Description Usage Arguments Value Details Author(s) See Also Examples
View source: R/cluster_profiles_vb.R
General purpose functions for clustering latent profiles for different observation models using Variational Bayes (VB) EM-like algorithm.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 |
X |
The input data, which has to be a |
K |
Integer denoting the total number of clusters K. |
model |
Observation model name as character string. It can be either 'bernoulli', 'binomial', 'beta' or 'gaussian'. |
basis |
A 'basis' object. E.g. see |
H |
Optional, design matrix of the input data X. If NULL, H will be computed inside the function. |
delta_0 |
Parameter vector of the Dirichlet prior on the mixing proportions pi. |
w |
Optional, an (M+1)xK matrix of the initial parameters, where each column consists of the basis function coefficients for each corresponding cluster k. If NULL, will be assigned with default values. |
gaussian_l |
Noise precision parameter, only used when having "gaussian" observation model. |
alpha_0 |
Hyperparameter: shape parameter for Gamma distribution. A Gamma distribution is used as prior for the precision parameter tau. |
beta_0 |
Hyperparameter: rate parameter for Gamma distribution. A Gamma distribution is used as prior for the precision parameter tau. |
vb_max_iter |
Integer denoting the maximum number of VB iterations. |
epsilon_conv |
Numeric denoting the convergence threshold for VB. |
is_verbose |
Logical, print results during VB iterations. |
... |
Additional parameters. |
An object of class cluster_profiles_vb_
"obs_model" with the
following elements:
W
: An (M+1) X K matrix with the
optimized parameter values for each cluster, M are the number of basis
functions. Each column of the matrix corresponds a different cluster k.
W_Sigma
: A list with the covariance matrices of the posterior
parmateter W for each cluster k.
r_nk
: An (N X K)
responsibility matrix of each observations being explained by a specific
cluster.
delta
: Optimized Dirichlet paramter for the mixing
proportions.
alpha
: Optimized shape parameter of Gamma
distribution.
beta
: Optimized rate paramter of the Gamma
distribution
basis
: The basis object.
lb
:
The lower bound vector.
labels
: Cluster assignment labels.
pi_k
: Expected value of mixing proportions.
The modelling and mathematical details for clustering profiles using mean-field variational inference are explained here: http://rpubs.com/cakapourani/ . More specifically:
For Binomial/Bernoulli observation model check: http://rpubs.com/cakapourani/vb-mixture-bpr
For Gaussian observation model check: http://rpubs.com/cakapourani/vb-mixture-lr
C.A.Kapourani C.A.Kapourani@ed.ac.uk
create_basis
, cluster_profiles_mle
infer_profiles_vb
, infer_profiles_mle
,
infer_profiles_gibbs
, create_region_object
1 2 3 4 5 6 7 8 9 10 | # Example of optimizing parameters for synthetic data using 3 RBFs
basis <- create_rbf_object(M=3)
out <- cluster_profiles_vb(X = binomial_data, model = "binomial",
basis=basis, vb_max_iter = 10)
#-------------------------------------
basis <- create_rbf_object(M=3)
out <- cluster_profiles_vb(X = gaussian_data, model = "gaussian",
basis=basis, vb_max_iter = 10)
|
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