Tuning function for parameter c1 in sgcca
Wei Zhang
2022-11-20
This function is inspired by the tuning function of PMACCA. The code can be found in: tuning-c1-for-sgcca
1 Load library
library(RGCCA)
library(MASS)
library(tidyverse)
source("~/Dropbox (Personal)/project/mrf/code/others/sgcca_tune.R")2 Simulation of a linear function
\[ \begin{aligned} X&=\sum^{p_l}_{j = 1} u_j w_1^{T}+\epsilon_1, \\ Y&=\sum^{p_l}_{j = 1} u_j w_2^{T}+\epsilon_2 \end{aligned} \]
sim.dat <- sim.linear2(n = 100, p = 200, psel = 30)$XWe selected the first 30 features us non-zero features.
3 Tuning function
tune.sgcca <- sgcca_tune(sim.dat, scheme = "centroid", nperms = 10)
print(tune.sgcca)## $best_l1
## [1] 0.3707107
##
## $cor
## [1] 0.9413736
##
## $zs
## [1] 4.509493 7.857243 7.525372 6.693648 6.153391 8.118610 7.906373 5.352481
## [9] 4.000499 3.904107 4.991021 3.934371 4.349971 4.858852
##
## $pval
## [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0sgcca.m <- sgcca(sim.dat, c1 = rep(tune.sgcca$best_l1))
get_corr(sgcca.m$Y, scheme = "centroid")## comp1
## comp1 0.9413736Here we calculated the first canonical correlations with the tuned penalized parameter c1.
par(mfrow = c(1,2))
plot(sgcca.m$a$X1, ylab = "loading for X1", pch = 20, col = c(rep("red",30), rep("black",170)))
plot(sgcca.m$a$X2, ylab = "loading for X1", pch = 20, col = c(rep("red",30), rep("black",170)))
4 Without tuning c1
sgcca.m2 <- sgcca(sim.dat)
get_corr(sgcca.m2$Y, scheme = "centroid")## comp1
## comp1 0.9461632par(mfrow = c(1,2))
plot(sgcca.m2$a$X1, ylab = "loading for X1", pch = 20, col = c(rep("red",30), rep("black",170)))
plot(sgcca.m2$a$X2, ylab = "loading for X1", pch = 20, col = c(rep("red",30), rep("black",170)))
5 Randomly choose c1
sgcca.m3 <- sgcca(sim.dat, c1 = c(0.3,0.5))
get_corr(sgcca.m3$Y, scheme = "centroid")## comp1
## comp1 0.9434877par(mfrow = c(1,2))
plot(sgcca.m3$a$X1, ylab = "loading for X1", pch = 20, col = c(rep("red",30), rep("black",170)))
plot(sgcca.m3$a$X2, ylab = "loading for X1", pch = 20, col = c(rep("red",30), rep("black",170)))
6 Session Information
devtools::session_info()## ─ Session info ───────────────────────────────────────────────────────────────
## setting value
## version R version 4.2.1 (2022-06-23)
## os macOS Big Sur ... 10.16
## system x86_64, darwin17.0
## ui X11
## language (EN)
## collate en_US.UTF-8
## ctype en_US.UTF-8
## tz America/New_York
## date 2022-11-20
## pandoc 2.19.2 @ /Applications/RStudio.app/Contents/MacOS/quarto/bin/tools/ (via rmarkdown)
##
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