Mercurial > repos > deepakjadmin > caret_reg_tool2
comparison templateLibrary.py @ 0:b82c88293260 draft
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author | deepakjadmin |
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date | Fri, 22 Jan 2016 14:16:12 -0500 |
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children | 251849bed194 |
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1 def __template4Rnw(): | |
2 | |
3 template4Rnw = r'''%% Regression Modeling Script | |
4 %% Max Kuhn (max.kuhn@pfizer.com, mxkuhn@gmail.com) | |
5 %% Version: 1.00 | |
6 %% Created on: 2010/10/02 | |
7 %% | |
8 %% Lynn Group | |
9 %% Version: 2.00 | |
10 %% Created on: 2014/11/15 | |
11 | |
12 %% This is an Sweave template for building and describing | |
13 %% classification models. It mixes R and LaTeX code. The document can | |
14 %% be processing using R's Sweave function to produce a tex file. | |
15 %% | |
16 %% The inputs are: | |
17 %% - the initial data set in a data frame called 'rawData' | |
18 %% - a numeric column in the data set called 'outcome'. this should be the | |
19 %% outcome variable | |
20 %% - all other columns in rawData should be predictor variables | |
21 %% - the type of model should be in a variable called 'modName'. | |
22 %% | |
23 %% The script attempts to make some intelligent choices based on the | |
24 %% model being used. For example, if modName is "pls", the script will | |
25 %% automatically center and scale the predictor data. There are | |
26 %% situations where these choices can (and should be) changed. | |
27 %% | |
28 %% There are other options that may make sense to change. For example, | |
29 %% the user may want to adjust the type of resampling. To find these | |
30 %% parts of the script, search on the string 'OPTION'. These parts of | |
31 %% the code will document the options. | |
32 | |
33 \documentclass[12pt]{report} | |
34 \usepackage{amsmath} | |
35 \usepackage[pdftex]{graphicx} | |
36 \usepackage{color} | |
37 \usepackage{ctable} | |
38 \usepackage{xspace} | |
39 \usepackage{fancyvrb} | |
40 \usepackage{fancyhdr} | |
41 \usepackage{lastpage} | |
42 \usepackage{longtable} | |
43 \usepackage{algorithm2e} | |
44 \usepackage[ | |
45 colorlinks=true, | |
46 linkcolor=blue, | |
47 citecolor=blue, | |
48 urlcolor=blue] | |
49 {hyperref} | |
50 \usepackage{lscape} | |
51 | |
52 \usepackage{Sweave} | |
53 \SweaveOpts{keep.source = TRUE} | |
54 | |
55 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
56 | |
57 % define new colors for use | |
58 \definecolor{darkgreen}{rgb}{0,0.6,0} | |
59 \definecolor{darkred}{rgb}{0.6,0.0,0} | |
60 \definecolor{lightbrown}{rgb}{1,0.9,0.8} | |
61 \definecolor{brown}{rgb}{0.6,0.3,0.3} | |
62 \definecolor{darkblue}{rgb}{0,0,0.8} | |
63 \definecolor{darkmagenta}{rgb}{0.5,0,0.5} | |
64 | |
65 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
66 | |
67 \newcommand{\bld}[1]{\mbox{\boldmath $#1$}} | |
68 \newcommand{\shell}[1]{\mbox{$#1$}} | |
69 \renewcommand{\vec}[1]{\mbox{\bf {#1}}} | |
70 | |
71 \newcommand{\ReallySmallSpacing}{\renewcommand{\baselinestretch}{.6}\Large\normalsize} | |
72 \newcommand{\SmallSpacing}{\renewcommand{\baselinestretch}{1.1}\Large\normalsize} | |
73 | |
74 \newcommand{\halfs}{\frac{1}{2}} | |
75 | |
76 \setlength{\oddsidemargin}{-.25 truein} | |
77 \setlength{\evensidemargin}{0truein} | |
78 \setlength{\topmargin}{-0.2truein} | |
79 \setlength{\textwidth}{7 truein} | |
80 \setlength{\textheight}{8.5 truein} | |
81 \setlength{\parindent}{0.20truein} | |
82 \setlength{\parskip}{0.10truein} | |
83 | |
84 \setcounter{LTchunksize}{50} | |
85 | |
86 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
87 \pagestyle{fancy} | |
88 \lhead{} | |
89 %% OPTION Report header name | |
90 \chead{Regression Model Script} | |
91 \rhead{} | |
92 \lfoot{} | |
93 \cfoot{} | |
94 \rfoot{\thepage\ of \pageref{LastPage}} | |
95 \renewcommand{\headrulewidth}{1pt} | |
96 \renewcommand{\footrulewidth}{1pt} | |
97 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
98 | |
99 %% OPTION Report title and modeler name | |
100 \title{Regression Model Script using $METHOD } | |
101 \author{"M. Kuhn and Lynn Group, SCIS, JNU, New Delhi"} | |
102 | |
103 \begin{document} | |
104 | |
105 \maketitle | |
106 | |
107 \thispagestyle{empty} | |
108 | |
109 <<startup, eval= TRUE, results = hide, echo = FALSE>>= | |
