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comparison caret_future/tool3/test/tmp1/earth/result-doc.Rnw @ 0:68300206e90d draft default tip
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date | Thu, 05 Nov 2015 02:41:30 -0500 |
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1 %% Classification Modeling Script | |
2 %% Max Kuhn (max.kuhn@pfizer.com, mxkuhn@gmail.com) | |
3 %% Version: 1.00 | |
4 %% Created on: 2010/10/02 | |
5 %% | |
6 %% This is an Sweave template for building and describing | |
7 %% classification models. It mixes R and LaTeX code. The document can | |
8 %% be processing using R's Sweave function to produce a tex file. | |
9 %% | |
10 %% The inputs are: | |
11 %% - the initial data set in a data frame called 'rawData' | |
12 %% - a factor column in the data set called 'class'. this should be the | |
13 %% outcome variable | |
14 %% - all other columns in rawData should be predictor variables | |
15 %% - the type of model should be in a variable called 'modName'. | |
16 %% | |
17 %% The script attempts to make some intelligent choices based on the | |
18 %% model being used. For example, if modName is "pls", the script will | |
19 %% automatically center and scale the predictor data. There are | |
20 %% situations where these choices can (and should be) changed. | |
21 %% | |
22 %% There are other options that may make sense to change. For example, | |
23 %% the user may want to adjust the type of resampling. To find these | |
24 %% parts of the script, search on the string 'OPTION'. These parts of | |
25 %% the code will document the options. | |
26 | |
27 \documentclass[14pt]{report} | |
28 \usepackage{amsmath} | |
29 \usepackage[pdftex]{graphicx} | |
30 \usepackage{color} | |
31 \usepackage{ctable} | |
32 \usepackage{xspace} | |
33 \usepackage{fancyvrb} | |
34 \usepackage{fancyhdr} | |
35 \usepackage{lastpage} | |
36 \usepackage{longtable} | |
37 \usepackage{algorithm2e} | |
38 \usepackage[ | |
39 colorlinks=true, | |
40 linkcolor=blue, | |
41 citecolor=blue, | |
42 urlcolor=blue] | |
43 {hyperref} | |
44 \usepackage{lscape} | |
45 \usepackage{Sweave} | |
46 \SweaveOpts{keep.source = TRUE} | |
47 | |
48 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
49 | |
50 % define new colors for use | |
51 \definecolor{darkgreen}{rgb}{0,0.6,0} | |
52 \definecolor{darkred}{rgb}{0.6,0.0,0} | |
53 \definecolor{lightbrown}{rgb}{1,0.9,0.8} | |
54 \definecolor{brown}{rgb}{0.6,0.3,0.3} | |
55 \definecolor{darkblue}{rgb}{0,0,0.8} | |
56 \definecolor{darkmagenta}{rgb}{0.5,0,0.5} | |
57 | |
58 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
59 | |
60 \newcommand{\bld}[1]{\mbox{\boldmath $#1$}} | |
61 \newcommand{\shell}[1]{\mbox{$#1$}} | |
62 \renewcommand{\vec}[1]{\mbox{\bf {#1}}} | |
63 | |
64 \newcommand{\ReallySmallSpacing}{\renewcommand{\baselinestretch}{.6}\Large\normalsize} | |
65 \newcommand{\SmallSpacing}{\renewcommand{\baselinestretch}{1.1}\Large\normalsize} | |
66 | |
67 \newcommand{\halfs}{\frac{1}{2}} | |
68 | |
69 \setlength{\oddsidemargin}{-.25 truein} | |
70 \setlength{\evensidemargin}{0truein} | |
71 \setlength{\topmargin}{-0.2truein} | |
72 \setlength{\textwidth}{7 truein} | |
73 \setlength{\textheight}{8.5 truein} | |
74 \setlength{\parindent}{0.20truein} | |
75 \setlength{\parskip}{0.10truein} | |
76 | |
77 \setcounter{LTchunksize}{50} | |
78 | |
79 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
80 \pagestyle{fancy} | |
81 \lhead{} | |
82 %% OPTION Report header name | |
83 \chead{Classification Model Script} | |
84 \rhead{} | |
85 \lfoot{} | |
86 \cfoot{} | |
87 \rfoot{\thepage\ of \pageref{LastPage}} | |
88 \renewcommand{\headrulewidth}{1pt} | |
89 \renewcommand{\footrulewidth}{1pt} | |
90 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
91 | |
92 %% OPTION Report title and modeler name | |
93 \title{Classification Model Script using earth} | |
94 \author{"Lynn Group with M. Kuhn, SCIS, JNU, New Delhi"} | |
95 | |
96 \begin{document} | |
97 | |
98 \maketitle | |
99 | |
100 \thispagestyle{empty} | |
101 <<dummy, eval=TRUE, echo=FALSE, results=hide>>= | |
102 # sets values for variables used later in the program to prevent the \Sexpr error on parsing with Sweave | |
103 numSamples='' | |
104 classDistString='' | |
105 missingText='' | |
106 numPredictors='' | |
107 numPCAcomp='' | |
108 pcaText='' | |
109 nzvText='' | |
110 corrText='' | |
111 ppText='' | |
112 varText='' | |
113 splitText="Dummy Text" | |
114 nirText="Dummy Text" | |
115 # pctTrain is a variable that is initialised in Data splitting, and reused later in testPred | |
116 pctTrain=0.8 | |
117 Smpling='' | |
118 nzvText1='' | |
119 classDistString1='' | |
120 dwnsmpl='' | |
121 upsmpl='' | |
122 | |
123 @ | |
124 <<startup, eval= TRUE, results = hide, echo = FALSE>>= | |
125 library(Hmisc) | |
126 library(caret) | |
127 library(pROC) | |
