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subsampling LOO estimates with diff-est-srs-wor start #496
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Revert "put back unnecessarily removed weights back in kfold"
This reverts commit 781e331.
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add function
get_use_progressr()
to avoid redundancies;also introduce global option `projpred.use_progressr` so that all users (even those with `progressr` installed) may refrain from using `progressr`; also handle the export of `use_progressr`
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rename
p
toprogressor_obj
to identify it more clearly andto avoid potential problems when exporting to parallel workers (the export is handled here explicitly as well)
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use argument
steps
ofprogressr::progressor()
explicitly andfix a bug in `kfold_varsel()` where object `inds` does not exist
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add the possibility to use
progressr
at the remaining occurrences o……f `foreach::foreach()`
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Commits on Jul 15, 2024
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fix a bug (
could not find function "do_call"
) when using the `doFut……ure` backend for parallelization (this issue does not get resolved when installing projpred (instead of using `devtools::load_all()`))
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remove
.select <- .select
(the issue does not occur when installingprojpred (instead of using `devtools::load_all()`))
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Commits on Jul 17, 2024
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don't include the argument content in the message as the argument con…
…tent may be a list, for example
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Commits on Aug 11, 2024
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Commits on Aug 18, 2024
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avoid
object
withincv_varsel.refmodel()
(for consistency; I don'……t know why both `object` and `refmodel` exist)
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fix a verbose message (at
?projpred::cv_varsel
, the documentation forargument `ndraws` explains that it is `nclusters` which decides the clustering/thinning mechanism by being `NULL` or not)
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mention thinning in the verbose message which gives information about
the clustering/thinning used
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fix usage of argument
summaries_fast
(at that place, `sel_cv$summar……ies_fast` is always `NULL`)
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fix input for argument
search_path_fulldata
when running fast LOO-C……V for subsampled PSIS-LOO-CV
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Commits on Aug 19, 2024
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for argument
verbose
, default to a new global option:`getOption("projpred.verbose", interactive())`
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Commits on Aug 20, 2024
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argument
summaries_fast
should not change either (when calling `cv_……varsel.vsel()`)
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fix a verbose message (at
?projpred::cv_varsel
, the documentation forargument `ndraws` explains that it is `nclusters` which decides the clustering/thinning mechanism by being `NULL` or not; the same holds for `ndraws_pred` / `nclusters_pred`)
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Commits on Aug 22, 2024
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Commits on Aug 23, 2024
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UNFINISHED: move out the new "mixed deltas" variant of
plot.vsel()
,…… the new column behavior of `summary.vsel()`, and the omittance of option `"best"` of argument `baseline`
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Revert "UNFINISHED: move out the new "mixed deltas" variant of `plot.…
…vsel()`, the" This reverts commit ea18e9a. Reason for the revert: It's easier if we first add everything that should be in the final (separate) pull request that incorporates all changes from this pull request (including the new "mixed deltas" plot, the new column behavior of `summary.vsel()` etc.). Afterwards, we can simplify the current pull request and leave things like the new "mixed deltas" plot and the new column behavior of `summary.vsel()` for the separate pull request.
