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,] 0.5327236 0.4672764
#> [2,] 0.5259625 0.4740375
#> [3,] 0.4877919 0.5122081
#> 
#> $F
#>           [,1]      [,2]      [,3]      [,4]      [,5]
#> [1,] 0.2849834 0.4962219 0.3922372 0.2995623 0.3022478
#> [2,] 0.3157665 0.5039286 0.4080882 0.3004550 0.2976677
#> 
#> $Loss
#> [1] -1.798239
#> 
#> $Iterations
#> [1] 10
#>