Random initialization

Introduction

I use the four-population tree from a previous analysis:

Past versions of tree_4pop.png

Here, I add an admixed population \(E\) with admixture proportions of \(1/2\) from population \(B\), \(1/3\) from population \(C\), and \(1/6\) from population \(D\). So, individuals from population \(A\) have data distributed \[N \left(\frac{1}{2}(a + b + e) + \frac{1}{3}(a + c + f) + \frac{1}{6}(a + c + g),\ \sigma_r^2 I_p \right)\] I simulate data for 60 individuals per population.

set.seed(666)

n_per_pop <- 60
p <- 10000

a <- rnorm(p)
b <- rnorm(p)
c <- rnorm(p)
d <- rnorm(p, sd = 0.5)
e <- rnorm(p, sd = 0.5)
f <- rnorm(p, sd = 0.5)
g <- rnorm(p, sd = 0.5)

popA <- c(rep(1, n_per_pop), rep(0, 4 * n_per_pop))
popB <- c(rep(0, n_per_pop), rep(1, n_per_pop), rep(0, 3 * n_per_pop))
popC <- c(rep(0, 2 * n_per_pop), rep(1, n_per_pop), rep(0, 2 * n_per_pop))
popD <- c(rep(0, 3 * n_per_pop), rep(1, n_per_pop), rep(0, n_per_pop))
popE <- c(rep(0, 4 * n_per_pop), rep(1, n_per_pop))

E.factor <- (a + b + e) / 2 + (a + c + f) / 3 + (a + c + g) / 6

Y <- cbind(popA, popB, popC, popD, popE) %*% 
  rbind(a + b + d, a + b + e, a + c + f, a + c + g, E.factor)
Y <- Y + rnorm(5 * n_per_pop * p, sd = 0.1)

plot_dr <- function(dr) {
  sd <- sqrt(dr$prior_s2)
  L <- dr$EL
  LDsqrt <- L %*% diag(sd)
  K <- ncol(LDsqrt)
  plot_loadings(LDsqrt[,1:K], rep(c("A", "B", "C", "D", "E"), each = n_per_pop)) +
    scale_color_brewer(palette="Set2")
}

Greedy fit

greedy <- init_from_data(Y)
plot_dr(greedy)

Optimal fit

If I initialize the loadings at their “true” values, I get the following fit:

dr_true <- init_from_EL(Y,
                        cbind(popA + popB + popC + popD,
                              popA + popB, popC + popD,
                              popA, popB, popC, popD),
                        cbind(a, b, c, d, e, f, g))
dr_true <- suppressWarnings({
  drift(dr_true, miniter = 2, verbose = FALSE, tol = 1e-4, maxiter = 2000)
})

plot_dr(dr_true)

Default drift fit

Initializing at the greedy flashier fit and then running drift (using extrapolation with beta.max = 1) yields a much lower ELBO.

options(extrapolate.control = list(beta.max = 1))
dr_default <- drift(greedy, tol = 1e-4, miniter = 2, maxiter = 2000, verbose = FALSE)

cat("Optimal ELBO (true factors):", dr_true$elbo,
    "\nDefault fit ELBO:           ", dr_default$elbo,
    "\nDifference:                 ", dr_true$elbo - dr_default$elbo, "\n")

#> Optimal ELBO (true factors): 2473652 
#> Default fit ELBO:            2443615 
#> Difference:                  30036.87

plot_dr(dr_default)

Random initialization

Next I run 10 trials with randomly initialized loadings. (The errors can safely be ignored.) I fix K = 9 (the number of factors in the greedy fit) and keep the trial with the best ELBO after 100 iterations. I then run drift on this trial until convergence. The resulting ELBO is much better than the ELBO obtained using the default method, but the four population-specific factors get combined into two factors.

ntrials <- 10
elbo_vec <- rep(NA, ntrials)
rand_fit <- function(seed, K = 9, maxiter = 100, tol = 1e-4, verbose = FALSE) {
  set.seed(seed)
  EL <- matrix(runif(5 * n_per_pop * K), ncol = K)
  EL[, 1] <- 1
  EF <- t(solve(crossprod(EL), crossprod(EL, Y))) 
  suppressWarnings({
    dr <- drift(init_from_EL(Y, EL, EF), miniter = 20, maxiter = 20, 
                extrapolate = FALSE, verbose = verbose)
    dr <- drift(dr, miniter = 2, maxiter = maxiter, tol = tol, 
                extrapolate = TRUE, verbose = verbose)
  })
  return(dr)
}
best_elbo <- -Inf
for (i in 1:ntrials) {
  elbo_vec[i] <- -Inf
  try({
    # cat("TRIAL", i, "\n")
    dr <- rand_fit(i)
    # cat(" ELBO:", dr$elbo, "\n")
    elbo_vec[i] <- dr$elbo
    if (dr$elbo > best_elbo) {
      best_elbo <- dr$elbo
      best_dr <- dr
    }
  })
}

