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Sparse_logistic_regression/LogisticRegressionFramework/Framework/OlderImplementations/RSCHMM_Optimized.m
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RSCHMM_Optimized.m
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function [Alpha,Beta,Gamma,Lq,AIC,BIC,n_nonnull] = RSCHMM_Optimized(A_OI,Transitions,lambda_range,epsilon,rho,EN,h,X_coact,X_causal,Y)
% Number of regions at play
R = size(A_OI{1},1);
R_vec = 1:R;
Lq = NaN(length(lambda_range),R);
BIC = NaN(length(lambda_range),R);
AIC = NaN(length(lambda_range),R);
n_nonnull = NaN(length(lambda_range),R);
Alpha = NaN(length(lambda_range),R);
Beta = NaN(length(lambda_range),R,R);
Gamma = NaN(length(lambda_range),R,R);
iter_regul=1;
% The framework is solved across a path of lambda values
for lambda = lambda_range
disp(['Running for lambda = ',num2str(lambda),'...']);
% We will run the same process for each region at hand
for ROI = 1:R
disp(['Running for region ',num2str(ROI),'...']);
if iter_regul == 1
alpha = Transitions(ROI);
beta = zeros(R-1,1);
gamma = zeros(R-1,1);
else
alpha = alpha_latest(ROI);
beta = beta_latest(:,ROI);
gamma = gamma_latest(:,ROI);
end
% Computation of the coefficients around the current
% estimates
[W,Z] = RSCHMM_ComputeWZ_Optimized(alpha,beta,gamma,...
X_causal(:,h+1,ROI),X_coact(:,h+1,ROI),Y(:,h+1,ROI));
% Now, I need to solve the regression problem
[alpha_latest(ROI),beta_latest(:,ROI),gamma_latest(:,ROI)] = ...
RSCHMM_Solve_Equation_Optimized(W,Z,X_causal(:,h+1,ROI),...
X_coact(:,h+1,ROI),alpha,beta,gamma,lambda,rho,epsilon,EN);
Lq(iter_regul,ROI) = RSCHMM_ComputeLq_Optimized(alpha_latest(ROI),...
beta_latest(:,ROI),gamma_latest(:,ROI),X_causal(:,h+1,ROI),...
X_coact(:,h+1,ROI),Y(:,h+1,ROI));
% Number of non-null coefficients
n_nonnull(iter_regul,ROI) = 1 + sum(beta_latest(:,ROI)~=0) + ...
sum(gamma_latest(:,ROI)~=0);
AIC(iter_regul,ROI) = 2*n_nonnull(iter_regul,ROI) - 2*(Lq(iter_regul,ROI));
BIC(iter_regul,ROI) = log(length(cell2mat(Y(:,h+1,ROI))))*n_nonnull(iter_regul,ROI) - 2*(Lq(iter_regul,ROI));
end
Alpha(iter_regul,:) = alpha_latest;
for r = 1:R
Beta(iter_regul,R_vec~=r,r) = beta_latest(:,r);
Gamma(iter_regul,R_vec~=r,r) = gamma_latest(:,r);
end
iter_regul = iter_regul + 1;
end
end
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