PLNLDA_param: Control of a PLNLDA fit

In PLNmodels: Poisson Lognormal Models

Control of a PLNLDA fit

Description

Helper to define list of parameters to control the PLNLDA fit. All arguments have defaults.

Usage

PLNLDA_param(
  backend = c("nlopt", "torch"),
  trace = 1,
  covariance = c("full", "diagonal", "spherical"),
  config_post = list(),
  config_optim = list(),
  inception = NULL
)

Arguments

backend	optimization back used, either "nlopt" or "torch". Default is "nlopt"
trace	a integer for verbosity.
covariance	character setting the model for the covariance matrix. Either "full", "diagonal" or "spherical". Default is "full".
config_post	a list for controlling the post-treatments (optional bootstrap, jackknife, R2, etc.). See details
config_optim	a list for controlling the optimizer (either "nlopt" or "torch" backend). See details
inception	Set up the parameters initialization: by default, the model is initialized with a multivariate linear model applied on log-transformed data, and with the same formula as the one provided by the user. However, the user can provide a PLNfit (typically obtained from a previous fit), which sometimes speeds up the inference.

Details

The list of parameters config_optim controls the optimizers. When "nlopt" is chosen the following entries are relevant

• "algorithm" the optimization method used by NLOPT among LD type, e.g. "CCSAQ", "MMA", "LBFGS". See NLOPT documentation for further details. Default is "CCSAQ".

• "maxeval" stop when the number of iteration exceeds maxeval. Default is 10000

• "ftol_rel" stop when an optimization step changes the objective function by less than ftol multiplied by the absolute value of the parameter. Default is 1e-8

• "xtol_rel" stop when an optimization step changes every parameters by less than xtol multiplied by the absolute value of the parameter. Default is 1e-6

• "ftol_abs" stop when an optimization step changes the objective function by less than ftol_abs. Default is 0.0 (disabled)

• "xtol_abs" stop when an optimization step changes every parameters by less than xtol_abs. Default is 0.0 (disabled)

• "maxtime" stop when the optimization time (in seconds) exceeds maxtime. Default is -1 (disabled)

When "torch" backend is used, with the following entries are relevant:

• "maxeval" stop when the number of iteration exceeds maxeval. Default is 10000

• "ftol_rel" stop when an optimization step changes the objective function by less than ftol multiplied by the absolute value of the parameter. Default is 1e-8

• "xtol_rel" stop when an optimization step changes every parameters by less than xtol multiplied by the absolute value of the parameter. Default is 1e-6

The list of parameters config_post controls the post-treatment processing, with the following entries:

• jackknife boolean indicating whether jackknife should be performed to evaluate bias and variance of the model parameters. Default is FALSE.

• bootstrap integer indicating the number of bootstrap resamples generated to evaluate the variance of the model parameters. Default is 0 (inactivated).

• variational_var boolean indicating whether variational Fisher information matrix should be computed to estimate the variance of the model parameters (highly underestimated). Default is TRUE.

• rsquared boolean indicating whether approximation of R2 based on deviance should be computed. Default is TRUE

Value

list of parameters configuring the fit.

PLNmodels documentation built on Aug. 24, 2023, 5:11 p.m.