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Resolve an issue with starting betas being reset #60

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merged 2 commits into from
May 31, 2023
Merged

Resolve an issue with starting betas being reset #60

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f320511
Resolve an issue with starting betas being reset
lhjohn May 18, 2022
a766eb6
Merge branch 'develop' into cv-starting-beta-bug
lhjohn Dec 19, 2022
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1 change: 1 addition & 0 deletions R/ModelFit.R
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Original file line number Diff line number Diff line change
Expand Up @@ -218,6 +218,7 @@ fitCyclopsModel <- function(cyclopsData,
}

.cyclopsSetBeta(cyclopsData$cyclopsInterfacePtr, startingCoefficients)
.cyclopsSetStartingBeta(cyclopsData$cyclopsInterfacePtr, startingCoefficients)
}

if (!is.null(fixedCoefficients)) {
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12 changes: 12 additions & 0 deletions R/RcppExports.R
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Expand Up @@ -25,10 +25,22 @@
invisible(.Call(`_Cyclops_cyclopsSetBeta`, inRcppCcdInterface, beta))
}

.cyclopsGetBeta <- function(inRcppCcdInterface, index) {
.Call(`_Cyclops_cyclopsGetBeta`, inRcppCcdInterface, index)
}

.cyclopsSetStartingBeta <- function(inRcppCcdInterface, inStartingBeta) {
invisible(.Call(`_Cyclops_cyclopsSetStartingBeta`, inRcppCcdInterface, inStartingBeta))
}

.cyclopsSetFixedBeta <- function(inRcppCcdInterface, beta, fixed) {
invisible(.Call(`_Cyclops_cyclopsSetFixedBeta`, inRcppCcdInterface, beta, fixed))
}

.cyclopsGetFixedBeta <- function(inRcppCcdInterface, index) {
.Call(`_Cyclops_cyclopsGetFixedBeta`, inRcppCcdInterface, index)
}

.cyclopsGetIsRegularized <- function(inRcppCcdInterface, index) {
.Call(`_Cyclops_cyclopsGetIsRegularized`, inRcppCcdInterface, index)
}
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22 changes: 22 additions & 0 deletions src/RcppCyclopsInterface.cpp
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Expand Up @@ -116,6 +116,20 @@ void cyclopsSetBeta(SEXP inRcppCcdInterface, const std::vector<double>& beta) {
interface->getCcd().setBeta(beta);
}

// [[Rcpp::export(.cyclopsGetBeta)]]
double cyclopsGetBeta(SEXP inRcppCcdInterface, const int index) {
using namespace bsccs;
XPtr<RcppCcdInterface> interface(inRcppCcdInterface);
return interface->getCcd().getBeta(index);
}

// [[Rcpp::export(.cyclopsSetStartingBeta)]]
void cyclopsSetStartingBeta(SEXP inRcppCcdInterface, const std::vector<double>& inStartingBeta) {
using namespace bsccs;
XPtr<RcppCcdInterface> interface(inRcppCcdInterface);
interface->getCcd().setStartingBeta(inStartingBeta);
}

// [[Rcpp::export(.cyclopsSetFixedBeta)]]
void cyclopsSetFixedBeta(SEXP inRcppCcdInterface, int beta, bool fixed) {
using namespace bsccs;
Expand All @@ -124,6 +138,14 @@ void cyclopsSetFixedBeta(SEXP inRcppCcdInterface, int beta, bool fixed) {
interface->getCcd().setFixedBeta(beta - 1, fixed);
}

// [[Rcpp::export(.cyclopsGetFixedBeta)]]
bool cyclopsGetFixedBeta(SEXP inRcppCcdInterface, const int index){
using namespace bsccs;
XPtr<RcppCcdInterface> interface(inRcppCcdInterface);
return interface->getCcd().getFixedBeta(index);
}


