add: big data simulation with p growing proportional to n
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@ -14,7 +14,7 @@ args <- parse.args(defaults = list(
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dataset = '1', # Name (number) of the data set
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# Neuronal Net. structure/definitions
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hidden_units = 512L,
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activation = 'relu', # or `relu`
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activation = 'relu',
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trainable_reduction = TRUE,
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# Neuronal Net. training
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epochs = c(200L, 400L), # Number of training epochs for (`OPG`, Refinement)
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@ -12,6 +12,10 @@ args <- parse.args(defaults = list(
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# Simulation configuration
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reps = 10L, # Number of replications
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dataset = '6', # Name (number) of the data set
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# Sets if reference methods shall be evaluated
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run_mave = TRUE,
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run_cve = TRUE,
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run_nn = TRUE,
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# Neuronal Net. structure/definitions
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hidden_units = 512L,
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activation = 'relu',
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@ -34,7 +38,7 @@ ds <- dataset(args$dataset, n = 100L, p = args$p) # Generates a list with `X`, `
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## Build Dimension Reduction Neuronal Network model (matching the data)
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nn <- nnsdr$new(
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input_shapes = list(x = ncol(ds$X)),
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d = ncol(ds$B),
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d = ncol(ds$B), # depends on the dataset type
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hidden_units = args$hidden_units,
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activation = args$activation,
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trainable_reduction = args$trainable_reduction
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@ -53,51 +57,57 @@ for (rep in seq_len(args$reps)) {
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## Sample test dataset
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ds.test <- dataset(ds$name, n = 1000L, p = args$p)
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## First the reference method `MAVE`
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# To be fair for measuring the time, set `max.dim` to true reduction dimension
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# and with `screen = ncol(X)` screening is turned "off".
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time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
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method = "meanMAVE", screen = ncol(X)))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
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cat('"mave",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
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sep = '', file = log, append = TRUE)
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## and the `OPG` method
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time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
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method = "meanOPG", screen = ncol(X)))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
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cat('"opg",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
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sep = '', file = log, append = TRUE)
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if (args$run_mave) {
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## First the reference method `MAVE`
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# To be fair for measuring the time, set `max.dim` to true reduction
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# dimension and with `screen = ncol(X)` screening is turned "off".
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time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
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method = "meanMAVE", screen = ncol(X)))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
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cat('"mave",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
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'\n', sep = '', file = log, append = TRUE)
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## and the `OPG` method
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time <- system.time(dr <- mave.compute(X, Y, max.dim = ncol(B),
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method = "meanOPG", screen = ncol(X)))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
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cat('"opg",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
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'\n', sep = '', file = log, append = TRUE)
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}
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## Next the CVE method
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time <- system.time(dr <- cve.call(X, Y, k = ncol(B)))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, k = ncol(B)) - ds.test$Y)^2)
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cat('"cve",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
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sep = '', file = log, append = TRUE)
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if (args$run_cve) {
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## Next the CVE method
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time <- system.time(dr <- cve.call(X, Y, k = ncol(B)))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, k = ncol(B)) - ds.test$Y)^2)
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cat('"cve",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
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'\n', sep = '', file = log, append = TRUE)
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}
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## Fit `DR` Neuronal Network model
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time <- system.time(nn$fit(X, Y, epochs = args$epochs,
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batch_size = args$batch_size, initializer = args$initializer))
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# OPG estimate
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d.sub <- dist.subspace(B, coef(nn, 'OPG'), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(nn, 'OPG'))
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cat('"nn.opg",', rep, ',', d.sub, ',', d.gra, ',NA,NA,NA,NA\n',
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sep = '', file = log, append = TRUE)
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# Refinement estimate
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d.sub <- dist.subspace(B, coef(nn), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(nn))
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mse <- mean((nn$predict(ds.test$X) - ds.test$Y)^2)
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cat('"nn.ref",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'], '\n',
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sep = '', file = log, append = TRUE)
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if (args$run_nn) {
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## Fit `DR` Neuronal Network model
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time <- system.time(nn$fit(X, Y, epochs = args$epochs,
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batch_size = args$batch_size, initializer = args$initializer))
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# OPG estimate
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d.sub <- dist.subspace(B, coef(nn, 'OPG'), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(nn, 'OPG'))
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cat('"nn.opg",', rep, ',', d.sub, ',', d.gra, ',NA,NA,NA,NA\n',
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sep = '', file = log, append = TRUE)
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# Refinement estimate
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d.sub <- dist.subspace(B, coef(nn), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(nn))
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mse <- mean((nn$predict(ds.test$X) - ds.test$Y)^2)
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cat('"nn.ref",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
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time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
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'\n', sep = '', file = log, append = TRUE)
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}
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})
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## Invoke the garbage collector
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49
simulations/simulations_bigdata.sh
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49
simulations/simulations_bigdata.sh
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@ -0,0 +1,49 @@
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#!/bin/bash
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# Catch termination signal `SIGINT` and invoke `user_interupt`
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trap user_interupt SIGINT
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# Reports an user interupt and exits the simulation script (do not continue next
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# statement, allows to exit bash loop with `^C`)
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user_interupt() {
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echo -e '\nUser Interrupt -> stopping simulation\n'
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exit
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}
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# Simulation for big data with `p` proportional to `sqrt(n)`
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for ds in 6 8; do
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=1000 --p=32 --epochs=200,400"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=4000 --p=63 --epochs=100,200"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=16000 --p=126 --epochs=50,100"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=64000 --p=253 --epochs=25,50"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=256000 --p=506 --epochs=12,25"
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echo -e "\n$command"
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time eval "$command"
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done
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# Simulation for big data with `p` proportional to `n` (note: for the base case
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# of `n = 1000`, `p = 32` see above)
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# For i = 1, ..., 4 the sample size `n = 1000 * 4^i`, number of predictors
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# `p = 32 * 4^i` and the training epochs `epochs ~ (200, 400) * 1.5^(-i)`
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for ds in 6 8; do
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=TRUE --run_cve=TRUE --dataset=$ds --n=4000 --p=128 --epochs=133,266"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=16000 --p=512 --epochs=88,176"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=64000 --p=2048 --epochs=59,118"
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echo -e "\n$command"
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time eval "$command"
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command="Rscript simulations_bigdata.R --reps=10 --run_mave=FALSE --run_cve=FALSE --dataset=$ds --n=256000 --p=8192 --epochs=39,78"
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echo -e "\n$command"
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time eval "$command"
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done
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