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dcb1468381 |
@@ -135,10 +135,3 @@ compute_adj_matrix <- function(
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adj_mat
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adj_mat
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}
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}
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set.seed(1)
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X <- matrix(c(-1, -0.5, 0, 0.5, 1), nrow = 5, ncol=1)
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a <- 2.0
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v <- c(0, 0.2, 0.4, 0.6, 0.8)
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adj <- compute_adj_matrix(X, v, a, phi = function(x,y) {x * y}, 0.5, Fv = punif)
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adj
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246
R/estimators.R
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246
R/estimators.R
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# load local files
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source(here::here("R", "singular_values.R"))
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source(here::here("R", "graphon_distribution.R"))
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source(here::here("R","singular_value_plot.R"))
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source(here::here("R", "build_network.R"))
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# Helper functions -------------------------------------------------------------
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# helper function for wrapping the parameters of the Q_a creation function
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# TODO rename this function
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make_matrix_creation <- function(seed, n, K, matrix_X, fv, Fv, guard) {
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function(a) {
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compute_matrix(seed=seed, a, n=n, K=K, matrix_X = matrix_X, fv=fv, Fv=Fv, guard=guard)
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}
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}
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# estimators -------------------------------------------------------------------
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## Moore-Penrose Inverse -------------------------------------------------------
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#' Moore‑Penrose pseudoinverse of a matrix
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#'
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#' Computes the Moore‑Penrose generalized inverse of a numeric matrix using a
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#' singular‑value decomposition (SVD). Singular values smaller than the
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#' tolerance are treated as zero to improve numerical stability.
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#'
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#' @param A A numeric matrix (or an object coercible to a matrix) whose
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#' pseudoinverse is required.
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#' @param tol Tolerance for treating singular values as zero. By default it
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#' is set to `max(dim(A)) * max(svd(A)$d) * .Machine$double.eps`, which
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#' scales with the size of the matrix and machine precision.
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#' @return A matrix representing the Moore‑Penrose inverse of `A`. The
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#' dimensions of the result are `ncol(A) × nrow(A)`.
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#' @examples
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#' set.seed(123)
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#' A <- matrix(rnorm(12), nrow = 3)
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#' A_pinv <- pinv(A)
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#' # Verify the Moore‑Penrose properties (A %*% A_pinv %*% A ≈ A)
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#' all.equal(A %*% A_pinv %*% A, A)
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#' @importFrom stats svd
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#' @export
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pinv <- function(A, tol = NULL) {
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# Coerce to matrix and check type
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if (!is.matrix(A)) {
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A <- as.matrix(A)
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}
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if (!is.numeric(A)) {
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stop("`A` must be a numeric matrix.", call. = FALSE)
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}
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# Singular value decomposition
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s <- svd(A)
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# Determine tolerance if not supplied
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if (is.null(tol)) {
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tol <- max(dim(A)) * max(s$d) * .Machine$double.eps
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}
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# Invert non‑zero singular values
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d_inv <- ifelse(s$d > tol, 1 / s$d, 0)
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# Construct diagonal matrix of inverted singular values
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D_plus <- diag(d_inv, nrow = length(d_inv))
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# Moore‑Penrose inverse: V %*% D⁺ %*% t(U)
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s$v %*% D_plus %*% t(s$u)
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}
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## Estimate Matrix B -----------------------------------------------------------
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#' Estimate the matrix \$B\$ for a graphon model
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#'
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#' For a given graphon scaling parameter `rho_n`, a square matrix `Q_a`, and an
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#' adjacency matrix `A`, this function computes
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#' $ B = \\rho_n \, Q_a^{+\\,T} \, A \, Q_a^{+} $
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#' where `Q_a^{+}` denotes the Moore‑Penrose pseudoinverse of `Q_a`.
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#'
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#' @param rho_n Numeric scalar. The graphon scaling parameter.
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#' @param Q_a Square numeric matrix. TODO: write description of the Matrix
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#' @param A Square numeric adjacency matrix (same dimension as `Q_a`).
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#' @return A numeric matrix of the same dimension as `Q_a` representing the
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#' estimated \$B\$.
