factorize.alternate: factorize.alternate

View source: R/factorizations.R

factorize.alternateR Documentation

factorize.alternate

Description

Matrix factorization algorithms based on the alternating optimization scheme

Usage

factorize.alternate(D, k, method = "MeDeCom.quadPen",
  t.method = "quadPen", Tfix = NULL, Tpartial = NULL,
  Tpartial.rows = NULL, Apartial = NULL, Apartial.cols = NULL,
  V = NULL, lambda = 0, init = "random", opt = 5, emp.dim = 500,
  emp.resample = TRUE, emp.vsf = 1, emp.borders = c(0, 1),
  qp.rangeT = c(0, 1), qp.Alower = NULL, qp.Aupper = NULL,
  itermax = 100, trace = FALSE, eps = 1e-08, ncores = 1,
  pheno = NULL, na.values = FALSE, seed = NULL, verbosity = 0L)

Arguments

D

m by n input matrix with mixture data

k

number of latent components, integer

method

optimization method used. Currently supported values are "MeDeCom.quadPen" and "MeDeCom.cppTAfact".

t.method

method for updating the latent component matrix, one of "integer", "empirical", "Hlasso" or "quadPen"

Tfix

an optional matrix of a priori known fixed components

V

for t.method "integer" a small vector of possible values; for t.method "empirical" a vector giving empirical distribution of T values

init

type of initialization, either "random" (default) or "fixed".

opt

if init is "random" number of runs with independent initialization, if init is "fixed" starting values for T and A (see details)

emp.dim

for t.method "empirical", number of randomly drawn samples for T row selection

emp.resample

for t.method "empirical", a flag indicating whether resampling should be done at each iteration

itermax

maximal number of iterations

trace

a flag indicating whether to return the factorization results for each iteration

eps

threshold for objective value change

ncores

number of CPU cores used for parallelization

pheno

a list with phenotypic information

verbosity

flag specifying whether to show diagnostic statements during the execution

Details

In case init is "fixed" the starting values for the m by k matrix of latent components and for the k by n matrix of mixing proportions should be specified as T and A elements of a list supplied as opt

Value

a list with the following elements:

T

matrix of latent components

A

matrix of mixture proportions

Fval

the final value of the objective function

Conv

sequence of objective function values attained after each iteration

rmse

RMSE of the factorization

Author(s)

Martin Slawski

R port by Pavlo Lutsik


lutsik/MeDeCom documentation built on Feb. 15, 2023, 11:32 a.m.