128 versionTest <- compareVersion(packageDescription("caret")$Version, | |
129 "4.65") | |
130 if(versionTest < 0) stop("caret version 4.65 or later is required") | |
131 | |
132 library(RColorBrewer) | |
133 | |
134 | |
135 listString <- function (x, period = FALSE, verbose = FALSE) | |
136 { | |
137 if (verbose) cat("\n entering listString\n") | |
138 flush.console() | |
139 if (!is.character(x)) | |
140 x <- as.character(x) | |
141 numElements <- length(x) | |
142 out <- if (length(x) > 0) { | |
143 switch(min(numElements, 3), x, paste(x, collapse = " and "), | |
144 { | |
145 x <- paste(x, c(rep(",", numElements - 2), " and", ""), sep = "") | |
146 paste(x, collapse = " ") | |
147 }) | |
148 } | |
149 else "" | |
150 if (period) out <- paste(out, ".", sep = "") | |
151 if (verbose) cat(" leaving listString\n\n") | |
152 flush.console() | |
153 out | |
154 } | |
155 | |
156 resampleStats <- function(x, digits = 3) | |
157 { | |
158 bestPerf <- x$bestTune | |
159 colnames(bestPerf) <- gsub("^\\.", "", colnames(bestPerf)) | |
160 out <- merge(x$results, bestPerf) | |
161 out <- out[, colnames(out) %in% x$perfNames] | |
162 names(out) <- gsub("ROC", "area under the ROC curve", names(out), fixed = TRUE) | |
163 names(out) <- gsub("Sens", "sensitivity", names(out), fixed = TRUE) | |
164 names(out) <- gsub("Spec", "specificity", names(out), fixed = TRUE) | |
165 names(out) <- gsub("Accuracy", "overall accuracy", names(out), fixed = TRUE) | |
166 names(out) <- gsub("Kappa", "Kappa statistics", names(out), fixed = TRUE) | |
167 | |
168 out <- format(out, digits = digits) | |
169 listString(paste(names(out), "was", out)) | |
170 } | |
171 | |
172 twoClassNoProbs <- function (data, lev = NULL, model = NULL) | |
173 { | |
174 out <- c(sensitivity(data[, "pred"], data[, "obs"], lev[1]), | |
175 specificity(data[, "pred"], data[, "obs"], lev[2]), | |
176 confusionMatrix(data[, "pred"], data[, "obs"])$overall["Kappa"]) | |
177 | |
178 names(out) <- c("Sens", "Spec", "Kappa") | |
179 out | |
180 } | |
181 | |
182 | |
183 | |
184 ##OPTION: model name: see ?train for more values/models | |
185 modName <- "earth" | |
186 | |
187 | |
188 load("/home/galaxy/galaxy-dist/database/files/000/dataset_397.dat") | |
189 rawData <- dataX | |
190 rawData$outcome <- dataY | |
191 | |
192 @ | |
193 | |
194 | |
195 \section*{Data Sets}\label{S:data} | |
196 | |
197 %% OPTION: provide some background on the problem, the experimental | |
198 %% data, how the compounds were selected etc | |
199 | |
200 <<getDataInfo, eval = TRUE, echo = FALSE, results = hide>>= | |
201 if(!any(names(rawData) == "outcome")) stop("a variable called outcome should be in the data set") | |
202 if(!is.factor(rawData$outcome)) stop("the outcome should be a factor vector") | |
203 | |
204 ## OPTION: when there are only two classes, the first level of the | |
205 ## factor is used as the "positive" or "event" for calculating | |
206 ## sensitivity and specificity. Adjust the outcome factor accordingly. | |
207 numClasses <- length(levels(rawData$outcome)) | |
208 numSamples <- nrow(rawData) | |
209 numPredictors <- ncol(rawData) - 1 | |
210 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
211 | |
212 isNum <- apply(rawData[,predictorNames, drop = FALSE], 2, is.numeric) | |
213 if(any(!isNum)) stop("all predictors in rawData should be numeric") | |
214 | |
215 classTextCheck <- all.equal(levels(rawData$outcome), make.names(levels(rawData$outcome))) | |
216 if(!classTextCheck) warning("the class levels are not valid R variable names; this may cause errors") | |
217 | |
218 ## Get the class distribution | |
219 classDist <- table(rawData$outcome) | |
220 classDistString <- paste("``", | |
221 names(classDist), | |
222 "'' ($n$=", | |
223 classDist, | |
224 ")", | |
225 sep = "") | |
226 classDistString <- listString(classDistString) | |
227 @ | |
228 | |
229 <<missingFilter, eval = TRUE, echo = FALSE, results = tex>>= | |
230 colRate <- apply(rawData[, predictorNames, drop = FALSE], | |
231 2, function(x) mean(is.na(x))) | |
232 | |
233 ##OPTION thresholds can be changed | |
234 colExclude <- colRate > 0.2 | |
235 | |
236 missingText <- "" | |
237 | |
238 if(any(colExclude)) | |
239 { | |
240 missingText <- paste(missingText, | |
241 ifelse(sum(colExclude) > 1, | |
242 " There were ", | |
243 " There was "), | |
244 sum(colExclude), | |
245 ifelse(sum(colExclude) > 1, | |
246 " predictors ", | |
247 " predictor "), | |
248 "with an excessive number of ", | |
249 "missing data. ", | |
250 ifelse(sum(colExclude) > 1, | |
251 " These were excluded. ", | |
252 " This was excluded. ")) | |
253 predictorNames <- predictorNames[!colExclude] | |
254 rawData <- rawData[, names(rawData) %in% c("outcome", predictorNames), drop = FALSE] | |
255 } | |
256 | |
257 | |
258 rowRate <- apply(rawData[, predictorNames, drop = FALSE], | |
