Last updated: 2017-08-24

Code version: 6089d1d

par( mfrow = c(2,2), mar =c(0.1,0.1,0.66,0.1))
layout(matrix(c(1,1,1,1,1,0,2,2,2,2,2,0,0,0,3,3,3,3,3,0,0,0), 2, 11, byrow = TRUE))

Comparison by methods

In this case, we simulate data set with 100 train samples and 100 test samples.

P = 300

loglikelihood

#dsc-query omega -o methodsP300.ipynb --title "compare methods in P 300" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n loglik.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 300" "hub_graph.n = 200" "band_graph.P = 300" "band_graph.n = 200" "cluster_graph.P = 300" "cluster_graph.n = 200" "scale_free_graph.P = 300" "scale_free_graph.n = 200" "diagonal.P = 300" "diagonal.n = 200" "toeplitz.P = 300" "toeplitz.n = 200" "dense_edors_renyi_graph.P=300" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=300" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP300.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "loglik_score"
title = "P=300 N = 100 loglik"
plot_per_method(data, methods, score,title,T)

mse

#dsc-query omega -o methodsP300mse.ipynb --title "compare methods in P 300 in MSE" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n mse.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 300" "hub_graph.n = 200" "band_graph.P = 300" "band_graph.n = 200" "cluster_graph.P = 300" "cluster_graph.n = 200" "scale_free_graph.P = 300" "scale_free_graph.n = 200" "diagonal.P = 300" "diagonal.n = 200" "toeplitz.P = 300" "toeplitz.n = 200" "dense_edors_renyi_graph.P=300" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=300" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP300mse.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "mse_score"
title = "P=300 N = 100 MSE"
plot_per_method(data, methods, score,title,F)

hyvarinen

#dsc-query omega -o methodsP300hyvarinen.ipynb --title "compare methods in P 300 in hyvarinen" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n hyvarinen.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 300" "hub_graph.n = 200" "band_graph.P = 300" "band_graph.n = 200" "cluster_graph.P = 300" "cluster_graph.n = 200" "scale_free_graph.P = 300" "scale_free_graph.n = 200" "diagonal.P = 300" "diagonal.n = 200" "toeplitz.P = 300" "toeplitz.n = 200" "dense_edors_renyi_graph.P=300" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=300" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP300hyvarinen.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "hyvarinen_score"
title = "P=300 N = 100 hyvarinen"
plot_per_method(data, methods, score,title,F)

P = 1000

loglikelihood

#dsc-query omega -o methodsP1000loglik.ipynb --title "compare methods in P 1000 in loglik" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n loglik.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 1000" "hub_graph.n = 200" "band_graph.P = 1000" "band_graph.n = 200" "cluster_graph.P = 1000" "cluster_graph.n = 200" "scale_free_graph.P = 1000" "scale_free_graph.n = 200" "diagonal.P = 1000" "diagonal.n = 200" "toeplitz.P = 1000" "toeplitz.n = 200" "dense_edors_renyi_graph.P=1000" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=1000" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP1000loglik.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "loglik_score"
title = "P=1000 N = 100 loglik"
# plot_per_method(data, methods, score,title,T,T)
plot_per_method(data, methods, score,title,T,F)

MSE

#dsc-query omega -o methodsP1000mse.ipynb --title "compare methods in P 1000 in MSE" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n mse.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 1000" "hub_graph.n = 200" "band_graph.P = 1000" "band_graph.n = 200" "cluster_graph.P = 1000" "cluster_graph.n = 200" "scale_free_graph.P = 1000" "scale_free_graph.n = 200" "diagonal.P = 1000" "diagonal.n = 200" "toeplitz.P = 1000" "toeplitz.n = 200" "dense_edors_renyi_graph.P=1000" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=1000" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP1000mse.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "mse_score"
title = "P=1000 N = 100 MSE"
# plot_per_method(data, methods, score,title,F,T)
plot_per_method(data, methods, score,title,F,F)

hyvarinen

#dsc-query omega -o methodsP1000hyvarinen.ipynb --title "compare methods in P 1000 in hyvarinen" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n hyvarinen.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 1000" "hub_graph.n = 200" "band_graph.P = 1000" "band_graph.n = 200" "cluster_graph.P = 1000" "cluster_graph.n = 200" "scale_free_graph.P = 1000" "scale_free_graph.n = 200" "diagonal.P = 1000" "diagonal.n = 200" "toeplitz.P = 1000" "toeplitz.n = 200" "dense_edors_renyi_graph.P=1000" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=1000" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP1000hyvarinen.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "hyvarinen_score"
title = "P=1000 N = 100 hyvarinen"
plot_per_method(data, methods, score,title,F)

P = 100

loglikelihood

#dsc-query omega -o methodsP100loglik.ipynb --title "compare methods in P 100 in loglik" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n loglik.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 100" "hub_graph.n = 200" "band_graph.P = 100" "band_graph.n = 200" "cluster_graph.P = 100" "cluster_graph.n = 200" "scale_free_graph.P = 100" "scale_free_graph.n = 200" "diagonal.P = 100" "diagonal.n = 200" "toeplitz.P = 100" "toeplitz.n = 200" "dense_edors_renyi_graph.P=100" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=100" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP100loglik.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "loglik_score"
title = "P=100 N = 100 loglik"
plot_per_method(data, methods, score,title,T)