110 library(Hmisc) | |
111 library(caret) | |
112 versionTest <- compareVersion(packageDescription("caret")$Version, | |
113 "4.65") | |
114 if(versionTest < 0) stop("caret version 4.65 or later is required") | |
115 | |
116 library(RColorBrewer) | |
117 | |
118 | |
119 listString <- function (x, period = FALSE, verbose = FALSE) | |
120 { | |
121 if (verbose) cat("\n entering listString\n") | |
122 flush.console() | |
123 if (!is.character(x)) | |
124 x <- as.character(x) | |
125 numElements <- length(x) | |
126 out <- if (length(x) > 0) { | |
127 switch(min(numElements, 3), x, paste(x, collapse = " and "), | |
128 { | |
129 x <- paste(x, c(rep(",", numElements - 2), " and", ""), sep = "") | |
130 paste(x, collapse = " ") | |
131 }) | |
132 } | |
133 else "" | |
134 if (period) out <- paste(out, ".", sep = "") | |
135 if (verbose) cat(" leaving listString\n\n") | |
136 flush.console() | |
137 out | |
138 } | |
139 | |
140 resampleStats <- function(x, digits = 3) | |
141 { | |
142 bestPerf <- x$bestTune | |
143 colnames(bestPerf) <- gsub("^\\.", "", colnames(bestPerf)) | |
144 out <- merge(x$results, bestPerf) | |
145 out <- out[, colnames(out) %in% x$perfNames] | |
146 names(out) <- gsub("ROC", "area under the ROC curve", names(out), fixed = TRUE) | |
147 names(out) <- gsub("Sens", "sensitivity", names(out), fixed = TRUE) | |
148 names(out) <- gsub("Spec", "specificity", names(out), fixed = TRUE) | |
149 names(out) <- gsub("Accuracy", "overall accuracy", names(out), fixed = TRUE) | |
150 names(out) <- gsub("Kappa", "Kappa statistics", names(out), fixed = TRUE) | |
151 names(out) <- gsub("RMSE", "root mean squared error", names(out), fixed = TRUE) | |
152 names(out) <- gsub("Rsquared", "$R^2$", names(out), fixed = TRUE) | |
153 | |
154 out <- format(out, digits = digits) | |
155 listString(paste(names(out), "was", out)) | |
156 } | |
157 | |
158 latticeBubble <- function(x, y, z, offset = .5, splits = 10, | |
159 pal = colorRampPalette(brewer.pal(9,"YlOrRd")[-(1:2)]), | |
160 ...) | |
161 { | |
162 cexValues <- rank(z)/length(z) + offset | |
163 splits <- unique(quantile(z, probs = seq(0, 1, length = splits))) | |
164 splitup <- cut(z, breaks = splits, include.lowest = TRUE) | |
165 cols <- pal(length(levels(splitup))) | |
166 colValues <- cols[as.numeric(splitup)] | |
167 if(is.data.frame(x)) | |
168 { | |
169 out <- splom(~x, col = colValues, cex = cexValues, ...) | |
170 | |
171 } else out <- xyplot(y~x, col = colValues, cex = cexValues, ...) | |
172 out | |
173 | |
174 } | |
175 | |
176 | |
177 ##OPTION: model name: see ?train for more values/models | |
178 modName <- "$METHOD" | |
179 load("$RDATA") | |
180 rawData <- dataX | |
181 rawData$$outcome <- dataY | |
182 | |
183 | |
184 | |
185 @ | |
186 | |
187 | |
188 \section*{Data Sets}\label{S:data} | |
189 | |
190 %% OPTION: provide some background on the problem, the experimental | |
191 %% data, how the compounds were selected etc | |
192 | |
193 | |
194 <<getDataInfo, eval = $GETDATAINFOEVAL, echo = $GETDATAINFOECHO, results = $GETDATAINFORESULT>>= | |
195 if(!any(names(rawData) == "outcome")) stop("a variable called outcome should be in the data set") | |
196 if(!is.numeric(rawData$outcome)) stop("the outcome should be a numeric vector") | |
197 | |
198 numSamples <- nrow(rawData) | |
199 numPredictors <- ncol(rawData) - 1 | |
200 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
201 | |
202 isNum <- apply(rawData[,predictorNames, drop = FALSE], 2, is.numeric) | |
203 if(any(!isNum)) stop("all predictors in rawData should be numeric") | |
204 | |
205 @ | |
206 | |
207 | |
208 <<missingFilter, eval = $MISSINGFILTEREVAL, echo = $MISSINGFILTERECHO, results = $MISSINGFILTERRESULT>>= | |
209 | |
210 colRate <- apply(rawData[, predictorNames, drop = FALSE], | |
211 2, function(x) mean(is.na(x))) | |
212 | |
213 ##OPTION thresholds can be changed | |
214 colExclude <- colRate > $MISSINGFILTERTHRESHC | |
215 | |
216 missingText <- "" | |
217 | |
218 if(any(colExclude)) | |
219 { | |
220 missingText <- paste(missingText, | |
221 ifelse(sum(colExclude) > 1, | |
222 " There were ", | |
223 " There was "), | |
224 sum(colExclude), | |
225 ifelse(sum(colExclude) > 1, | |
226 " predictors ", | |
227 " predictor "), | |
228 "with an excessive number of ", | |
229 "missing data. ", | |