#> Error in check_args(x, s, g_init, fix_g, output) : 
#>   Missing standard errors are not allowed.
#> Error in check_args(x, s, g_init, fix_g, output) : 
#>   Missing standard errors are not allowed.

rand_dr <- drift(best_dr, maxiter = 2000, tol = 1e-4, verbose = FALSE)

cat("Optimal ELBO (true factors):", dr_true$elbo,
    "\nRandom initialization ELBO: ", rand_dr$elbo,
    "\nDifference:                 ", dr_true$elbo - rand_dr$elbo, "\n")

#> Optimal ELBO (true factors): 2473652 
#> Random initialization ELBO:  2473084 
#> Difference:                  567.3815

plot_dr(rand_dr)

In fact, all 10 trials yield better ELBOs than the default method:

elbo_df <- tibble(type = c("default", rep("random", 10)), 
                  elbo = c(dr_default$elbo, elbo_vec),
                  ind = 1:(ntrials + 1))
ggplot(elbo_df, aes(x = ind, y = elbo, col = type)) + geom_point()

Session information

sessionInfo()

#> R version 3.5.3 (2019-03-11)
#> Platform: x86_64-apple-darwin15.6.0 (64-bit)
#> Running under: macOS Mojave 10.14.6
#> 
#> Matrix products: default
#> BLAS: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRblas.0.dylib
#> LAPACK: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRlapack.dylib
#> 
#> locale:
#> [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
#> 
#> attached base packages:
#> [1] stats     graphics  grDevices utils     datasets  methods   base     
#> 
#> other attached packages:
#>  [1] forcats_0.4.0     stringr_1.4.0     dplyr_0.8.0.1    
#>  [4] purrr_0.3.2       readr_1.3.1       tidyr_0.8.3      
#>  [7] tibble_2.1.1      ggplot2_3.2.0     tidyverse_1.2.1  
#> [10] drift.alpha_0.0.9 flashier_0.2.4   
#> 
#> loaded via a namespace (and not attached):
#>  [1] Rcpp_1.0.4.6       lubridate_1.7.4    invgamma_1.1      
#>  [4] lattice_0.20-38    assertthat_0.2.1   rprojroot_1.3-2   
#>  [7] digest_0.6.18      truncnorm_1.0-8    R6_2.4.0          
#> [10] cellranger_1.1.0   plyr_1.8.4         backports_1.1.3   
#> [13] evaluate_0.13      httr_1.4.0         pillar_1.3.1      
#> [16] rlang_0.4.2        lazyeval_0.2.2     readxl_1.3.1      
#> [19] rstudioapi_0.10    ebnm_0.1-21        irlba_2.3.3       
#> [22] whisker_0.3-2      Matrix_1.2-15      rmarkdown_1.12    
#> [25] labeling_0.3       munsell_0.5.0      mixsqp_0.3-40     
#> [28] broom_0.5.1        compiler_3.5.3     modelr_0.1.5      
#> [31] xfun_0.6           pkgconfig_2.0.2    SQUAREM_2017.10-1 
#> [34] htmltools_0.3.6    tidyselect_0.2.5   workflowr_1.2.0   
#> [37] withr_2.1.2        crayon_1.3.4       grid_3.5.3        
#> [40] nlme_3.1-137       jsonlite_1.6       gtable_0.3.0      
#> [43] git2r_0.25.2       magrittr_1.5       scales_1.0.0      
#> [46] cli_1.1.0          stringi_1.4.3      reshape2_1.4.3    
#> [49] fs_1.2.7           xml2_1.2.0         generics_0.0.2    
#> [52] RColorBrewer_1.1-2 tools_3.5.3        glue_1.3.1        
#> [55] hms_0.4.2          parallel_3.5.3     yaml_2.2.0        
#> [58] colorspace_1.4-1   ashr_2.2-50        rvest_0.3.4       
#> [61] knitr_1.22         haven_2.1.1