259 1, function(x) mean(is.na(x))) | |
260 | |
261 rowExclude <- rowRate > 0.2 | |
262 | |
263 | |
264 if(any(rowExclude)) { | |
265 missingText <- paste(missingText, | |
266 ifelse(sum(rowExclude) > 1, | |
267 " There were ", | |
268 " There was "), | |
269 sum(colExclude), | |
270 ifelse(sum(rowExclude) > 1, | |
271 " samples ", | |
272 " sample "), | |
273 "with an excessive number of ", | |
274 "missing data. ", | |
275 ifelse(sum(rowExclude) > 1, | |
276 " These were excluded. ", | |
277 " This was excluded. "), | |
278 "After filtering, ", | |
279 sum(!rowExclude), | |
280 " samples remained.") | |
281 rawData <- rawData[!rowExclude, ] | |
282 hasMissing <- apply(rawData[, predictorNames, drop = FALSE], | |
283 1, function(x) mean(is.na(x))) | |
284 } else { | |
285 hasMissing <- apply(rawData[, predictorNames, drop = FALSE], | |
286 1, function(x) any(is.na(x))) | |
287 missingText <- paste(missingText, | |
288 ifelse(missingText == "", | |
289 "There ", | |
290 "Subsequently, there "), | |
291 ifelse(sum(hasMissing) == 1, | |
292 "was ", | |
293 "were "), | |
294 ifelse(sum(hasMissing) > 0, | |
295 sum(hasMissing), | |
296 "no"), | |
297 ifelse(sum(hasMissing) == 1, | |
298 "sample ", | |
299 "samples "), | |
300 "with missing values.") | |
301 | |
302 rawData <- rawData[complete.cases(rawData),] | |
303 | |
304 } | |
305 | |
306 rawData1 <- rawData[,1:length(rawData)-1] | |
307 rawData2 <- rawData[,length(rawData)] | |
308 | |
309 set.seed(222) | |
310 nzv1 <- nearZeroVar(rawData1) | |
311 if(length(nzv1) > 0) | |
312 { | |
313 nzvVars1 <- names(rawData1)[nzv1] | |
314 rawData <- rawData1[, -nzv1] | |
315 rawData$outcome <- rawData2 | |
316 nzvText1 <- paste("There were ", | |
317 length(nzv1), | |
318 " predictors that were removed from original data due to", | |
319 " severely unbalanced distributions that", | |
320 " could negatively affect the model fit", | |
321 ifelse(length(nzv1) > 10, | |
322 ".", | |
323 paste(": ", | |
324 listString(nzvVars1), | |
325 ".", | |
326 sep = "")), | |
327 sep = "") | |
328 | |
329 } else { | |
330 rawData <- rawData1 | |
331 rawData$outcome <- rawData2 | |
332 nzvText1 <- "" | |
333 | |
334 } | |
335 | |
336 remove("rawData1") | |
337 remove("rawData2") | |
338 | |
339 @ | |
340 | |
341 The initial data set consisted of \Sexpr{numSamples} samples and | |
342 \Sexpr{numPredictors} predictor variables. The breakdown of the | |
343 outcome data classes were: \Sexpr{classDistString}. | |
344 | |
345 \Sexpr{missingText} | |
346 | |
347 \Sexpr{nzvText1} | |
348 | |
349 <<pca, eval= TRUE, echo = FALSE, results = tex>>= | |
350 | |
351 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
352 numPredictors <- length(predictorNames) | |
353 predictors <- rawData[, predictorNames, drop = FALSE] | |
354 ## PCA will fail with predictors having less than 2 unique values | |
355 isZeroVar <- apply(predictors, 2, | |
356 function(x) length(unique(x)) < 2) | |
357 if(any(isZeroVar)) predictors <- predictors[, !isZeroVar, drop = FALSE] | |
358 ## For whatever, only the formula interface to prcomp | |
359 ## handles missing values | |
360 pcaForm <- as.formula( | |
361 paste("~", | |
362 paste(names(predictors), collapse = "+"))) | |
363 pca <- prcomp(pcaForm, | |
364 data = predictors, | |
365 center = TRUE, | |
366 scale. = TRUE, | |
367 na.action = na.omit) | |
368 ## OPTION: the number of components plotted/discussed can be set | |
369 numPCAcomp <- 3 | |
370 pctVar <- pca$sdev^2/sum(pca$sdev^2)*100 | |
371 pcaText <- paste(round(pctVar[1:numPCAcomp], 1), | |
372 "\\\\%", | |
373 sep = "") | |
374 pcaText <- listString(pcaText) | |
375 @ | |
376 | |
377 To get an initial assessment of the separability of the classes, | |
378 principal component analysis (PCA) was used to distill the | |
379 \Sexpr{numPredictors} predictors down into \Sexpr{numPCAcomp} | |
380 surrogate variables (i.e. the principal components) in a manner that | |
381 attempts to maximize the amount of information preserved from the | |
382 original predictor set. Figure \ref{F:inititalPCA} contains plots of | |
383 the first \Sexpr{numPCAcomp} components, which accounted for | |
384 \Sexpr{pcaText} percent of the variability in the original predictors | |
385 (respectively). | |
386 | |
387 | |
388 %% OPTION: remark on how well (or poorly) the data separated | |
389 | |
390 \setkeys{Gin}{width = 0.8\textwidth} | |
391 \begin{figure}[p] | |
392 \begin{center} | |
393 | |
394 <<pcaPlot, eval = TRUE, echo = FALSE, results = tex, fig = TRUE, width = 8, height = 8>>= | |
395 trellis.par.set(caretTheme(), warn = TRUE) | |
396 if(numPCAcomp == 2) | |
397 { | |
398 axisRange <- extendrange(pca$x[, 1:2]) | |
399 print( | |
400 xyplot(PC1 ~ PC2, | |
401 data = as.data.frame(pca$x), | |
402 type = c("p", "g"), | |
403 groups = rawData$outcome, | |
404 auto.key = list(columns = 2), | |