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#' @examples
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#' set.seed(42)
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#' n <- 5
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#' Q_a <- diag(n) # simple identity basis
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#' A <- matrix(rbinom(n^2, 1, 0.3), n, n)
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#' rho_n <- 0.5
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#' B_est <- estimate_B_matrix(rho_n, Q_a, A)
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#' str(B_est)
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#' @importFrom stats svd
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#' @export
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estimate_B_matrix <- function(rho_n, Q_a, A) {
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# ---- Input checks ---------------------------------------------------------
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if (!is.numeric(rho_n) || length(rho_n) != 1) {
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stop("`rho_n` must be a single numeric value.", call. = FALSE)
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}
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if (!is.matrix(Q_a) || !is.numeric(Q_a)) {
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stop("`Q_a` must be a numeric matrix.", call. = FALSE)
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}
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if (!is.matrix(A) || !is.numeric(A)) {
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stop("`A` must be a numeric matrix.", call. = FALSE)
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}
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if (nrow(A) != ncol(A)) {
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stop("`A` must be square.", call. = FALSE)
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}
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if (ncol(Q_a) != nrow(A)) {
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stop("Dimensions of `Q_a` and `A` must agree for matrix multiplication.", call. = FALSE)
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}
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# ---- Compute pseudoinverse ------------------------------------------------
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pinv_Qa <- pinv(Q_a) # assumes `pinv()` is available in the namespace
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# ---- Estimate B -----------------------------------------------------------
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B <- rho_n * (t(pinv_Qa) %*% A %*% pinv_Qa)
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B
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}
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# TODO rename this function
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# TODO test the convergence of the function estimate_B
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# with given graphon (block function, Hölder continuous functions)
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# and given K with growing N
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# and other options
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# plot the loss function with respect to a
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estimate_a <- function(A, # adjacency matrix
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a0, # start value
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n,
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K,
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sample_X_fn,
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fv,
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Fv,
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guard
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) {
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calc_Q_a <- make_matrix_creation(seed, n, K, sample_X_fn, fv, Fv, guard)
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loss_func <- function(a) {
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Q_a <- calc_Q_a(a)
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pinv_Qa <- pinv(Q_a)
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norm(pinv_Qa %*% Q_a %*% A %*% pinv_Qa %*% Q_a - A, type="F")^2
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}
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return(loss_func)
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}
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#' Calculate the edge density of an undirected graph
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#'
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#' @title Edge density from an adjacency matrix
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#' @description Computes the proportion of possible edges that are present in an
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#' undirected, unweighted graph represented by a square adjacency matrix. The
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#' density is defined as \eqn{2E / (V(V-1))} where \eqn{E} is the number of edges
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#' and \eqn{V} is the number of vertices. This corresponds to the parameter
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#' \eqn{rho_n}.
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#' The function checks that the input is a square matrix and treats any
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#' non‑numeric or missing entries as absent edges.
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#'
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#' @param adj_matrix A square numeric matrix representing the adjacency matrix
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#' of an undirected graph. Entries should be 0/1 (or any truthy numeric) with
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#' `adj_matrix[i, j] == adj_matrix[j, i]`. Missing values are ignored.
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#'
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#' @return A single numeric value giving the edge density \eqn{rho}.
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#'
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#' @examples
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#' # Simple triangle graph (3 nodes, 3 edges)
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#' A_tri <- matrix(c(0,1,1,
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#' 1,0,1,
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#' 1,1,0), nrow = 3, byrow = TRUE)
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#' calculate_edge_density(A_tri)
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#'
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#' # Empty graph (no edges)
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#' A_empty <- matrix(0, nrow = 4, ncol = 4)
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#' calculate_edge_density(A_empty)
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#'
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#' @export
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calculate_edge_density <- function(adj_matrix) {
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# -------------------------------------------------------------------------
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# Validate input
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# -------------------------------------------------------------------------
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if (!is.matrix(adj_matrix)) {
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stop("`adj_matrix` must be a matrix.")
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}
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if (nrow(adj_matrix) != ncol(adj_matrix)) {
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stop("`adj_matrix` must be square (same number of rows and columns).")
