#this script performs the experiment for the parallel runs of GMJMCMC/RGMJMCMC algorithm on breast cancer data.
#read in the package most recent version
source("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/R/the_mode_jumping_package4.r")
#***********************IMPORTANT******************************************************
# if a multithreaded backend openBLAS for matrix multiplications
# is installed on your machine, please force it to use 1 thread explicitly
# you might want to experiment with the combinations of blas_set_num_threads and ncores
library(RhpcBLASctl)
blas_set_num_threads(1)
omp_set_num_threads(1)
#***********************IMPORTANT******************************************************
#*
#specify the function for cleaning up the forks after parallel computing is finished
library(inline)
includes = '#include <sys/wait.h>'
code = 'int wstat; while (waitpid(-1, &wstat, WNOHANG) > 0) {};'
wait = cfunction(body=code, includes=includes, convention='.C')
#specify the estimator function for BGNLM returning p(Y|m)p(m), model selection criteria and the vector of the modes for the beta coefficientss
estimate.gamma.cpen = function(formula, data,r = 1.0/1000.0,logn=log(1000.0),relat=c("cos","sigmoid","tanh","atan","sin","erf"))
{
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))
tryCatch(capture.output({
out = glm(formula = formula,data = data, family = gaussian)
mlik = (-(BIC(out) -2*log(r)*sum(sj))+1000)/2
waic = (out$deviance + 2*out$rank)+10000
dic = (out$deviance + logn*out$rank)+10000
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))
}
#specify the estimator function for BLR returning p(Y|m)p(m), model selection criteria and the vector of the modes for the beta coefficientss
estimate.logic.lm = function(formula, data, n, m, r = 1)
{
out = lm(formula = formula,data = data)
p = out$rank
fmla.proc=as.character(formula)[2:3]
fobserved = fmla.proc[1]
fmla.proc[2]=stri_replace_all(str = fmla.proc[2],fixed = " ",replacement = "")
fmla.proc[2]=stri_replace_all(str = fmla.proc[2],fixed = "\n",replacement = "")
fparam =stri_split_fixed(str = fmla.proc[2],pattern = "+",omit_empty = F)[[1]]
sj=(stri_count_fixed(str = fparam, pattern = "*"))
sj=sj+(stri_count_fixed(str = fparam, pattern = "+"))
sj=sj+1
Jprior = prod(factorial(sj)/((m^sj)*2^(2*sj-2)))
mlik = (-BIC(out)+2*log(Jprior) + 2*p*log(r)+n)/2
if(mlik==-Inf)
mlik = -10000
return(list(mlik = mlik,waic = AIC(out)-n , dic = BIC(out)-n,summary.fixed =list(mean = coef(out))))
}
#specify the function for parallel computations
parall.gmj <<- mclapply
#a function for postproceeding the features at the end of the run
simplifyposteriors=function(X,posteriors,th=0.0001,thf=0.2)
{
posteriors=posteriors[-which(posteriors[,2]<th),]
rhash=hash()
for(i in 1:length(posteriors[,1]))
{
expr=posteriors[i,1]
print(expr)
res=model.matrix(data=X,object = as.formula(paste0("Y4~",expr)))
ress=c(stri_flatten(round(res[,2],digits = 4),collapse = ""),stri_flatten(res[,2],collapse = ""),posteriors[i,2],expr)
if(!((ress[1] %in% values(rhash))))
rhash[[ress[1]]]=ress