405 xlim = axisRange, | |
406 ylim = axisRange)) | |
407 } else { | |
408 axisRange <- extendrange(pca$x[, 1:numPCAcomp]) | |
409 print( | |
410 splom(~as.data.frame(pca$x)[, 1:numPCAcomp], | |
411 type = c("p", "g"), | |
412 groups = rawData$outcome, | |
413 auto.key = list(columns = 2), | |
414 as.table = TRUE, | |
415 prepanel.limits = function(x) axisRange | |
416 )) | |
417 | |
418 } | |
419 | |
420 @ | |
421 | |
422 \caption[PCA Plot]{A plot of the first \Sexpr{numPCAcomp} | |
423 principal components for the original data set.} | |
424 \label{F:inititalPCA} | |
425 \end{center} | |
426 \end{figure} | |
427 | |
428 | |
429 | |
430 <<initialDataSplit, eval = TRUE, echo = FALSE, results = tex>>= | |
431 | |
432 ## OPTION: in small samples sizes, you may not want to set aside a | |
433 ## training set and focus on the resampling results. | |
434 | |
435 set.seed(1234) | |
436 dataX <- rawData[,1:length(rawData)-1] | |
437 dataY <- rawData[,length(rawData)] | |
438 | |
439 Smpling <- "garBage" | |
440 | |
441 if(Smpling=="downsampling") | |
442 { | |
443 dwnsmpl <- downSample(dataX,dataY) | |
444 rawData <- dwnsmpl[,1:length(dwnsmpl)-1] | |
445 rawData$outcome <- dwnsmpl[,length(dwnsmpl)] | |
446 remove("dwnsmpl") | |
447 remove("dataX") | |
448 remove("dataY") | |
449 }else if(Smpling=="upsampling"){ | |
450 upsmpl <- upSample(dataX,dataY) | |
451 rawData <- upsmpl[,1:length(upsmpl)-1] | |
452 rawData$outcome <- upsmpl[,length(upsmpl)] | |
453 remove("upsmpl") | |
454 remove("dataX") | |
455 remove("dataY") | |
456 }else{remove("dataX") | |
457 remove("dataY") | |
458 } | |
459 | |
460 | |
461 | |
462 numSamples <- nrow(rawData) | |
463 | |
464 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
465 numPredictors <- length(predictorNames) | |
466 | |
467 | |
468 classDist1 <- table(rawData$outcome) | |
469 classDistString1 <- paste("``", | |
470 names(classDist1), | |
471 "'' ($n$=", | |
472 classDist1, | |
473 ")", | |
474 sep = "") | |
475 classDistString1 <- listString(classDistString1) | |
476 | |
477 pctTrain <- 0.8 | |
478 | |
479 if(pctTrain < 1) | |
480 { | |
481 ## OPTION: seed number can be changed | |
482 set.seed(1) | |
483 inTrain <- createDataPartition(rawData$outcome, | |
484 p = pctTrain, | |
485 list = FALSE) | |
486 trainX <- rawData[ inTrain, predictorNames] | |
487 testX <- rawData[-inTrain, predictorNames] | |
488 trainY <- rawData[ inTrain, "outcome"] | |
489 testY <- rawData[-inTrain, "outcome"] | |
490 splitText <- paste("The original data were split into ", | |
491 "a training set ($n$=", | |
492 nrow(trainX), | |
493 ") and a test set ($n$=", | |
494 nrow(testX), | |
495 ") in a manner that preserved the ", | |
496 "distribution of the classes.", | |
497 sep = "") | |
498 isZeroVar <- apply(trainX, 2, | |
499 function(x) length(unique(x)) < 2) | |
500 if(any(isZeroVar)) | |
501 { | |
502 trainX <- trainX[, !isZeroVar, drop = FALSE] | |
503 testX <- testX[, !isZeroVar, drop = FALSE] | |
504 } | |
505 | |
506 } else { | |
507 trainX <- rawData[, predictorNames] | |
508 testX <- NULL | |
509 trainY <- rawData[, "outcome"] | |
510 testY <- NULL | |
511 splitText <- "The entire data set was used as the training set." | |
512 } | |
513 trainDist <- table(trainY) | |
514 nir <- max(trainDist)/length(trainY)*100 | |
515 niClass <- names(trainDist)[which.max(trainDist)] | |
516 nirText <- paste("The non--information rate is the accuracy that can be ", | |
517 "achieved by predicting all samples using the most ", | |
518 "dominant class. For these data, the rate is ", | |
519 round(nir, 2), "\\\\% using the ``", | |
520 niClass, | |
521 "'' class.", | |
522 sep = "") | |
523 | |
524 remove("rawData") | |
525 | |
526 @ | |
527 | |
528 \Sexpr{splitText} | |
529 | |
530 \Sexpr{nirText} | |
531 | |
532 The data set for model building consisted of \Sexpr{numSamples} samples and | |
533 \Sexpr{numPredictors} predictor variables. The breakdown of the | |
534 outcome data classes were: \Sexpr{classDistString1}. | |
535 | |
536 <<nzv, eval= TRUE, results = tex, echo = FALSE>>= | |
537 ## OPTION: other pre-processing steps can be used | |
538 ppSteps <- caret:::suggestions(modName) | |
539 | |
540 set.seed(2) | |
541 if(ppSteps["nzv"]) | |
542 { | |
543 nzv <- nearZeroVar(trainX) | |
544 if(length(nzv) > 0) | |
545 { | |
546 nzvVars <- names(trainX)[nzv] | |
547 trainX <- trainX[, -nzv] | |
548 nzvText <- paste("There were ", | |
549 length(nzv), | |
550 " predictors that were removed from train set due to", | |
551 " severely unbalanced distributions that", | |
552 " could negatively affect the model", | |
553 ifelse(length(nzv) > 10, | |
554 ".", | |
555 paste(": ", | |
556 listString(nzvVars), | |
557 ".", | |
558 sep = "")), | |
559 sep = "") | |
560 testX <- testX[, -nzv] | |
561 } else nzvText <- "" | |
562 } else nzvText <- "" | |
563 @ | |
