2

MoEClust

Gaussian Parsimonious Clustering Models with Covariates and a Noise Component

Clustering via parsimonious Gaussian Mixtures of Experts using the MoEClust models introduced by Murphy and Murphy (2018) . This package fits finite Gaussian mixture models with a formula interface for supplying gating and/or expert network covariates using a range of parsimonious covariance parameterisations from the GPCM family via the EM/CEM algorithm. Visualisation of the results of such models using generalised pairs plots and the inclusion of an additional noise component is also facilitated.

CRAN_Status_Badge rstudio mirror downloads rstudio mirror downloads

Gaussian Parsimonious Clustering Models

with Gating and Expert Network Covariates

Written by Keefe Murphy

Description

Fits MoEClust models introduced by Murphy and Murphy (2017) <arXiv:1711.05632>, i.e. fits finite Gaussian mixture of experts models with gating and/or expert network covariates supplied via formula interfaces using a range of parsimonious covariance parameterisations via the EM/CEM algorithm. Also visualises Gaussian mixture of experts models with parsimonious covariance structures using generalised pairs plots.

The most important function in the MoEClust package is: MoE_clust, for fitting the model via EM/CEM with gating and/or expert network covariates, supplied via formula interfaces. Other functions also exist, e.g. MoE_control, MoE_crit, MoE_dens, MoE_estep, and aitken, which are all used within MoE_clust but are nonetheless made available for standalone use. MoE_compare is provided for conducting model selection between different results from MoE_clust using different covariate combinations &/or initialisation strategies, etc.

A dedicated plotting function exists for visualising the results using generalised pairs plots, for examining the gating network, and/or log-likelihood, and/or clustering uncertainties, and/or graphing model selection criteria values. The generalised pairs plots (MoE_gpairs) visualise all pairwise relationships between clustered response variables and associated continuous, categorical, and/or ordinal covariates in the gating &/or expert networks, coloured according to the MAP classification, and also give the marginal distributions of each variable (incl. the covariates) along the diagonal.

An as.Mclust method is provided to coerce the output of class "MoEClust" from MoE_clust to the "Mclust" class, to facilitate use of plotting and other functions for the "Mclust" class within the mclust package. As per mclust, MoEClust also facilitates modelling with an additional noise component (with or without the mixing proportion for the noise component depending on covariates). Finally, a predict method is provided for predicting the fitted response and probability of cluster membership (and by extension the MAP classification) for new data, in the form of new covariates and new response data, or new covariates only.

The package also contains two data sets: ais and CO2data.

Installation

You can install the latest stable official release of the MoEClust package from CRAN:

install.packages("MoEClust")

or the development version from GitHub:

# If required install devtools:  
# install.packages('devtools')  
devtools::install_github('Keefe-Murphy/MoEClust')

In either case, you can then explore the package with:

library(MoEClust)  
help(MoE_clust) # Help on the main modelling function

For a more thorough intro, the vignette document is available as follows:

vignette("MoEClust", package="MoEClust")

However, if the package is installed from GitHub the vignette is not automatically created. It can be accessed when installing from GitHub with the code:

devtools::install_github('Keefe-Murphy/MoEClust', build_vignettes = TRUE)

Alternatively, the vignette is available on the package's CRAN page.

References

K. Murphy and T. B. Murphy (2017). Parsimonious Model-Based Clustering with Covariates. To appear. <arXiv:1711.05632>

News

MoEClust: Gaussian Parsimonious Clustering Models -

with Gating and Expert Network Covariates

MoEClust v1.2.1 - (4th release [patch update]: 2018-12-11)

New Features, Improvements, Bug Fixes & Miscellaneous Edits

  • New MoE_control arg. algo allows model fitting using the "EM" or "CEM" algorithm:
    • Related new function MoE_cstep added.
    • Extra algo option "cemEM" allows running EM starting from convergence of CEM.
  • Added LOGLIK to MoE_clust output, giving maximal log-likelihood values for all fitted models.
    • Behaves exactly as per DF/ITERS, etc., with associated printing/plotting functions.
    • Edited MoE_compare, summary.MoEClust, and MoE_plotCrit accordingly.
  • New MoE_control arg. nstarts allows for multiple random starts when init.z="random".
  • New MoE_control arg. tau0 provides another means of initialising the noise component.
  • If clustMD is invoked for initialisation, models are now run more quickly in parallel.
  • Allowed gating and expert formulas without intercept terms (drop_constants also edited).
  • MoE_plotGate now allows a user-specified x-axis against which mixing proportions are plotted.
  • Fixed bug in checking for strictly increasing log-likelihood estimates.

