimated `B` against real `B`) and the `time`. For reading and analysing the data see the following example.
|
||||
The run-time tests (upcoming further tests) are creating log files saved in `tmp/`. These log files are `CSV` files (actually `TSV`) with a header storing the test results. Depending on the test the files may contain different data. As an example we use the run-time test logs which store in each line the `dataset`, the used `method` as well as the `error` (actual error of estimated `B` against real `B`) and the `time`. For reading and analyzing the data see the following example.
|
||||
```R
|
||||
# Load log as `data.frame`
|
||||
log <- read.csv('tmp/test0.log', sep = '\t')
|
||||
|
|
@ -200,7 +204,7 @@ for (ds.name in paste0('M', seq(5))) {
|
|||
|
||||
## Environments and variable lookup.
|
||||
In the following a view simple examples of how `R` searches for variables.
|
||||
In addition we manipulate funciton closures to alter the search path in variable lookup and outer scope variable manipulation.
|
||||
In addition we manipulate function closures to alter the search path in variable lookup and outer scope variable manipulation.
|
||||
```R
|
||||
droids <- "These aren't the droids you're looking for."
|
||||
|
||||
|
|
@ -225,7 +229,7 @@ jedi.seeks()
|
|||
# [1] "R2-D2", "C-3PO"
|
||||
```
|
||||
|
||||
The next example ilustrates how to write (without local copies) to variables outside the functions local environment.
|
||||
The next example illustrates how to write (without local copies) to variables outside the functions local environment.
|
||||
```R
|
||||
counting <- function() {
|
||||
count <<- count + 1 # Note the `<<-` assignment.
|
||||
|
|
@ -255,7 +259,7 @@ counting <- function() {
|
|||
})()
|
||||
```
|
||||
|
||||
Another example for the usage of `do.call` where the evaluation of parameters is illustated (example taken (and altered) from `?do.call`).
|
||||
Another example for the usage of `do.call` where the evaluation of parameters is illustrated (example taken (and altered) from `?do.call`).
|
||||
```R
|
||||
## examples of where objects will be found.
|
||||
A <- "A.Global"
|
||||
|
|
@ -373,7 +377,7 @@ microbenchmark(
|
|||
# sweep 1313.177 1522.4010 2355.269 1879.2605 2065.399 18783.24 100
|
||||
# recycle 719.001 786.1265 1157.285 881.8825 1163.202 19091.79 100
|
||||
```
|
||||
### Scaled `crossprod` with matmul order.
|
||||
### Scaled `crossprod` with matrix multiplication order.
|
||||
```R
|
||||
(n <- 200)
|
||||
(p <- 12)
|
||||
|
|
@ -424,7 +428,7 @@ microbenchmark(
|
|||
```
|
||||
|
||||
## Using `Rprof()` for performance.
|
||||
The standart method for profiling where an algorithm is spending its time is with `Rprof()`.
|
||||
The standard method for profiling where an algorithm is spending its time is with `Rprof()`.
|
||||
```R
|
||||
path <- '../tmp/R.prof' # path to profiling file
|
||||
Rprof(path)
|
||||
|
|
@ -432,4 +436,4 @@ cve.res <- cve.call(X, Y, k = k)
|
|||
Rprof(NULL)
|
||||
(prof <- summaryRprof(path)) # Summarise results
|
||||
```
|
||||
**Note: considure to run `gc()` before measuring**, aka cleaning up by explicitely calling the garbage collector.
|
||||
**Note: consider to run `gc()` before measuring**, aka cleaning up by explicitly calling the garbage collector.
|
||||
|
|
|
|||
14
test.R
14
test.R
|
|
@ -5,12 +5,12 @@ if (length(args) > 0L) {
|
|||
} else {
|
||||
method <- "simple"
|
||||
}
|
||||
if (length((args) > 1L)) {
|
||||
if (length(args) > 1L) {
|
||||
momentum <- as.double(args[2])
|
||||
} else {
|
||||
momentum <- 0.0
|
||||
}
|
||||
epochs <- 50L
|
||||
max.iter <- 50L
|
||||
attempts <- 25L
|
||||
|
||||
# library(CVEpureR)
|
||||
|
|
@ -55,14 +55,14 @@ for (name in paste0("M", seq(5))) {
|
|||
|
||||
# Setup histories.
|
||||
V_last <- NULL
|
||||
loss.history <- matrix(NA, epochs + 1, attempts)
|
||||
error.history <- matrix(NA, epochs + 1, attempts)
|
||||
tau.history <- matrix(NA, epochs + 1, attempts)
|
||||
true.error.history <- matrix(NA, epochs + 1, attempts)
|
||||
loss.history <- matrix(NA, max.iter + 1, attempts)
|
||||
error.history <- matrix(NA, max.iter + 1, attempts)
|
||||
tau.history <- matrix(NA, max.iter + 1, attempts)
|
||||
true.error.history <- matrix(NA, max.iter + 1, attempts)
|
||||
|
||||
dr <- cve(Y ~ X, k = k, method = method,
|
||||
momentum = momentum,
|
||||
epochs = epochs, attempts = attempts,
|
||||
max.iter = max.iter, attempts = attempts,
|
||||
logger = logger)
|
||||
|
||||
# Plot history's
|
||||
|
|
|
|||
Loading…
Reference in New Issue