sampler_MaxWiK: Function to generate parameters and simulate a model based on...

In MaxWiK: Machine Learning Method Based on Isolation Kernel Mean Embedding

Function to generate parameters and simulate a model based on MaxWiK algorithm

Description

Function to generate parameters and simulate a model based on MaxWiK algorithm

Usage

sampler_MaxWiK(
  stat.obs,
  stat.sim,
  par.sim,
  model,
  arg0 = list(),
  size = 500,
  psi_t,
  epsilon,
  nmax = 100,
  include_top = FALSE,
  slowly = FALSE,
  rate = 0.2,
  n_simulation_stop = NA,
  check_err = TRUE,
  include_web_rings = TRUE,
  number_of_nodes_in_ring = 2
)

sampler_MaxWiK_parallel(
  stat.obs,
  stat.sim,
  par.sim,
  model,
  arg0 = list(),
  size = 500,
  psi_t,
  epsilon,
  nmax = 100,
  include_top = FALSE,
  slowly = FALSE,
  rate = 0.2,
  n_simulation_stop = NA,
  check_err = TRUE,
  include_web_rings = TRUE,
  number_of_nodes_in_ring = 2,
  cores = 4
)

Arguments

stat.obs	Summary statistics of the observation point
stat.sim	Summary statistics of the simulations (model output)
par.sim	Data frame of parameters of the model
model	Function to get output of simulation during sampling
arg0	List with arguments for a model function, so that arg0 is NOT changed during sampling
size	Number of points in the simulation based on MaxWiK algorithm
psi_t	Vector of psi and t hyperparameters.
epsilon	Criterion to stop simulation when MSE_current - MSE_previous < epsilon
nmax	Maximal number of iterations
include_top	Logical to include top points (network) from spider_web() function to simulate or do not
slowly	Logical for two algorithms: slow and fast seekers in sampling
rate	Rate value in the range [0,1] to define the rate of changing in the original top of sampled points for slow scheme (if slowly = TRUE)
n_simulation_stop	Maximal number of simulations to stop sampling. If n_simulation_stop = NA then there is no restriction (by default)
check_err	Logical parameter to check epsilon or do not
include_web_rings	Logical to include or do not include the cobweb rings to the simulations
number_of_nodes_in_ring	Number of points/nodes between two points in the web ring. By default number_of_nodes_in_ring = 2
cores	Number of cores for parallel calculations of a model (4 by default)

Value

sampler_MaxWiK() returns the list:

• results: results of all the simulations;
  

• best: the best value of parameter;
  

• MSE_min: minimum of MSE;
  

• number_of_iterations: number of iterations;
  

• time: time of sampling in seconds,
  

• n_simulations: the total number of simulations.

sampler_MaxWiK_parallel() returns the same output as in sampler_MaxWiK().

Functions

• sampler_MaxWiK_parallel(): Function to generate parameters and simulate a model based on MaxWiK algorithm

Examples

MaxWiK::MaxWiK_templates(dir = tempdir()) # See the template 'MaxWiK.Sampling.R' 
# and vignettes for usage.
MaxWiK::MaxWiK_templates(dir = tempdir()) # See the template 'MaxWiK.Sampling.R' 
# and vignettes for usage. For parallel implementation 
# change the function 'sampler_MaxWiK()' to 'sampler_MaxWiK_parallel()'.

MaxWiK documentation built on April 3, 2025, 8:47 p.m.