R/session.R

In netReg: Network-Regularized Regression Models

# netReg: graph-regularized linear regression models.
#
# Copyright (C) 2015 - 2019 Simon Dirmeier
#
# This file is part of netReg.
#
# netReg is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# netReg is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with netReg. If not, see <http://www.gnu.org/licenses/>.


#' @noRd
#' @import tensorflow
fit <- function(objective, alpha, beta,
                maxit = 1000, learning.rate = 0.01, thresh = 1e-4) {
  optimizer <- adam(learning.rate)
  train <- optimizer$minimize(objective)

  with(session() %as% sess, {
    sess$run(init_variables())
    target.old <- Inf
    for (step in seq(maxit))
    {
      sess$run(train)
      if (step %% 25 == 0) {
        target <- sess$run(objective)
        if (sum(abs(target - target.old)) < thresh) {
          break
        }
        target.old <- target
      }
    }

    alpha <- sess$run(alpha)
    beta <- sess$run(beta)
  })

  list(beta = beta, alpha = alpha)
}