230 ifelse(sum(colExclude) > 1, | |
231 " These were excluded. ", | |
232 " This was excluded. ")) | |
233 predictorNames <- predictorNames[!colExclude] | |
234 rawData <- rawData[, names(rawData) %in% c("outcome", predictorNames), drop = FALSE] | |
235 } | |
236 | |
237 | |
238 rowRate <- apply(rawData[, predictorNames, drop = FALSE], | |
239 1, function(x) mean(is.na(x))) | |
240 | |
241 rowExclude <- rowRate > $MISSINGFILTERTHRESHR | |
242 | |
243 | |
244 if(any(rowExclude)) | |
245 { | |
246 missingText <- paste(missingText, | |
247 ifelse(sum(rowExclude) > 1, | |
248 " There were ", | |
249 " There was "), | |
250 sum(colExclude), | |
251 ifelse(sum(rowExclude) > 1, | |
252 " samples ", | |
253 " sample "), | |
254 "with an excessive number of ", | |
255 "missing data. ", | |
256 ifelse(sum(rowExclude) > 1, | |
257 " These were excluded. ", | |
258 " This was excluded. "), | |
259 "After filtering, ", | |
260 sum(!rowExclude), | |
261 " samples remained.") | |
262 rawData <- rawData[!rowExclude, ] | |
263 hasMissing <- apply(rawData[, predictorNames, drop = FALSE], | |
264 1, function(x) mean(is.na(x))) | |
265 } else { | |
266 hasMissing <- apply(rawData[, predictorNames, drop = FALSE], | |
267 1, function(x) any(is.na(x))) | |
268 missingText <- paste(missingText, | |
269 ifelse(missingText == "", | |
270 "There ", | |
271 "Subsequently, there "), | |
272 ifelse(sum(hasMissing) == 1, | |
273 "was ", | |
274 "were "), | |
275 ifelse(sum(hasMissing) > 0, | |
276 sum(hasMissing), | |
277 "no"), | |
278 ifelse(sum(hasMissing) == 1, | |
279 "sample ", | |
280 "samples "), | |
281 "with missing values.") | |
282 rawData <- rawData[complete.cases(rawData),] | |
283 } | |
284 | |
285 dataDist <- summary(rawData$outcome) | |
286 dataSD <- sd(rawData$outcome, na.rm = TRUE) | |
287 dataText <- paste("The average outcome value was ", | |
288 dataDist["Mean"], | |
289 " and a standard deviation of ", | |
290 dataSD, ". The minimum and maximum values were ", | |
291 dataDist["Min."], " and ", dataDist["Max."], | |
292 ", respectively. Figure \\\\ref{F:dens} shows a ", | |
293 " density plot (i.e. a smooth histogram) of the response.", | |
294 sep = "") | |
295 | |
296 rawData1 <- rawData[,1:length(rawData)-1] | |
297 rawData2 <- rawData[,length(rawData)] | |
298 | |
299 set.seed(222) | |
300 nzv1 <- nearZeroVar(rawData1) | |
301 if(length(nzv1) > 0) | |
302 { | |
303 nzvVars1 <- names(rawData1)[nzv1] | |
304 rawData <- rawData1[,-nzv1] | |
305 rawData$outcome <- rawData2 | |
306 nzvText1 <- paste("There were ", | |
307 length(nzv1), | |
308 " predictors that were removed from original data due to", | |
309 " severely unbalanced distributions that", | |
310 " could negatively affect the model fit", | |
311 ifelse(length(nzv1) > 10, | |
312 ".", | |
313 paste(": ", | |
314 listString(nzvVars1), | |
315 ".", | |
316 sep = "")), | |
317 sep = "") | |
318 | |
319 } else { | |
320 rawData <- rawData1 | |
321 rawData$outcome <- rawData2 | |
322 nzvText1 <- "" | |
323 | |
324 } | |
325 | |
326 remove("rawData1") | |
327 remove("rawData2") | |
328 | |
329 @ | |
330 | |
331 The initial data set consisted of \Sexpr{numSamples} samples and | |
332 \Sexpr{numPredictors} predictor variables. \Sexpr{dataText} \Sexpr{missingText} | |
333 \Sexpr{nzvText1} | |
334 | |
335 \setkeys{Gin}{width = 0.8\textwidth} | |
336 \begin{figure}[b] | |
337 \begin{center} | |
338 | |
339 <<densityplot, echo = FALSE, results = hide, fig = TRUE, width = 8, height = 4.5>>= | |
340 trellis.par.set(caretTheme(), warn = TRUE) | |
341 print(densityplot(~rawData$outcome, pch = "|", adjust = 1.25, xlab = "")) | |
342 @ | |
343 \caption[Data Density]{A density plot of the response. The marks | |
344 along the $x$--axis show the locations of the data points.} | |
345 \label{F:dens} | |
346 \end{center} | |
347 \end{figure} | |
348 | |
349 | |
350 <<pca, eval= $PCAEVAL, echo = $PCAECHO, results = $PCARESULT>>= | |
351 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
352 numPredictors <- length(predictorNames) | |
353 | |
354 predictors <- rawData[, predictorNames, drop = FALSE] | |
355 ## PCA will fail with predictors having less than 2 unique values | |
356 isZeroVar <- apply(predictors, 2, | |
357 function(x) length(unique(x)) < 2) | |
358 if(any(isZeroVar)) predictors <- predictors[, !isZeroVar, drop = FALSE] | |
