This project is a R implementation of the BKTR algorithm presented by Mengying Lei, Aurélie Labbe & Lijun Sun (2023). The article presenting the algorithm can be found here.
BKTR stands for Scalable Spatiotemporally Varying Coefficient Modelling with Bayesian Kernelized Tensor Regression. It allows to model spatiotemporally varying coefficients using a Bayesian framework. We implemented the algorithm and more in a R package that uses torch as a tensor operation backend.
For information, an alternative Python implementation of the algorithm can be found here. The Python implementation is synchronized with this repository and development is done in parallel. The synchronization of features will be done at a subrevision level (x.y.0).
An article presenting the R package in details is currently in preparation and should be available soon.
install.packages("BKTR")The latest development version on GitHub can be installed using the
devtools package:
library(devtools)
devtools::install_github("julien-hec/BKTR", ref = "main")NOTE
Installing torch can be straightforward on some systems and more complicated on others. Please refer to the torch GitHub repo issues if you encounter any problems regarding its installation.
To verify that everything is running smoothly you can try to run a
BKTR regression on the BIXI data presented in the package. (The data is
already preloaded in the package via the BixiData R6
class).
The following code will run a BKTR regression using sensible defaults on the BIXI data and print a summary of the results.
library(BKTR)
bixi_data <- BixiData$new()
bktr_regressor <- BKTRRegressor$new(
data_df=bixi_data$data_df,
spatial_positions_df=bixi_data$spatial_positions_df,
temporal_positions_df=bixi_data$temporal_positions_df,
burn_in_iter=50,
sampling_iter=50
)
bktr_regressor$mcmc_sampling()
summary(bktr_regressor)Contributions are welcome. Do not hesitate to open an issue or a pull request if you encounter any problem or have any suggestion.