MSE

#dsc-query omega -o methodsP100mse.ipynb --title "compare methods in P 100 in MSE" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n mse.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 100" "hub_graph.n = 200" "band_graph.P = 100" "band_graph.n = 200" "cluster_graph.P = 100" "cluster_graph.n = 200" "scale_free_graph.P = 100" "scale_free_graph.n = 200" "diagonal.P = 100" "diagonal.n = 200" "toeplitz.P = 100" "toeplitz.n = 200" "dense_edors_renyi_graph.P=100" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=100" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP100mse.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "mse_score"
title = "P=100 N = 100 MSE"
plot_per_method(data, methods, score,title,F)

hyvarinen

#dsc-query omega -o methodsP100hyvarinen.ipynb --title "compare methods in P 100 in hyvarinen" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n hyvarinen.score flash SFAmix tiger glasso clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 100" "hub_graph.n = 200" "band_graph.P = 100" "band_graph.n = 200" "cluster_graph.P = 100" "cluster_graph.n = 200" "scale_free_graph.P = 100" "scale_free_graph.n = 200" "diagonal.P = 100" "diagonal.n = 200" "toeplitz.P = 100" "toeplitz.n = 200" "dense_edors_renyi_graph.P=100" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=100" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP100hyvarinen.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash")
score = "hyvarinen_score"
title = "P=100 N = 100 hyvarinen"
plot_per_method(data, methods, score,title,F)

P = 10

loglikelihood

#dsc-query omega -o methodsP10loglik.ipynb --title "compare methods in P 10 in loglik" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n loglik.score flash SFAmix tiger glasso inv_cov clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 10" "hub_graph.n = 200" "band_graph.P = 10" "band_graph.n = 200" "cluster_graph.P = 10" "cluster_graph.n = 200" "scale_free_graph.P = 10" "scale_free_graph.n = 200" "diagonal.P = 10" "diagonal.n = 200" "toeplitz.P = 10" "toeplitz.n = 200" "dense_edors_renyi_graph.P=10" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=10" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP10loglik.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash","inv_cov")
score = "loglik_score"
title = "P=10 N = 100 loglik"
plot_per_method(data, methods, score,title,T)

MSE

#dsc-query omega -o methodsP10mse.ipynb --title "compare methods in P 10 in MSE" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n mse.score flash SFAmix tiger glasso inv_cov clime hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 10" "hub_graph.n = 200" "band_graph.P = 10" "band_graph.n = 200" "cluster_graph.P = 10" "cluster_graph.n = 200" "scale_free_graph.P = 10" "scale_free_graph.n = 200" "diagonal.P = 10" "diagonal.n = 200" "toeplitz.P = 10" "toeplitz.n = 200" "dense_edors_renyi_graph.P=10" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=10" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP10mse.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash","inv_cov")
score = "mse_score"
title = "P=10 N = 100 MSE"
plot_per_method(data, methods, score,title,F)

# plot_per_method(data, methods, score,title,F,T)

hyvarinen

#dsc-query omega -o methodsP10hyvarinen.ipynb --title "compare methods in P 10 in hyvarinen" --target  toeplitz.P toeplitz.n hub_graph.P hub_graph.n dense_edors_renyi_graph.P dense_edors_renyi_graph.n sparse_edors_renyi_graph.P sparse_edors_renyi_graph.n cluster_graph.P cluster_graph.n scale_free_graph.P scale_free_graph.n band_graph.P band_graph.n diagonal.P diagonal.n hyvarinen.score flash SFAmix tiger glasso clime inv_cov hybrid_SFAmix hybrid_flash --condition "hub_graph.P = 10" "hub_graph.n = 200" "band_graph.P = 10" "band_graph.n = 200" "cluster_graph.P = 10" "cluster_graph.n = 200" "scale_free_graph.P = 10" "scale_free_graph.n = 200" "diagonal.P = 10" "diagonal.n = 200" "toeplitz.P = 10" "toeplitz.n = 200" "dense_edors_renyi_graph.P=10" "dense_edors_renyi_graph.n=200" "sparse_edors_renyi_graph.P=10" "sparse_edors_renyi_graph.n=200"  --language R
source("../testdata/plotfunction.R")
data = readRDS("../testdata/omega-0811/output/methodsP10hyvarinen.rds")
methods = c("flash", "SFAmix", "tiger", "glasso", "clime", "hybrid_SFAmix", "hybrid_flash","inv_cov")
score = "hyvarinen_score"
title = "P=10 N = 100 hyvarinen"
plot_per_method(data, methods, score,title,F)

for the same scale, there are some problems. we can not tell the difference from some relavant small change. one can just set same_scale=T to see the result.

Session information

sessionInfo()
R version 3.3.0 (2016-05-03)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.12.6 (unknown)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] fmsb_0.6.1      bindrcpp_0.2    dplyr_0.7.2     reshape2_1.4.2 
[5] cowplot_0.8.0   ggplot2_2.2.1   workflowr_0.4.0 rmarkdown_1.6  

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.12     bindr_0.1        knitr_1.17       magrittr_1.5    
 [5] munsell_0.4.3    colorspace_1.3-2 R6_2.2.2         rlang_0.1.2     
 [9] stringr_1.2.0    plyr_1.8.4       tools_3.3.0      grid_3.3.0      
[13] gtable_0.2.0     git2r_0.19.0     htmltools_0.3.6  assertthat_0.2.0
[17] yaml_2.1.14      lazyeval_0.2.0   rprojroot_1.2    digest_0.6.12   
[21] tibble_1.3.3     glue_1.1.1       evaluate_0.10.1  labeling_0.3    
[25] stringi_1.1.5    scales_0.4.1     backports_1.1.0  pkgconfig_2.0.1

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