https://github.com/jdiedrichsen/pcm_toolbox
Tip revision: 4e290a8b2c0d0820f868b7bcb60a3da7bb30e6ee authored by Jörn Diedrichsen on 26 April 2023, 01:59:24 UTC
Update pcm_estimateRegression.m
Update pcm_estimateRegression.m
Tip revision: 4e290a8
pcm_likelihood.m
function [negLogLike,dnldtheta] = pcm_likelihood(theta,YY,M,Z,X,P,varargin);
% function [negLogLike,dnldtheta,L,dLdtheta] = pcm_likelihood(theta,YY,M,Z,X,P,varargin);
% Returns negative log likelihood for the model, and the derivatives in
% respect to the model parameters for an individual subject / dataset
%
% INPUT:
% theta: Vector of (log-)model parameters: These include model
% parameters, noise parameter, and (option) run parameter
% YY: NxN Matrix of inner product of the data
% M: Model specification. Structures with fields
% Model.type: fixed, component, feature, nonlinear
% Model.numGparams: Number of model parameters (without the noise or run parameter)
% ...
% Z: NxK Design matrix - relating the trials (N) to the random effects (K)
% X: Fixed effects design matrix - will be accounted for by ReML
% P: Number of voxels
% VARARGIN:
% 'S': Explicit noise covariance matrix structure matrix. The For speed,
% this is a cell array that contains
% S.S: Structure of noise
% S.invS: inverse of the noise covariance matrix
%
% OUTPUT:
% negLogLike: Negative Log likelihood of all subject's data
% We use the negative log liklihood to be able to plug the function into
% minimize or other optimisation routines.
% dnldtheta: Derivative of the negative log-likelihood
% L: Log likelihood (not inverted) for all the subject
% dLdtheta: Derivate of Log likelihood for each subject
%
% Joern Diedrichsen & Atsushi Yokoi, 6/2016, joern.diedrichsen@googlemail.com
%
N = size(YY,1);
K = size(Z,2);
S = [];
pcm_vararginoptions(varargin,{'S'});
% Get G-matrix and derivative of G-matrix in respect to parameters
if (isstruct(M))
[G,dGdtheta] = pcm_calculateG(M,theta(1:M.numGparams));
else
G=M;
M=[];
M.numGparams=0;
end;
% If Run effect is to ne modelled as a random effect - add to G and
% design matrix
noiseParam = theta(M.numGparams+1);
% Find the inverse of V - while dropping the zero dimensions in G
[u,s] = eig(G);
dS = diag(s);
idx = dS>eps;
Zu = Z*u(:,idx);
% Apply the matrix inversion lemma. The following statement is the same as
% V = (Z*G*Z' + S.S*exp(theta(H))); % As S is not identity, matrix inversion lemma does not have big advantage here (ay)?
% iV = pinv(V);
if (isempty(S))
iV = (eye(N)-Zu/(diag(1./dS(idx))*exp(noiseParam)+Zu'*Zu)*Zu')./exp(noiseParam); % Matrix inversion lemma
else
iV = (S.invS-S.invS*Zu/(diag(1./dS(idx))*exp(noiseParam)+Zu'*S.invS*Zu)*Zu'*S.invS)./exp(noiseParam); % Matrix inversion lemma
end;
iV = real(iV); % sometimes iV gets complex
% For ReML, compute the modified inverse iVr
if (~isempty(X))
iVX = iV * X;
iVr = iV - iVX*((X'*iVX)\iVX');
else
iVr = iV;
end;
% Computation of (restricted) likelihood
ldet = -2* sum(log(diag(chol(iV)))); % Safe computation of the log determinant (V) Thanks to code from D. lu
l = -P/2*(ldet)-0.5*traceABtrans(iVr,YY);
if (~isempty(X)) % Correct for ReML estimates
l = l - P*sum(log(diag(chol(X'*iV*X)))); % - P/2 log(det(X'V^-1*X));
end;
% Precompute some matrices
A = iVr*Z;
B = YY*A/P;
% Get the derivatives for all the parameters
for i = 1:M.numGparams
C = (A*dGdtheta(:,:,i));
dLdtheta(i,1) = -P/2*(traceABtrans(C,Z)-traceABtrans(C,B));
end
% Get the derivatives for the Noise parameters
indx = M.numGparams+1; % Which number parameter is it?
if (isempty(S))
dLdtheta(indx,1) = -P/2*traceABtrans(iVr,(speye(N)-YY*iVr/P))*exp(noiseParam);
else
dLdtheta(indx,1) = -P/2*traceABtrans(iVr*S.S,(speye(N)-YY*iVr/P))*exp(noiseParam);
end;
% invert sign
negLogLike = -l;
dnldtheta = -dLdtheta;