Description Usage Arguments Value Details Author(s) See Also Examples
View source: R/infer_profiles_vb.R
General purpose functions for inferring latent profiles for different observation models using Variational Bayes (VB). Current observation models are: 'bernoulli', 'binomial' or 'gaussian'.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 |
X |
The input data, either a |
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. |
w |
A vector of initial parameters (i.e. coefficients of the basis functions). If NULL, it will be initialized inside the function. |
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_parallel |
Logical, indicating if code should be run in parallel. |
no_cores |
Number of cores to be used, default is max_no_cores - 1. |
is_verbose |
Logical, print results during VB iterations. |
... |
Additional parameters. |
An object of class infer_profiles_vb_
"obs_model" with the
following elements:
W
: An Nx(M+1) matrix with the
optimized parameter values. Each row of the matrix corresponds to each
element of the list X; if X is a matrix, then N = 1. The columns are of the
same length as the parameter vector w (i.e. number of basis functions).
W_Sigma
: A list with covariance matrices for each element row
in W.
basis
: The basis object.
nll_feat
: NLL
fit feature.
rmse_feat
: RMSE fit feature.
coverage_feat
: CpG coverage feature.
lb_feat
:
Lower Bound feature.
The modelling and mathematical details for inferring 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/variational-bayes-bpr
For Gaussian observation model check: http://rpubs.com/cakapourani/variational-bayes-lr
C.A.Kapourani C.A.Kapourani@ed.ac.uk
create_basis
, infer_profiles_mle
,
predict_expr
, create_region_object
1 2 3 4 5 6 7 8 9 10 | # Example of inferring parameters for synthetic data using 3 RBFs
basis <- create_rbf_object(M=3)
out <- infer_profiles_vb(X = binomial_data, model = "binomial",
basis = basis, is_parallel = FALSE, vb_max_iter = 10)
#-------------------------------------
basis <- create_rbf_object(M=3)
out <- infer_profiles_vb(X = gaussian_data, model = "gaussian",
basis = basis, is_parallel = FALSE, vb_max_iter = 10)
|
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