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}
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# -------------------------------------------------------------------------
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# Count edges and nodes
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# -------------------------------------------------------------------------
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edge_idx <- which(upper.tri(adj_matrix, diag = FALSE), arr.ind = TRUE)
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edge_count <- sum(adj_matrix[edge_idx], na.rm = TRUE)
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node_count <- nrow(adj_matrix)
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# -------------------------------------------------------------------------
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# Compute density
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# -------------------------------------------------------------------------
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rho <- (2 * edge_count) / (node_count * (node_count-1))
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return(rho)
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}
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# test the estimator routines
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seed <- 17L # 121L this seed works exceptionally well
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set.seed(seed)
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#X <- matrix(seq(-1, 1, length.out = 5), ncol = 1)
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a <- 20
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n <- 400
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K <- 4
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rho_n <- log(n) / n
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sample_X_fn <- function(n) {matrix(rnorm(n), ncol = 1L)}
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X <- sample_X_fn(n)
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fv <- function(x) {dnorm(x, mean=0, sd=1)}
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Fv <- function(x) {pnorm(x, mean=0, sd=1)}
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guard <- 1e-12
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v <- rnorm(n) #seq(0, 0.8, length.out = n)
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phi_fun <-Vectorize(function(x, y) ifelse(((x > 0.5 && y <= 0.5) || (x <= 0.5 && y > 0.5)), 1.6, 0.4)) # multiplicative kernel
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adj <- compute_adj_matrix(
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X_matrix = X,
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v = v,
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a = a,
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phi = phi_fun,
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rho_n = rho_n,
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Fv = Fv
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)
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adj
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# Q_a matrix
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Qa <- compute_matrix(seed, a=a, n=n, K=K, fv=fv, Fv=Fv, guard=guard, matrix_X=X)
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calc_Q_a <- make_matrix_creation(seed, n=n, K=K, matrix_X = X, fv=fv, Fv=Fv, guard=guard)
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loss_func <- function(a) {
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Q_a <- calc_Q_a(a)
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pinv_Qa <- pinv(Q_a)
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norm(pinv_Qa %*% Q_a %*% adj %*% pinv_Qa %*% Q_a - adj, type="F")^2
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}
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plot_as <- seq(-10, 100, length.out=500)
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loss_vals <- sapply(plot_as, loss_func)
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plot(plot_as , loss_vals, type="b")
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abline(v=a)
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title("Test plot of the loss function")
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optim(25, loss_func, lower=10, upper=100, method="Brent", control=list(fnscale=1))
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@@ -33,10 +33,6 @@ source(here::here("R", "graphon_distribution.R"))
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#' generated.
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#' generated.
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#' @param K Positive integer. Number of divisions of the unit interval;
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#' @param K Positive integer. Number of divisions of the unit interval;
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#' the resulting grid has length `K+1`.
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#' the resulting grid has length `K+1`.
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#' @param sample_X_fn
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#' Function with a single argument `n`. It must return an
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#' \eqn{n \times p} matrix (or an object coercible to a matrix) of
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#' covariate samples.
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#' @param fv Density function of the latent variable \eqn{v}. Must be
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#' @param fv Density function of the latent variable \eqn{v}. Must be
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#' vectorised (i.e. accept a numeric vector and return a numeric
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#' vectorised (i.e. accept a numeric vector and return a numeric
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#' vector of the same length). Typical examples are
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#' vector of the same length). Typical examples are
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@@ -44,8 +40,15 @@ source(here::here("R", "graphon_distribution.R"))
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#' @param Fv Cumulative distribution function of the latent variable
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#' @param Fv Cumulative distribution function of the latent variable
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#' \eqn{v}. Also has to be vectorised. Typical examples are
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#' \eqn{v}. Also has to be vectorised. Typical examples are
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#' `pnorm`, `pexp`, ….
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#' `pnorm`, `pexp`, ….
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#' @param sample_X_fn
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#' Function with a single argument `n`. It must return an
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#' \eqn{n \times p} matrix (or an object coercible to a matrix) of
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#' covariate samples. It can be NULL, but then `matrix_X` must be
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#' given.
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#' @param matrix_X matrix with the covariates at each node. Each row corresponds
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#' @param matrix_X matrix with the covariates at each node. Each row corresponds
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#' to a single node with p attributes.
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#' to a single node with p attributes. The default value is `NULL`. If it
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#' is `NULL` then `sample_X_fun` must be given. If both parameters are provided,
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#' then `matrix_X` is used.