else
{
if(ress[1] %in% keys(rhash))
{
rhash[[ress[1]]][3]= (as.numeric(rhash[[ress[1]]][3]) + as.numeric(ress[3]))
if(stri_length(rhash[[ress[1]]][4])>stri_length(expr))
rhash[[ress[1]]][4]=expr
}
}
}
res=as.data.frame(t(values(rhash)[c(3,4),]))
res$V1=as.numeric(as.character(res$V1))
res=res[which(res$V1>thf),]
res=res[order(res$V1, decreasing = T),]
clear(rhash)
rm(rhash)
res[which(res[,1]>1),1]=1
colnames(res)=c("posterior","tree")
return(res)
}
#a set of nonlinearities that will be used in the BGNLM model
cosi=function(x)cos(x/180*pi)
sini=function(x)sin(x/180*pi)
troot=function(x)abs(x)^(1/3)
#specify the number of runs
MM = 1
#specify the number of threads used
M = 32
NM= 1000
#specify the number of features + 1 per model
compmax = 41
#specify some preliminary filtration of the features' tresholds
th=(10)^(-5)
thf=0.05
#a function that is run to perform analyses on each of the addressed threads
runpar=function(vect)
{
set.seed(as.integer(vect[22]))
do.call(runemjmcmc, vect[1:21])
vals=values(hashStat)
fparam=mySearch$fparam
cterm=max(vals[1,],na.rm = T)
ppp=mySearch$post_proceed_results_hash(hashStat = hashStat)
post.populi=sum(exp(values(hashStat)[1,][1:NM]-cterm),na.rm = T)
clear(hashStat)
rm(hashStat)
rm(vals)
gc()
return(list(post.populi = post.populi, p.post = ppp$p.post, cterm = cterm, fparam = fparam))
}
#perform MM runs of GMJMCMC/RGMJMCMC on M threads each
for(j in 1:MM)
{
tryCatch({
set.seed(j)
#simulate the data for a given run
X4= as.data.frame(array(data = rbinom(n = 50*1000,size = 1,prob = runif(n = 50*1000,0,1)),dim = c(1000,50)))
Y4=rnorm(n = 1000,mean = 1+7*(X4$V4*X4$V17*X4$V30*X4$V10)+7*(((X4$V50*X4$V19*X4$V13*X4$V11)>0)) + 9*(X4$V37*X4$V20*X4$V12)+ 7*(X4$V1*X4$V27*X4$V3)
+3.5*(X4$V9*X4$V2) + 6.6*(X4$V21*X4$V18) + 1.5*X4$V7 + 1.5*X4$V8,sd = 1)
X4$Y4=Y4
data.example = as.data.frame(X4)
#specify the initial formula
formula1 = as.formula(paste(colnames(X4)[51],"~ 1 +",paste0(colnames(X4)[-c(51)],collapse = "+")))
#specify tuning parameters of the algorithm for exploring BGNLM of interest
#notice that allow_offsprings=3 corresponds to the GMJMCMC runs and
#allow_offsprings=4 -to the RGMJMCMC runs
vect=list(formula = formula1,outgraphs=F,data = X4,estimator = estimate.gamma.cpen,estimator.args = list(data = data.example),recalc_margin = 249, save.beta = F,interact = T,relations=c("cos","sigmoid","tanh","atan","sin","erf"),relations.prob =c(0.1,0.1,0.1,0.1,0.1,0.1),interact.param=list(allow_offsprings=4,mutation_rate = 250,last.mutation = 15000, max.tree.size = 4, Nvars.max =40,p.allow.replace=0.7,p.allow.tree=0.2,p.nor=0,p.and = 0.9),n.models = 20000,unique = T,max.cpu = 4,max.cpu.glob = 4,create.table = F,create.hash = T,pseudo.paral = T,burn.in = 50,print.freq = 1000,advanced.param = list(
max.N.glob=as.integer(10),
min.N.glob=as.integer(5),
max.N=as.integer(3),
min.N=as.integer(1),
printable = F))
params = list(vect)[rep(1,M)]
#specify additional information to be used on different threads (e.g. seeds)
for(i in 1:M)
{
params[[i]]$cpu=i*j
params[[i]]$simul="scenario_JM_"
params[[i]]$simid=j
