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Sparse_logistic_regression/LogisticRegressionFramework/Framework/RSCHMM_Optimized_ROI_Deluxe.m
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RSCHMM_Optimized_ROI_Deluxe.m
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function [Alpha,Beta,Gamma,Lq,t1,t2,t3] = ...
RSCHMM_Optimized_ROI_Deluxe(lambda_range,epsilon,rho,EN,...
X_coact,X_causal,Y,ROI,n_iter)
Lq = NaN(length(lambda_range),2);
R = size(X_coact{1,1},2)+1;
Alpha = NaN(length(lambda_range),2);
Beta = NaN(length(lambda_range),R,2);
Gamma = NaN(length(lambda_range),R,2);
alpha0 = 0;
beta0 = zeros(R-1,1);
gamma0 = zeros(R-1,1);
alpha1 = 0;
beta1 = zeros(R-1,1);
gamma1 = zeros(R-1,1);
iter_regul=1;
% The framework is solved across a path of lambda values
for lambda = lambda_range
%disp(['Running for lambda = ',num2str(lambda),'...']);
% Computation of the coefficients around the current
% estimates
tic
[W(:,1),Z(:,1)] = RSCHMM_ComputeWZ_Optimized_Deluxe(alpha0,...
beta0,gamma0,X_causal(:,1),X_coact(:,1),Y(:,1));
[W(:,2),Z(:,2)] = RSCHMM_ComputeWZ_Optimized_Deluxe(alpha1,...
beta1,gamma1,X_causal(:,2),X_coact(:,2),Y(:,2));
t1(iter_regul) = toc;
% Now, I need to solve the regression problem
tic
[alpha0,beta0,gamma0,alpha1,beta1,gamma1] = ...
RSCHMM_Solve_Equation_Optimized_Deluxe(W,Z,X_causal,...
X_coact,alpha0,beta0,gamma0,alpha1,beta1,gamma1,lambda,...
rho,epsilon,EN,n_iter);
t2(iter_regul) = toc;
tic
Lq(iter_regul,1) = RSCHMM_ComputeLq_Optimized_Deluxe(alpha0,...
beta0,gamma0,X_causal(:,1),X_coact(:,1),Y(:,1));
Lq(iter_regul,2) = RSCHMM_ComputeLq_Optimized_Deluxe(alpha1,...
beta1,gamma1,X_causal(:,2),X_coact(:,2),Y(:,2));
t3(iter_regul) = toc;
Alpha(iter_regul,:) = [alpha0,alpha1];
Beta(iter_regul,(1:R)~=ROI,:) = [beta0,beta1];
Gamma(iter_regul,(1:R)~=ROI,:) = [gamma0,gamma1];
iter_regul = iter_regul + 1;
end
end
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