flash_fit objects are the "internal" objects used by flash
functions to fit an EBMF model. Whereas flash objects
(the end results of the fitting process) include user-friendly fields and
methods, flash_fit objects were not designed for public
consumption and can be unwieldy. Nonetheless, some advanced
flash functionality requires the wielding of
flash_fit objects. In particular, initialization, convergence,
and "verbose" display functions all take one or more flash_fit
objects as input (see parameter init_fn in function
flash_greedy; parameter fn in
flash_set_conv_crit;
and parameter fns in flash_set_verbose).
For users who would like to write custom functions, the accessor functions
and methods enumerated below may prove useful. See
flash_set_verbose for an example.
flash_fit(flash)
flash_fit_get_pm(f, n)
flash_fit_get_p2m(f, n)
flash_fit_get_est_tau(f)
flash_fit_get_fixed_tau(f)
flash_fit_get_tau(f)
flash_fit_get_elbo(f)
flash_fit_get_KL(f, n)
flash_fit_get_g(f, n)A flash object.
A flash_fit object.
Set n = 1 to access loadings \(L\) and n = 2 to
access factors \(F\)).
See function descriptions below.
The following S3 methods are available for flash_fit objects at all
times except while optimizing new factor/loadings pairs as part of a
"greedy" fit:
fitted.flash_fitReturns the "fitted values" \(E(LF') = E(L) E(F)'\).
residuals.flash_fitReturns the expected residuals \(Y - E(LF') = Y - E(L) E(F)'\).
ldf.flash_fitReturns an \(LDF\) decomposition, with columns of \(L\) and \(F\) scaled as specified by the user.
flash_fit_get_pm(): The posterior means for the loadings matrix \(L\)
(when parameter n is equal to 1) or factor matrix \(F\)
(when n = 2). While optimizing new factor/loadings pairs as part of
a "greedy" fit, only the posterior means for the new loadings
\(\ell_{\cdot k}\) or factor \(f_{\cdot k}\) will be returned.
flash_fit_get_p2m(): The posterior second moments for the loadings matrix
\(L\) (when parameter n is equal to 1) or factor matrix
\(F\) (when n = 2). While optimizing new factor/loadings pairs,
only the posterior second moments for the new loadings \(\ell_{\cdot k}\)
or factor \(f_{\cdot k}\) will be returned.
flash_fit_get_est_tau(): Equal to \(1 / \sigma^2\), where \(\sigma^2\)
is the estimated portion of the residual variance (total, by row, or
by column, depending on the variance type).
flash_fit_get_fixed_tau(): Equal to \(1 / s^2\), where \(s^2\) is the
fixed portion of the residual variance (total, by row, or by column).
flash_fit_get_tau(): The overall precision \(1 / (\sigma^2 + s^2)\).
flash_fit_get_elbo(): The variational lower bound (ELBO).
flash_fit_get_KL(): A vector containing the KL-divergence portions of
the ELBO, with one value for each factor (when n = 2) or set of
loadings (when n = 1). While optimizing new factor/loadings pairs,
only the KL-divergence for the new factor or loadings will be returned.
flash_fit_get_g(): A list containing estimated priors on loadings
\(\hat{g}_\ell\) (when n = 1) or factors \(\hat{g}_f\) (when
n = 2). While optimizing new factor/loadings pairs, only the
estimated prior on the new factor or loadings will be returned.