NNSDR/simulations/simulations_bigdata.R

122 lines
5.0 KiB
R

#!/usr/bin/env Rscript
library(MAVE)
library(CVarE)
Sys.setenv(TF_CPP_MIN_LOG_LEVEL = "3") # Suppress `tensorflow` notes/warnings
suppressPackageStartupMessages({
library(NNSDR)
})
## Parse script parameters
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',
trainable_reduction = TRUE,
# Neuronal Net. training
epochs = c(200L, 400L), # Number of training epochs for (`OPG`, Refinement)
batch_size = 32L,
initializer = 'fromOPG',
# Simulation data generation configuration
seed = 1390L,
n = 100L,
p = 20L
))
## Generate reference data (gets re-sampled for each replication)
# Number of observations are irrelevant for the reference to generate a matching
# `NNSDR` estimator
ds <- dataset(args$dataset, n = 100L, p = args$p) # Generates a list with `X`, `Y`, `B` and `name`
## Build Dimension Reduction Neuronal Network model (matching the data)
nn <- nnsdr$new(
input_shapes = list(x = ncol(ds$X)),
d = ncol(ds$B), # depends on the dataset type
hidden_units = args$hidden_units,
activation = args$activation,
trainable_reduction = args$trainable_reduction
)
## Open simulation log file, write simulation configuration and header
log <- file(format(Sys.time(), "results/sim_big_%Y%m%d_%H%M.csv"), "w", blocking = FALSE)
cat(paste('#', names(args), args, sep = ' ', collapse = '\n'), '\n',
'method,replication,dist.subspace,dist.grassmann,mse,time.user,time.system,time.elapsed\n',
sep = '', file = log, append = TRUE)
## Repeated simulation runs
for (rep in seq_len(args$reps)) {
## Re-sample seeded data for each simulation replication
with(dataset(ds$name, n = args$n, p = args$p), {
## Sample test dataset
ds.test <- dataset(ds$name, n = 1000L, p = args$p)
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$Y)^2)
cat('"opg",', rep, ',', d.sub, ',', d.gra, ',', mse, ',',
time['user.self'], ',', time['sys.self'], ',', time['elapsed'],
'\n', sep = '', file = log, append = TRUE)
}
if (args$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)
}
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
gc()
## Reset model
nn$reset()
}
## Finished, close simulation log file
close(log)