359 ## For whatever, only the formula interface to prcomp | |
360 ## handles missing values | |
361 pcaForm <- as.formula( | |
362 paste("~", | |
363 paste(names(predictors), collapse = "+"))) | |
364 pca <- prcomp(pcaForm, | |
365 data = predictors, | |
366 center = TRUE, | |
367 scale. = TRUE, | |
368 na.action = na.omit) | |
369 ## OPTION: the number of components plotted/discussed can be set | |
370 numPCAcomp <- $PCACOMP | |
371 pctVar <- pca$sdev^2/sum(pca$sdev^2)*100 | |
372 pcaText <- paste(round(pctVar[1:numPCAcomp], 1), | |
373 "\\\\%", | |
374 sep = "") | |
375 pcaText <- listString(pcaText) | |
376 @ | |
377 | |
378 To get an initial assessment of the separability of the classes, | |
379 principal component analysis (PCA) was used to distill the | |
380 \Sexpr{numPredictors} predictors down into \Sexpr{numPCAcomp} | |
381 surrogate variables (i.e. the principal components) in a manner that | |
382 attempts to maximize the amount of information preserved from the | |
383 original predictor set. Figure \ref{F:inititalPCA} contains plots of | |
384 the first \Sexpr{numPCAcomp} components, which accounted for | |
385 \Sexpr{pcaText} percent of the variability in the original predictors | |
386 (respectively). | |
387 | |
388 %% OPTION: remark on how well (or poorly) the data separated | |
389 | |
390 \setkeys{Gin}{width = 0.8\textwidth} | |
391 \begin{figure}[p] | |
392 \begin{center} | |
393 | |
394 <<pcaPlot, eval = $PCAPLOTEVAL, echo = $PCAPLOTECHO, results = $PCAPLOTRESULT, fig = $PCAPLOTFIG, width = 8, height = 8>>= | |
395 trellis.par.set(caretTheme(), warn = TRUE) | |
396 if(numPCAcomp == 2) | |
397 { | |
398 axisRange <- extendrange(pca$x[, 1:2]) | |
399 print( | |
400 latticeBubble(x = as.data.frame(pca$x)$PC1, | |
401 y = as.data.frame(pca$x)$PC2, | |
402 z = rawData$outcome, | |
403 type = c("p", "g"), | |
404 xlab = "PC1", ylab = "PC2", | |
405 xlim = axisRange, | |
406 ylim = axisRange)) | |
407 | |
408 } else { | |
409 axisRange <- extendrange(pca$x[, 1:numPCAcomp]) | |
410 print( | |
411 latticeBubble(x = as.data.frame(pca$x)[,1:numPCAcomp], | |
412 | |
413 z = rawData$outcome, | |
414 type = c("p", "g"), | |
415 xlab = "PC1", ylab = "PC2", | |
416 xlim = axisRange, | |
417 ylim = axisRange)) | |
418 | |
419 | |
420 } | |
421 @ | |
422 \caption[PCA Plot]{A plot of the first \Sexpr{numPCAcomp} | |
423 principal components for the original data set. Smaller, lighter | |
424 points indicate smaller values of the response while darker, | |
425 larger points correspond to larger values of the outcome} | |
426 \label{F:inititalPCA} | |
427 \end{center} | |
428 \end{figure} | |
429 | |
430 | |
431 <<initialDataSplit, eval = $INITIALDATASPLITEVAL, echo = $INITIALDATASPLITECHO, results = $INITIALDATASPLITRESULT>>= | |
432 | |
433 ## OPTION: in small samples sizes, you may not want to set aside a | |
434 ## training set and focus on the resampling results. | |
435 numSamples <- nrow(rawData) | |
436 | |
437 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
438 numPredictors <- length(predictorNames) | |
439 | |
440 # pctTrain <- .15 | |
441 pctTrain <- $PERCENT | |
442 | |
443 if(pctTrain < 1) | |
444 { | |
445 ## OPTION: seed number can be changed | |
446 set.seed(1) | |
447 inTrain <- createDataPartition(rawData$outcome, | |
448 p = pctTrain, | |
449 list = FALSE) | |
450 trainX <- rawData[ inTrain, predictorNames] | |
451 testX <- rawData[-inTrain, predictorNames] | |
452 trainY <- rawData[ inTrain, "outcome"] | |
453 testY <- rawData[-inTrain, "outcome"] | |
454 splitText <- paste("The original data were split into ", | |
455 "a training set ($n$=", | |
456 nrow(trainX), | |
457 ") and a test set ($n$=", | |
458 nrow(testX), | |
459 ") in a manner that preserved the ", | |
460 "distribution of the response.", | |
461 sep = "") | |
462 isZeroVar <- apply(trainX, 2, | |
463 function(x) length(unique(x)) < 2) | |
464 if(any(isZeroVar)) | |
465 { | |
466 trainX <- trainX[, !isZeroVar, drop = FALSE] | |
467 testX <- testX[, !isZeroVar, drop = FALSE] | |
468 } | |
469 | |
470 } else { | |
471 trainX <- rawData[, predictorNames] | |
472 testX <- NULL | |
473 trainY <- rawData[, "outcome"] | |
474 testY <- NULL | |
475 splitText <- "The entire data set was used as the training set." | |
476 } | |
477 | |
478 remove("rawData") | |
479 | |
480 @ | |
