## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## ----setup--------------------------------------------------------------------
Sys.setenv("OMP_THREAD_LIMIT" = 1) # Reducing core use, to avoid accidental use of too many cores
library(Colossus)
library(data.table)

## ----eval=FALSE---------------------------------------------------------------
# fname <- "tests/testthat/ll_comp_0.csv"
# colTypes <- c("double", "double", "double", "integer", "integer")
# df <- fread(fname, nThread = 1, data.table = TRUE, header = TRUE, colClasses = colTypes, verbose = 2, fill = TRUE)
# set.seed(3742)
# df$rand <- floor(runif(nrow(df), min = 0, max = 5))
# 
# a_n <- c(-0.1, -0.1)
# keep_constant <- c(0, 0)
# 
# # Code not run due to duration
# for (method in c("momentum", "adadelta", "adam", "gradient")) {
#   gradient_control <- list("epsilon_decay" = 1e-4)
#   gradient_control[[method]] <- TRUE
#   a_n <- c(-0.1, -0.1)
#   control <- list(
#     "ncores" = 1, "lr" = 0.2, "maxiters" = c(1, 20),
#     "halfmax" = 2, "epsilon" = 1e-6,
#     "deriv_epsilon" = 1e-6, "verbose" = 4
#   )
#   e <- CoxRun(Cox(t0, t1, lung) ~ loglinear(dose, rand, 0) + m(), df,
#     a_n = a_n, keep_constant = keep_constant,
#     control = control, gradient_control = gradient_control
#   )
#   print(e)
# }

## ----fig.width=7,fig.height=4-------------------------------------------------
x <- c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
y <- c(-0.1, 0.9, 0.446528, 0.839821, 0.493552, 0.799313, 0.528609, 0.768118, 0.555872, 0.743827, 0.577191, 0.724839, 0.593904, 0.70996, 0.607026, 0.698284, 0.617337, 0.689114, 0.625445, 0.681907, 0.631822, 0.67624, 0.67624, -0.1, 0.9, 0.446528, 0.431696, 0.834161, 0.857333, 0.501858, 0.477865, 0.793264, 0.814217, 0.531039, 0.511871, 0.770217, 0.78877, 0.55277, 0.530413, 0.745479, 0.771659, 0.578773, 0.54938, 0.72037, 0.750178, 0.750178, -0.1, -0.0683777, -0.0236573, 0.0204036, 0.0631351, 0.104199, 0.143407, 0.180661, 0.215914, 0.249159, 0.280419, 0.309735, 0.337162, 0.362769, 0.386631, 0.408828, 0.429444, 0.448562, 0.466269, 0.482647, 0.497779, 0.511745, 0.511745, -0.1, 0.0999967, 0.299992, 0.49416, 0.672686, 0.818272, 0.912721, 0.951325, 0.943139, 0.900966, 0.836339, 0.759197, 0.678706, 0.6037, 0.542181, 0.50002, 0.479848, 0.481022, 0.500511, 0.53392, 0.576232, 0.622276, 0.622276)
c <- c("standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam")

df <- data.table("x" = x, "y" = y, "method" = c)

g <- ggplot2::ggplot(df, ggplot2::aes(x = .data$x, y = .data$y, group = .data$method, color = .data$method)) +
  ggplot2::geom_line("linewidth" = 1.2) +
  ggplot2::labs(x = "Iteration", y = "First Parameter Value") +
  ggplot2::ggtitle("First Parameter Value Convergence")
g