MoEClust v1.2.0 - (3rd release [minor update]: 2018-08-24)

New Features & Improvements

  • New predict.MoEClust function added: predicts cluster membership probability,
    MAP classification, and fitted response, using only new covariates or new covariates &
    new response data, with noise components (and the noise.gate option) accounted for.
  • New plotting function MoE_Uncertainty added (callable within plot.MoEClust):
    visualises clustering uncertainty in the form of a barplot or an ordered profile plot,
    allowing reference to be made to the true labels, or not, in both cases.
  • Specifying response.type="density" to MoE_gpairs now works properly for models with
    gating &/or expert network covariates. Previous approach which evaluated the density using
    averaged gates &/or averaged means replaced by more computationally expensive but correct
    approach, which evaluates MVN density for every observation individually and then averages.
  • Added clustMD package to Suggests:. New MoE_control argument exp.init$clustMD
    governs whether categorical/ordinal covariates are also incorporated into the initialisation
    when isTRUE(exp.init$joint) & clustMD is loaded (defaults to FALSE, works with noise).
  • Added drop.break arg. to MoE_control for further control over the extra initialisation
    step invoked in the presence of expert covariates (see Documentation for details).
  • Sped-up MoE_dens for the EEE & VVV models by using already available Cholesky factors.
  • Other new MoE_control arguments:
    • km.args specifies kstarts & kiters when init.z="kmeans".
    • Consolidated args. related to init.z="hc" & noise into hc.args & noise.args.
    • hc.args now also passed to call to mclust when init.z="mclust".
    • init.crit ("bic"/"icl") controls selection of optimal mclust/clustMD
      model type to initialise with (if init.z="mclust" or isTRUE(exp.init$clustMD));
      relatedly, initialisation now sped-up when init.z="mclust".

Bug Fixes & Miscellaneous Edits

  • ITERS replaces iters as the matrix of the number of EM iterations in MoE_clust output:
    • iters now gives this number for the optimal model.
      • ITERS now behaves like BIC/ICL etc. in inheriting the "MoECriterion" class.
      • iters now filters down to summary.MoEClust and the associated printing function.
      • ITERS now filters down to MoE_compare and the associated printing function.
  • Fixed point-size, transparency, & plotting symbols when response.type="uncertainty"
    within MoE_gpairs to better conform to mclust: previously no transparency.
  • subset arg. to MoE_gpairs now allows data.ind=0 or cov.ind=0, allowing plotting of
    response variables or plotting of the covariates to be suppressed entirely.
  • Clarified MVN ellipses in MoE_gpairs plots.
  • sigs arg. to MoE_dens and MoE_estep must now be a variance object, as per variance
    in the parameters list from MoE_clust & mclust output, the number of clusters G,
    variables d & modelName is inferred from this object: the arg. modelName was removed.
  • MoE_clust no longer returns an error if init.z="mclust" when no gating/expert network
    covariates are supplied; instead, init.z="hc" is used to better reproduce mclust output.
  • resid.data now returned by MoE_clust as a list, to better conform to MoE_dens.
  • Renamed functions MoE_aitken & MoE_qclass to aitken & quant_clust, respectively.
  • Rows of data w/ missing values now dropped for gating/expert covariates too (MoE_clust).
  • Logical covariates in gating/expert networks now coerced to factors.
  • Fixed small bug calculating linf within aitken & the associated stopping criterion.
  • Final linf estimate now returned for optimal model when stopping="aitken" & G > 1.
  • Removed redundant extra M-step after convergence for models without expert covariates.
  • Removed redundant & erroneous resid & residuals args. to as.Mclust & MoE_gpairs.
  • MoE_plotCrit, MoE_plotGate & MoE_plotLogLik now invisibly return revelant quantities.
  • Corrected degrees of freedom calculation for G=0 models when noise.init is not supplied.
  • Fixed drop_levels to handle alphanumeric variable names and ordinal variables.
  • Fixed MoE_compare when a mix of models with and without a noise component are supplied.
  • Fixed MoE_compare when optimal model has to be re-fit due to mismatched criterion.
  • Fixed y-axis labelling of MoE_Uncertainty plots.
  • print.MoECompare now has a digits arg. to control rounding of printed output.
  • Better handling of tied model-selection criteria values in MoE_clust & MoE_compare.
  • Interactions and higher-order terms are now accounted for within drop_constants.
  • Replaced certain instances of is.list(x) with inherits(x, "list") for stricter checking.
  • Added extra checks for invalid gating &/or expert covariates within MoE_clust.
  • Added mclust::clustCombi/clustCombiOptim examples to as.Mclust documentation.
  • Added extra precautions for empty clusters: during initialisation & during EM.
  • Added utility function MoE_news for accessing this NEWS file.
  • Added message if optimum G is at either end of the range considered.
  • Tidied indentation/line-breaks for cat/message/warning calls for printing clarity.
  • Added line-breaks to usage sections of multi-argument functions.
  • Corrected MoEClust-package help file (formerly just MoEClust).
  • Many documentation clarifications.

