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add: big data simulation with p growing proportional to n

master
Daniel Kapla 10 months ago
parent
commit
69a008535b
3 changed files with 104 additions and 45 deletions
  1. +1
    -1
      simulations/simulations.R
  2. +54
    -44
      simulations/simulations_bigdata.R
  3. +49
    -0
      simulations/simulations_bigdata.sh

+ 1
- 1
simulations/simulations.R View File

@@ -14,7 +14,7 @@ args <- parse.args(defaults = list(
dataset = '1', # Name (number) of the data set
# Neuronal Net. structure/definitions
hidden_units = 512L,
activation = 'relu', # or `relu`
activation = 'relu',
trainable_reduction = TRUE,
# Neuronal Net. training
epochs = c(200L, 400L), # Number of training epochs for (`OPG`, Refinement)

+ 54
- 44
simulations/simulations_bigdata.R View File

@@ -12,6 +12,10 @@ args <- parse.args(defaults = list(
# Simulation configuration
reps = 10L, # Number of replications
dataset = '6', # Name (number) of the data set
# Sets if reference methods shall be evaluated
run_mave = TRUE,
run_cve = TRUE,
run_nn = TRUE,
# Neuronal Net. structure/definitions
hidden_units = 512L,
activation = 'relu',
@@ -34,7 +38,7 @@ ds <- dataset(args$dataset, n = 100L, p = args$p) # Generates a list with `X`, `
## Build Dimension Reduction Neuronal Network model (matching the data)
nn <- nnsdr$new(
input_shapes = list(x = ncol(ds$X)),
d = ncol(ds$B),
d = ncol(ds$B), # depends on the dataset type
hidden_units = args$hidden_units,
activation = args$activation,
trainable_reduction = args$trainable_reduction
@@ -53,51 +57,57 @@ for (rep in seq_len(args$reps)) {
## Sample test dataset
ds.test <- dataset(ds$name, n = 1000L, p = args$p)

## First the reference method `MAVE`
# To be fair for measuring the time, set `max.dim` to true reduction dimension
# and with `screen = ncol(X)` screening is turned "off".
time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
method = "meanMAVE", screen = ncol(X)))
d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
cat('"mave",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
sep = '', file = log, append = TRUE)
## and the `OPG` method
time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
method = "meanOPG", screen = ncol(X)))
d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
cat('"opg",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
sep = '', file = log, append = TRUE)
if (args$run_mave) {
## First the reference method `MAVE`
# To be fair for measuring the time, set `max.dim` to true reduction
# dimension and with `screen = ncol(X)` screening is turned "off".
time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
method = "meanMAVE", screen = ncol(X)))
d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
cat('"mave",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
'\n', sep = '', file = log, append = TRUE)
## and the `OPG` method
time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
method = "meanOPG", screen = ncol(X)))
d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
cat('"opg",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
'\n', sep = '', file = log, append = TRUE)
}

## Next the CVE method
time <- system.time(dr <- cve.call(X, Y, k = ncol(B)))
d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
mse <- mean((predict(dr, ds.test$X, k = ncol(B)) - ds.test$Y)^2)
cat('"cve",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
sep = '', file = log, append = TRUE)
if (args$run_cve) {
## Next the CVE method
time <- system.time(dr <- cve.call(X, Y, k = ncol(B)))
d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
mse <- mean((predict(dr, ds.test$X, k = ncol(B)) - ds.test$Y)^2)
cat('"cve",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
'\n', sep = '', file = log, append = TRUE)
}

## Fit `DR` Neuronal Network model
time <- system.time(nn$fit(X, Y, epochs = args$epochs,
batch_size = args$batch_size, initializer = args$initializer))
# OPG estimate
d.sub <- dist.subspace(B, coef(nn, 'OPG'), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(nn, 'OPG'))
cat('"nn.opg",', rep, ',', d.sub, ',', d.gra, ',NA,NA,NA,NA\n',
sep = '', file = log, append = TRUE)
# Refinement estimate
d.sub <- dist.subspace(B, coef(nn), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(nn))
mse <- mean((nn$predict(ds.test$X) - ds.test$Y)^2)
cat('"nn.ref",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
sep = '', file = log, append = TRUE)
if (args$run_nn) {
## Fit `DR` Neuronal Network model
time <- system.time(nn$fit(X, Y, epochs = args$epochs,
batch_size = args$batch_size, initializer = args$initializer))
# OPG estimate
d.sub <- dist.subspace(B, coef(nn, 'OPG'), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(nn, 'OPG'))
cat('"nn.opg",', rep, ',', d.sub, ',', d.gra, ',NA,NA,NA,NA\n',
sep = '', file = log, append = TRUE)
# Refinement estimate
d.sub <- dist.subspace(B, coef(nn), normalize = TRUE)
d.gra <- dist.grassmann(B, coef(nn))
mse <- mean((nn$predict(ds.test$X) - ds.test$Y)^2)
cat('"nn.ref",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
'\n', sep = '', file = log, append = TRUE)
}
})

## Invoke the garbage collector

+ 49
- 0
simulations/simulations_bigdata.sh View File

@@ -0,0 +1,49 @@
#!/bin/bash

# Catch termination signal `SIGINT` and invoke `user_interupt`
trap user_interupt SIGINT

# Reports an user interupt and exits the simulation script (do not continue next
# statement, allows to exit bash loop with `^C`)
user_interupt() {
echo -e '\nUser Interrupt -> stopping simulation\n'
exit
}

# Simulation for big data with `p` proportional to `sqrt(n)`
for ds in 6 8; do
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=1000 --p=32 --epochs=200,400"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=4000 --p=63 --epochs=100,200"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=16000 --p=126 --epochs=50,100"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=64000 --p=253 --epochs=25,50"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=256000 --p=506 --epochs=12,25"
echo -e "\n$command"
time eval "$command"
done

# Simulation for big data with `p` proportional to `n` (note: for the base case
# of `n = 1000`, `p = 32` see above)
# For i = 1, ..., 4 the sample size `n = 1000 * 4^i`, number of predictors
# `p = 32 * 4^i` and the training epochs `epochs ~ (200, 400) * 1.5^(-i)`
for ds in 6 8; do
command="Rscript simulations_bigdata.R --reps=10 --run_mave=TRUE --run_cve=TRUE --dataset=$ds --n=4000 --p=128 --epochs=133,266"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=16000 --p=512 --epochs=88,176"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=64000 --p=2048 --epochs=59,118"
echo -e "\n$command"
time eval "$command"
command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=256000 --p=8192 --epochs=39,78"
echo -e "\n$command"
time eval "$command"
done

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