## ----fig.width=7,fig.height=4-------------------------------------------------
x <- c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
y <- c(-0.1, 0.382267, 0.481728, 0.371577, 0.474396, 0.383262, 0.464408, 0.392812, 0.456452, 0.40023, 0.45019, 0.406007, 0.445259, 0.41052, 0.441374, 0.414052, 0.438314, 0.416821, 0.435902, 0.418993, 0.434002, 0.420699, 0.420699, -0.1, 0.382267, 0.481728, 0.461092, 0.353981, 0.381487, 0.499642, 0.486223, 0.365388, 0.35904, 0.467404, 0.490215, 0.404434, 0.37681, 0.439266, 0.459563, 0.412495, 0.405195, 0.44752, 0.445014, 0.399118, 0.404763, 0.404763, -0.1, -0.0683799, -0.0236649, 0.0193058, 0.0594837, 0.0964731, 0.130195, 0.160739, 0.188284, 0.213051, 0.235278, 0.255201, 0.273049, 0.289032, 0.303346, 0.316169, 0.327659, 0.337961, 0.347201, 0.355493, 0.36294, 0.36963, 0.36963, -0.1, 0.0999917, 0.299977, 0.469249, 0.559129, 0.571139, 0.537754, 0.485171, 0.434002, 0.399975, 0.38974, 0.400107, 0.422011, 0.444253, 0.456706, 0.453734, 0.435816, 0.40853, 0.380544, 0.36118, 0.357234, 0.370462, 0.370462)
c <- c("standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam")

df <- data.table("x" = x, "y" = y, "method" = c)

g <- ggplot2::ggplot(df, ggplot2::aes(x = .data$x, y = .data$y, group = .data$method, color = .data$method)) +
  ggplot2::geom_line("linewidth" = 1.2) +
  ggplot2::labs(x = "Iteration", y = "Second Parameter Value") +
  ggplot2::ggtitle("Second Parameter Value Convergence")
g

## ----fig.width=7,fig.height=4-------------------------------------------------
x <- c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
y <- c(239.962, 234.592, 234.454, 234.362, 234.282, 234.226, 234.178, 234.144, 234.116, 234.094, 234.076, 234.062, 234.052, 234.044, 234.038, 234.032, 234.028, 234.026, 234.022, 234.02, 234.02, 234.018, 234.018, 239.962, 234.592, 234.454, 234.494, 234.362, 234.416, 234.284, 234.344, 234.226, 234.292, 234.174, 234.244, 234.142, 234.204, 234.112, 234.17, 234.092, 234.144, 234.072, 234.122, 234.06, 234.102, 234.102, 239.962, 239.438, 238.74, 238.104, 237.536, 237.036, 236.598, 236.22, 235.89, 235.608, 235.364, 235.156, 234.978, 234.826, 234.696, 234.586, 234.492, 234.414, 234.348, 234.292, 234.244, 234.206, 234.206, 239.962, 237.064, 235.166, 234.276, 234.118, 234.34, 234.642, 234.804, 234.766, 234.58, 234.334, 234.122, 234.018, 234.042, 234.142, 234.246, 234.298, 234.286, 234.23, 234.158, 234.09, 234.04, 234.04)
c <- c("standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "standard", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "momentum", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adadelta", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam", "adam")

df <- data.table("x" = x, "y" = y, "method" = c)

g <- ggplot2::ggplot(df, ggplot2::aes(x = .data$x, y = .data$y, group = .data$method, color = .data$method)) +
  ggplot2::geom_line("linewidth" = 1.2) +
  ggplot2::labs(x = "Iteration", y = "Log-Likelihood Value") +
  ggplot2::ggtitle("Log-Likelihood Convergence")
g

## ----fig.width=7,fig.height=4-------------------------------------------------
x <- c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
y <- c(-0.1, -0.0758866, -0.0524678, -0.0297801, -0.00784991, 0.0133049, 0.0336744, 0.053255, 0.0720488, 0.0900628, 0.107308, 0.123797, 0.139549, 0.154581, 0.168914, 0.18257, 0.195571, 0.207941, 0.219702, 0.230879, 0.241495, 0.251573, 0.251573, -0.1, 0.141134, 0.305602, 0.376672, 0.406159, 0.418355, 0.423402, 0.425492, 0.426358, 0.426717, 0.426865, 0.426927, 0.426952, 0.426963, 0.426967, 0.426969, 0.42697, 0.42697, 0.42697, 0.42697, -0.1, 0.382267, 0.481728, 0.371577, 0.474396, 0.383262, 0.464408, 0.392812, 0.456452, 0.40023, 0.45019, 0.406007, 0.445259, 0.41052, 0.441374, 0.414052, 0.438314, 0.416821, 0.435902, 0.418993, 0.434002, 0.420699, 0.420699, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, -0.1, 0.9, 0.9)
c <- c("0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.01", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.1", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5")

df <- data.table("x" = x, "y" = y, "LearningRate" = c)

g <- ggplot2::ggplot(df, ggplot2::aes(x = .data$x, y = .data$y, group = .data$LearningRate, color = .data$LearningRate)) +
  ggplot2::geom_line("linewidth" = 1.2) +
  ggplot2::labs(x = "Iteration", y = "Second Parameter") +
  ggplot2::ggtitle("Second Parameter Convergence")
g