MoEClust v1.1.0 - (2nd release [minor update]: 2018-02-06)

New Features & Improvements

  • MoE_control gains the noise.gate argument (defaults to TRUE): when FALSE,
    the noise component's mixing proportion isn't influenced by gating network covariates.
  • x$parameters$mean is now reported as the posterior mean of the fitted values when
    there are expert network covariates: when there are no expert covariates, the posterior
    mean of the response is reported, as before. This effects the centres of the MVN ellipses
    in response vs. response panels of MoE_gpairs plots when there are expert covariates.
  • New function expert_covar used to account for variability in the means, in the presence
    of expert covariates, in order to modify shape & size of MVN ellipses in visualisations.
  • MoE_control gains the hcUse argument (defaults to "VARS" as per old mclust versions).
  • MoE_mahala gains the squared argument + speedup/matrix-inversion improvements.
  • Speed-ups, incl. functions from matrixStats (on which MoEClust already depended).
  • The MoE_gpairs argument addEllipses gains the option "both".

Bug Fixes & Miscellaneous Edits

  • Fixed bug when equalPro=TRUE in the presence of a noise component when there are
    no gating covariates: now only the mixing proportions of the non-noise components
    are constrained to be equal, after accounting for the noise component.
  • MoE_gpairs argument scatter.type gains the options lm2 & ci2 for further control
    over gating covariates. Fixed related bug whereby lm & ci type plots were being
    erroneously produced for panels involving pairs of continuous covariates only.
  • Fixed bugs in MoE_mahala and in expert network estimation with a noise component.
  • G=0 models w/ noise component only can now be fitted without having to supply noise.init.
  • MoE_compare now correctly prints noise information for sub-optimal models.
  • Slight edit to criterion used when stopping="relative": now conforms to mclust.
  • Added check.margin=FALSE to calls to sweep().
  • Added call.=FALSE to all stop() messages.
  • Removed dependency on the grid library.
  • Many documentation clarifications.

MoEClust v1.0.0 - (1st release: 2017-11-28)

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.
install.packages("MoEClust")

1.2.2 by Keefe Murphy, 12 days ago

https://cran.r-project.org/package=MoEClust

Report a bug at https://github.com/Keefe-Murphy/MoEClust

Browse source code at https://github.com/cran/MoEClust

Authors: Keefe Murphy [aut, cre] , Thomas Brendan Murphy [ctb]

Documentation:   PDF Manual  

Task views: Cluster Analysis & Finite Mixture Models

GPL (>= 2) license

Imports lattice, matrixStats, mclust, mvnfast, nnet, vcd

Suggests cluster, clustMD, geometry, knitr, rmarkdown, snow

See at CRAN

R links

R homepage

Download R

Mailing lists

R documentation

R manuals

R FAQs

The R Journal

CRAN links

CRAN homepage

CRAN repository policy

Submit a package

METACRAN stuff

About METACRAN

At github

Report a bug