pinferunemjmcmc: A wrapper for running the GLMM, BLR, or DBRM based inference...

In aliaksah/EMJMCMC2016: EMJMCMC

A wrapper for running the GLMM, BLR, or DBRM based inference and predictions in an expert but rather easy to use way

Usage

pinferunemjmcmc(n.cores = 4, mcgmj = mcgmjpar, report.level =  0.5, simplify = F, num.mod.best = 1000, predict = F,  test.data = 1, link.function = function(z)z, runemjmcmc.params)

Arguments

runemjmcmc.params	a vector of parameters of runemjmcmc function, see the help of runemjmcmc for details
mcgmj	an mclapply like function for perfroming for perfroming parallel computing, do not change the default unless you are using Windows
simplify	a logical value specifying in simplification of the features is to be done after the search is completed
predict	a logical value specifying if predictions should be done by the run of pinferunemjmcmc
test.data	covariates data.frame to be used for predictions
link.function	the link functions to be used to make predictions
report.level	a numeric value in (0,1) specifying the treshold for detections based on the marginal inclusion probabilities
n.cores	the maximal number of cores (and (R)(G)MJMCMC threads) to be addressed in the analysis
num.mod.best	the number of the best models in the thread to calculate marginal inclusion probabilities

Value

a list of

feat.stat	detected features or logical expressions and their marginal inclusion probabilities
predictions	predicted values if they are required, NULL otherwise
allposteriors	all visited by (R)(G)MJMCMC features and logical expressions and their marginal inclusion probabilities
threads.stats	a vector of detailed outputs of individual n.cores threads of (R)(G)MJMCMC run

See Also

EMJMCMC::runemjmcmc, EMJMCMC::LogrRegr, EMJMCMC::DeepRegr, EMJMCMC::LinRegr

Examples

#inference

X=read.csv("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/examples/DBRM%20supplementaries/kepler%20and%20mass/exa1.csv")
data.example = as.data.frame(X)

#specify the initial formula
formula1 = as.formula(paste(colnames(X)[5],"~ 1 +",paste0(colnames(X)[-5],collapse = "+")))

#a set of nonlinearities that will be used in the DBRM model
sini=function(x)sin(x/180*pi)
expi=function(x)exp(-abs(x))
logi =function(x)log(abs(x)+1)
troot=function(x)abs(x)^(1/3)
to23=function(x)abs(x)^(2.3)
to35=function(x)abs(x)^(3.5)


#specify the estimator function returning p(Y|m)p(m), model selection criteria and the vector of the modes for the beta coefficients
estimate.gamma.cpen = function(formula, data,r = 1.0/223.0,logn=log(223.0),relat=c("to23","expi","logi","to35","sini","troot","sigmoid"))
{
  fparam=NULL
  fmla.proc=as.character(formula)[2:3]
  fobserved = fmla.proc[1]
  fmla.proc[2]=stri_replace_all(str = fmla.proc[2],fixed = " ",replacement = "")
  fmla.proc[2]=stri_replace_all(str = fmla.proc[2],fixed = "\n",replacement = "")
  fparam =stri_split_fixed(str = fmla.proc[2],pattern = "+I",omit_empty = F)[[1]]
  sj=(stri_count_fixed(str = fparam, pattern = "*"))
  sj=sj+(stri_count_fixed(str = fparam, pattern = "+"))
  for(rel in relat)
    sj=sj+(stri_count_fixed(str = fparam, pattern = rel))
  sj=sj+1
  tryCatch(capture.output({
    out = glm(formula = formula,data = data, family = gaussian)
    mlik = (-(out$deviance -2*log(r)*sum(sj)))/2
    waic = -(out$deviance + 2*out$rank)
    dic =  -(out$deviance + logn*out$rank)
    summary.fixed =list(mean = coefficients(out))

  }, error = function(err) {
    print(err)
    mlik = -10000
    waic = -10000
    dic =  -10000
    summary.fixed =list(mean = array(0,dim=length(fparam)))
  }))
  return(list(mlik = mlik,waic = waic , dic = dic,summary.fixed =summary.fixed))

