disclapmix_adaptive: Adaptive fitting

In mikldk/disclapmix: Discrete Laplace Mixture Inference using the EM Algorithm

Adaptive fitting

Description

A wrapper around 'disclapmix_robust()' that instead of fitting one model for a given number of clusters, fits models until the best model (lowest marginal BIC) is in the interior (with margin 'M') of all number of clusters tried.

Usage

disclapmix_adaptive(
  x,
  label = "DL",
  margin = 5L,
  criteria = "BIC",
  init_y_generator = NULL,
  init_v_generator = NULL,
  ...
)

Arguments

x	Dataset.
margin	Fit models until there is at least this margin
criteria	The slot to chose the best model from (BIC/AIC/AICc)
init_y_generator	Function taking the number of clusters as input and returns 'init_y' values
init_v_generator	Function taking the number of clusters as input and returns 'init_v' values
...	Passed on to 'disclapmix_robust()' (and further to 'disclapmix()')

Details

E.g., the best model has 3 clusters and the margin 'M = 5', then this function ensures that models with 1, 2, ..., 3+5 = 8 clusters are fitted. If e.g. then 7 is better than 3, then it continues such that also models with up to 7+5 = 12 clusters are fitted.

Note that models with 1-5 clusters are always fitted.

Value

A list of all 'disclapmix' fits

Examples

data(danes)
db <- as.matrix(danes[rep(1:nrow(danes), danes$n), 1:(ncol(danes)-1)])
fits <- disclapmix_adaptive(db, margin = 5L)
fits
BICs <- sapply(fits, function(x) x$BIC_marginal)
BICs
ks <- sapply(fits, function(x) nrow(x$y)) # Always same as seq_along(fits)
ks
max_k <- max(ks)
best_k <- which.min(BICs)
max_k
best_k
max_k - best_k # = margin = 5
plot(ks, BICs, type = "b")

fits_clara <- disclapmix_adaptive(db, margin = 5L, init_y_method = "clara")

mikldk/disclapmix documentation built on Aug. 22, 2023, 10:56 a.m.