564 | |
565 \Sexpr{nzvText} | |
566 | |
567 | |
568 <<corrFilter, eval = TRUE, results = tex, echo = FALSE>>= | |
569 if(ppSteps["corr"]) | |
570 { | |
571 ## OPTION: | |
572 corrThresh <- 0.75 | |
573 highCorr <- findCorrelation(cor(trainX, use = "pairwise.complete.obs"), | |
574 corrThresh) | |
575 if(length(highCorr) > 0) | |
576 { | |
577 corrVars <- names(trainX)[highCorr] | |
578 trainX <- trainX[, -highCorr] | |
579 corrText <- paste("There were ", | |
580 length(highCorr), | |
581 " predictors that were removed due to", | |
582 " large between--predictor correlations that", | |
583 " could negatively affect the model fit", | |
584 ifelse(length(highCorr) > 10, | |
585 ".", | |
586 paste(": ", | |
587 listString(highCorr), | |
588 ".", | |
589 sep = "")), | |
590 " Removing these predictors forced", | |
591 " all pair--wise correlations to be", | |
592 " less than ", | |
593 corrThresh, | |
594 ".", | |
595 sep = "") | |
596 testX <- testX[, -highCorr] | |
597 } else corrText <- "No correlation among data on given threshold" | |
598 }else corrText <- "" | |
599 @ | |
600 | |
601 \Sexpr{corrText} | |
602 | |
603 <<preProc, eval = TRUE, echo = FALSE, results = tex>>= | |
604 ppMethods <- NULL | |
605 if(ppSteps["center"]) ppMethods <- c(ppMethods, "center") | |
606 if(ppSteps["scale"]) ppMethods <- c(ppMethods, "scale") | |
607 if(any(hasMissing) > 0) ppMethods <- c(ppMethods, "knnImpute") | |
608 ##OPTION other methods, such as spatial sign, can be added to this list | |
609 | |
610 if(length(ppMethods) > 0) | |
611 { | |
612 ppInfo <- preProcess(trainX, method = ppMethods) | |
613 trainX <- predict(ppInfo, trainX) | |
614 if(pctTrain < 1) testX <- predict(ppInfo, testX) | |
615 ppText <- paste("The following pre--processing methods were", | |
616 " applied to the training", | |
617 ifelse(pctTrain < 1, " and test", ""), | |
618 " data: ", | |
619 listString(ppMethods), | |
620 ".", | |
621 sep = "") | |
622 ppText <- gsub("center", "mean centering", ppText) | |
623 ppText <- gsub("scale", "scaling to unit variance", ppText) | |
624 ppText <- gsub("knnImpute", | |
625 paste(ppInfo$k, "--nearest neighbor imputation", sep = ""), | |
626 ppText) | |
627 ppText <- gsub("spatialSign", "the spatial sign transformation", ppText) | |
628 ppText <- gsub("pca", "principal component feature extraction", ppText) | |
629 ppText <- gsub("ica", "independent component feature extraction", ppText) | |
630 } else { | |
631 ppInfo <- NULL | |
632 ppText <- "" | |
633 } | |
634 | |
635 predictorNames <- names(trainX) | |
636 if(nzvText != "" | corrText != "" | ppText != "") | |
637 { | |
638 varText <- paste("After pre--processing, ", | |
639 ncol(trainX), | |
640 "predictors remained for modeling.") | |
641 } else varText <- "" | |
642 | |
643 @ | |
644 | |
645 \Sexpr{ppText} | |
646 \Sexpr{varText} | |
647 | |
648 \clearpage | |
649 | |
650 \section*{Model Building} | |
651 | |
652 <<setupWorkers, eval = TRUE, echo = FALSE, results = tex>>= | |
653 numWorkers <- 1 | |
654 ##OPTION: turn up numWorkers to use MPI | |
655 if(numWorkers > 1) | |
656 { | |
657 mpiCalcs <- function(X, FUN, ...) | |
658 { | |
659 theDots <- list(...) | |
660 parLapply(theDots$cl, X, FUN) | |
661 } | |
662 | |
663 library(snow) | |
664 cl <- makeCluster(numWorkers, "MPI") | |
665 } | |
666 @ | |
667 | |
668 <<setupResampling, echo = FALSE, results = hide>>= | |
669 ##OPTION: the resampling options can be changed. See | |
670 ## ?trainControl for details | |
671 resampName <- "boot632" | |
672 resampNumber <- 10 | |
673 numRepeat <- 1 | |
674 resampP <- 0.75 | |
675 | |
676 modelInfo <- modelLookup(modName) | |
677 | |
678 if(numClasses == 2) | |
679 { | |
680 foo <- if(any(modelInfo$probModel)) twoClassSummary else twoClassNoProbs | |
681 } else foo <- defaultSummary | |
682 | |
683 set.seed(3) | |
684 ctlObj <- trainControl(method = resampName, | |
685 number = resampNumber, | |
686 repeats = numRepeat, | |
687 p = resampP, | |
688 classProbs = any(modelInfo$probModel), | |
689 summaryFunction = foo) | |
690 | |
691 | |
692 ##OPTION select other performance metrics as needed | |
693 optMetric <- if(numClasses == 2 & any(modelInfo$probModel)) "ROC" else "Kappa" | |
694 | |
695 if(numWorkers > 1) | |
696 { | |
697 ctlObj$workers <- numWorkers | |
698 ctlObj$computeFunction <- mpiCalcs | |
699 ctlObj$computeArgs <- list(cl = cl) | |
700 } | |
701 @ | |
702 | |
703 <<setupGrid, results = hide, echo = FALSE>>= | |
704 ##OPTION expand or contract these grids as needed (or | |
705 ## add more models | |
706 | |
707 gridSize <- 3 | |
708 | |
709 if(modName %in% c("svmPoly", "svmRadial", "svmLinear", "lvq", "ctree2", "ctree")) gridSize <- 5 | |
710 if(modName %in% c("earth", "fda")) gridSize <- 7 | |
711 if(modName %in% c("knn", "rocc", "glmboost", "rf", "nodeHarvest")) gridSize <- 10 | |
712 | |
