Last updated: 2020-01-16
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Knit directory: drift-workflow/analysis/
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suppressMessages({
library(flashier)
library(drift.alpha)
library(ggplot2)
library(reshape2)
library(tidyverse)
})
Time to try out drift
on the full admixture graph from Pickrell and Pritchard. To make the problem easier, I set \(p\) large and \(\sigma_e\) small.
set.seed(666)
simple.admix <- admix_graph_sim(n_per_pop = 20, p = 20000,
c1 = 1, c2 = 1, c3 = 1, c4 = 1,
c5 = 0.5, c6 = 1, c7 = 0.5,
w = 0.25, sigma_e = sqrt(0.1))
plot_cov(simple.admix$covmat, as.is = TRUE)
fl <- flash(simple.admix$Y, prior.family = c(prior.bimodal(), prior.normal()))
#> Adding factor 1 to flash object...
#> Adding factor 2 to flash object...
#> Adding factor 3 to flash object...
#> Adding factor 4 to flash object...
#> Adding factor 5 to flash object...
#> Adding factor 6 to flash object...
#> Adding factor 7 to flash object...
#> Factor doesn't significantly increase objective and won't be added.
#> Wrapping up...
#> Done.
#> Nullchecking 6 factors...
#> Done.
labs <- rep(c("A", "B", "C", "D"), each = 20)
plot_loadings(fl$flash.fit$EF[[1]], labs)
drift.flg <- drift(init_from_flash(fl), miniter = 1000, maxiter = 2000, tol = 0.005, verbose = FALSE)
ggplot(drift.flg$iterations, aes(x = iter, y = elbo)) + geom_line()
drift.flg[c("elbo", "KL_l", "KL_f")]
#> $elbo
#> [1] -657080.1
#>
#> $KL_l
#> [1] -182.98713 -166.44697 -139.19227 -76.30371 -171.65373 -45.12987
#>
#> $KL_f
#> [1] -228422.4
plot_loadings(drift.flg$EL, labs, paste("s2:", round(drift.flg$prior_s2, 2)))
plot_cov(drift.flg)
fl <- fl %>% flash.backfit() %>% flash.nullcheck(remove = TRUE)
#> Backfitting 6 factors (tolerance: 2.38e-02)...
#> Difference between iterations is within 1.0e+05...
#> Difference between iterations is within 1.0e+04...
#> Difference between iterations is within 1.0e+03...
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Difference between iterations is within 1.0e+02...
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
#> Difference between iterations is within 1.0e+01...
#> Difference between iterations is within 1.0e+00...
#> Difference between iterations is within 1.0e-01...
#> Difference between iterations is within 1.0e-02...
#> Wrapping up...
#> Done.
#> Nullchecking 6 factors...
#> Wrapping up...
#> Done.
plot_loadings(fl$flash.fit$EF[[1]], labs)
drift.flb <- drift(init_from_flash(fl), miniter = 1000, maxiter = 2000, tol = 0.005, verbose = FALSE)
#> Warning in estimate_mixprop(data, g, prior, optmethod = optmethod, control
#> = control, : Optimization failed to converge. Results may be unreliable.
#> Try increasing maxiter and rerunning.
ggplot(drift.flb$iterations, aes(x = iter, y = elbo)) + geom_line()
drift.flb[c("elbo", "KL_l", "KL_f")]
#> $elbo
#> [1] -657046.6
#>
#> $KL_l
#> [1] -306.93790 -207.32379 -113.06100 -45.12987
#>
#> $KL_f
#> [1] -228394.9
plot_loadings(drift.flb$EL, labs, paste("s2:", round(drift.flb$prior_s2, 2)))
plot_cov(drift.flb)
all.drift <- list(drift.flg, drift.flb)
res.df <- data.frame(
Name = c("flash.greedy", "flash.backfit"),
InitialELBO = sapply(all.drift, function(x) x$iterations$elbo[1]),
FinalELBO = sapply(all.drift, function(x) x$elbo),
ELBOdiff = sapply(all.drift, function(x) x$elbo - x$iterations$elbo[1]),
n_iter = sapply(all.drift, function(x) max(x$iterations$iter)),
KL_l = sapply(all.drift, function(x) sum(x$KL_l)),
KL_f = sapply(all.drift, function(x) x$KL_f),
ResidS2 = sapply(all.drift, function(x) x$resid_s2)
)
knitr::kable(res.df, digits = 3)
Name | InitialELBO | FinalELBO | ELBOdiff | n_iter | KL_l | KL_f | ResidS2 |
---|---|---|---|---|---|---|---|
flash.greedy | -660071.7 | -657080.1 | 2991.597 | 1373 | -781.714 | -228422.4 | 0.1 |
flash.backfit | -657839.4 | -657046.6 | 792.862 | 1000 | -672.453 | -228394.9 | 0.1 |
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 tidyverse_1.2.1 reshape2_1.4.3
#> [10] ggplot2_3.2.0 drift.alpha_0.0.6 flashier_0.2.2
#>
#> loaded via a namespace (and not attached):
#> [1] Rcpp_1.0.1 lubridate_1.7.4 lattice_0.20-38
#> [4] assertthat_0.2.1 rprojroot_1.3-2 digest_0.6.18
#> [7] foreach_1.4.4 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 highr_0.8 httr_1.4.0
#> [16] pillar_1.3.1 rlang_0.4.2 lazyeval_0.2.2
#> [19] pscl_1.5.2 readxl_1.3.1 rstudioapi_0.10
#> [22] ebnm_0.1-24 whisker_0.3-2 Matrix_1.2-15
#> [25] rmarkdown_1.12 labeling_0.3 munsell_0.5.0
#> [28] mixsqp_0.3-10 broom_0.5.1 compiler_3.5.3
#> [31] modelr_0.1.5 xfun_0.6 pkgconfig_2.0.2
#> [34] SQUAREM_2017.10-1 htmltools_0.3.6 tidyselect_0.2.5
#> [37] workflowr_1.2.0 codetools_0.2-16 crayon_1.3.4
#> [40] withr_2.1.2 MASS_7.3-51.1 grid_3.5.3
#> [43] nlme_3.1-137 jsonlite_1.6 gtable_0.3.0
#> [46] git2r_0.25.2 magrittr_1.5 scales_1.0.0
#> [49] cli_1.1.0 stringi_1.4.3 fs_1.2.7
#> [52] doParallel_1.0.14 xml2_1.2.0 generics_0.0.2
#> [55] iterators_1.0.10 tools_3.5.3 glue_1.3.1
#> [58] hms_0.4.2 parallel_3.5.3 yaml_2.2.0
#> [61] colorspace_1.4-1 ashr_2.2-38 rvest_0.3.4
#> [64] knitr_1.22 haven_2.1.1