Mercurial > repos > deepakjadmin > r_caret_test1
comparison caret_future/tool2/test.Rnw @ 0:a4a2ad5a214e draft default tip
Uploaded
| author | deepakjadmin |
|---|---|
| date | Thu, 05 Nov 2015 02:37:56 -0500 |
| parents | |
| children |
comparison
equal
deleted
inserted
replaced
| -1:000000000000 | 0:a4a2ad5a214e |
|---|---|
| 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 rf} | |
| 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"])$overall["Kappa"]) | |
| 177 | |
| 178 names(out) <- c("Sens", "Spec", "Kappa") | |
| 179 out | |
| 180 } | |
| 181 | |
| 182 | |
| 183 | |
| 184 ##OPTION: model name: see ?train for more values/models | |
| 185 modName <- "svmRadial" | |
| 186 | |
| 187 | |
| 188 load("input.RData") | |
| 189 rawData <- dataX | |
| 190 rawData$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$outcome <- rawData2 | |
| 332 nzvText1 <- "" | |
| 333 | |
| 334 } | |
| 335 | |
| 336 remove("rawData1") | |
| 337 remove("rawData2") | |
| 338 | |
| 339 @ | |
| 340 | |
| 341 The initial data set consisted of \Sexpr{numSamples} samples and | |
| 342 \Sexpr{numPredictors} predictor variables. The breakdown of the | |
| 343 outcome data classes were: \Sexpr{classDistString}. | |
| 344 | |
| 345 \Sexpr{missingText} | |
| 346 | |
| 347 \Sexpr{nzvText1} | |
| 348 | |
| 349 <<pca, eval= TRUE, echo = FALSE, results = hide>>= | |
| 350 | |
| 351 predictorNames <- names(rawData)[names(rawData) != "outcome"] | |
| 352 numPredictors <- length(predictorNames) | |
| 353 predictors <- rawData[, predictorNames, drop = FALSE] | |
| 354 ## PCA will fail with predictors having less than 2 unique values | |
| 355 isZeroVar <- apply(predictors, 2, | |
| 356 function(x) length(unique(x)) < 2) | |
| 357 if(any(isZeroVar)) predictors <- predictors[, !isZeroVar, drop = FALSE] | |
| 358 ## For whatever, only the formula interface to prcomp | |
| 359 ## handles missing values | |
| 360 pcaForm <- as.formula( | |
| 361 paste("~", | |
| 362 paste(names(predictors), collapse = "+"))) | |
| 363 pca <- prcomp(pcaForm, | |
| 364 data = predictors, | |
| 365 center = TRUE, | |
| 366 scale. = TRUE, | |
| 367 na.action = na.omit) | |
| 368 ## OPTION: the number of components plotted/discussed can be set | |
| 369 numPCAcomp <- 3 | |
| 370 pctVar <- pca$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$cl, X, FUN) | |
| 661 } | |
| 662 | |
| 663 library(snow) | |
| 664 cl <- makeCluster(numWorkers, "MPI") | |
| 665 } | |
| 666 @ | |
| 667 | |
| 668 <<setupResampling, echo = FALSE, results = hide>>= | |
| 669 ##OPTION: the resampling options can be changed. See | |
| 670 ## ?trainControl for details | |
| 671 | |
| 672 resampName <- "boot" | |
| 673 resampNumber <- 3 | |
| 674 numRepeat <- 1 | |
| 675 resampP <- 0.75 | |
| 676 | |
| 677 modelInfo <- modelLookup(modName) | |
| 678 | |
| 679 if(numClasses == 2) | |
| 680 { | |
| 681 foo <- if(any(modelInfo$probModel)) twoClassSummary else twoClassNoProbs | |
| 682 } else foo <- defaultSummary | |
| 683 | |
| 684 set.seed(3) | |
| 685 ctlObj <- trainControl(method = resampName, | |
| 686 number = resampNumber, | |
| 687 repeats = numRepeat, | |
| 688 p = resampP, | |
| 689 classProbs = any(modelInfo$probModel), | |
| 690 summaryFunction = foo) | |
| 691 | |
| 692 | |
| 693 ##OPTION select other performance metrics as needed | |
| 694 optMetric <- if(numClasses == 2 & any(modelInfo$probModel)) "ROC" else "Kappa" | |
| 695 | |
| 696 if(numWorkers > 1) | |
| 697 { | |
| 698 ctlObj$workers <- numWorkers | |
| 699 ctlObj$computeFunction <- mpiCalcs | |
| 700 ctlObj$computeArgs <- list(cl = cl) | |
| 701 } | |
| 702 @ | |
| 703 | |
| 704 <<setupGrid, results = hide, echo = FALSE>>= | |
| 705 ##OPTION expand or contract these grids as needed (or | |
| 706 ## add more models | |
| 707 | |
| 708 gridSize <- 3 | |
| 709 | |
| 710 if(modName %in% c("svmPoly", "svmRadial", "svmLinear", "lvq", "ctree2", "ctree")) gridSize <- 5 | |
| 711 if(modName %in% c("earth", "fda")) gridSize <- 7 | |
| 712 if(modName %in% c("knn", "rocc", "glmboost", "rf", "nodeHarvest")) gridSize <- 10 | |
| 713 | |
| 714 if(modName %in% c("nb")) gridSize <- 2 | |
| 715 if(modName %in% c("pam", "rpart")) gridSize <- 15 | |