}
#perform garbage collection
gc()
#explore BGNLM on M threads in parallel using the GMJMCMC/RGMJMCMC algorithm
print(paste0("begin simulation ",j))
results=parall.gmj(X = params,FUN = runpar,mc.preschedule = F, mc.cores = M)
print(results)
wait()
#prepare the data structures for final analysis of the runs
resa=array(data = 0,dim = c(compmax,M*3))
post.popul = array(0,M)
max.popul = array(0,M)
nulls=NULL
#check which threads had non-zero exit status
not.null=1
for(k in 1:M)
{
if(is.character(results[[k]]))
{
nulls=c(nulls,k)
next
}
if(length(results[[k]])==0)
{
nulls=c(nulls,k)
next
}
else
{
not.null = k
}
}
#for all of the successful runs collect the results into the data structures
for(k in 1:M)
{
if(k %in% nulls)
{
results[[k]]=results[[not.null]]
}
max.popul[k]=results[[k]]$cterm
post.popul[k]=results[[k]]$post.populi
if(length(resa[,k*3-2])==(length(results[[k]]$fparam)+1))
{
resa[,k*3-2]=c(results[[k]]$fparam,"Post.Gen.Max")
resa[,k*3-1]=c(results[[k]]$p.post,results[[k]]$cterm)
resa[,k*3]=rep(post.popul[k],length(results[[k]]$p.post)+1)
}else
{
resa[,k*3-2]=rep(results[[k]]$fparam[1],length(resa[,k*3-2]))
resa[,k*3-1]=rep(0,length(resa[,k*3-1]))
resa[,k*3]=rep(-10^9,length(resa[,k*3]))
}
}
#delete the unused further variables and perfrom garbage collection
gc()
rm(results)
#renormalize estimates of the marginal inclusion probabilities
#based on all of the runs
ml.max=max(max.popul)
post.popul=post.popul*exp(-ml.max+max.popul)
p.gen.post=post.popul/sum(post.popul)
hfinal=hash()
for(ii in 1:M)
{
resa[,ii*3]=p.gen.post[ii]*as.numeric(resa[,ii*3-1])
resa[length(resa[,ii*3]),ii*3]=p.gen.post[ii]
if(p.gen.post[ii]>0)
{
for(jj in 1:(length(resa[,ii*3])-1))
{
if(resa[jj,ii*3]>0)
{
if(as.integer(has.key(hash = hfinal,key =resa[jj,ii*3-2]))==0)
hfinal[[resa[jj,ii*3-2]]]=as.numeric(resa[jj,ii*3])
else
hfinal[[resa[jj,ii*3-2]]]=hfinal[[resa[jj,ii*3-2]]]+as.numeric(resa[jj,ii*3])
}
}
}
}
posteriors=values(hfinal)
print(posteriors)
#delete the unused variables
clear(hfinal)
rm(hfinal)
rm(resa)
rm(post.popul)
rm(max.popul)
posteriors=as.data.frame(posteriors)
posteriors=data.frame(X=row.names(posteriors),x=posteriors$posteriors)
posteriors$X=as.character(posteriors$X)
#simplify the found features and their posteriors
tryCatch({
res1=simplifyposteriors(X = X4,posteriors = posteriors, th,thf)
row.names(res1)=1:dim(res1)[1]
write.csv(x =res1,row.names = F,file = paste0("postGMJSIMNEW_",j,".csv"))
},error = function(err){
print("error")
write.csv(x =posteriors,row.names = F,file = paste0("postGMJSIMNEW_",j,".csv"))
},finally = {
print(paste0("end simulation ",j))
})
#delete the unused further variables and perfrom garbage collection
rm(X)
rm(data.example)
rm(vect)
rm(params)
gc()
print(paste0("end simulation ",j))
},error = function(err){
print("error")
j=j-1
print(paste0("repeat simulation ",j))
},finally = {
print(paste0("end simulation ",j))
#delete the unused further variables and perform garbage collection
rm(X4)
rm(data.example)
rm(vect)
rm(params)
gc()
})
}
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