Adding PowerLink link function in GLM #474

ayushpatnaikgit · 2022-04-16T06:47:37Z

PowerLink refers to the class of transforms that use a power function (e.g. a logarithm or an exponent) to transform responses into a Gaussian or a Gaussian-like.

The summaries of the changes in the following source files are:

In docs/src/api.md:
- Added PowerLink under the “Links and methods applied to them” section
In docs/src/examples.md
- Added an example “Linear regression with PowerLink. Choose the best model from a set of λs, based on minimum BIC”
In docs/src/index.md:
- Added PowerLink under the “Currently the available Link types are” section
In src/GLM.jl:
- Exported PowerLink
In src/glmfit.jl
- Added a member variable link to GlmResp structure. This is for storing details of the link function with parameters (if any)
In GlmResp constructor, added one more argument to pass the link
- Added updateμ! function specifically for PowerLink. Inside the function, the `inverselink’ function is called with PowerLink with the parameter, as the link function.
- Added GLM.Link function specifically for PowerLink
In src/glmtools.jl:
- Added PowerLink to the docstring under “GLM currently supports the following links:”
- Defined the Powerlink structure, λ is the parameter for this link function. The user needs to specify the λ.
- Defined linkfun function for PowerLink
- Defined linkinv function for PowerLink
- Defined mueta function for PowerLink
- Defined inverselink function for PowerLink
In test/runtests.jl:
- Added a set of test cases, which consisted of individual tests of all new functions related to PowerLink
- Added a test case to compare against the R glm()
- Added 3 test cases to check PowerLink with some special cases of PowerLink like LogLink, SqrtLink and IdentityLink.

Adding PowerLink link function in GLM

codecov-commenter · 2022-04-16T06:52:14Z

Codecov Report

Merging #474 (634ece5) into master (429bd7c) will increase coverage by 1.81%.
The diff coverage is 100.00%.

❗ Current head 634ece5 differs from pull request most recent head 06d6a59. Consider uploading reports for the commit 06d6a59 to get more accurate results

@@            Coverage Diff             @@
##           master     #474      +/-   ##
==========================================
+ Coverage   85.12%   86.94%   +1.81%     
==========================================
  Files           7        7              
  Lines         827      835       +8     
==========================================
+ Hits          704      726      +22     
+ Misses        123      109      -14

Impacted Files	Coverage Δ
src/GLM.jl	`50.00% <ø> (ø)`
src/glmfit.jl	`79.29% <100.00%> (+0.55%)`	⬆️
src/glmtools.jl	`92.30% <100.00%> (+9.60%)`	⬆️

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Test was failing in Julia Nightly as: 1) GLM.linkinv(InverseLink(), 10) was 0.01 while GLM.linkinv(PowerLink(-1), 10) was 0.010000000000000002 2) GLM.linkinv(InverseSquareLink(), 10) was -10.01 while GLM.linkinv(PowerLink(-2), 10) was -0.010000000000000002 Rounding off to 2 digits should solve this. Note: These tests were passing in other versions of Julia.

…ed it for the docs

…(-2), 10 to 2 digits

…lia Nightly

ayushpatnaikgit · 2022-04-16T08:49:58Z

@ViralBShah

We are testing:

 GLM.mueta(InverseLink(), 10) == GLM.mueta(PowerLink(-1), 10)

While this is passing in Julia 1.0, it is failing in Julia nightly, and we are getting the following error:

 Evaluated: -0.01 == -0.010000000000000002

I have done rounding, so this test passes.

ViralBShah · 2022-04-16T14:39:30Z

Look at some of the tests in Julia's LinearAlgebra or other numerical packages on how to handle this in tests.

mousum-github · 2022-04-17T04:35:44Z

Look at some of the tests in Julia's LinearAlgebra or other numerical packages on how to handle this in tests.

Instead of GLM.mueta(InverseLink(), 10) == GLM.mueta(PowerLink(-1), 10) (or equality checking of two real values)
we should use isapprox(GLM.mueta(InverseLink(), 10), GLM.mueta(PowerLink(-1), 10)) or isapprox(GLM.mueta(InverseLink(), 10), GLM.mueta(PowerLink(-1), 10); atol=1.0e-08).

ayushpatnaikgit · 2022-04-17T07:28:54Z

We can use isapprox, but in this case, rounding seems more apt. I wanted to point out if there is a possible bug in Julia nightly that we should isolate and report.