481 | |
482 \Sexpr{splitText} | |
483 The data set for model building consisted of \Sexpr{numSamples} samples and | |
484 \Sexpr{numPredictors} predictor variables. | |
485 | |
486 | |
487 | |
488 <<nzv, eval= $NZVEVAL, results = $NZVRESULT, echo = $NZVECHO>>= | |
489 ## OPTION: other pre-processing steps can be used | |
490 ppSteps <- caret:::suggestions(modName) | |
491 | |
492 set.seed(2) | |
493 if(ppSteps["nzv"]) | |
494 { | |
495 nzv <- nearZeroVar(trainX) | |
496 if(length(nzv) > 0) | |
497 { | |
498 nzvVars <- names(trainX)[nzv] | |
499 trainX <- trainX[, -nzv] | |
500 nzvText <- paste("There were ", | |
501 length(nzv), | |
502 " predictors that were removed due to", | |
503 " severely unbalanced distributions that", | |
504 " could negatively affect the model fit", | |
505 ifelse(length(nzv) > 10, | |
506 ".", | |
507 paste(": ", | |
508 listString(nzvVars), | |
509 ".", | |
510 sep = "")), | |
511 sep = "") | |
512 testX <- testX[, -nzv] | |
513 } else nzvText <- "" | |
514 } else nzvText <- "" | |
515 @ | |
516 | |
517 \Sexpr{nzvText} | |
518 | |
519 <<corrFilter, eval = $CORRFILTEREVAL, results = $CORRFILTERRESULT, echo = $CORRFILTERECHO>>= | |
520 | |
521 if(ppSteps["corr"]) | |
522 { | |
523 ## OPTION: | |
524 ##corrThresh <- .75 | |
525 corrThresh <- $THRESHHOLDCOR | |
526 highCorr <- findCorrelation(cor(trainX, use = "pairwise.complete.obs"), | |
527 corrThresh) | |
528 if(length(highCorr) > 0) | |
529 { | |
530 corrVars <- names(trainX)[highCorr] | |
531 trainX <- trainX[, -highCorr] | |
532 corrText <- paste("There were ", | |
533 length(highCorr), | |
534 " predictors that were removed due to", | |
535 " large between--predictor correlations that", | |
536 " could negatively affect the model fit", | |
537 ifelse(length(highCorr) > 10, | |
538 ".", | |
539 paste(": ", | |
540 listString(highCorr), | |
541 ".", | |
542 sep = "")), | |
543 " Removing these predictors forced", | |
544 " all pair--wise correlations to be", | |
545 " less than ", | |
546 corrThresh, | |
547 ".", | |
548 sep = "") | |
549 testX <- testX[, -highCorr] | |
550 } else corrText <- "" | |
551 }else corrText <- "" | |
552 @ | |
553 | |
554 \Sexpr{corrText} | |
555 | |
556 <<preProc, eval = $PREPROCEVAL, echo = $PREPROCECHO, results = $PREPROCRESULT>>= | |
557 | |
558 ppMethods <- NULL | |
559 if(ppSteps["center"]) ppMethods <- c(ppMethods, "center") | |
560 if(ppSteps["scale"]) ppMethods <- c(ppMethods, "scale") | |
561 if(any(hasMissing) > 0) ppMethods <- c(ppMethods, "knnImpute") | |
562 ##OPTION other methods, such as spatial sign, can be added to this list | |
563 | |
564 if(length(ppMethods) > 0) | |
565 { | |
566 ppInfo <- preProcess(trainX, method = ppMethods) | |
567 trainX <- predict(ppInfo, trainX) | |
568 if(pctTrain < 1) testX <- predict(ppInfo, testX) | |
569 ppText <- paste("The following pre--processing methods were", | |
570 " applied to the training", | |
571 ifelse(pctTrain < 1, " and test", ""), | |
572 " data: ", | |
573 listString(ppMethods), | |
574 ".", | |
575 sep = "") | |
576 ppText <- gsub("center", "mean centering", ppText) | |
577 ppText <- gsub("scale", "scaling to unit variance", ppText) | |
578 ppText <- gsub("knnImpute", | |
579 paste(ppInfo$k, "--nearest neighbor imputation", sep = ""), | |
580 ppText) | |
581 ppText <- gsub("spatialSign", "the spatial sign transformation", ppText) | |
582 ppText <- gsub("pca", "principal component feature extraction", ppText) | |
583 ppText <- gsub("ica", "independent component feature extraction", ppText) | |
584 } else { | |
585 ppInfo <- NULL | |
586 ppText <- "" | |
587 } | |
588 | |
589 predictorNames <- names(trainX) | |
590 if(nzvText != "" | corrText != "" | ppText != "") | |
591 { | |
592 varText <- paste("After pre--processing, ", | |
593 ncol(trainX), | |
594 "predictors remained for modeling.") | |
595 } else varText <- "" | |
596 | |
597 @ | |
598 | |
599 \Sexpr{ppText} \Sexpr{varText} | |
600 | |
601 \clearpage | |
602 \section*{Model Building} | |
603 | |
604 <<setupWorkers, eval = TRUE, echo = $SETUPWORKERSECHO, results = $SETUPWORKERSRESULT>>= | |
605 | |
606 numWorkers <- $NUMWORKERS | |
607 ##OPTION: turn up numWorkers to use MPI | |
608 if(numWorkers > 1) | |
609 { | |
610 mpiCalcs <- function(X, FUN, ...) | |
611 { | |
612 theDots <- list(...) | |
613 parLapply(theDots$cl, X, FUN) | |