## ----fig.width=7,fig.height=4-------------------------------------------------
x <- c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
y <- c(-0.1, 0.382267, 0.481728, 0.371577, 0.474396, 0.383262, 0.464408, 0.392812, 0.456452, 0.40023, 0.45019, 0.406007, 0.445259, 0.41052, 0.441374, 0.414052, 0.438314, 0.416821, 0.435902, 0.418993, 0.434002, 0.420699, 0.420699, -0.1, 0.382267, 0.481728, 0.391469, 0.435244, 0.429155, 0.424804, 0.427892, 0.426568, 0.427082, 0.427015, 0.426915, 0.426992, 0.426967, 0.42697, 0.426971, 0.42697, 0.426971, 0.42697, 0.42697, 0.426971, 0.426971, -0.1, 0.382267, 0.481728, 0.421307, 0.389624, 0.442182, 0.445048, 0.414796, 0.420771, 0.433596, 0.427802, 0.424361, 0.427741, 0.42752, 0.426131, 0.427168, 0.427483, 0.426655, 0.426746, 0.427195, 0.427034, 0.426856, 0.426856)
c <- c("0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.0", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.2", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5", "0.5")

df <- data.table("x" = x, "y" = y, "MomentumDecay" = c)

g <- ggplot2::ggplot(df, ggplot2::aes(x = .data$x, y = .data$y, group = .data$MomentumDecay, color = .data$MomentumDecay)) +
  ggplot2::geom_line("linewidth" = 1.2) +
  ggplot2::labs(x = "Iteration", y = "Second Parameter") +
  ggplot2::ggtitle("Second Parameter Convergence")
g

## ----fig.width=7,fig.height=4-------------------------------------------------
x <- c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
y <- c(-0.1, -0.0998946, -0.0997455, -0.0995686, -0.0993678, -0.0991457, -0.0989042, -0.0986448, -0.0983686, -0.0980766, -0.0977695, -0.0974482, -0.0971132, -0.096765, -0.0964041, -0.0960311, -0.0956462, -0.0952498, -0.0948422, -0.0944238, -0.0939948, -0.0935554, -0.0935554, -0.1, -0.0894592, -0.0745523, -0.0569106, -0.0369613, -0.0149815, 0.00881833, 0.0342662, 0.0612136, 0.0895258, 0.119075, 0.149732, 0.181361, 0.213808, 0.246885, 0.280336, 0.313768, 0.346445, 0.376444, 0.393247, 0.380437, 0.397974, 0.397974, -0.1, -0.0666699, -0.0195369, 0.0357806, 0.0976085, 0.164622, 0.235362, 0.307561, 0.375392, 0.39949, 0.393904, 0.42769, 0.416127, 0.448594, 0.412644, 0.445826, 0.410436, 0.445034, 0.409797, 0.444717, 0.409586, 0.444599, 0.444599, -0.1, 0.00530869, 0.154075, 0.317511, 0.438734, 0.311745, 0.479287, 0.359676, 0.509816, 0.380595, 0.519051, 0.390015, 0.516403, 0.39013, 0.51552, 0.389794, 0.484692, 0.374198, 0.483729, 0.372471, 0.483021, 0.372011, 0.372011)
c <- c("1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-8", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-4", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-3", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2", "1e-2")

df <- data.table("x" = x, "y" = y, "Epsilon" = c)

g <- ggplot2::ggplot(df, ggplot2::aes(x = .data$x, y = .data$y, group = .data$Epsilon, color = .data$Epsilon)) +
  ggplot2::geom_line("linewidth" = 1.2) +
  ggplot2::labs(x = "Iteration", y = "Second Parameter") +
  ggplot2::ggtitle("Second Parameter Convergence")
g


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