99 lines
3.7 KiB
R
99 lines
3.7 KiB
R
#!/usr/bin/env Rscript
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library(MAVE)
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library(CVarE)
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Sys.setenv(TF_CPP_MIN_LOG_LEVEL = "3") # Suppress `tensorflow` notes/warnings
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suppressPackageStartupMessages({
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library(NNSDR)
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})
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## Parse script parameters
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args <- parse.args(defaults = list(
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# Simulation configuration
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reps = 100, # Number of replications
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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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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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batch_size = 32L,
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initializer = 'fromOPG',
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seed = 1390L
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))
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## Generate reference data (gets re-sampled for each replication)
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ds <- dataset(args$dataset) # Generates a list with `X`, `Y`, `B` and `name`
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## Build Dimension Reduction Neuronal Network model (matching the data)
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nn <- nnsdr$new(
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input_shapes = list(x = ncol(ds$X)),
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d = ncol(ds$B),
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hidden_units = args$hidden_units,
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activation = args$activation,
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trainable_reduction = args$trainable_reduction
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)
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## Open simulation log file, write simulation configuration and header
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log <- file(format(Sys.time(), "results/sim_%Y%m%d_%H%M.csv"), "w", blocking = FALSE)
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cat(paste('#', names(args), args, sep = ' ', collapse = '\n'), '\n',
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'method,replication,dist.subspace,dist.grassmann,mse\n',
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sep = '', file = log, append = TRUE)
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## Set seed for sampling simulation data (NOT effecting the `NN` initialization)
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set.seed(args$seed)
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## Repeated simulation runs
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for (rep in seq_len(args$reps)) {
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## Re-sample seeded data for each simulation replication
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with(dataset(ds$name), {
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## Sample test dataset
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ds.test <- dataset(ds$name, n = 1000)
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## First the reference method `MAVE`
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dr <- mave(Y ~ X, method = "meanMAVE")
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
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cat('"mave",', rep, ',', d.sub, ',', d.gra, ',', mse, '\n', sep = '',
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file = log, append = TRUE)
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## and the `OPG` method
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dr <- mave(Y ~ X, method = "meanOPG")
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, dim = ncol(B)) - ds.test$Y)^2)
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cat('"opg",', rep, ',', d.sub, ',', d.gra, ',', mse, '\n', sep = '',
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file = log, append = TRUE)
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## Next the `CVE` method
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dr <- cve(Y ~ X, k = ncol(B))
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d.sub <- dist.subspace(B, coef(dr, ncol(B)), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(dr, ncol(B)))
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mse <- mean((predict(dr, ds.test$X, k = ncol(B)) - ds.test$Y)^2)
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cat('"cve",', rep, ',', d.sub, ',', d.gra, ',', mse, '\n', sep = '',
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file = log, append = TRUE)
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## Fit `NNSDR` model
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nn$fit(X, Y, epochs = args$epochs,
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batch_size = args$batch_size, initializer = args$initializer)
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# `OPG` estimate
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d.sub <- dist.subspace(B, coef(nn, 'OPG'), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(nn, 'OPG'))
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cat('"nn.opg",', rep, ',', d.sub, ',', d.gra, ',', NA, '\n', sep = '',
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file = log, append = TRUE)
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# Refinement estimate
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d.sub <- dist.subspace(B, coef(nn), normalize = TRUE)
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d.gra <- dist.grassmann(B, coef(nn))
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mse <- mean((nn$predict(ds.test$X) - ds.test$Y)^2)
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cat('"nn.ref",', rep, ',', d.sub, ',', d.gra, ',', mse, '\n', sep = '',
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file = log, append = TRUE)
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})
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## Reset model
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nn$reset()
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}
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## Finished, close simulation log file
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close(log)
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