614 } | |
615 | |
616 library(snow) | |
617 cl <- makeCluster(numWorkers, "MPI") | |
618 } | |
619 @ | |
620 | |
621 <<setupResampling, echo = $SETUPRESAMPLINGECHO, results = $SETUPRESAMPLINGRESULT>>= | |
622 ##<<setupResampling, echo = FALSE, results = hide>>= | |
623 ##OPTION: the resampling options can be changed. See | |
624 ## ?trainControl for details | |
625 resampName <- "repeatedcv" | |
626 resampNumber <- $RESAMPLENUMBER | |
627 numRepeat <- 3 | |
628 resampP <- $RESAMPLENUMBERPERCENT | |
629 | |
630 modelInfo <- modelLookup(modName) | |
631 | |
632 set.seed(3) | |
633 ctlObj <- trainControl(method = resampName, | |
634 number = resampNumber, | |
635 repeats = numRepeat, | |
636 p = resampP) | |
637 | |
638 | |
639 ##OPTION select other performance metrics as needed | |
640 optMetric <- "RMSE" | |
641 | |
642 if(numWorkers > 1) | |
643 { | |
644 ctlObj$workers <- numWorkers | |
645 ctlObj$computeFunction <- mpiCalcs | |
646 ctlObj$computeArgs <- list(cl = cl) | |
647 } | |
648 @ | |
649 | |
650 <<setupGrid, results = $SETUPGRIDRESULT, echo = $SETUPGRIDECHO>>= | |
651 | |
652 ##OPTION expand or contract these grids as needed (or | |
653 ## add more models | |
654 | |
655 gridSize <- $SETUPGRIDSIZE | |
656 | |
657 if(modName %in% c("svmPoly", "svmRadial", "svmLinear", "ctree2", "ctree")) gridSize <- 5 | |
658 if(modName %in% c("earth")) gridSize <- 7 | |
659 if(modName %in% c("knn", "glmboost", "rf", "nodeHarvest")) gridSize <- 10 | |
660 | |
661 if(modName %in% c("rpart")) gridSize <- 15 | |
662 if(modName %in% c("pls", "lars2", "lars")) gridSize <- min(20, ncol(trainX)) | |
663 | |
664 if(modName == "gbm") | |
665 { | |
666 tGrid <- expand.grid(.interaction.depth = -1 + (1:5)*2 , | |
667 .n.trees = (1:10)*20, | |
668 .shrinkage = .1) | |
669 } | |
670 | |
671 if(modName == "nnet") | |
672 { | |
673 tGrid <- expand.grid(.size = -1 + (1:5)*2 , | |
674 .decay = c(0, .001, .01, .1)) | |
675 } | |
676 | |
677 @ | |
678 | |
679 | |
680 <<fitModel, results = $FITMODELRESULT, echo = $FITMODELECHO, eval = $FITMODELEVAL>>= | |
681 | |
682 ##OPTION alter as needed | |
683 | |
684 set.seed(4) | |
685 modelFit <- switch(modName, | |
686 gbm = | |
687 { | |
688 mix <- sample(seq(along = trainY)) | |
689 train( | |
690 trainX[mix,], trainY[mix], modName, | |
691 verbose = FALSE, | |
692 bag.fraction = .9, | |
693 metric = optMetric, | |
694 trControl = ctlObj, | |
695 tuneGrid = tGrid) | |
696 }, | |
697 | |
698 nnet = | |
699 { | |
700 train( | |
701 trainX, trainY, modName, | |
702 metric = optMetric, | |
703 linout = TRUE, | |
704 trace = FALSE, | |
705 maxiter = 1000, | |
706 MaxNWts = 5000, | |
707 trControl = ctlObj, | |
708 tuneGrid = tGrid) | |
709 | |
710 }, | |
711 | |
712 svmRadial =, svmPoly =, svmLinear = | |
713 { | |
714 train( | |
715 trainX, trainY, modName, | |
716 metric = optMetric, | |
717 scaled = TRUE, | |
718 trControl = ctlObj, | |
719 tuneLength = gridSize) | |
720 }, | |
721 { | |
722 train(trainX, trainY, modName, | |
723 trControl = ctlObj, | |
724 metric = optMetric, | |
725 tuneLength = gridSize) | |
726 }) | |
727 | |
728 @ | |
729 | |
730 <<modelDescr, echo = $MODELDESCRECHO, results = $MODELDESCRRESULT>>= | |
731 | |
732 | |
733 summaryText <- "" | |
734 | |
735 resampleName <- switch(tolower(modelFit$control$method), | |
736 boot = paste("the bootstrap (", length(modelFit$control$index), " reps)", sep = ""), | |
737 boot632 = paste("the bootstrap 632 rule (", length(modelFit$control$index), " reps)", sep = ""), | |
738 cv = paste("cross-validation (", modelFit$control$number, " fold)", sep = ""), | |
739 repeatedcv = paste("cross-validation (", modelFit$control$number, " fold, repeated ", | |
740 modelFit$control$repeats, " times)", sep = ""), | |
741 lgocv = paste("repeated train/test splits (", length(modelFit$control$index), " reps, ", | |
742 round(modelFit$control$p, 2), "$\\%$)", sep = "")) | |
743 | |
744 tuneVars <- latexTranslate(tolower(modelInfo$label)) | |
745 tuneVars <- gsub("\\#", "the number of ", tuneVars, fixed = TRUE) | |
746 if(ncol(modelFit$bestTune) == 1 && colnames(modelFit$bestTune) == ".parameter") | |
747 { | |
748 summaryText <- paste(summaryText, | |
749 "\n\n", | |
750 "There are no tuning parameters associated with this model.", | |
751 "To characterize the model performance on the training set,", | |
