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Mixed effects model to convert irregular data to basis expansion #618
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Mixed effects model to convert irregular data to basis expansion #618
pcuestas
wants to merge
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commits into
develop
from
feature/irregular_to_basis_mixed_effects_method
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(testing included to assert equality with the `FDataGrid` case)
…to_basis_mixed_effects_method
…to_basis_mixed_effects_method
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References to issues or other PRs
This branch includes the changes not yet merged into develop from Implement scores for
FDatairregular
objects as described in #609 #610Problems found when evaluating FDataIrregular objects in some cases are described in Evaluation of FDataIrregular observation with only one point not working #616 and Evaluation of
FDataIrregular
objects with multidimensional domain not working #617Describe the proposed changes
1. Mixed-effects model
Implementation of the mixed effects method for converting irregularly sampled functional data to basis expansion.
This implementation includes the addition of a new module: skfda.representation.conversion, which is meant for including classes (transformers) that convert between different FData sublasses.
For this type of conversion (FDataIrregular to FDataBasis) two classes have been added: EMMixedEffectsConverter and MinimizeMixedEffectsConverter, each of which implements the conversion with a different method to fit the MLE of the mixed-effects model.
The EMMixedEffectsConverter uses the EM algorithm and the MinimizeMixedEffectsConverter uses generic optimizers from scipy.optimize.minimize to find maxima of the loglikelihood function.
2. Create an FDataIrregular object from another FData
A function:
irregular_sample
has been added to skfda.datasets, which creates an irregular sample by randomly selecting points from another FData object.Additional information
All implementation added has been adapted (and tested) for multidimensional domains and codomains.
However, some problems have been found regarding this topic and are described in #616 and #617 .
Checklist before requesting a review