// [[Rcpp::export(".cyclopsGetIsRegularized")]]
bool cyclopsGetIsRegularized(SEXP inRcppCcdInterface, const int index) {
using namespace bsccs;
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38 changes: 38 additions & 0 deletions src/RcppExports.cpp
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Expand Up @@ -73,6 +73,29 @@ BEGIN_RCPP
return R_NilValue;
END_RCPP
}
// cyclopsGetBeta
double cyclopsGetBeta(SEXP inRcppCcdInterface, const int index);
RcppExport SEXP _Cyclops_cyclopsGetBeta(SEXP inRcppCcdInterfaceSEXP, SEXP indexSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< SEXP >::type inRcppCcdInterface(inRcppCcdInterfaceSEXP);
Rcpp::traits::input_parameter< const int >::type index(indexSEXP);
rcpp_result_gen = Rcpp::wrap(cyclopsGetBeta(inRcppCcdInterface, index));
return rcpp_result_gen;
END_RCPP
}
// cyclopsSetStartingBeta
void cyclopsSetStartingBeta(SEXP inRcppCcdInterface, const std::vector<double>& inStartingBeta);
RcppExport SEXP _Cyclops_cyclopsSetStartingBeta(SEXP inRcppCcdInterfaceSEXP, SEXP inStartingBetaSEXP) {
BEGIN_RCPP
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< SEXP >::type inRcppCcdInterface(inRcppCcdInterfaceSEXP);
Rcpp::traits::input_parameter< const std::vector<double>& >::type inStartingBeta(inStartingBetaSEXP);
cyclopsSetStartingBeta(inRcppCcdInterface, inStartingBeta);
return R_NilValue;
END_RCPP
}
// cyclopsSetFixedBeta
void cyclopsSetFixedBeta(SEXP inRcppCcdInterface, int beta, bool fixed);
RcppExport SEXP _Cyclops_cyclopsSetFixedBeta(SEXP inRcppCcdInterfaceSEXP, SEXP betaSEXP, SEXP fixedSEXP) {
Expand All @@ -85,6 +108,18 @@ BEGIN_RCPP
return R_NilValue;
END_RCPP
}
// cyclopsGetFixedBeta
bool cyclopsGetFixedBeta(SEXP inRcppCcdInterface, const int index);
RcppExport SEXP _Cyclops_cyclopsGetFixedBeta(SEXP inRcppCcdInterfaceSEXP, SEXP indexSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< SEXP >::type inRcppCcdInterface(inRcppCcdInterfaceSEXP);
Rcpp::traits::input_parameter< const int >::type index(indexSEXP);
rcpp_result_gen = Rcpp::wrap(cyclopsGetFixedBeta(inRcppCcdInterface, index));
return rcpp_result_gen;
END_RCPP
}
// cyclopsGetIsRegularized
bool cyclopsGetIsRegularized(SEXP inRcppCcdInterface, const int index);
RcppExport SEXP _Cyclops_cyclopsGetIsRegularized(SEXP inRcppCcdInterfaceSEXP, SEXP indexSEXP) {
Expand Down Expand Up @@ -766,7 +801,10 @@ static const R_CallMethodDef CallEntries[] = {
{"_Cyclops_cyclopsGetUseOffsetNames", (DL_FUNC) &_Cyclops_cyclopsGetUseOffsetNames, 0},
{"_Cyclops_cyclopsGetComputeDevice", (DL_FUNC) &_Cyclops_cyclopsGetComputeDevice, 1},
{"_Cyclops_cyclopsSetBeta", (DL_FUNC) &_Cyclops_cyclopsSetBeta, 2},
{"_Cyclops_cyclopsGetBeta", (DL_FUNC) &_Cyclops_cyclopsGetBeta, 2},
{"_Cyclops_cyclopsSetStartingBeta", (DL_FUNC) &_Cyclops_cyclopsSetStartingBeta, 2},
{"_Cyclops_cyclopsSetFixedBeta", (DL_FUNC) &_Cyclops_cyclopsSetFixedBeta, 3},
{"_Cyclops_cyclopsGetFixedBeta", (DL_FUNC) &_Cyclops_cyclopsGetFixedBeta, 2},
{"_Cyclops_cyclopsGetIsRegularized", (DL_FUNC) &_Cyclops_cyclopsGetIsRegularized, 2},
{"_Cyclops_cyclopsSetWeights", (DL_FUNC) &_Cyclops_cyclopsSetWeights, 2},
{"_Cyclops_cyclopsSetCensorWeights", (DL_FUNC) &_Cyclops_cyclopsSetCensorWeights, 2},
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20 changes: 19 additions & 1 deletion src/cyclops/CyclicCoordinateDescent.cpp
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Expand Up @@ -203,10 +203,14 @@ void CyclicCoordinateDescent::init(bool offset) {
hDelta.resize(J, static_cast<double>(initialBound));
hBeta.resize(J, static_cast<double>(0.0));

// initialize starting betas to default value 0.0
startingBeta.resize(J, static_cast<double>(0.0));

// hXBeta.resize(K, static_cast<double>(0.0));
// hXBetaSave.resize(K, static_cast<double>(0.0));

fixBeta.resize(J, false);

hWeights.resize(0);
cWeights.resize(0); // ESK: For censor weights

Expand All @@ -217,6 +221,7 @@ void CyclicCoordinateDescent::init(bool offset) {
varianceKnown = false;
if (offset) {
hBeta[0] = static_cast<double>(1);
startingBeta[0] = static_cast<double>(1);
fixBeta[0] = true;
xBetaKnown = false;
} else {
Expand Down Expand Up @@ -257,7 +262,13 @@ void CyclicCoordinateDescent::resetBeta(void) {

auto start = hXI.getHasOffsetCovariate() ? 1 : 0;
for (auto j = start; j < J; j++) {
hBeta[j] = 0.0;

// check if a non-zero starting beta is present
if (startingBeta[j] != 0.0) {
hBeta[j] = startingBeta[j];
} else {
hBeta[j] = 0.0;
}
}
computeXBeta();
sufficientStatisticsKnown = false;
Expand Down Expand Up @@ -470,6 +481,13 @@ void CyclicCoordinateDescent::setBeta(const std::vector<double>& beta) {
varianceKnown = false;
}

void CyclicCoordinateDescent::setStartingBeta(const std::vector<double>& inStartingBeta) {
// ToDo: This functionality could be merged into setBeta()
for (int j = 0; j < J; ++j) {
startingBeta[j] = inStartingBeta[j];
}
}

void CyclicCoordinateDescent::setBeta(int i, double beta) {
#define PROCESS_IN_MS
#ifdef PROCESS_IN_MS
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3 changes: 3 additions & 0 deletions src/cyclops/CyclicCoordinateDescent.h
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Expand Up @@ -133,6 +133,8 @@ class CyclicCoordinateDescent {
// template <typename T>
void setBeta(const std::vector<double>& beta);

void setStartingBeta(const std::vector<double>& inStartingBeta);

void setBeta(int i, double beta);

// void double getHessianComponent(int i, int j);
Expand Down Expand Up @@ -330,6 +332,7 @@ class CyclicCoordinateDescent {

typedef std::vector<double> DoubleVector;
DoubleVector hBeta;
DoubleVector startingBeta;

// DoubleVector& hXBeta; // TODO Delegate to ModelSpecifics
// DoubleVector& hXBetaSave; // Delegate
Expand Down