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DeepGLM

Version 0.0.0.9000

Introduction

DeepGLM is a flexible model that use Deep Feedforward Neuron Network as the basis function for Generalized Linear Model. DeepGLM is designed to work with Cross-Sectional Dataset such as real estate data, cencus data, etc.

For more information about DeepGLM, please read the paper: Minh-Ngoc Tran,Nghia Nguyen, David J. Nott and Robert Kohn (2018) Bayesian Deep Net GLM and GLMM https://arxiv.org/abs/1805.10157

Authors

Nghia Nguyen (nghia.nguyen@sydney.edu.au)
Minh-Ngoc Tran (minh-ngoc.tran@sydney.edu.au)

Usage

Users can choose either Matlab, R or Python version to train and make prediction with deepGLM.

MATLAB Version

To use the Toolbox, add the folder called "deepGLM" (with Subfolders) to the MATLAB path.

The toolbox contains the following folders:

  • Data: some datasets used in the examples.
  • Examples: examples of all the functions included in the toolbox.
  • Documents: documentations for the functions in deepGLM toolbox
  • deepGLM: all the functions of the toolbox all here. This is the folder you must add to the MATLAB path.

R Version

Install deepglm package for R:

  • Clone the directory or directly download the zip file deepglm_0.0.0.9000.zip inside deepGLM/R/ subdirectory on github.
  • In Rstudio, run the command:
    install.packages("D:\deepglm_0.0.0.9000.zip", repos = NULL, type="source")
    where D:\deepglm_0.0.0.9000.zip is the package directory in my local machine
  • To use the package, run the command:
    library(deepglm)

deepglm provides two function to train a deepGLM model on training data (deepGLMfit) and to make prediction using a trained deepGLM model on unseen data (deepGLMpredict). In Studio, use command: ?deepGLMfit and ?deepGLMpredict to read the documentation for two functions

Use command example(deepGLMfit) to run the example showing how to run deepGLMpredict and deepGLMpredict on a simulation data

User can run addition examples using scripts in demos folder in the installation directory. For example, the installation directory for deepglm package in my Window machine is: D:\Program Files\R\R-3.4.3\R-3.4.3\library\deepglm

Python Version

Download the file deepGLM.pyc to your project folder.

How to cite

Please, cite the toolbox as:

Tran, M.-N., Nguyen, N., Kohn, R., and Nott, D. (2018) Bayesian Deep Net GLM and GLMM. arXiv preprint arXiv:1805.10157

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Train deepGLM with Matlab, R and Python

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