Last updated: 2021-03-06

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Knit directory: fastTopics-experiments/analysis/

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File Version Author Date Message
html 59a8594 Peter Carbonetto 2021-03-05 Revised the simulations slightly.
Rmd 1a59342 Peter Carbonetto 2021-03-05 workflowr::wflow_publish(“smallsim.Rmd”)
html ffad471 Peter Carbonetto 2021-03-05 Build site.
Rmd cfc44e5 Peter Carbonetto 2021-03-05 workflowr::wflow_publish(“smallsim.Rmd”)
html 52759e5 Peter Carbonetto 2021-03-05 Added first simulation to “smallsim” demo.
Rmd fe510f0 Peter Carbonetto 2021-03-05 workflowr::wflow_publish(“smallsim.Rmd”)
html b6458fe Peter Carbonetto 2021-03-05 Built a first draft of the “smallsim” demo.
Rmd d0db5de Peter Carbonetto 2021-03-05 workflowr::wflow_publish(“smallsim.Rmd”)
Rmd 275fb51 Peter Carbonetto 2021-03-05 Implemented functions simulate_sizes and simulate_factors.

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Load the packages used in the analysis below, as well as additional functions that we will use to simulate the data.

library(fastTopics)
library(mvtnorm)
library(ggplot2)
library(cowplot)
source("../code/smallsim_functions.R")

Set the seed so that the results can be reproduced.

set.seed(1)

Independent topics scenario

In this first example, we simulate counts from a multinomial topic model with 6 topics.

n <- 100
m <- 400
k <- 6
S <- 13*diag(k) - 2
F <- simulate_factors(m,k)
L <- simulate_loadings(n,k,S)
s <- simulate_sizes(n)
X <- simulate_multinom_counts(L,F,s)
X <- X[,colSums(X > 0) > 0]

The topic proportions for each sample are randomly drawn from the correlated topic model in which \(\eta_i\) for each sample \(i\) is drawn from the multivariate normal with mean zero and covariance matrix \(S\), such that \(s_{kk} = 11\), \(s_{jk} = -2\) for all \(j \neq k\). Generated in this way, the topic proportions tend to be roughly orthogonal. For example, compare the proportions for topics 5 and 6:

ggplot(data.frame(x = L[,5],y = L[,6]),aes(x = x,y = y)) +
  geom_point(shape = 21,size = 1.75,color = "white",fill = "black") +
  labs(x = "topic 5 proportion",y = "topic 6 proportion") +
  theme_cowplot(font_size = 10)

We compare two different updates for fitting a Poisson NMF model to the simulated counts: the EM updates, and the sequential coordinate descent (SCD) updates. We initialize the model fitting by first running 50 EM updates so that the updates are more likely to be moving toward the same local maximum of the Poisson NMF likelihood surface.

fit0 <- fit_poisson_nmf(X,k,numiter = 50,method = "em",
                        control = list(extrapolate = FALSE,numiter = 4))
fit1 <- fit_poisson_nmf(X,fit0 = fit0,numiter = 1000,method = "em",
                        control = list(extrapolate = FALSE,numiter = 4))
fit2 <- fit_poisson_nmf(X,fit0 = fit0,numiter = 1000,method = "scd",
                        control = list(extrapolate = FALSE,numiter = 4))
fit1 <- poisson2multinom(fit1)
fit2 <- poisson2multinom(fit2)

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plot_progress(list(em = fit1,scd = fit2),x = "iter",add.point.every = 100)

Version Author Date
59a8594 Peter Carbonetto 2021-03-05
ffad471 Peter Carbonetto 2021-03-05

Correlated topics scenario

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set.seed(1)
S[5,6] <- 10
S[6,5] <- 10
L <- simulate_loadings(n,k,S)
X <- simulate_multinom_counts(L,F,s)
X <- X[,colSums(X > 0) > 0]

TO DO: Plot mixture proportions for topics 5 and 6.

