MagmaClustR {MagmaClustR}

MagmaClustR : Clustering and Prediction using Multi-Task Gaussian Processes

Description

The MagmaClustR package implements two main algorithms, called Magma and MagmaClust, using a multi-task GPs model to perform predictions for supervised learning problems. Theses approaches leverage the learning of cluster-specific mean processes, which are common across similar tasks, to provide enhanced prediction performances (even far from data) at a linear computational cost (in the number of tasks). MagmaClust is a generalisation of Magma where the tasks are simultaneously clustered into groups, each being associated to a specific mean process. User-oriented functions in the package are decomposed into training, prediction and plotting functions. Some basic features of standard GPs are also implemented.

Details

For a quick introduction to MagmaClustR, please refer to the README at https://github.com/ArthurLeroy/MagmaClustR

Author(s)

Arthur Leroy, Pierre Pathe and Pierre Latouche
Maintainer: Arthur Leroy - [e-mail]

References

Arthur Leroy, Pierre Latouche, Benjamin Guedj, and Servane Gey.
MAGMA: Inference and Prediction with Multi-Task Gaussian Processes. Machine Learning, 2022, https://link.springer.com/article/10.1007/s10994-022-06172-1

Arthur Leroy, Pierre Latouche, Benjamin Guedj, and Servane Gey.
Cluster-Specific Predictions with Multi-Task Gaussian Processes. Journal of Machine Learning Research, 2023, https://jmlr.org/papers/v24/20-1321.html

Examples

Simulate a dataset, train and predict with Magma

set.seed(4242)
data_magma <- simu_db(M = 11, N = 10, K = 1)
magma_train <- data_magma %>% subset(ID %in% 1:10)
magma_test <- data_magma %>% subset(ID == 11) %>% head(7)

magma_model <- train_magma(data = magma_train)
magma_pred <- pred_magma(data = magma_test, trained_model = magma_model, grid_inputs = seq(0, 10, 0.01))

Simulate a dataset, train and predict with MagmaClust

set.seed(4242)
data_magmaclust <- simu_db(M = 4, N = 10, K = 3)
list_ID = unique(data_magmaclust$ID)
magmaclust_train <- data_magmaclust %>% subset(ID %in% list_ID[1:11])
magmaclust_test <- data_magmaclust %>% subset(ID == list_ID[12]) %>% head(5)

magmaclust_model <- train_magmaclust(data = magmaclust_train)
magmaclust_pred <- pred_magmaclust(data = magmaclust_test,
trained_model = magmaclust_model, grid_inputs = seq(0, 10, 0.01))

Author(s)

Maintainer: Arthur Leroy [e-mail] (ORCID)

Authors:

• Pierre Latouche [e-mail]

Other contributors:

• Pierre Pathé [e-mail] [contributor]

• Alexia Grenouillat [e-mail] [contributor]

• Hugo Lelievre [e-mail] [contributor]

See Also

Useful links:

• https://github.com/ArthurLeroy/MagmaClustR

• https://arthurleroy.github.io/MagmaClustR/

• Report bugs at https://github.com/ArthurLeroy/MagmaClustR/issues