Use VI algorithm to fit PSD model — psd_fit

Fit PSD model with VI algorithm, and use the loss function as a stopping criterion.

Usage

psd_fit_vi(G, K, epsilon = 1e-05, maxiter = 500)

Arguments

G: The I x J matrix of counts; all entries of G should be taken from {0,1,2}.
K: An integer 2 or greater giving the matrix rank.
epsilon: Convergence criterion.
maxiter: The maximum number of iterations.

Value

A List with the following parameters:

P: The population scale matrix of the individuals.
F: The gene scale matrix of the populations.
Loss: A vector represents the value of the loss function which records once for 10 iterations.
Iterations: An integer represents the number of iterations.

Examples

G <- matrix(c(0,0,1, 0,2,1, 1,0,1, 0,1,0, 1,0,0), 3, 5)
psd_fit_vi(G, 2, 1e-5, 10)
#> $P
#>           [,1]      [,2]
#> [1,] 0.6126433 0.3873567
#> [2,] 0.3363156 0.6636844
#> [3,] 0.4785760 0.5214240
#> 
#> $F
#>           [,1]      [,2]      [,3]      [,4]      [,5]
#> [1,] 0.3064798 0.3920361 0.4563244 0.2652133 0.3508395
#> [2,] 0.2939170 0.6020971 0.3475661 0.3334554 0.2535043
#> 
#> $Loss
#> [1] -1.772244
#> 
#> $Iterations
#> [1] 10
#>