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fit0 <- fit_poisson_nmf(X,k,numiter = 50,method = "em",
                        control = list(extrapolate = FALSE,numiter = 4))
fit1 <- fit_poisson_nmf(X,fit0 = fit0,numiter = 800,method = "em",
                        control = list(extrapolate = FALSE,numiter = 4))
fit2 <- fit_poisson_nmf(X,fit0 = fit0,numiter = 1000,method = "scd",
                        control = list(extrapolate = FALSE,numiter = 4))
fit3 <- fit_poisson_nmf(X,fit0 = fit1,numiter = 200,method = "scd",
                        control = list(extrapolate = FALSE,numiter = 4))
fit1 <- fit_poisson_nmf(X,fit0 = fit1,numiter = 200,method = "scd",
                        control = list(extrapolate = FALSE,numiter = 4))

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fit1 <- poisson2multinom(fit1)
fit2 <- poisson2multinom(fit2)
fit3 <- poisson2multinom(fit3)
plot_progress(list(em = fit1,scd = fit2,"scd+em" = fit3),
              x = "iter",add.point.every = 100)

Version Author Date
59a8594 Peter Carbonetto 2021-03-05
ffad471 Peter Carbonetto 2021-03-05

sessionInfo()
# R version 3.6.2 (2019-12-12)
# Platform: x86_64-apple-darwin15.6.0 (64-bit)
# Running under: macOS Catalina 10.15.7
# 
# Matrix products: default
# BLAS:   /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
# LAPACK: /Library/Frameworks/R.framework/Versions/3.6/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] cowplot_1.0.0     ggplot2_3.3.0     mvtnorm_1.0-11    fastTopics_0.5-24
# 
# loaded via a namespace (and not attached):
#  [1] httr_1.4.2           tidyr_1.0.0          jsonlite_1.6        
#  [4] viridisLite_0.3.0    RcppParallel_4.4.2   assertthat_0.2.1    
#  [7] mixsqp_0.3-44        yaml_2.2.0           progress_1.2.2      
# [10] ggrepel_0.9.0        pillar_1.4.3         backports_1.1.5     
# [13] lattice_0.20-38      quantreg_5.54        glue_1.3.1          
# [16] quadprog_1.5-8       digest_0.6.23        promises_1.1.0      
# [19] colorspace_1.4-1     htmltools_0.4.0      httpuv_1.5.2        
# [22] Matrix_1.2-18        pkgconfig_2.0.3      invgamma_1.1        
# [25] SparseM_1.78         purrr_0.3.3          scales_1.1.0        
# [28] whisker_0.4          later_1.0.0          Rtsne_0.15          
# [31] MatrixModels_0.4-1   git2r_0.26.1         tibble_2.1.3        
# [34] farver_2.0.1         withr_2.1.2          ashr_2.2-51         
# [37] lazyeval_0.2.2       magrittr_1.5         crayon_1.3.4        
# [40] mcmc_0.9-6           evaluate_0.14        fs_1.3.1            
# [43] MASS_7.3-51.4        truncnorm_1.0-8      tools_3.6.2         
# [46] data.table_1.12.8    prettyunits_1.1.1    hms_0.5.2           
# [49] lifecycle_0.1.0      stringr_1.4.0        MCMCpack_1.4-5      
# [52] plotly_4.9.2         munsell_0.5.0        irlba_2.3.3         
# [55] compiler_3.6.2       rlang_0.4.5          grid_3.6.2          
# [58] htmlwidgets_1.5.1    labeling_0.3         rmarkdown_2.3       
# [61] gtable_0.3.0         R6_2.4.1             knitr_1.26          
# [64] dplyr_0.8.3          zeallot_0.1.0        workflowr_1.6.2.9000
# [67] rprojroot_1.3-2      stringi_1.4.3        SQUAREM_2017.10-1   
# [70] Rcpp_1.0.5           vctrs_0.2.1          tidyselect_0.2.5    
# [73] xfun_0.11            coda_0.19-3