Description Usage Arguments Value Details Author(s) See Also Examples
View source: R/cluster_profiles_vb.R
General purpose functions for clustering latent profiles for different observation models using Variational Bayes (VB) EM-like algorithm.
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| X | The input data, which has to be a  | 
| K | Integer denoting the total number of clusters K. | 
| model | Observation model name as character string. It can be either 'bernoulli', 'binomial', 'beta' or 'gaussian'. | 
| basis | A 'basis' object. E.g. see  | 
| H | Optional, design matrix of the input data X. If NULL, H will be computed inside the function. | 
| delta_0 | Parameter vector of the Dirichlet prior on the mixing proportions pi. | 
| w | Optional, an (M+1)xK matrix of the initial parameters, where each column consists of the basis function coefficients for each corresponding cluster k. If NULL, will be assigned with default values. | 
| gaussian_l | Noise precision parameter, only used when having "gaussian" observation model. | 
| alpha_0 | Hyperparameter: shape parameter for Gamma distribution. A Gamma distribution is used as prior for the precision parameter tau. | 
| beta_0 | Hyperparameter: rate parameter for Gamma distribution. A Gamma distribution is used as prior for the precision parameter tau. | 
| vb_max_iter | Integer denoting the maximum number of VB iterations. | 
| epsilon_conv | Numeric denoting the convergence threshold for VB. | 
| is_verbose | Logical, print results during VB iterations. | 
| ... | Additional parameters. | 
An object of class cluster_profiles_vb_"obs_model" with the
following elements: 
W: An (M+1) X K matrix with the
optimized parameter values for each cluster, M are the number of basis
functions. Each column of the matrix corresponds a different cluster k.
W_Sigma: A list with the covariance matrices of the posterior
parmateter W for each cluster k. 
r_nk: An (N X K)
responsibility matrix of each observations being explained by a specific
cluster.  
delta: Optimized Dirichlet paramter for the mixing
proportions.  
alpha: Optimized shape parameter of Gamma
distribution.  
beta: Optimized rate paramter of the Gamma
distribution  
basis: The basis object.  
lb:
The lower bound vector. 
labels: Cluster assignment labels.
pi_k: Expected value of mixing proportions. 
The modelling and mathematical details for clustering profiles using mean-field variational inference are explained here: http://rpubs.com/cakapourani/ . More specifically:
For Binomial/Bernoulli observation model check: http://rpubs.com/cakapourani/vb-mixture-bpr
For Gaussian observation model check: http://rpubs.com/cakapourani/vb-mixture-lr
C.A.Kapourani C.A.Kapourani@ed.ac.uk
create_basis, cluster_profiles_mle
infer_profiles_vb, infer_profiles_mle,
infer_profiles_gibbs, create_region_object
| 1 2 3 4 5 6 7 8 9 10 | # Example of optimizing parameters for synthetic data using 3 RBFs
basis <- create_rbf_object(M=3)
out <- cluster_profiles_vb(X = binomial_data, model = "binomial",
  basis=basis, vb_max_iter = 10)
#-------------------------------------
basis <- create_rbf_object(M=3)
out <- cluster_profiles_vb(X = gaussian_data, model = "gaussian",
  basis=basis, vb_max_iter = 10)
 | 
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