713 if(modName %in% c("nb")) gridSize <- 2 | |
714 if(modName %in% c("pam", "rpart")) gridSize <- 15 | |
715 if(modName %in% c("pls")) gridSize <- min(20, ncol(trainX)) | |
716 | |
717 if(modName == "gbm") | |
718 { | |
719 tGrid <- expand.grid(.interaction.depth = -1 + (1:5)*2 , | |
720 .n.trees = (1:10)*20, | |
721 .shrinkage = .1) | |
722 } | |
723 | |
724 if(modName == "nnet") | |
725 { | |
726 tGrid <- expand.grid(.size = -1 + (1:5)*2 , | |
727 .decay = c(0, .001, .01, .1)) | |
728 } | |
729 | |
730 if(modName == "ada") | |
731 { | |
732 tGrid <- expand.grid(.maxdepth = 1, .iter = c(100,200,300,400), .nu = 1 ) | |
733 | |
734 } | |
735 | |
736 | |
737 @ | |
738 | |
739 <<fitModel, results = tex, echo = FALSE, eval = TRUE>>= | |
740 ##OPTION alter as needed | |
741 | |
742 set.seed(4) | |
743 modelFit <- switch(modName, | |
744 gbm = | |
745 { | |
746 mix <- sample(seq(along = trainY)) | |
747 train( | |
748 trainX[mix,], trainY[mix], modName, | |
749 verbose = FALSE, | |
750 bag.fraction = .9, | |
751 metric = optMetric, | |
752 trControl = ctlObj, | |
753 tuneGrid = tGrid) | |
754 }, | |
755 | |
756 multinom = | |
757 { | |
758 train( | |
759 trainX, trainY, modName, | |
760 trace = FALSE, | |
761 metric = optMetric, | |
762 maxiter = 1000, | |
763 MaxNWts = 5000, | |
764 trControl = ctlObj, | |
765 tuneLength = gridSize) | |
766 }, | |
767 | |
768 nnet = | |
769 { | |
770 train( | |
771 trainX, trainY, modName, | |
772 metric = optMetric, | |
773 linout = FALSE, | |
774 trace = FALSE, | |
775 maxiter = 1000, | |
776 MaxNWts = 5000, | |
777 trControl = ctlObj, | |
778 tuneGrid = tGrid) | |
779 | |
780 }, | |
781 | |
782 svmRadial =, svmPoly =, svmLinear = | |
783 { | |
784 train( | |
785 trainX, trainY, modName, | |
786 metric = optMetric, | |
787 scaled = TRUE, | |
788 trControl = ctlObj, | |
789 tuneLength = gridSize) | |
790 }, | |
791 { | |
792 train(trainX, trainY, modName, | |
793 trControl = ctlObj, | |
794 metric = optMetric, | |
795 tuneLength = gridSize) | |
796 }) | |
797 | |
798 @ | |
799 | |
800 <<modelDescr, echo = FALSE, results = tex>>= | |
801 summaryText <- "" | |
802 | |
803 resampleName <- switch(tolower(modelFit$control$method), | |
804 boot = paste("the bootstrap (", length(modelFit$control$index), " reps)", sep = ""), | |
805 boot632 = paste("the bootstrap 632 rule (", length(modelFit$control$index), " reps)", sep = ""), | |
806 cv = paste("cross-validation (", modelFit$control$number, " fold)", sep = ""), | |
807 repeatedcv = paste("cross-validation (", modelFit$control$number, " fold, repeated ", | |
808 modelFit$control$repeats, " times)", sep = ""), | |
809 lgocv = paste("repeated train/test splits (", length(modelFit$control$index), " reps, ", | |
810 round(modelFit$control$p, 2), "$\\%$)", sep = "")) | |
811 | |
812 tuneVars <- latexTranslate(tolower(modelInfo$label)) | |
813 tuneVars <- gsub("\\#", "the number of ", tuneVars, fixed = TRUE) | |
814 if(ncol(modelFit$bestTune) == 1 && colnames(modelFit$bestTune) == ".parameter") | |
815 { | |
816 summaryText <- paste(summaryText, | |
817 "\n\n", | |
818 "There are no tuning parameters associated with this model.", | |
819 "To characterize the model performance on the training set,", | |
820 resampleName, | |
821 "was used.", | |
822 "Table \\\\ref{T:resamps} and Figure \\\\ref{F:profile}", | |
823 "show summaries of the resampling results. ") | |
824 | |
825 } else { | |
826 summaryText <- paste("There", | |
827 ifelse(nrow(modelInfo) > 1, "are", "is"), | |
828 nrow(modelInfo), | |
829 ifelse(nrow(modelInfo) > 1, "tuning parameters", "tuning parameter"), | |
830 "associated with this model:", | |
831 listString(tuneVars, period = TRUE)) | |
832 | |
833 | |
834 | |
835 paramNames <- gsub(".", "", names(modelFit$bestTune), fixed = TRUE) | |
836 for(i in seq(along = paramNames)) | |
837 { | |
838 check <- modelInfo$parameter %in% paramNames[i] | |
839 if(any(check)) | |
840 { | |
841 paramNames[i] <- modelInfo$label[which(check)] | |
842 } | |
843 } | |
844 | |
845 paramNames <- gsub("#", "the number of ", paramNames, fixed = TRUE) | |
846 ## Check to see if there was only one combination fit | |
847 summaryText <- paste(summaryText, | |
848 "To choose", | |
849 ifelse(nrow(modelInfo) > 1, | |
850 "appropriate values of the tuning parameters,", | |
851 "an appropriate value of the tuning parameter,"), | |
852 resampleName, | |
853 "was used to generated a profile of performance across the", | |
854 nrow(modelFit$results), | |
855 ifelse(nrow(modelInfo) > 1, | |
856 "combinations of the tuning parameters.", | |
857 "candidate values."), | |
858 | |
859 "Table \\\\ref{T:resamps} and Figure \\\\ref{F:profile} show", | |
860 "summaries of the resampling profile. ", "The final model fitted to the entire training set was:", | |
861 listString(paste(latexTranslate(tolower(paramNames)), "=", modelFit$bestTune[1,]), period = TRUE)) | |
