Add an intercept to the lm method - #25
Open
rcannood wants to merge 1 commit into
Open
Conversation
RcppArmadillo::fastLm(X, y) takes X as the design matrix verbatim and predict.fastLm() computes newdata %*% coef, so without an intercept column the fit is forced through the origin. lmds coordinates are mean-centred, so the model could never reach the mean expression level.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Describe your changes
RcppArmadillo::fastLm(X, y)takesXas the design matrix verbatim -- unlike the formula interface, it does not add an intercept -- andpredict.fastLm()then computesnewdata %*% coef(object). Sincelmdsreturns mean-centred coordinates, the model was effectively forced through the origin and could never fit the mean expression level of a gene.Quick illustration,
y = 5 + 2*x1 + noiseon centred predictors:This inflates the method's
rmseandmaeand depresses its per-cell correlations. Per-gene Pearson/Spearman are location-invariant, so those numbers were fine.Adding the intercept column once, outside the per-gene loop, rather than in the
pblapply()body.Part of a series of PRs coming out of a pre-run review of the benchmark.
Checklist before requesting a review
I have performed a self-review of my code
Check the correct box. Does this PR contain:
Proposed changes are described in the CHANGELOG.md
CI Tests succeed and look good!