Description Usage Arguments Examples
To build model in memory
1 | cmf_krr_train_mem(y, kernels, alpha_grid_search = TRUE, gamma_grid_search = FALSE, conic_kernel_combination = FALSE, optimize_h = FALSE, mfields = c("q", "vdw", "logp", "abra", "abrb"), set_b_0 = FALSE, print_interm_icv = TRUE, plot_interm_icv = TRUE, print_final_icv = TRUE, plot_final_icv = TRUE, ...)
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y |
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kernels |
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alpha_grid_search |
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gamma_grid_search |
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conic_kernel_combination |
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optimize_h |
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mfields |
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set_b_0 |
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print_interm_icv |
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plot_interm_icv |
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print_final_icv |
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plot_final_icv |
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... |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (y, kernels, alpha_grid_search = TRUE, gamma_grid_search = FALSE,
conic_kernel_combination = FALSE, optimize_h = FALSE, mfields = c("q",
"vdw", "logp", "abra", "abrb"), set_b_0 = FALSE, print_interm_icv = TRUE,
plot_interm_icv = TRUE, print_final_icv = TRUE, plot_final_icv = TRUE,
...)
{
var_y <- var(y)
ncomp <- length(y)
alphas <- kernels$alphas
nalphas <- length(alphas)
nfields <- length(mfields)
Q2_best_of_best <- -1000
model <- list()
fr <- function(par_list) {
try_current_hyper_params <- function() {
m <- build_krr_model(Km, y, gamma, set_b_0)
if (is.null(m))
return()
y_pred <- Km %*% m$a + m$b
regr <- regr_param(y_pred, y)
RMSE <- regr$RMSE
R2 <- regr$R2
cv <- cv_krr(10, Km, y, gamma)
RMSEcv <- cv$RMSE
Q2 <- cv$R2
y_pred_cv <- cv$y_pred_cv
minQ2R2 <- min(Q2, R2)
if (minQ2R2 > minQ2R2_best) {
minQ2R2_best <<- minQ2R2
RMSE_best <<- RMSE
R2_best <<- R2
RMSEcv_best <<- RMSEcv
Q2_best <<- Q2
if (alpha_grid_search) {
ialpha_best <<- ialpha
}
alpha_best <<- alpha
gamma_best <<- gamma
a_best <<- m$a
b_best <<- m$b
y_pred_best <<- y_pred
y_pred_cv_best <<- y_pred_cv
}
}
R2_best <- -1000
RMSE_best <- -1
Q2_best <- -1000
RMSEcv_best <- -1
minQ2R2_best <- -1000
alpha_best <- -1
gamma_best <- -1
a_best <- NULL
b_best <- NULL
y_pred_best <- double()
y_pred_cv_best <- double()
h <- list()
pos <- 1
if (optimize_h) {
if (conic_kernel_combination) {
for (f in 1:nfields) h[[mfields[f]]] <- abs(par_list[f])
}
else {
for (f in 1:nfields) h[[mfields[f]]] <- par_list[f]
}
pos <- pos + nfields
if (!alpha_grid_search) {
alpha <- par_list[pos]
pos <- pos + 1
}
if (!gamma_grid_search)
gamma <- par_list[pos]
}
else {
for (f in 1:nfields) h[[mfields[f]]] <- 1
if (!alpha_grid_search) {
alpha <- par_list[pos]
pos <- pos + 1
}
if (!gamma_grid_search)
gamma <- par_list[pos]
}
if (alpha_grid_search) {
for (ialpha in 1:length(alphas)) {
alpha <- alphas[[ialpha]]
Km <<- matrix(0, nrow = ncomp, ncol = ncomp)
for (f in 1:nfields) {
Km <<- Km + h[[mfields[f]]] * kernels[[mfields[f]]][[ialpha]]
}
if (gamma_grid_search) {
for (gamma in gamma_list) {
try_current_hyper_params()
}
}
else {
try_current_hyper_params()
}
}
alpha_best <- alphas[ialpha_best]
}
else {
Km <<- cmf_calc_combined_kernels_1alpha(kernels,
h, alpha, alphas)
if (gamma_grid_search) {
for (gamma in gamma_list) {
try_current_hyper_params()
}
}
else {
try_current_hyper_params()
}
}
if (Q2_best > Q2_best_of_best) {
Q2_best_of_best <<- Q2_best
if (print_interm_icv) {
for (f in 1:nfields) cat(sprintf("h_%s=%g ",
mfields[f], h[[mfields[f]]]))
cat(sprintf("\n"))
cat(sprintf("best: alpha=%g gamma=%g RMSE=%g R2=%g RMSEcv=%g Q2=%g \n",
alpha_best, gamma_best, RMSE_best, R2_best,
RMSEcv_best, Q2_best))
flush.console()
}
if (plot_interm_icv) {
cinf_plotxy(y_pred_cv_best, y, xlab = "Predicted",
ylab = "Experiment", main = "Scatter Plot for Cross-Validation (Internal)")
abline(coef = c(0, 1))
}
model$gamma <<- gamma_best
for (f in 1:nfields) {
model$h[[mfields[f]]] <<- h[[mfields[f]]]
model$alpha[[mfields[f]]] <<- alpha_best
if (alpha_best < alphas[1])
model$alpha[[mfields[f]]] <<- alphas[1]
if (alpha_best > alphas[nalphas])
model$alpha[[mfields[f]]] <<- alphas[nalphas]
}
model$R2 <<- R2_best
model$RMSE <<- RMSE_best
model$y_pred <<- y_pred_best
model$y_exp <<- y
model$Q2 <<- Q2_best
model$RMSEcv <<- RMSEcv_best
model$y_pred_cv <<- y_pred_cv_best
model$a <<- a_best
model$b <<- b_best
}
RMSEcv_best
}
par_list <- list()
if (optimize_h)
par_list <- c(par_list, rep(1, nfields))
if (!alpha_grid_search)
par_list <- c(par_list, 0.25)
if (!gamma_grid_search)
par_list <- c(par_list, 5)
npars <- length(par_list)
if (npars > 1) {
res <- optim(par_list, fr)
}
else if (npars == 1) {
res <- optimize(fr, c(0.01, 20))
}
else {
res <- fr()
}
model$set_b_0 <- set_b_0
if (print_final_icv) {
for (f in 1:nfields) cat(sprintf("h_%s=%g ", mfields[f],
model$h[[mfields[f]]]))
cat(sprintf("\n"))
cat(sprintf("final: alpha=%g gamma=%g RMSE=%g R2=%g RMSEcv=%g Q2=%g \n",
model$alpha[1], model$gamma, model$RMSE, model$R2,
model$RMSEcv, model$Q2))
flush.console()
}
if (plot_final_icv) {
cinf_plotxy(model$y_pred_cv, y, xlab = "Predicted", ylab = "Experiment",
main = "Scatter Plot for Cross-Validation (Internal)")
abline(coef = c(0, 1))
}
model
}
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