862 | |
863 } | |
864 @ | |
865 | |
866 \Sexpr{summaryText} | |
867 | |
868 <<resampTable, echo = FALSE, results = tex>>= | |
869 tableData <- modelFit$results | |
870 | |
871 if(all(modelInfo$parameter == "parameter")) | |
872 { | |
873 tableData <- tableData[,-1, drop = FALSE] | |
874 colNums <- c( length(modelFit$perfNames), length(modelFit$perfNames), length(modelFit$perfNames)) | |
875 colLabels <- c("Mean", "Standard Deviation","Apparant") | |
876 constString <- "" | |
877 isConst <- NULL | |
878 | |
879 } else { | |
880 | |
881 isConst <- apply(tableData[, modelInfo$parameter, drop = FALSE], | |
882 2, | |
883 function(x) length(unique(x)) == 1) | |
884 | |
885 numParamInTable <- sum(!isConst) | |
886 | |
887 if(any(isConst)) | |
888 { | |
889 constParam <- modelInfo$parameter[isConst] | |
890 constValues <- format(tableData[, constParam, drop = FALSE], digits = 4)[1,,drop = FALSE] | |
891 tableData <- tableData[, !(names(tableData) %in% constParam), drop = FALSE] | |
892 constString <- paste("The tuning", | |
893 ifelse(sum(isConst) > 1, | |
894 "parmeters", | |
895 "parameter"), | |
896 listString(paste("``", names(constValues), "''", sep = "")), | |
897 ifelse(sum(isConst) > 1, | |
898 "were", | |
899 "was"), | |
900 "held constant at", | |
901 ifelse(sum(isConst) > 1, | |
902 "a value of", | |
903 "values of"), | |
904 listString(constValues[1,])) | |
905 | |
906 } else constString <- "" | |
907 | |
908 cn <- colnames(tableData) | |
909 for(i in seq(along = cn)) | |
910 { | |
911 check <- modelInfo$parameter %in% cn[i] | |
912 if(any(check)) | |
913 { | |
914 cn[i] <- modelInfo$label[which(check)] | |
915 } | |
916 } | |
917 colnames(tableData) <- cn | |
918 | |
919 colNums <- c(numParamInTable, | |
920 length(modelFit$perfNames), | |
921 length(modelFit$perfNames), | |
922 length(modelFit$perfNames)) | |
923 colLabels <- c("", "Mean", "Standard Deviation", "Apparant") | |
924 } | |
925 | |
926 colnames(tableData) <- gsub("SD$", "", colnames(tableData)) | |
927 colnames(tableData) <- gsub("Apparent$", "", colnames(tableData)) | |
928 colnames(tableData) <- latexTranslate(colnames(tableData)) | |
929 rownames(tableData) <- latexTranslate(rownames(tableData)) | |
930 | |
931 latex(tableData, | |
932 rowname = NULL, | |
933 file = "", | |
934 cgroup = colLabels, | |
935 n.cgroup = colNums, | |
936 where = "h!", | |
937 digits = 4, | |
938 longtable = nrow(tableData) > 30, | |
939 caption = paste(resampleName, "results from the model fit.", constString), | |
940 label = "T:resamps") | |
941 @ | |
942 | |
943 \setkeys{Gin}{ width = 0.9\textwidth} | |
944 \begin{figure}[b] | |
945 \begin{center} | |
946 | |
947 <<profilePlot, echo = FALSE, fig = TRUE, width = 8, height = 6>>= | |
948 trellis.par.set(caretTheme(), warn = TRUE) | |
949 if(all(modelInfo$parameter == "parameter") | all(isConst) | modName == "nb") | |
950 { | |
951 resultsPlot <- resampleHist(modelFit) | |
952 plotCaption <- paste("Distributions of model performance from the ", | |
953 "training set estimated using ", | |
954 resampleName) | |
955 } else { | |
956 if(modName %in% c("svmPoly", "svmRadial", "svmLinear")) | |
957 { | |
958 resultsPlot <- plot(modelFit, | |
959 metric = optMetric, | |
960 xTrans = function(x) log10(x)) | |
961 resultsPlot <- update(resultsPlot, | |
962 type = c("g", "p", "l"), | |
963 ylab = paste(optMetric, " (", resampleName, ")", sep = "")) | |
964 | |
965 } else { | |
966 resultsPlot <- plot(modelFit, | |
967 metric = optMetric) | |
968 resultsPlot <- update(resultsPlot, | |
969 type = c("g", "p", "l"), | |
970 ylab = paste(optMetric, " (", resampleName, ")", sep = "")) | |
971 } | |
972 plotCaption <- paste("A plot of the estimates of the", | |
973 optMetric, | |
974 "values calculated using", | |
975 resampleName) | |
976 } | |
977 print(resultsPlot) | |
978 @ | |
979 \caption[Performance Plot]{\Sexpr{plotCaption}.} | |
980 \label{F:profile} | |
981 \end{center} | |
982 \end{figure} | |
983 | |
984 | |
985 <<stopWorkers, echo = FALSE, results = hide>>= | |
986 if(numWorkers > 1) stopCluster(cl) | |
987 @ | |
988 | |
989 <<testPred, results = tex, echo = FALSE>>= | |
990 if(pctTrain < 1) | |
991 { | |
992 cat("\\clearpage\n\\section*{Test Set Results}\n\n") | |
993 classPred <- predict(modelFit, testX) | |
994 cm <- confusionMatrix(classPred, testY) | |
995 values <- cm$overall[c("Accuracy", "Kappa", "AccuracyPValue", "McnemarPValue")] | |
996 | |
997 values <- values[!is.na(values) & !is.nan(values)] | |
998 values <- c(format(values[1:2], digits = 3), | |
999 format.pval(values[-(1:2)], digits = 5)) | |
1000 nms <- c("the overall accuracy", "the Kappa statistic", | |
1001 "the $p$--value that accuracy is greater than the no--information rate", | |
1002 "the $p$--value of concordance from McNemar's test") | |
1003 nms <- nms[seq(along = values)] | |
