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<h1 class="title toc-ignore">Objective function: ebnm_pn vs. ebnm_ash</h1>
<h4 class="author"><em>Jason Willwerscheid</em></h4>
<h4 class="date"><em>7/14/2018</em></h4>
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<p><strong>Last updated:</strong> 2018-07-20</p>
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<p></details></p>
<hr />
<div id="introduction" class="section level2">
<h2>Introduction</h2>
<p>Here I use <code>ebnm_ash</code> to see if I obtain similar decreases in the objective function as were obtained in the <a href="objective.html">previous investigation</a>.</p>
</div>
<div id="fits" class="section level2">
<h2>Fits</h2>
<p>I use the same dataset as in the previous investigation.</p>
<pre class="r"><code># devtools::install_github("stephenslab/flashr", ref="trackObj")
devtools::load_all("/Users/willwerscheid/GitHub/flashr")</code></pre>
<pre><code>Loading flashr</code></pre>
<pre class="r"><code># devtools::install_github("stephenslab/ebnm")
devtools::load_all("/Users/willwerscheid/GitHub/ebnm")</code></pre>
<pre><code>Loading ebnm</code></pre>
<pre class="r"><code>gtex <- readRDS(gzcon(url("https://github.com/stephenslab/gtexresults/blob/master/data/MatrixEQTLSumStats.Portable.Z.rds?raw=TRUE")))
strong <- gtex$strong.z</code></pre>
<p>I fit four factors greedily using both <code>ebnm_pn</code> and <code>ebnm_ash</code>.</p>
<pre class="r"><code>pn_res <- flash_add_greedy(strong, Kmax=4, verbose=FALSE)</code></pre>
<pre><code>fitting factor/loading 1</code></pre>
<pre><code>fitting factor/loading 2</code></pre>
<pre><code>fitting factor/loading 3</code></pre>
<pre><code>fitting factor/loading 4</code></pre>
<pre class="r"><code>ash_res <- flash_add_greedy(strong, Kmax=4, ebnm_fn = "ebnm_ash",
verbose=FALSE)</code></pre>
<pre><code>fitting factor/loading 1</code></pre>
<pre><code>fitting factor/loading 2</code></pre>
<pre><code>fitting factor/loading 3</code></pre>
<pre><code>fitting factor/loading 4</code></pre>
<pre class="r"><code>plot_obj <- function(res, k, niters) {
obj_data <- as.vector(rbind(res$obj[[k]]$after_tau,
res$obj[[k]]$after_f,
res$obj[[k]]$after_l))
max_obj <- max(obj_data)
obj_data <- obj_data - max_obj
iter <- 1:length(obj_data) / 3
if (length(obj_data) > niters*3) {
idx <- (length(obj_data) - niters*3 + 1):length(obj_data)
obj_data <- obj_data[idx]
iter <- iter[idx]
}
plt_xlab <- "Iteration"
plt_ylab <- "Diff. from maximum obj."
plt_colors <- c("indianred1", "indianred3", "indianred4")
plt_pch <- c(16, 17, 15)
main <- paste("Factor/loading", k)
plot(iter, obj_data, col=plt_colors, pch=plt_pch,
xlab=plt_xlab, ylab=plt_ylab, main=main)
legend("bottomright", c("after tau", "after f", "after l"),
col=plt_colors, pch=plt_pch)
}</code></pre>
</div>
<div id="results-ebnm_pn" class="section level2">
<h2>Results: ebnm_pn</h2>
<p>The problem discussed in the <a href="objective.html">previous investigation</a> occurs every time.</p>
<pre class="r"><code>plot_obj(pn_res, 1, niters=3)</code></pre>
<p><img src="figure/objective2.Rmd/plot_pn-1.png" width="672" style="display: block; margin: auto;" /></p>
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Jason Willwerscheid
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/873da40adfea91a43fd5eaa922c03ad24ab2d77e/docs/figure/objective2.Rmd/plot_pn-1.png" target="_blank">873da40</a>
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Jason Willwerscheid
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_pn-1.png" target="_blank">019bf35</a>
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Jason Willwerscheid
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<p></details></p>
<pre class="r"><code>plot_obj(pn_res, 2, niters=5)</code></pre>
<p><img src="figure/objective2.Rmd/plot_pn-2.png" width="672" style="display: block; margin: auto;" /></p>
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Jason Willwerscheid
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/873da40adfea91a43fd5eaa922c03ad24ab2d77e/docs/figure/objective2.Rmd/plot_pn-2.png" target="_blank">873da40</a>
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Jason Willwerscheid
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_pn-2.png" target="_blank">019bf35</a>
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Jason Willwerscheid
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<p></details></p>
<pre class="r"><code>plot_obj(pn_res, 3, niters=20)</code></pre>
<p><img src="figure/objective2.Rmd/plot_pn-3.png" width="672" style="display: block; margin: auto;" /></p>
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/1c31f1b5f9b98c43f90155523800274d9de37692/docs/figure/objective2.Rmd/plot_pn-3.png" target="_blank">1c31f1b</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-20
</td>
</tr>
<tr>
<td style="text-align:left;">
<a href="https://github.com/willwerscheid/FLASHvestigations/blob/873da40adfea91a43fd5eaa922c03ad24ab2d77e/docs/figure/objective2.Rmd/plot_pn-3.png" target="_blank">873da40</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-16
</td>
</tr>
<tr>
<td style="text-align:left;">
<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_pn-3.png" target="_blank">019bf35</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-15
</td>
</tr>
</tbody>
</table>
<p></details></p>
<pre class="r"><code>plot_obj(pn_res, 4, niters=10)</code></pre>
<p><img src="figure/objective2.Rmd/plot_pn-4.png" width="672" style="display: block; margin: auto;" /></p>
<details> <summary><em>Expand here to see past versions of plot_pn-4.png:</em></summary>