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in
.onAttach()
, keep the temporary "NOTE" in separate lines (toavoid that `\n` accidentally remains after removing the "NOTE" in the future)
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simplify
summaries_fast_sub <- varsel$summaries_fast$sub
and `summa……ries_fast_sub <- NULL` to one line
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loo_inds
as stored invsel
objects was unused so farthe intentioned usage was probably in `get_stat()` (because `loo_inds <- which(!is.na(lppd))` was error-prone; e.g., in the augmented-data or latent projection, `lppd` might consist of only `NA`s)
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in
get_stat()
, theis.null(summaries_fast)
checks are not necessaryalso perform some cleaning in terms of whitespace and object names (in R, calling objects `n` is not convenient because it complicates debugging [there, `n` means "next"]; also, such a generic name makes it hard to search for these objects in the code; for `w`, the problem is that there are several different kinds of weights within projpred, so we should point out what they refer to)
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avoid object name
n
at more places(in R, calling objects `n` is not convenient because it complicates debugging [there, `n` means "next"]; also, such a generic name makes it hard to search for these objects in the code; for `w`, the problem is that there are several different kinds of weights within projpred, so we should point out what they refer to)
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the definition of
loo_ref_oscale
does not make sense to be placed a……mong the empty initialized objects, so move it back
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simplify an SRS-WOR
value
computation (ifmu_baseline
isNULL
, ……then `correct_baseline` is `0` anyway)
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avoid redundant computations by moving `sqrt(srs_diffe$v_y_hat + srs_…
…diffe$hat_v_y)` into `.srs_diff_est_w()`
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add a comment and a check in
loo_varsel()
for `!validate_search && ……nloo < refmodel[["nobs"]]`
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Commits on Aug 26, 2024
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Revert "avoid redundant computations by moving `sqrt(srs_diffe$v_y_ha…
…t + srs_diffe$hat_v_y)` into `.srs_diff_est_w()`" This reverts commit 2727cff. Reason for the revert: See <2727cff#commitcomment-145785150>.
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simplify definitions of
mu_baseline
(possible because`NULL$mu` is `NULL` and `rep(NULL$mu, c(4, 5))` (for example) as well)
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move out the new "mixed deltas" variant of
plot.vsel()
, thenew column behavior of `summary.vsel()`, and the omittance of option `"best"` of argument `baseline`
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Commits on Aug 30, 2024
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use a consistent order of the
if
cases differentiating betweensubsampled LOO (`n_loo < n_full`) and everything else (`n_loo == n_full`)
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there was only one use of
var_mse_e
and sincevalue_se
does not change from definition of `var_mse_e` to use of `var_mse_e`, the extra definition of `var_mse_e` can be avoided
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remove unused
mu_baseline
(only unused in case of`is.null(summaries_baseline)`); one reason is that I'm not sure whether it was supposed to read `mu_baseline <- y` in that case (instead of `mu_baseline <- 0`)
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Commits on Sep 15, 2024
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Commits on Sep 18, 2024
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add a placeholder for the documentation of argument
summaries_fast
……of `cv_varsel()`
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fixup! remove unused
mu_baseline
(only unused in case ofThis fixes commit 0d73c8e. However, before commit 0d73c8e, `is.null(mu_baseline)` should have never occurred because if `summaries_baseline` was `NULL`, then `mu_baseline` was set to `0` (and if `summaries_baseline` was not `NULL`, then `mu_baseline` was set to `summaries_baseline$mu` which should not be `NULL` either). Hence, this fixup here does not only fix commit 0d73c8e, but also the incorrect behavior which existed before it.
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Commits on Sep 25, 2024
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vsel_obj$nloo
can beNULL
(forvsel_obj
created byvarsel()
), sofix `validate_baseline()`'s check
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fix the
get_stat()
call for the reference model statistics (loo_inds
always needs to match `summaries_fast`)
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Commits on Sep 26, 2024
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fix the
stat %in% c("acc", "pctcorr", "auc")
case inget_stat()
(`mu_fast`, `loo_inds`, and `n_loo` were not properly updated when de-aggregating the aggregated dataset)
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fix
.tabulate_stats()
(catmaxprb()
also needs to beapplied to the subsampled LOO results)
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fix
.tabulate_stats()
(several steps in case of the latent projectionalso need to be applied to the subsampled LOO results)
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Commits on Oct 9, 2024
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Since
summaries_fast
is created by a call toloo_varsel()
with`validate_search = FALSE`, the search is not run again when creating `summaries_fast`. Only the performance evaluation (including the re-projections required for it) is run again. Hence, it would be inconsistent to treat `summaries_fast` like the search-related arguments of `cv_varsel.refmodel()` when calling `cv_varsel.refmodel()` from within `cv_varsel.vsel()`. Thus, a lot of code related to `summaries_fast` can be removed, which is done here.
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Commits on Oct 16, 2024
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Revert changes that are unrelated to subsampled LOO-CV (to find out
why some test snapshots changed unexpectedly).
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Commits on Oct 22, 2024
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