1004 names(values) <- nms | |
1005 | |
1006 if(any(modelInfo$probModel)) | |
1007 { | |
1008 classProbs <- extractProb(list(fit = modelFit), | |
1009 testX = testX, | |
1010 testY = testY) | |
1011 classProbs <- subset(classProbs, dataType == "Test") | |
1012 if(numClasses == 2) | |
1013 { | |
1014 tmp <- twoClassSummary(classProbs, lev = levels(classProbs$obs)) | |
1015 tmp <- c(format(tmp, digits = 3)) | |
1016 names(tmp) <- c("the sensitivity", "the specificity", | |
1017 "the area under the ROC curve") | |
1018 values <- c(values, tmp) | |
1019 | |
1020 } | |
1021 probPlot <- plotClassProbs(classProbs) | |
1022 } | |
1023 testString <- paste("Based on the test set of", | |
1024 nrow(testX), | |
1025 "samples,", | |
1026 listString(paste(names(values), "was", values), period = TRUE), | |
1027 "The confusion matrix for the test set is shown in Table", | |
1028 "\\\\ref{T:cm}.") | |
1029 testString <- paste(testString, | |
1030 " Using ", resampleName, | |
1031 ", the training set estimates were ", | |
1032 resampleStats(modelFit), | |
1033 ".", | |
1034 sep = "") | |
1035 | |
1036 if(any(modelInfo$probModel)) testString <- paste(testString, | |
1037 "Histograms of the class probabilities", | |
1038 "for the test set samples are shown in", | |
1039 "Figure \\\\ref{F:probs}", | |
1040 ifelse(numClasses == 2, | |
1041 " and the test set ROC curve is in Figure \\\\ref{F:roc}.", | |
1042 ".")) | |
1043 | |
1044 | |
1045 | |
1046 latex(cm$table, | |
1047 title = "", | |
1048 file = "", | |
1049 where = "h", | |
1050 cgroup = "Observed Values", | |
1051 n.cgroup = numClasses, | |
1052 caption = "The confusion matrix for the test set", | |
1053 label = "T:cm") | |
1054 | |
1055 } else testString <- "" | |
1056 @ | |
1057 \Sexpr{testString} | |
1058 | |
1059 | |
1060 <<classProbsTex, results = tex, echo = FALSE>>= | |
1061 if(any(modelInfo$probModel)) | |
1062 { | |
1063 cat( | |
1064 paste("\\begin{figure}[p]\n", | |
1065 "\\begin{center}\n", | |
1066 "\\includegraphics{classProbs}", | |
1067 "\\caption[PCA Plot]{Class probabilities", | |
1068 "for the test set. Each panel contains ", | |
1069 "separate classes}\n", | |
1070 "\\label{F:probs}\n", | |
1071 "\\end{center}\n", | |
1072 "\\end{figure}")) | |
1073 } | |
1074 if(any(modelInfo$probModel) & numClasses == 2) | |
1075 { | |
1076 cat( | |
1077 paste("\\begin{figure}[p]\n", | |
1078 "\\begin{center}\n", | |
1079 "\\includegraphics[clip, width = .8\\textwidth]{roc}", | |
1080 "\\caption[ROC Plot]{ROC Curve", | |
1081 "for the test set.}\n", | |
1082 "\\label{F:roc}\n", | |
1083 "\\end{center}\n", | |
1084 "\\end{figure}")) | |
1085 } | |
1086 @ | |
1087 <<classProbsTex, results = hide, echo = FALSE >>= | |
1088 if(any(modelInfo$probModel)) | |
1089 { | |
1090 pdf("classProbs.pdf", height = 7, width = 7) | |
1091 trellis.par.set(caretTheme(), warn = FALSE) | |
1092 print(probPlot) | |
1093 dev.off() | |
1094 } | |
1095 | |
1096 if(any(modelInfo$probModel) & numClasses == 2) | |
1097 { resPonse<-testY | |
1098 preDictor<-classProbs[, levels(trainY)[1]] | |
1099 pdf("roc.pdf", height = 8, width = 8) | |
1100 # from pROC example at http://web.expasy.org/pROC/screenshots.htm | |
1101 plot.roc(resPonse, preDictor, # data | |
1102 percent=TRUE, # show all values in percent | |
1103 partial.auc=c(100, 90), partial.auc.correct=TRUE, # define a partial AUC (pAUC) | |
1104 print.auc=TRUE, #display pAUC value on the plot with following options: | |
1105 print.auc.pattern="Corrected pAUC (100-90%% SP):\n%.1f%%", print.auc.col="#1c61b6", | |
1106 auc.polygon=TRUE, auc.polygon.col="#1c61b6", # show pAUC as a polygon | |
1107 max.auc.polygon=TRUE, max.auc.polygon.col="#1c61b622", # also show the 100% polygon | |
1108 main="Partial AUC (pAUC)") | |
1109 plot.roc(resPonse, preDictor, | |
1110 percent=TRUE, add=TRUE, type="n", # add to plot, but don't re-add the ROC itself (useless) | |
1111 partial.auc=c(100, 90), partial.auc.correct=TRUE, | |
1112 partial.auc.focus="se", # focus pAUC on the sensitivity | |
1113 print.auc=TRUE, print.auc.pattern="Corrected pAUC (100-90%% SE):\n%.1f%%", print.auc.col="#008600", | |
1114 print.auc.y=40, # do not print auc over the previous one | |
1115 auc.polygon=TRUE, auc.polygon.col="#008600", | |
1116 max.auc.polygon=TRUE, max.auc.polygon.col="#00860022") | |
1117 dev.off() | |
1118 } | |
1119 | |
1120 | |
1121 @ | |
1122 | |
1123 \section*{Versions} | |
1124 | |
1125 <<versions, echo = FALSE, results = tex>>= | |
1126 toLatex(sessionInfo()) | |
1127 | |
1128 @ | |
1129 | |
1130 <<save-data, echo = FALSE, results = tex>>= | |
1131 ## change this to the name of modName.... | |
1132 Fit<-modelFit | |
1133 save(Fit,file="earth-Fit.RData") | |
1134 @ | |
1135 The model was built using earth and is saved as earth-Fit.RData for reuse. This contains the variable Fit. | |
1136 | |
1137 \end{document} |