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#' @param guard Positive numeric guard value. Default is `sqrt(.Machine$double.eps)`,
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#' @param guard Positive numeric guard value. Default is `sqrt(.Machine$double.eps)`,
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#' which is about `1.5e‑8` on most platforms – small enough to be negligible
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#' which is about `1.5e‑8` on most platforms – small enough to be negligible
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#' for most computations. If it is null, then it is not used.
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#' for most computations. If it is null, then it is not used.
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@@ -106,9 +109,9 @@ compute_matrix <- function(
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a,
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a,
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n,
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n,
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K,
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K,
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sample_X_fn,
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fv,
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fv,
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Fv,
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Fv,
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sample_X_fn=NULL,
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matrix_X = NULL,
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matrix_X = NULL,
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guard = sqrt(.Machine$double.eps),
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guard = sqrt(.Machine$double.eps),
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scaled = FALSE
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scaled = FALSE
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@@ -118,10 +121,12 @@ compute_matrix <- function(
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if (!is.numeric(a) || !is.vector(a)) stop("'a' must be a numeric vector")
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if (!is.numeric(a) || !is.vector(a)) stop("'a' must be a numeric vector")
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if (!is.numeric(n) || length(n) != 1 || n <= 0) stop("'n' must be a positive integer")
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if (!is.numeric(n) || length(n) != 1 || n <= 0) stop("'n' must be a positive integer")
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if (!is.numeric(K) || length(K) != 1 || K <= 0) stop("'K' must be a positive integer")
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if (!is.numeric(K) || length(K) != 1 || K <= 0) stop("'K' must be a positive integer")
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if (!is.function(sample_X_fn)) stop("'sample_X_fn' must be a function")
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if (!(is.function(sample_X_fn) || is.null(sample_X_fn))) stop("'sample_X_fn' must be a function or Null and matrix_X must be given")
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if (!is.function(fv)) stop("'f_v' must be a function")
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if (!is.function(fv)) stop("'f_v' must be a function")
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if (!is.function(Fv)) stop("'F_v' must be a function")
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if (!is.function(Fv)) stop("'F_v' must be a function")
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if (!is.null(matrix_X) && !is.matrix(matrix_X)) stop("matrix_X must be either null or a matrix")
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if (!is.null(matrix_X) && !is.matrix(matrix_X)) stop("matrix_X must be either null or a matrix")
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if (is.null(matrix_X) && is.null(sample_X_fn)) stop("Either 'matrix_X' or 'sample_X_fn' must be supplied!")
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if (!is.null(matrix_X) && !is.null(sample_X_fn)) warning("Both arguments 'matrix_X' and `sample_X_fn` is given. Priority is given by to the first!")
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## 1.2 Generate the Matrix X of covariates ===================================
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## 1.2 Generate the Matrix X of covariates ===================================
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# If the argument matrix_X is present, use this matrix, otherwise generate one
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# If the argument matrix_X is present, use this matrix, otherwise generate one
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48
notebooks/two-dimensional-calculation-example.qmd
Normal file
48
notebooks/two-dimensional-calculation-example.qmd
Normal file
@@ -0,0 +1,48 @@
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---
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title: "Two-dimensional-example"
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format: html
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editor: visual
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---
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||||||
|
# Zwei dimensionales Rechenbeispiel für die Matrix $Q_a$.
|
||||||
|
|
||||||
|
Mit den Eingabedaten:
|
||||||
|
|
||||||
|
- $a = 2.0$
|
||||||
|
- $X = (-0.6264, 0.1836)^\top$
|
||||||
|
- $n = K = 2$
|
||||||
|
und $v \sim \mathcal{N}(0, 1)$
|
||||||
|
|
||||||
|
Daraus ergibt sich eine Matrix $Q_a$ mit
|
||||||
|
|
||||||
|
$$
|
||||||
|
Q_a = \begin{pmatrix} 0.7911 & 0.2089 \\
|
||||||
|
0.2089 & 0.7911 \\
|
||||||
|
\end{pmatrix}
|
||||||
|
$$
|
||||||
|
|
||||||
|
|
||||||
|
Anscheinend ist es so, dass für verschiedene Eingabewerte der Matrix $X$, es immer
|
||||||
|
wieder zu verschiedenen, aber immer noch diagonaldominanten Einträgen kommt.
|
||||||
|
Wieso passiert dies?
