cobra_validate {cvxbiclustr} | R Documentation |
cobra_validate
performs an MM algorithm wrapper to do parameter selection.
cobra_validate(X, E_row, E_col, w_row, w_col, gamma, Lambda_row = matrix(0, n, nrow(E_row)), Lambda_col = matrix(0, p, nrow(E_col)), fraction = 0.1, max_iter = 100, tol = 0.001, max_iter_inner = 1000, tol_inner = 1e-04)
X |
Data matrix |
E_row |
Edge-incidence matrix for row graph |
E_col |
Edge-incidence matrix for column graph |
w_row |
Vector of weights for row graph |
w_col |
Vector of weights for column graph |
gamma |
Regularization parameter for shrinkage |
Lambda_row |
Initial guess of row Langrage multipliers |
Lambda_col |
Initial guess of column Langrage multipliers |
fraction |
Fraction of entries for hold out |
max_iter |
Maximum number of iterations |
tol |
Stopping criterion |
max_iter_inner |
Maximum number of inner cobra iterations |
tol_inner |
Stopping criterion for inner cobra loop |
## Create bicluster path ## Example: Lung X <- lung X <- X - mean(X) X <- X/norm(X,'f') ## Create annotation for heatmap types <- colnames(lung) ty <- as.numeric(factor(types)) cols <- rainbow(4) YlGnBu5 <- c('#ffffd9','#c7e9b4','#41b6c4','#225ea8','#081d58') hmcols <- colorRampPalette(YlGnBu5)(256) ## Construct weights and edge-incidence matrices phi <- 0.5; k <- 5 wts <- gkn_weights(X,phi=phi,k_row=k,k_col=k) w_row <- wts$w_row w_col <- wts$w_col E_row <- wts$E_row E_col <- wts$E_col ## Connected Components of Row and Column Graphs wts$nRowComp wts$nColComp #### Initialize path parameters and structures nGamma <- 7 gammaSeq <- 10**seq(0,1,length.out=nGamma) ## Generate solution path sol <- cobra_validate(X,E_row,E_col,w_row,w_col,gammaSeq,fraction=0.01) ## Plot validation error verr <- sol$validation_error plot(verr) ## Heatmap of data smoothed at the model selected to minimize validation error ix <- which.min(verr) groups_row <- sol$groups_row[[ix]] groups_col <- sol$groups_col[[ix]] M <- biclust_smooth(X,groups_row,groups_col) heatmap(M,col=hmcols,labRow=NA,labCol=NA,ColSideCol=cols[ty])