752 resampleName, | |
753 "was used.", | |
754 "Table \\\\ref{T:resamps} and Figure \\\\ref{F:profile}", | |
755 "show summaries of the resampling results. ") | |
756 | |
757 } else { | |
758 summaryText <- paste("There", | |
759 ifelse(nrow(modelInfo) > 1, "are", "is"), | |
760 nrow(modelInfo), | |
761 ifelse(nrow(modelInfo) > 1, "tuning parameters", "tuning parameter"), | |
762 "associated with this model:", | |
763 listString(tuneVars, period = TRUE)) | |
764 | |
765 | |
766 | |
767 paramNames <- gsub(".", "", names(modelFit$bestTune), fixed = TRUE) | |
768 for(i in seq(along = paramNames)) | |
769 { | |
770 check <- modelInfo$parameter %in% paramNames[i] | |
771 if(any(check)) | |
772 { | |
773 paramNames[i] <- modelInfo$label[which(check)] | |
774 } | |
775 } | |
776 | |
777 paramNames <- gsub("#", "the number of ", paramNames, fixed = TRUE) | |
778 ## Check to see if there was only one combination fit | |
779 summaryText <- paste(summaryText, | |
780 "To choose", | |
781 ifelse(nrow(modelInfo) > 1, | |
782 "appropriate values of the tuning parameters,", | |
783 "an appropriate value of the tuning parameter,"), | |
784 resampleName, | |
785 "was used to generated a profile of performance across the", | |
786 nrow(modelFit$results), | |
787 ifelse(nrow(modelInfo) > 1, | |
788 "combinations of the tuning parameters.", | |
789 "candidate values."), | |
790 | |
791 "Table \\\\ref{T:resamps} and Figure \\\\ref{F:profile} show", | |
792 "summaries of the resampling profile. ", "The final model fitted to the entire training set was:", | |
793 listString(paste(latexTranslate(tolower(paramNames)), "=", modelFit$bestTune[1,]), period = TRUE)) | |
794 | |
795 } | |
796 @ | |
797 | |
798 \Sexpr{summaryText} | |
799 | |
800 <<resampTable, echo = $RESAMPTABLEECHO, results = $RESAMPTABLERESULT>>= | |
801 | |
802 tableData <- modelFit$results | |
803 | |
804 if(all(modelInfo$parameter == "parameter")) | |
805 { | |
806 tableData <- tableData[,-1, drop = FALSE] | |
807 colNums <- c(length(modelFit$perfNames), length(modelFit$perfNames)) | |
808 colLabels <- c("Mean", "Standard Deviation") | |
809 constString <- "" | |
810 isConst <- NULL | |
811 } else { | |
812 | |
813 isConst <- apply(tableData[, modelInfo$parameter, drop = FALSE], | |
814 2, | |
815 function(x) length(unique(x)) == 1) | |
816 | |
817 numParamInTable <- sum(!isConst) | |
818 | |
819 if(any(isConst)) | |
820 { | |
821 constParam <- modelInfo$parameter[isConst] | |
822 constValues <- format(tableData[, constParam, drop = FALSE], digits = 4)[1,,drop = FALSE] | |
823 tableData <- tableData[, !(names(tableData) %in% constParam), drop = FALSE] | |
824 constString <- paste("The tuning", | |
825 ifelse(sum(isConst) > 1, | |
826 "parmeters", | |
827 "parameter"), | |
828 listString(paste("``", names(constValues), "''", sep = "")), | |
829 ifelse(sum(isConst) > 1, | |
830 "were", | |
831 "was"), | |
832 "held constant at", | |
833 ifelse(sum(isConst) > 1, | |
834 "a value of", | |
835 "values of"), | |
836 listString(constValues[1,])) | |
837 | |
838 } else constString <- "" | |
839 | |
840 cn <- colnames(tableData) | |
841 for(i in seq(along = cn)) | |
842 { | |
843 check <- modelInfo$parameter %in% cn[i] | |
844 if(any(check)) | |
845 { | |
846 cn[i] <- modelInfo$label[which(check)] | |
847 } | |
848 } | |
849 colnames(tableData) <- cn | |
850 | |
851 colNums <- c(numParamInTable, | |
852 length(modelFit$perfNames), | |
853 length(modelFit$perfNames)) | |
854 colLabels <- c("", "Mean", "Standard Deviation") | |
855 } | |
856 | |
857 colnames(tableData) <- gsub("SD$", "", colnames(tableData)) | |
858 colnames(tableData) <- latexTranslate(colnames(tableData)) | |
859 rownames(tableData) <- latexTranslate(rownames(tableData)) | |
860 | |
861 latex(tableData, | |
862 rowname = NULL, | |
863 file = "", | |
864 cgroup = colLabels, | |
865 n.cgroup = colNums, | |
866 where = "h!", | |
867 digits = 4, | |
868 longtable = nrow(tableData) > 30, | |
869 caption = paste(resampleName, "results from the model fit.", constString), | |
870 label = "T:resamps") | |
871 @ | |
872 | |
873 \setkeys{Gin}{ width = 0.9\textwidth} | |
874 \begin{figure}[b] | |
875 \begin{center} | |
876 | |
877 <<profilePlot, echo = $PROFILEPLOTECHO, fig = $PROFILEPLOTFIG, width = 8, height = 6>>= | |
878 | |
879 trellis.par.set(caretTheme(), warn = TRUE) | |
