MagmaClustR (version 1.2.1)

MagmaClustR: MagmaClustR : Clustering and Prediction using Multi-Task Gaussian Processes

Description

The MagmaClustR package implements two main algorithms, called Magma and MagmaClust, using a multi-task GPs model to perform predictions for supervised learning problems. Theses approaches leverage the learning of cluster-specific mean processes, which are common across similar tasks, to provide enhanced prediction performances (even far from data) at a linear computational cost (in the number of tasks). MagmaClust is a generalisation of Magma where the tasks are simultaneously clustered into groups, each being associated to a specific mean process. User-oriented functions in the package are decomposed into training, prediction and plotting functions. Some basic features of standard GPs are also implemented.

Author(s)

Arthur Leroy, Pierre Pathe and Pierre Latouche
Maintainer: Arthur Leroy -

Examples

Simulate a dataset, train and predict with Magma

set.seed(4242)
data_magma <- simu_db(M = 11, N = 10, K = 1)
magma_train <- data_magma %>% subset(ID %in% 1:10)
magma_test <- data_magma %>% subset(ID == 11) %>% head(7)

magma_model <- train_magma(data = magma_train)
magma_pred <- pred_magma(data = magma_test, trained_model = magma_model, grid_inputs = seq(0, 10, 0.01))

Simulate a dataset, train and predict with MagmaClust

set.seed(4242)
data_magmaclust <- simu_db(M = 4, N = 10, K = 3)
list_ID = unique(data_magmaclust$ID)
magmaclust_train <- data_magmaclust %>% subset(ID %in% list_ID[1:11])
magmaclust_test <- data_magmaclust %>% subset(ID == list_ID[12]) %>% head(5)

magmaclust_model <- train_magmaclust(data = magmaclust_train)
magmaclust_pred <- pred_magmaclust(data = magmaclust_test,
trained_model = magmaclust_model, grid_inputs = seq(0, 10, 0.01))

Author

Maintainer: Arthur Leroy (ORCID)

Authors:

• Pierre Latouche

Other contributors:

• Pierre Pathé [contributor]

• Alexia Grenouillat [contributor]

• Hugo Lelievre [contributor]

Details

For a quick introduction to MagmaClustR, please refer to the README at https://github.com/ArthurLeroy/MagmaClustR

References

Arthur Leroy, Pierre Latouche, Benjamin Guedj, and Servane Gey.
MAGMA: Inference and Prediction with Multi-Task Gaussian Processes. Machine Learning, 2022, https://link.springer.com/article/10.1007/s10994-022-06172-1

Arthur Leroy, Pierre Latouche, Benjamin Guedj, and Servane Gey.
Cluster-Specific Predictions with Multi-Task Gaussian Processes. Journal of Machine Learning Research, 2023, https://jmlr.org/papers/v24/20-1321.html

See Also

Useful links:

• https://github.com/ArthurLeroy/MagmaClustR

• https://arthurleroy.github.io/MagmaClustR/

• Report bugs at https://github.com/ArthurLeroy/MagmaClustR/issues