}
#define the number or cpus
M = 32
#define the size of the simulated samples
NM= 1000
#define \k_{max} + 1 from the paper
compmax = 16
#define treshold for preinclusion of the tree into the analysis
th=(10)^(-5)
#define a final treshold on the posterior marginal probability for reporting a tree
thf=0.05
#specify tuning parameters of the algorithm for exploring DBRM of interest
#notice that allow_offsprings=3 corresponds to the GMJMCMC runs and
#allow_offsprings=4 -to the RGMJMCMC runs
res1 = pinferunemjmcmc(n.cores = M, report.level =  0.5, num.mod.best = NM ,simplify = T,runemjmcmc.params = list(formula = formula1,data = data.example,estimator = estimate.gamma.cpen,estimator.args =  list(data = data.example),recalc_margin = 249, save.beta = F,interact = T,outgraphs=F,relations=c("to23","expi","logi","to35","sini","troot","sigmoid"),relations.prob =c(0.1,0.1,0.1,0.1,0.1,0.1,0.1),interact.param=list(allow_offsprings=3,mutation_rate = 250,last.mutation=10000, max.tree.size = 5, Nvars.max =15,p.allow.replace=0.9,p.allow.tree=0.01,p.nor=0.9,p.and = 0.9),n.models = 10000,unique =T,max.cpu = 4,max.cpu.glob = 4,create.table = F,create.hash = T,pseudo.paral = T,burn.in = 100,print.freq = 1000,advanced.param = list(
  max.N.glob=as.integer(10),
  min.N.glob=as.integer(5),
  max.N=as.integer(3),
  min.N=as.integer(1),
  printable = F)))

print(res1$feat.stat)


#prediction

#load some of the possible nonlinearities of interest
troot=function(x)abs(x)^(1/3)
sini=function(x)sin(x/180*pi)
logi=function(x)log(abs(x+0.1))
gfquar=function(x)as.integer(x<quantile(x,probs = 0.25))
glquar=function(x)as.integer(x>quantile(x,probs = 0.75))
gmedi=function(x)as.integer(x>median(x))
cosi=function(x)cos(x/180*pi)
gmean=function(x)as.integer(x>mean(x))
gone=function(x)as.integer(x>0)
gthird=function(x)(abs(x)^(1/3))
gfifth=function(x)(abs(x)^(1/5))
grelu=function(x)(x*(x>0))
contrelu=function(x)log(1+exp(x))
gauss=function(x)exp(-x*x)
compmax = 21

#read in the train and test data sets
test = read.csv("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/examples/DBRM%20supplementaries/breast%20cancer/test.csv",header = T,sep=",")[,-1]
train = read.csv("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/examples/DBRM%20supplementaries/breast%20cancer/train.csv",header = T,sep=",")[,-1]

#transform the train data set to a data.example data.frame that EMJMCMC class will internally use
data.example = as.data.frame(train)

#specify the link function that will be used in the prediction phase
g=function(x)
{
  return((x = 1/(1+exp(-x))))
}

formula1 = as.formula(paste(colnames(data.example)[31],"~ 1 +",paste0(colnames(data.example)[-31],collapse = "+")))


res = pinferunemjmcmc(n.cores =30, report.level =  0.5 , num.mod.best = NM,simplify = T, predict = T,test.data = as.data.frame(test),link.function = g, runemjmcmc.params =list(formula = formula1,data = data.example,gen.prob = c(1,1,1,1,0),estimator =estimate.bas.glm.cpen,estimator.args =  list(data = data.example,prior = aic.prior(),family = binomial(),yid=31, logn = log(143),r=exp(-0.5)),recalc_margin = 95, save.beta = T,interact = T,relations = c("gauss","tanh","atan","sin"),relations.prob =c(0.1,0.1,0.1,0.1),interact.param=list(allow_offsprings=4,mutation_rate = 100,last.mutation=1000, max.tree.size = 6, Nvars.max = 20,p.allow.replace=0.5,p.allow.tree=0.4,p.nor=0.3,p.and = 0.9),n.models = 7000,unique =T,max.cpu = 4,max.cpu.glob = 4,create.table = F,create.hash = T,pseudo.paral = T,burn.in = 100,print.freq = 1000,advanced.param = list(
  max.N.glob=as.integer(10),
  min.N.glob=as.integer(5),
  max.N=as.integer(3),
  min.N=as.integer(1),
  printable = F)))

print(auc(prob = res$predictions,y = test$X))
for(i in 1:M){
  print(auc(prob = res$threads.stats[[i]]$preds,y = test$X))
  print( res$threads.stats[[i]]$post.populi)
  }

for(jjjj in 1:10)
{
  resw = as.integer(res$predictions>=0.1*jjjj)
  prec=(1-sum(abs(resw-test$X),na.rm = T)/length(resw))
  print(prec)
  #FNR
  ps=which(test$X==1)
  fnr=sum(abs(resw[ps]-test$X[ps]))/(sum(abs(resw[ps]-test$X[ps]))+length(ps))

  #FPR
  ns=which(test$X==0)
  fpr=sum(abs(resw[ns]-test$X[ns]))/(sum(abs(resw[ns]-test$X[ns]))+length(ns))

}

aliaksah/EMJMCMC2016 documentation built on July 27, 2023, 5:48 a.m.