|
||||||
|
|
||||||
|
Falls allerdings $X = (0.2167549 -0.5424926)^\top$, dann ist
|
||||||
|
$$
|
||||||
|
Q_a = \begin{pmatrix}
|
||||||
|
0.2239 & 0.7761 \\
|
||||||
|
0.7761 & 0.2239 \\
|
||||||
|
\end{pmatrix}
|
||||||
|
$$
|
||||||
|
wo jetzt die Nebendiagonale dominant ist. Wenn man verschiedene Seeds ausprobiert,
|
||||||
|
so sieht man ein Muster. Doch es gibt auch das Beispiel mit $X = (0.7667960 -0.8164583)^\top$
|
||||||
|
und dann erhalten wir:
|
||||||
|
$$
|
||||||
|
Q_a = \begin{pmatrix}
|
||||||
|
0.4802 & 0.5198 \\
|
||||||
|
0.5198 & 0.4802 \\
|
||||||
|
\end{pmatrix}
|
||||||
|
$$
|
||||||
|
|
||||||
|
Diese Matrix hat immer noch eine dominante Nebendiagonale, aber nicht so stark wie
|
||||||
|
alle anderen bekannten Beispiele. Bei den anderen Berechnungen zeigte sich meistens
|
||||||
|
ein Unterschied von $| a_{11} - a_{12}| > 0.5$.
|
||||||
@@ -13,7 +13,7 @@ library(dplyr)
|
|||||||
a_grid <- seq(-20, 20, length.out = 200)
|
a_grid <- seq(-20, 20, length.out = 200)
|
||||||
|
|
||||||
# function which takes only a to compute Q_c
|
# function which takes only a to compute Q_c
|
||||||
make_matrix <- function(a) { compute_matrix(seed=4L,
|
make_matrix <- function(a) { compute_matrix(seed=11513215L,
|
||||||
a= a,
|
a= a,
|
||||||
n = 2,
|
n = 2,
|
||||||
K = 2,
|
K = 2,
|
||||||
@@ -46,17 +46,18 @@ ggplot(df_entries, aes(x = a, y = value, colour = entry, linetype = entry)) +
|
|||||||
theme_minimal()
|
theme_minimal()
|
||||||
|
|
||||||
# Heat map for a single larger matrix ------------------------------------------
|
# Heat map for a single larger matrix ------------------------------------------
|
||||||
|
# TODO Daten für 2x2 und 3x3 an Michael schicken
|
||||||
# Choose a value of a
|
# Choose a value of a
|
||||||
a0 <- -10
|
a0 <- 2
|
||||||
M0 <- compute_matrix(seed=1L,
|
M0 <- compute_matrix(seed=9L,
|
||||||
a= a0,
|
a= a0,
|
||||||
n = 50,
|
n = 2,
|
||||||
K = 50,
|
K = 2,
|
||||||
sample_X_fn = function(n) {matrix(rnorm(n), ncol = 1L)},
|
sample_X_fn = function(n) {matrix(rnorm(n), ncol = 1L)},
|
||||||
fv = function(x) {dnorm(x, mean=0, sd=1)},
|
fv = function(x) {dnorm(x, mean=0, sd=1)},
|
||||||
Fv = function(x) {pnorm(x, mean=0, sd=1)},
|
Fv = function(x) {pnorm(x, mean=0, sd=1)},
|
||||||
guard = 1e-12)
|
guard = 1e-12)
|
||||||
|
M0
|
||||||
|
|
||||||
# Convert to a tidy data frame for ggplot
|
# Convert to a tidy data frame for ggplot
|
||||||
df_heat <- as.data.frame(M0) %>%
|
df_heat <- as.data.frame(M0) %>%
|
||||||
|
|||||||
@@ -76,14 +76,16 @@ for (a in as) {
|
|||||||
```{r k = n^alpha plotting, rate = 1}
|
```{r k = n^alpha plotting, rate = 1}
|
||||||
# plot the results
|
# plot the results
|
||||||
results01 |>
|
results01 |>
|
||||||
filter(param_a %in% c(0, 10, 20)) |>
|
filter(param_a %in% c(2, 6, 12) & param_alpha <= 0.12) |>
|
||||||
mutate(param_a = as.factor(param_a),
|
mutate(param_a = as.factor(param_a),
|
||||||
param_alpha = as.factor(param_alpha)) |>
|
param_alpha = as.factor(param_alpha)) |>
|
||||||
group_by(param_a, param_alpha) |>
|
group_by(param_a, param_alpha) |>
|
||||||
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
geom_point(size=1.5) +
|
geom_point(size=1.5) +
|
||||||
geom_line() +
|
geom_line() +
|
||||||
geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
