### This file contains major functions for EM iterations.
### E-step.
apea.step.spmd.k <- function(PARAM, i.k, update.logL = TRUE){
logdmvnorm(PARAM, i.k)
update.expectation(PARAM, update.logL = update.logL)
} # End of apea.step.spmd.k().
### CM-step
cm.step.spmd.ETA.MU.SIGMA.k <- function(PARAM, i.k){
### MLE For ETA
PARAM$ETA <- .pmclustEnv$Z.colSums / sum(.pmclustEnv$Z.colSums)
PARAM$log.ETA <- log(PARAM$ETA)
### MLE for MU and SIGMA
PARAM <- cm.step.spmd.MU.SIGMA.k(PARAM, i.k)
PARAM
} # End of cm.step.spmd.ETA.MU.SIGMA.k().
cm.step.spmd.MU.SIGMA.k <- function(PARAM, i.k){
if(exists("X.spmd", envir = .pmclustEnv)){
X.spmd <- get("X.spmd", envir = .pmclustEnv)
}
p <- PARAM$p
p.2 <- p * p
### MLE for MU
tmp.MU <- colSums(X.spmd * .pmclustEnv$Z.spmd[, i.k]) /
.pmclustEnv$Z.colSums[i.k]
PARAM$MU[, i.k] <- spmd.allreduce.double(tmp.MU, double(p), op = "sum")
### MLE for SIGMA
if(PARAM$U.check[[i.k]]){
B <- W.plus.y(X.spmd, -PARAM$MU[, i.k], nrow(X.spmd), ncol(X.spmd)) *
sqrt(.pmclustEnv$Z.spmd[, i.k] / .pmclustEnv$Z.colSums[i.k])
tmp.SIGMA <- crossprod(B)
tmp.SIGMA <- spmd.allreduce.double(tmp.SIGMA, double(p.2), op = "sum")
if(!any(is.nan(tmp.SIGMA))){
dim(tmp.SIGMA) <- c(p, p)
tmp.U <- decompsigma(tmp.SIGMA)
PARAM$U.check[[i.k]] <- tmp.U$check
if(tmp.U$check){
PARAM$U[[i.k]] <- tmp.U$value
PARAM$SIGMA[[i.k]] <- tmp.SIGMA
}
} else{
PARAM$U.check[[i.k]] <- FALSE
if(.pmclustEnv$CONTROL$debug > 2){
comm.cat(" SIGMA[[", i.k, "]] has NaN. Updating is skipped.\n", sep = "", quiet = TRUE)
}
.pmclustEnv$FAIL.i.k <- i.k # i.k is failed to update.
if(.pmclustEnv$CONTROL$stop.at.fail){
stop(paste("NaN occurs at i.k=", i.k, sep = ""))
}
}
} else{
if(.pmclustEnv$CONTROL$debug > 2){
comm.cat(" SIGMA[[", i.k, "]] is fixed. Updating is skipped.\n", sep = "", quiet = TRUE)
}
}
PARAM
} # End of cm.step.spmd.MU.SIGMA.k().
### APECMa-step.
apecma.step.spmd <- function(PARAM.org){
.pmclustEnv$CHECK <- list(algorithm = "apecma", i.iter = 0, abs.err = Inf,
rel.err = Inf, convergence = 0)
i.iter <- 1
PARAM.org$logL <- -.Machine$double.xmax
### For debugging.
if((!is.null(.pmclustEnv$CONTROL$save.log)) && .pmclustEnv$CONTROL$save.log){
if(! exists("SAVE.iter", envir = .pmclustEnv)){
.pmclustEnv$SAVE.param <- NULL
.pmclustEnv$SAVE.iter <- NULL
.pmclustEnv$CLASS.iter.org <- unlist(apply(.pmclustEnv$Z.spmd, 1,
which.max))
}
}
repeat{
### For debugging.
if((!is.null(.pmclustEnv$CONTROL$save.log)) &&
.pmclustEnv$CONTROL$save.log){
time.start <- proc.time()
}
### This is used to record which i.k may be failed to update.
.pmclustEnv$FAIL.i.k <- 0
### Start APECMA here.
PARAM.new <- try(apecma.onestep.spmd(PARAM.org))
if(inherits(PARAM.new, "try-error") || is.nan(PARAM.new$logL)){
comm.cat("Results of previous iterations are returned.\n", quiet =TRUE)
.pmclustEnv$CHECK$convergence <- 99
PARAM.new <- PARAM.org
break
}
.pmclustEnv$CHECK <- check.em.convergence(PARAM.org, PARAM.new, i.iter)
if(.pmclustEnv$CHECK$convergence > 0){
break
}
### For debugging.
if((!is.null(.pmclustEnv$CONTROL$save.log)) &&
.pmclustEnv$CONTROL$save.log){
tmp.time <- proc.time() - time.start
.pmclustEnv$SAVE.param <- c(.pmclustEnv$SAVE.param, PARAM.new)
CLASS.iter.new <- unlist(apply(.pmclustEnv$Z.spmd, 1, which.max))
tmp <- as.double(sum(CLASS.iter.new != .pmclustEnv$CLASS.iter.org))
tmp <- spmd.allreduce.double(tmp, double(1), op = "sum")
tmp.all <- c(tmp / PARAM.new$N, PARAM.new$logL,
PARAM.new$logL - PARAM.org$logL,
(PARAM.new$logL - PARAM.org$logL) / PARAM.org$logL)
.pmclustEnv$SAVE.iter <- rbind(.pmclustEnv$SAVE.iter,
c(tmp, tmp.all, tmp.time))
.pmclustEnv$CLASS.iter.org <- CLASS.iter.new
}
PARAM.org <- PARAM.new
i.iter <- i.iter + 1
}
PARAM.new
} # End of apecma.step.spmd().
apecma.onestep.spmd <- function(PARAM){
# if(.pmclustEnv$COMM.RANK == 0){
# Rprof(filename = "apecma.Rprof", append = TRUE)
# }
for(i.k in 1:PARAM$K){
PARAM <- cm.step.spmd.ETA.MU.SIGMA.k(PARAM, i.k)
apea.step.spmd.k(PARAM, i.k,
update.logL = ifelse(i.k == PARAM$K, TRUE, FALSE))
}
# if(.pmclustEnv$COMM.RANK == 0){
# Rprof(NULL)
# }
PARAM$logL <- logL.step.spmd()
if(.pmclustEnv$CONTROL$debug > 0){
comm.cat(">>apecma.onestep: ", format(Sys.time(), "%H:%M:%S"),
", iter: ", .pmclustEnv$CHECK$iter, ", logL: ",
sprintf("%-30.15f", PARAM$logL), "\n",
sep = "", quiet = TRUE)
if(.pmclustEnv$CONTROL$debug > 4){
logL <- indep.logL(PARAM)
comm.cat(" >>indep.logL: ", sprintf("%-30.15f", logL), "\n",
sep = "", quiet = TRUE)
}
if(.pmclustEnv$CONTROL$debug > 20){
mb.print(PARAM, .pmclustEnv$CHECK)
}
}
PARAM
} # End of apecma.onestep.spmd().
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