880 if(all(modelInfo$parameter == "parameter") | all(isConst) | modName == "nb") | |
881 { | |
882 resultsPlot <- resampleHist(modelFit) | |
883 plotCaption <- paste("Distributions of model performance from the ", | |
884 "training set estimated using ", | |
885 resampleName) | |
886 } else { | |
887 if(modName %in% c("svmPoly", "svmRadial", "svmLinear")) | |
888 { | |
889 resultsPlot <- plot(modelFit, | |
890 metric = optMetric, | |
891 xTrans = function(x) log10(x)) | |
892 resultsPlot <- update(resultsPlot, | |
893 type = c("g", "p", "l"), | |
894 ylab = paste(optMetric, " (", resampleName, ")", sep = "")) | |
895 | |
896 } else { | |
897 resultsPlot <- plot(modelFit, | |
898 metric = optMetric) | |
899 resultsPlot <- update(resultsPlot, | |
900 type = c("g", "p", "l"), | |
901 ylab = paste(optMetric, " (", resampleName, ")", sep = "")) | |
902 } | |
903 plotCaption <- paste("A plot of the estimates of the", | |
904 optMetric, | |
905 "values calculated using", | |
906 resampleName) | |
907 } | |
908 print(resultsPlot) | |
909 @ | |
910 \caption[Performance Plot]{\Sexpr{plotCaption}.} | |
911 \label{F:profile} | |
912 \end{center} | |
913 \end{figure} | |
914 | |
915 <<stopWorkers, echo = $STOPWORKERSECHO, results = $STOPWORKERSRESULT>>= | |
916 ##<<stopWorkers, echo = FALSE, results = hide>>= | |
917 if(numWorkers > 1) stopCluster(cl) | |
918 @ | |
919 | |
920 <<testPred, results = $TESTPREDRESULT, echo = $TESTPREDECHO>>= | |
921 | |
922 | |
923 if(pctTrain < 1) | |
924 { | |
925 cat("\\clearpage\n\\section*{Test Set Results}\n\n") | |
926 | |
927 testPreds <- extractPrediction(list(fit = modelFit), | |
928 testX = testX, testY = testY) | |
929 testPreds <- subset(testPreds, dataType == "Test") | |
930 values <- modelFit$control$summaryFunction(testPreds) | |
931 names(values) <- gsub("RMSE", "root mean squared error", names(values), fixed = TRUE) | |
932 names(values) <- gsub("Rsquared", "$R^2$", names(values), fixed = TRUE) | |
933 values <- format(values, digits = 3) | |
934 | |
935 testString <- paste("Based on the test set of", | |
936 nrow(testX), | |
937 "samples,", | |
938 listString(paste(names(values), "was", values), period = TRUE), | |
939 " A plot of the observed and predicted outcomes for the test set ", | |
940 "is given in Figure \\\\ref{F:obsPred}.") | |
941 testString <- paste(testString, | |
942 " Using ", resampleName, | |
943 ", the training set estimates were ", | |
944 resampleStats(modelFit), | |
945 ".", | |
946 sep = "") | |
947 | |
948 axisRange <- extendrange(testPreds[, c("obs", "pred")]) | |
949 obsPred <- xyplot(obs ~ pred, | |
950 data = testPreds, | |
951 xlim = axisRange, | |
952 ylim = axisRange, | |
953 panel = function(x, y) | |
954 { | |
955 panel.abline(0, 1, col = "darkgrey", lty = 2) | |
956 panel.xyplot(x, y, type = c("p", "g")) | |
957 panel.loess(x, y, col = "darkred", lwd = 2) | |
958 | |
959 | |
960 }, | |
961 ylab = "Observed Response", | |
962 xlab = "Predicted Response") | |
963 | |
964 pdf("obsPred.pdf", height = 8, width = 8) | |
965 trellis.par.set(caretTheme()) | |
966 print(obsPred) | |
967 dev.off() | |
968 | |
969 } else testString <- "" | |
970 @ | |
971 \Sexpr{testString} | |
972 | |
973 | |
974 <<classProbsTex, results = $CLASSPROBSTEXRESULT, echo = $CLASSPROBSTEXECHO>>= | |
975 | |
976 | |
977 if(pctTrain < 1) | |
978 { | |
979 cat( | |
980 paste("\\begin{figure}[p]\n", | |
981 "\\begin{center}\n", | |
982 "\\includegraphics{obsPred}", | |
983 "\\caption[Observed V Fitted Values]{", | |
984 "The observed and predicted responses. ", | |
985 "The grey line is the line of identity while the", | |
986 "solid red line is a smoothed trend line.}\n", | |
987 "\\label{F:obsPred}\n", | |
988 "\\end{center}\n", | |
989 "\\end{figure}")) | |
990 } | |
991 | |
992 @ | |
993 | |
994 \section*{Versions} | |
995 | |
996 <<versions, echo = FALSE, results = tex>>= | |
997 toLatex(sessionInfo()) | |
998 | |
999 @ | |
1000 | |
1001 <<save-data, echo = $SAVEDATAECHO, results = $SAVEDATARESULT>>= | |
1002 ## change this to the name of modName.... | |
1003 Fit<-modelFit | |
1004 save(Fit,file="$METHOD-Fit.RData") | |
1005 @ | |
1006 The model was built using $METHOD and is saved as $METHOD-Fit.RData for reuse. This contains the variable Fit. | |
1007 | |
1008 | |
1009 \end{document}''' | |
1010 return template4Rnw |