batch.pulsar: pulsar: batch mode

Description

Run pulsar using stability selection, or another criteria, to select an undirected graphical model over a lambda-path.

Usage

batch.pulsar(
  data,
  fun = huge::huge,
  fargs = list(),
  criterion = c("stars"),
  thresh = 0.1,
  subsample.ratio = NULL,
  lb.stars = FALSE,
  ub.stars = FALSE,
  rep.num = 20,
  seed = NULL,
  wkdir = getwd(),
  regdir = NA,
  init = "init",
  conffile = "",
  job.res = list(),
  cleanup = FALSE,
  refit = TRUE
)

Value

an S3 object of class batch.pulsar with a named member for each stability criterion/metric. Within each of these are:

summary: the summary criterion over rep.num graphs at each value of lambda
criterion: the stability metric
merge: the raw criterion merged over the rep.num graphs (constructed from rep.num subsamples), prior to summarization
opt.ind: index (along the path) of optimal lambda selected by the criterion at the desired threshold. Will return $0$ if no optimum is found or NULL if selection for the criterion is not implemented.

If stars is included as a criterion then additional arguments include

lb.index: the lambda index of the lower bound at $N = 2$ samples if lb.stars flag is set to TRUE
ub.index: the lambda index of the upper bound at $N = 2$ samples if ub.stars flag is set to TRUE

reg: Registry object. See batchtools::makeRegistry

id: Identifier for mapping graph estimation function. See batchtools::batchMap

call: the original function call

Arguments

data: A $n * p$ matrix of data matrix input to solve for the $p * p$ graphical model
fun: pass in a function that returns a list representing $p * p$ sparse, undirected graphical models along the desired regularization path. The expected inputs to this function are: a data matrix input and a sequence of decreasing lambdas and must return a list or S3 object with a member named path. This should be a list of adjacency matrices for each value of lambda. See pulsar-function for more information.
fargs: arguments to argument fun. Must be a named list and requires at least one member lambda, a numeric vector with values for the penalty parameter.
criterion: A character vector of selection statistics. Multiple criteria can be supplied. Only StARS can be used to automatically select an optimal index for the lambda path. See details for additional statistics.
thresh: threshold (referred to as scalar $β$ in StARS publication) for selection criterion. Only implemented for StARS. thresh=0.1 is recommended.
subsample.ratio: determine the size of the subsamples (referred to as $b (n) / n$ ). Default is 10*sqrt(n)/n for n > 144 or 0.8 otherwise. Should be strictly less than 1.
lb.stars: Should the lower bound be computed after the first $N = 2$ subsamples (should result in considerable speedup and only implemented if stars is selected). If this option is selected, other summary metrics will only be applied to the smaller lambda path.
ub.stars: Should the upper bound be computed after the first $N = 2$ subsamples (should result in considerable speedup and only implemented if stars is selected). If this option is selected, other summary metrics will only be applied to the smaller lambda path. This option is ignored if the lb.stars flag is FALSE.
rep.num: number of random subsamples $N$ to take for graph re-estimation. Default is $N = 20$ , but more is recommended for non-StARS criteria or if using edge frequencies as confidence scores.
seed: A numeric seed to force predictable subsampling. Default is NULL. Use for testing purposes only.
wkdir: set the working directory if different than getwd
regdir: directory to store intermediate batch job files. Default will be a tempory directory
init: text string appended to basename of the regdir path to store the batch jobs for the initial StARS variability estimate (ignored if `regdir` is NA)
conffile: path to or string that identifies a batchtools configuration file. This argument is passed directly to the name argument of the findConfFile function. See that help for detailed explanation.
job.res: named list of resources needed for each job (e.g. for PBS submission script). The format and members depends on configuration and template. See examples section for a Torque example
cleanup: Flag for removing batchtools registry files. Recommended FALSE unless you're sure intermediate data shouldn't be saved.
refit: Boolean flag to refit on the full dataset after pulsar is run. (see also refit)

References

Müller, C. L., Bonneau, R., & Kurtz, Z. (2016). Generalized Stability Approach for Regularized Graphical Models. arXiv https://arxiv.org/abs/1605.07072

Liu, H., Roeder, K., & Wasserman, L. (2010). Stability approach to regularization selection (stars) for high dimensional graphical models. Proceedings of the Twenty-Third Annual Conference on Neural Information Processing Systems (NIPS).

Zhao, T., Liu, H., Roeder, K., Lafferty, J., & Wasserman, L. (2012). The huge Package for High-dimensional Undirected Graph Estimation in R. The Journal of Machine Learning Research, 13, 1059–1062.

Michel Lang, Bernd Bischl, Dirk Surmann (2017). batchtools: Tools for R to work on batch systems. The Journal of Open Source Software, 2(10). URL https://doi.org/10.21105/joss.00135.