R/mc.lbart.R

In BART: Bayesian Additive Regression Trees

## BART: Bayesian Additive Regression Trees
## Copyright (C) 2017 Robert McCulloch and Rodney Sparapani

## This program 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 2 of the License, or
## (at your option) any later version.

## This program 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 this program; if not, a copy is available at
## https://www.R-project.org/Licenses/GPL-2


mc.lbart <- function(
    x.train, y.train, x.test = matrix(0.0, 0L, 0L),
    sparse=FALSE, a=0.5, b=1, augment=FALSE, rho=NULL,
    xinfo=matrix(0.0,0,0), usequants=FALSE,
    cont=FALSE, rm.const=TRUE, tau.interval=0.95,
    k = 2.0, ## BEWARE: do NOT use k for other purposes below
    power = 2.0, base = 0.95,
    binaryOffset = NULL,
    ntree=50L, numcut=100L,
    ndpost=1000L, nskip=100L,
    keepevery=1L, printevery=100L,
    keeptrainfits=TRUE, transposed=FALSE,
    ##treesaslists=FALSE,
    mc.cores = 2L, nice = 19L,
    seed = 99L
)
{
    if(.Platform$OS.type!='unix')
        stop('parallel::mcparallel/mccollect do not exist on windows')

    RNGkind("L'Ecuyer-CMRG")
    set.seed(seed)
    parallel::mc.reset.stream()

    if(!transposed) {
        temp = bartModelMatrix(x.train, numcut, usequants=usequants,
                               cont=cont, xinfo=xinfo, rm.const=rm.const)
        x.train = t(temp$X)
        numcut = temp$numcut
        xinfo = temp$xinfo
        ## if(length(x.test)>0)
        ##     x.test = t(bartModelMatrix(x.test[ , temp$rm.const]))
        if(length(x.test)>0) {
            x.test = bartModelMatrix(x.test)
            x.test = t(x.test[ , temp$rm.const])
        }
        rm.const <- temp$rm.const
        rm(temp)
    }

    mc.cores.detected <- detectCores()

    if(mc.cores>mc.cores.detected) mc.cores <- mc.cores.detected
        ## warning(paste0('The number of cores requested, mc.cores=', mc.cores,
        ##                ',\n exceeds the number of cores detected via detectCores() ',
        ##                'which yields ', mc.cores.detected, ' .'))

    mc.ndpost <- ceiling(ndpost/mc.cores)
    ## mc.ndpost <- ((ndpost %/% mc.cores) %/% keepevery)*keepevery

    ## while(mc.ndpost*mc.cores<ndpost) mc.ndpost <- mc.ndpost+keepevery

    ## mc.nkeep <- mc.ndpost %/% keepevery

    for(i in 1:mc.cores) {
        parallel::mcparallel({psnice(value=nice);
                  lbart(x.train=x.train, y.train=y.train, x.test=x.test,
                        sparse=sparse, a=a, b=b, augment=augment, rho=rho,
                        xinfo=xinfo, tau.interval=tau.interval,
                        k=k, power=power, base=base,
                        binaryOffset=binaryOffset,
                        ntree=ntree, numcut=numcut,
                        ndpost=mc.ndpost, nskip=nskip, keepevery=keepevery,
                        ## nkeeptrain=mc.nkeep, nkeeptest=mc.nkeep,
                        ## nkeeptestmean=mc.nkeep, nkeeptreedraws=mc.nkeep,
                        printevery=printevery, transposed=TRUE)},
                        ##treesaslists=treesaslists)},
                  silent=(i!=1))
                  ## to avoid duplication of output
                  ## capture stdout from first posterior only
    }

    post.list <- parallel::mccollect()

    post <- post.list[[1]]

    if(mc.cores==1 | attr(post, 'class')!='lbart') return(post)
    else {
        if(class(rm.const)[1]!='logical') post$rm.const <- rm.const
        post$ndpost <- mc.cores*mc.ndpost
        p <- nrow(x.train[post$rm.const, ])

        ##if(length(rm.const)==0) rm.const <- 1:p
        ##post$rm.const <- rm.const

        old.text <- paste0(as.character(mc.ndpost), ' ', as.character(ntree),
                           ' ', as.character(p))
        old.stop <- nchar(old.text)

        post$treedraws$trees <- sub(old.text,
                                    paste0(as.character(post$ndpost), ' ',
                                           as.character(ntree), ' ',
                                           as.character(p)),
                                    post$treedraws$trees)

        keeptestfits <- length(x.test)>0

        for(i in 2:mc.cores) {
            if(keeptrainfits)
                post$yhat.train <- rbind(post$yhat.train,
                                         post.list[[i]]$yhat.train)

            if(keeptestfits) post$yhat.test <- rbind(post$yhat.test,
                                                     post.list[[i]]$yhat.test)

            post$varcount <- rbind(post$varcount, post.list[[i]]$varcount)
            post$varprob <- rbind(post$varprob, post.list[[i]]$varprob)

            post$treedraws$trees <- paste0(post$treedraws$trees,
                                           substr(post.list[[i]]$treedraws$trees, old.stop+2,
                                                  nchar(post.list[[i]]$treedraws$trees)))

            ## if(treesaslists) post$treedraws$lists <-
            ##                      c(post$treedraws$lists, post.list[[i]]$treedraws$lists)
        }

        if(length(post$yhat.train.mean)>0)
            post$yhat.train.mean <- apply(post$yhat.train, 2, mean)

        if(length(post$yhat.test.mean)>0)
            post$yhat.test.mean <- apply(post$yhat.test, 2, mean)

        post$varcount.mean <- apply(post$varcount, 2, mean)
        post$varprob.mean <- apply(post$varprob, 2, mean)

        attr(post, 'class') <- 'lbart'

        return(post)
    }
}