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/1c31f1b5f9b98c43f90155523800274d9de37692/docs/figure/objective2.Rmd/plot_pn-4.png" target="_blank">1c31f1b</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-20
</td>
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<tr>
<td style="text-align:left;">
<a href="https://github.com/willwerscheid/FLASHvestigations/blob/873da40adfea91a43fd5eaa922c03ad24ab2d77e/docs/figure/objective2.Rmd/plot_pn-4.png" target="_blank">873da40</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-16
</td>
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<tr>
<td style="text-align:left;">
<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_pn-4.png" target="_blank">019bf35</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-15
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</tbody>
</table>
<p></details></p>
</div>
<div id="results-ebnm_ash" class="section level2">
<h2>Results: ebnm_ash</h2>
<p>But no obvious problems occur when using <code>ebnm_ash</code>.</p>
<pre class="r"><code>plot_obj(ash_res, 1, niters=3)</code></pre>
<p><img src="figure/objective2.Rmd/plot_ash-1.png" width="672" style="display: block; margin: auto;" /></p>
<details> <summary><em>Expand here to see past versions of plot_ash-1.png:</em></summary>
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</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-20
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<td style="text-align:left;">
<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_ash-1.png" target="_blank">019bf35</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-15
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<p></details></p>
<pre class="r"><code>plot_obj(ash_res, 2, niters=5)</code></pre>
<p><img src="figure/objective2.Rmd/plot_ash-2.png" width="672" style="display: block; margin: auto;" /></p>
<details> <summary><em>Expand here to see past versions of plot_ash-2.png:</em></summary>
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</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-20
</td>
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<tr>
<td style="text-align:left;">
<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_ash-2.png" target="_blank">019bf35</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-15
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</tbody>
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<p></details></p>
<pre class="r"><code>plot_obj(ash_res, 3, niters=10)</code></pre>
<p><img src="figure/objective2.Rmd/plot_ash-3.png" width="672" style="display: block; margin: auto;" /></p>
<details> <summary><em>Expand here to see past versions of plot_ash-3.png:</em></summary>
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/1c31f1b5f9b98c43f90155523800274d9de37692/docs/figure/objective2.Rmd/plot_ash-3.png" target="_blank">1c31f1b</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-20
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_ash-3.png" target="_blank">019bf35</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-15
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<p></details></p>
<pre class="r"><code>plot_obj(ash_res, 4, niters=20)</code></pre>
<p><img src="figure/objective2.Rmd/plot_ash-4.png" width="672" style="display: block; margin: auto;" /></p>
<details> <summary><em>Expand here to see past versions of plot_ash-4.png:</em></summary>
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/1c31f1b5f9b98c43f90155523800274d9de37692/docs/figure/objective2.Rmd/plot_ash-4.png" target="_blank">1c31f1b</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-20
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<a href="https://github.com/willwerscheid/FLASHvestigations/blob/019bf351280c990aa9f825790b7ff321b601d4b3/docs/figure/objective2.Rmd/plot_ash-4.png" target="_blank">019bf35</a>
</td>
<td style="text-align:left;">
Jason Willwerscheid
</td>
<td style="text-align:left;">
2018-07-15
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<p></details></p>
</div>
<div id="conclusions" class="section level2">
<h2>Conclusions</h2>
<p>When using <code>ebnm_ash</code>, the objective does not suffer from the same erratic behavior as when using <code>ebnm_pn</code>. Is there a weird bug somewhere in the computation of the likelihood function for <code>ebnm_pn</code>?</p>
</div>
<div id="session-information" class="section level2">
<h2>Session information</h2>
<pre class="r"><code>sessionInfo()</code></pre>
<pre><code>R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS Sierra 10.12.6
Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/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] ebnm_0.1-12 flashr_0.5-12
loaded via a namespace (and not attached):
[1] Rcpp_0.12.17 pillar_1.2.1 plyr_1.8.4
[4] compiler_3.4.3 git2r_0.21.0 workflowr_1.0.1
[7] R.methodsS3_1.7.1 R.utils_2.6.0 iterators_1.0.9
[10] tools_3.4.3 testthat_2.0.0 digest_0.6.15
[13] tibble_1.4.2 evaluate_0.10.1 memoise_1.1.0
[16] gtable_0.2.0 lattice_0.20-35 rlang_0.2.0
[19] Matrix_1.2-12 foreach_1.4.4 commonmark_1.4
[22] yaml_2.1.17 parallel_3.4.3 withr_2.1.1.9000
[25] stringr_1.3.0 roxygen2_6.0.1.9000 xml2_1.2.0
[28] knitr_1.20 REBayes_1.2 devtools_1.13.4
[31] rprojroot_1.3-2 grid_3.4.3 R6_2.2.2
[34] rmarkdown_1.8 ggplot2_2.2.1 ashr_2.2-10
[37] magrittr_1.5 whisker_0.3-2 backports_1.1.2
[40] scales_0.5.0 codetools_0.2-15 htmltools_0.3.6
[43] MASS_7.3-48 assertthat_0.2.0 softImpute_1.4
[46] colorspace_1.3-2 stringi_1.1.6 Rmosek_7.1.3
[49] lazyeval_0.2.1 munsell_0.4.3 doParallel_1.0.11
[52] pscl_1.5.2 truncnorm_1.0-8 SQUAREM_2017.10-1
[55] R.oo_1.21.0 </code></pre>
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