||||||
#scale_y_log10() +
|
#scale_y_log10() +
|
||||||
theme_bw() +
|
theme_bw() +
|
||||||
labs(x=latex2exp::TeX("$n$"),
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
@@ -135,14 +137,16 @@ for (a in as) {
|
|||||||
|
|
||||||
```{r k = n^alpha plotting, rate = 3}
|
```{r k = n^alpha plotting, rate = 3}
|
||||||
results02 |>
|
results02 |>
|
||||||
filter(param_a %in% c(0, 10, 20)) |>
|
filter(param_a %in% c(0, 10, 20) & param_alpha < 0.12) |>
|
||||||
mutate(param_a = as.factor(param_a),
|
mutate(param_a = as.factor(param_a),
|
||||||
param_alpha = as.factor(param_alpha)) |>
|
param_alpha = as.factor(param_alpha)) |>
|
||||||
group_by(param_a, param_alpha) |>
|
group_by(param_a, param_alpha) |>
|
||||||
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
geom_point(size=1.5) +
|
geom_point(size=1.5) +
|
||||||
geom_line() +
|
geom_line() +
|
||||||
geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
||||||
#scale_y_log10() +
|
#scale_y_log10() +
|
||||||
theme_bw() +
|
theme_bw() +
|
||||||
labs(x=latex2exp::TeX("$n$"),
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
@@ -203,7 +207,9 @@ results03 |>
|
|||||||
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
geom_point(size=1.5) +
|
geom_point(size=1.5) +
|
||||||
geom_line() +
|
geom_line() +
|
||||||
geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
||||||
#scale_y_log10() +
|
#scale_y_log10() +
|
||||||
theme_bw() +
|
theme_bw() +
|
||||||
labs(x=latex2exp::TeX("$n$"),
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
@@ -259,14 +265,16 @@ for (a in as) {
|
|||||||
|
|
||||||
```{r k = n^alpha plotting, U[0,1]}
|
```{r k = n^alpha plotting, U[0,1]}
|
||||||
results04 |>
|
results04 |>
|
||||||
filter(param_a %in% c(0, 10, 20)) |>
|
filter(param_a %in% c(2, 10, 20) & param_alpha < 0.22 & param_alpha > 0.12) |>
|
||||||
mutate(param_a = as.factor(param_a),
|
mutate(param_a = as.factor(param_a),
|
||||||
param_alpha = as.factor(param_alpha)) |>
|
param_alpha = as.factor(param_alpha)) |>
|
||||||
group_by(param_a, param_alpha) |>
|
group_by(param_a, param_alpha) |>
|
||||||
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
geom_point(size=1.5) +
|
geom_point(size=1.5) +
|
||||||
geom_line() +
|
geom_line() +
|
||||||
geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
||||||
#scale_y_log10() +
|
#scale_y_log10() +
|
||||||
theme_bw() +
|
theme_bw() +
|
||||||
labs(x=latex2exp::TeX("$n$"),
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
@@ -327,7 +335,9 @@ results05 |>
|
|||||||
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
geom_point(size=1.5) +
|
geom_point(size=1.5) +
|
||||||
geom_line() +
|
geom_line() +
|
||||||
geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
||||||
#scale_y_log10() +
|
#scale_y_log10() +
|
||||||
theme_bw() +
|
theme_bw() +
|
||||||
labs(x=latex2exp::TeX("$n$"),
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
@@ -387,7 +397,9 @@ results06 |>
|
|||||||
ggplot(aes(dim_n, ssv * dim_k, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
ggplot(aes(dim_n, ssv * dim_k, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
geom_point(size=1.5) +
|
geom_point(size=1.5) +
|
||||||
geom_line() +
|
geom_line() +
|
||||||
geom_function(fun = function(x) {x^(0.5)}, colour="black") +
