Clustering via parsimonious Gaussian Mixtures of Experts using the MoEClust models introduced by Murphy and Murphy (2017)

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`

.

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.

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

- 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.

- Related new function
- 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.

- Behaves exactly as per
- 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.

- 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"`

.

`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.

`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"`

.

- 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.