ViralBShah · 2022-04-17T13:45:36Z

This is not indicative of a bug in Julia nightly. @mousum-github 's suggestion to use isapprox is the right one.

nalimilan

Thanks!

src/glmfit.jl

src/GLM.jl

docs/src/index.md

docs/src/examples.md

test/runtests.jl

Correcting order of PowerLink, ProbitLink, SqrtLink. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Using ≈ instead of isapprox. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Using alphabetical order in references. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Writing the example description in plain text. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Removing extra space to be consistent with the style. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Using a better variable name for 1 by lambda. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Using inline function. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Making the doctest code concise. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Removing the R code. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Removing test of hashes. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

…few more metrics to test, also replaced all `=` by `≈` for real numbers

ViralBShah · 2022-04-18T15:20:41Z

cc @dmbates

src/glmfit.jl

Since we are storing the link - the `GLM.Link` function can be defined uniformly for all link functions Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Changing the sentence to make it compact Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

…er after d (distribution) and changed in corresponding constructor, remove updateμ! function for PowerLink and modified general updateμ! function.

docs/src/examples.md

src/glmfit.jl

src/glmtools.jl

test/runtests.jl

Adding break line and removing full stop Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

…werLink and updated test cases

ViralBShah · 2022-04-25T23:28:50Z

Good to merge?

ViralBShah · 2022-05-19T19:01:01Z

Bump again. @nalimilan Is this good to merge?

src/glmtools.jl

The suggestion is committed. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

nalimilan · 2022-05-22T15:10:10Z

Thanks!

Mousum and others added 5 commits April 12, 2022 21:34

PowerLink refers to a class of techniques that use a power function

405fe93

added a few more testcases

742455f

Fixing doctests for PowerLink

f788854

Making subheading smaller than heading.

f65b842

Merge pull request #1 from xKDR/powerlink

6b80352

Adding PowerLink link function in GLM

ayushpatnaikgit added 5 commits April 16, 2022 13:05

adding Optim dependancy to docs

2e3b67a

No need to have optim as a dependancy for the entire package. Only ne…

5b09ae1

…ed it for the docs

Rounding off GLM.linkinv(PowerLink(-1), 10) and GLM.linkinv(PowerLink…

fddeebe

…(-2), 10 to 2 digits

Rounding off GLM.mueta(PowerLink(-1), 10) to make the test work on Ju…

e1e7631

…lia Nightly

Using inexact equality comparison instead of rounding.

b9ffe36

ayushpatnaikgit force-pushed the master branch from 3808fd4 to b9ffe36 Compare April 17, 2022 14:32

nalimilan reviewed Apr 17, 2022

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ayushpatnaikgit and others added 11 commits April 18, 2022 12:34

Apply suggestions from code review

ad4c986

Correcting order of PowerLink, ProbitLink, SqrtLink. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Apply suggestions from code review

f9dcc4c

Using ≈ instead of isapprox. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Apply suggestions from code review

9dae795

Using alphabetical order in references. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Update docs/src/examples.md

83e7b12

Writing the example description in plain text. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Update docs/src/examples.md

9d703a5

Removing extra space to be consistent with the style. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Adding the missing comma.

a0571a6

Update src/glmtools.jl

99aa23f

Using a better variable name for 1 by lambda. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Update src/glmtools.jl

60bcde3

Using inline function. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Apply suggestions from code review

f8c7809

Making the doctest code concise. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Follwing alphabetical order in references

aef3048

Adding suggested changes by nalimilan

93a607a

ayushpatnaikgit and others added 3 commits April 18, 2022 13:12

Update test/runtests.jl

9620cf9

Removing the R code. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Update test/runtests.jl

0d94609

Removing test of hashes. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

replaced isapprox function by ≈ symbol whereever possible, added …

7943818

…few more metrics to test, also replaced all `=` by `≈` for real numbers

nalimilan reviewed Apr 19, 2022

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mousum-github and others added 4 commits April 19, 2022 17:23

Update src/glmfit.jl

3cf14f4

Since we are storing the link - the `GLM.Link` function can be defined uniformly for all link functions Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Update src/glmfit.jl

12bdab6

Changing the sentence to make it compact Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

updated test cases, added a few more metrics to check, move link memb…

bc80e7f

…er after d (distribution) and changed in corresponding constructor, remove updateμ! function for PowerLink and modified general updateμ! function.

Rephrased the description of PowerLink

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nalimilan reviewed Apr 20, 2022

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Ayush Patnaik and others added 4 commits April 22, 2022 15:42

Merge branch 'JuliaStats:master' into master

2138ece

Update docs/src/examples.md

421eb3b

Adding break line and removing full stop Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

Removed GLM.Link(mm::AbstractGLM) = mm.l, redefine defination of Po…

48983a6

…werLink and updated test cases

Merge branch 'master' of https://github.com/xKDR/GLM.jl

e32a2ef

update test case

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mousum-github and others added 2 commits May 20, 2022 13:47

Update src/glmtools.jl

06d6a59

The suggestion is committed. Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>

changed the inverselink function for PowerLink as suggested in PR

6a3ceed

nalimilan merged commit c96c258 into JuliaStats:master May 22, 2022

Adding PowerLink link function in GLM #474

Adding PowerLink link function in GLM #474

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