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {x^(0.5)}, colour="black") +
|
||||||
#scale_y_log10() +
|
#scale_y_log10() +
|
||||||
theme_bw() +
|
theme_bw() +
|
||||||
labs(x=latex2exp::TeX("$n$"),
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
@@ -422,3 +434,68 @@ results06 |>
|
|||||||
results <- list(results01, results02, results03, results04, results05, results06)
|
results <- list(results01, results02, results03, results04, results05, results06)
|
||||||
save(results, file="results.RData")
|
save(results, file="results.RData")
|
||||||
```
|
```
|
||||||
|
|
||||||
|
## Two dimensional example
|
||||||
|
|
||||||
|
```{r k = n^alpha data generation with two dimensions, rate = 1}
|
||||||
|
#| cache: true
|
||||||
|
#| echo: false
|
||||||
|
#| collapse: true
|
||||||
|
ns <- seq(100, 1000, 100)
|
||||||
|
a <- c(1, 1) / sqrt(2)
|
||||||
|
a_norms <- seq(0, 20, 2)
|
||||||
|
alphas <- seq(0.1, 0.5, 0.1)
|
||||||
|
|
||||||
|
set.seed(100)
|
||||||
|
results07 <- data.frame(dim_n = integer(),
|
||||||
|
dim_k = integer(),
|
||||||
|
param_a = double(),
|
||||||
|
param_alpha = double(),
|
||||||
|
ssv = double())
|
||||||
|
for (a_norm in a_norms) {
|
||||||
|
for (i in 1:length(ns)) {
|
||||||
|
for (j in 1:length(alphas)) {
|
||||||
|
n <- ns[i]
|
||||||
|
K <- floor(n^alphas[j])
|
||||||
|
if (!K > 0) next # skip if K is equal to zero
|
||||||
|
# use the default seed 1L
|
||||||
|
Q <- compute_matrix(seed=1L,
|
||||||
|
a= a_norm * a,
|
||||||
|
n = n,
|
||||||
|
K = K,
|
||||||
|
sample_X_fn = function(n) {matrix(rexp(2 * n), ncol = 2L)},
|
||||||
|
fv = function(x) {dnorm(x, mean=0, sd=1)},
|
||||||
|
Fv = function(x) {pnorm(x, mean=0, sd=1)},
|
||||||
|
guard = 1e-12)
|
||||||
|
|
||||||
|
ssv <- compute_minmax_sv(Q)[["smallest_singular_value"]]
|
||||||
|
|
||||||
|
current_res <- data.frame(dim_n = n, dim_k = K, param_a = a_norm, param_alpha=alphas[j], ssv =ssv)
|
||||||
|
results07 <- rbind(results07, current_res)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
```
|
||||||
|
|
||||||
|
```{r k = n^alpha plotting, rate = 1}
|
||||||
|
# plot the results
|
||||||
|
results07 |>
|
||||||
|
filter(param_a %in% c(10, 20) & param_alpha < 0.12) |>
|
||||||
|
mutate(param_a = as.factor(param_a),
|
||||||
|
param_alpha = as.factor(param_alpha)) |>
|
||||||
|
group_by(param_a, param_alpha) |>
|
||||||
|
ggplot(aes(dim_n, ssv, col=param_a, shape=param_alpha, interaction(param_a, param_alpha))) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
geom_line() +
|
||||||
|
geom_line(aes(dim_n, sqrt(dim_n) / dim_k, shape=param_alpha), linetype = 2) +
|
||||||
|
geom_point(size=1.5) +
|
||||||
|
#geom_function(fun = function(x) {sqrt(x)}, colour="black") +
|
||||||
|
#scale_y_log10() +
|
||||||
|
theme_bw() +
|
||||||
|
labs(x=latex2exp::TeX("$n$"),
|
||||||
|
y=latex2exp::TeX("Smallest singular value of $Q$"),
|
||||||
|
title=latex2exp::TeX("Smallest singular value of $Q$ with respect to $a$."),
|
||||||
|
subtitle = latex2exp::TeX(("Hyperparameter $k = n^{\\alpha}$. Black line is $\\sqrt{n}$, and $X \\sim Exp(1)$")),
|
||||||
|
colour=latex2exp::TeX("$a$"),
|
||||||
|
shape=latex2exp::TeX("$\\alpha$"))
|
||||||
|
```
|
||||||
BIN
scripts/results.RData
Normal file
BIN
scripts/results.RData
Normal file
Binary file not shown.
Reference in New Issue
Block a user