Problem with Princurve
Why does this not find a better solution?
x <- seq(0,2*pi, length=1000) x <- cbind(x/(2*pi), sin(x))
fit1 <- principal.curve(x, plot = TRUE, trace = TRUE, maxit = 100,
+ start = cbind(sort(x[,1]), rep(1, nrow(x)))) Starting curve---distance^2: 1499.5 Iteration 1---distance^2: 3.114789 Iteration 2---distance^2: 10.04492 Iteration 3---distance^2: 11.89215 Iteration 4---distance^2: 12.43235 Iteration 5---distance^2: 12.68524 Iteration 6---distance^2: 12.84443 Iteration 7---distance^2: 12.93624 Iteration 8---distance^2: 12.99118 Iteration 9---distance^2: 13.01280 Iteration 10---distance^2: 13.02867 Iteration 11---distance^2: 13.03867
You see that the projection distance is minimal at iteration 1, but the algorithm settles for an inferior projection (i..e. a greater projection distance). If I do not provide any starting values, I get this:
fit1 <- principal.curve(x, plot = TRUE, trace = TRUE, maxit = 100)
Starting curve---distance^2: 29692.03 Iteration 1---distance^2: 20.31220 Iteration 2---distance^2: 19.45939 Iteration 3---distance^2: 19.26387 Iteration 4---distance^2: 19.20626 Iteration 5---distance^2: 19.18666 Iteration 6---distance^2: 19.18059
This is even worse. It seems like the algorithm is quite sensitive to starting values. Is this behavior expected or is there some flaw in the algorithm? Ravi.
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On Behalf Of Gavin Simpson [gavin.simpson at ucl.ac.uk]
Sent: Monday, May 23, 2011 8:27 AM
To: guy33
Cc: r-help at r-project.org
Subject: Re: [R] Problem with Princurve
Sent: Monday, May 23, 2011 8:27 AM
To: guy33
Cc: r-help at r-project.org
Subject: Re: [R] Problem with Princurve
On Thu, 2011-05-19 at 06:43 -0700, guy33 wrote:
> Hey all,
>
> I can't seem to get the princurve package to produce correct results, even
> in the simplest cases. For example, if you just generate a 1 period
> noiseless sine wave, and ask for the principal curve and plot, the returned
> curve is clearly wrong (doesn't follow the sine wave). Here's my code:
>
> library(princurve)
> x <- runif(1000,0,2*pi); x <- cbind(x/(2*pi), sin(x))
> fit1 <- principal.curve(x, plot = TRUE)
>
> Anyone have any suggestions? If you run this code, do you get the correct
> principal curve?
How about specifying some useful starting points?
fit1 <- principal.curve(x, plot = TRUE, trace = TRUE, maxit = 100,
start = cbind(sort(x[,1]), rep(1, nrow(x))))
And we need a few more iterations before convergence here. Starting from
the first principal component for example might give useful starting
points.
HTH
G
> Any help would be really appreciated!
> -guy33
>
> --
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>
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