| 716 if(modName %in% c("pls")) gridSize <- min(20, ncol(trainX)) | |
| 717 | |
| 718 if(modName == "gbm") | |
| 719 { | |
| 720 tGrid <- expand.grid(.interaction.depth = -1 + (1:5)*2 , | |
| 721 .n.trees = (1:10)*20, | |
| 722 .shrinkage = .1) | |
| 723 } | |
| 724 | |
| 725 if(modName == "nnet") | |
| 726 { | |
| 727 tGrid <- expand.grid(.size = -1 + (1:5)*2 , | |
| 728 .decay = c(0, .001, .01, .1)) | |
| 729 } | |
| 730 | |
| 731 if(modName == "ada") | |
| 732 { | |
| 733 tGrid <- expand.grid(.maxdepth = 1, .iter = c(100,200,300,400), .nu = 1 ) | |
| 734 | |
| 735 } | |
| 736 | |
| 737 | |
| 738 @ | |
| 739 | |
| 740 <<fitModel, results = tex, echo = FALSE, eval = TRUE>>= | |
| 741 ##OPTION alter as needed | |
| 742 | |
| 743 set.seed(4) | |
| 744 modelFit <- switch(modName, | |
| 745 gbm = | |
| 746 { | |
| 747 mix <- sample(seq(along = trainY)) | |
| 748 train( | |
| 749 trainX[mix,], trainY[mix], modName, | |
| 750 verbose = FALSE, | |
| 751 bag.fraction = .9, | |
| 752 metric = optMetric, | |
| 753 trControl = ctlObj, | |
| 754 tuneGrid = tGrid) | |
| 755 }, | |
| 756 | |
| 757 multinom = | |
| 758 { | |
| 759 train( | |
| 760 trainX, trainY, modName, | |
| 761 trace = FALSE, | |
| 762 metric = optMetric, | |
| 763 maxiter = 1000, | |
| 764 MaxNWts = 5000, | |
| 765 trControl = ctlObj, | |
| 766 tuneLength = gridSize) | |
| 767 }, | |
| 768 | |
| 769 nnet = | |
| 770 { | |
| 771 train( | |
| 772 trainX, trainY, modName, | |
| 773 metric = optMetric, | |
| 774 linout = FALSE, | |
| 775 trace = FALSE, | |
| 776 maxiter = 1000, | |
| 777 MaxNWts = 5000, | |
| 778 trControl = ctlObj, | |
| 779 tuneGrid = tGrid) | |
| 780 | |
| 781 }, | |
| 782 | |
| 783 svmRadial =, svmPoly =, svmLinear = | |
| 784 { | |
| 785 train( | |
| 786 trainX, trainY, modName, | |
| 787 metric = optMetric, | |
| 788 scaled = TRUE, | |
| 789 trControl = ctlObj, | |
| 790 tuneLength = gridSize) | |
| 791 }, | |
| 792 { | |
| 793 train(trainX, trainY, modName, | |
| 794 trControl = ctlObj, | |
| 795 metric = optMetric, | |
| 796 tuneLength = gridSize) | |
| 797 }) | |
| 798 | |
| 799 @ | |
| 800 | |
| 801 <<modelDescr, echo = FALSE, results = tex>>= | |
| 802 summaryText <- "" | |
| 803 | |
| 804 resampleName <- switch(tolower(modelFit$control$method), | |
| 805 boot = paste("the bootstrap (", length(modelFit$control$index), " reps)", sep = ""), | |
| 806 boot632 = paste("the bootstrap 632 rule (", length(modelFit$control$index), " reps)", sep = ""), | |
| 807 cv = paste("cross-validation (", modelFit$control$number, " fold)", sep = ""), | |
| 808 repeatedcv = paste("cross-validation (", modelFit$control$number, " fold, repeated ", | |
| 809 modelFit$control$repeats, " times)", sep = ""), | |
| 810 lgocv = paste("repeated train/test splits (", length(modelFit$control$index), " reps, ", | |
| 811 round(modelFit$control$p, 2), "$\\%$)", sep = "")) | |
| 812 | |
| 813 tuneVars <- latexTranslate(tolower(modelInfo$label)) | |
| 814 tuneVars <- gsub("\\#", "the number of ", tuneVars, fixed = TRUE) | |
| 815 if(ncol(modelFit$bestTune) == 1 && colnames(modelFit$bestTune) == ".parameter") | |
| 816 { | |
| 817 summaryText <- paste(summaryText, | |
| 818 "\n\n", | |
| 819 "There are no tuning parameters associated with this model.", | |
| 820 "To characterize the model performance on the training set,", | |
| 821 resampleName, | |
| 822 "was used.", | |
| 823 "Table \\\\ref{T:resamps} and Figure \\\\ref{F:profile}", | |
| 824 "show summaries of the resampling results. ") | |
| 825 | |
| 826 } else { | |
| 827 summaryText <- paste("There", | |
| 828 ifelse(nrow(modelInfo) > 1, "are", "is"), | |
| 829 nrow(modelInfo), | |
| 830 ifelse(nrow(modelInfo) > 1, "tuning parameters", "tuning parameter"), | |
| 831 "associated with this model:", | |
| 832 listString(tuneVars, period = TRUE)) | |
| 833 | |
| 834 | |
| 835 | |
| 836 paramNames <- gsub(".", "", names(modelFit$bestTune), fixed = TRUE) | |
| 837 for(i in seq(along = paramNames)) | |
| 838 { | |
| 839 check <- modelInfo$parameter %in% paramNames[i] | |
| 840 if(any(check)) | |
| 841 { | |
| 842 paramNames[i] <- modelInfo$label[which(check)] | |
| 843 } | |
| 844 } | |
| 845 | |
| 846 paramNames <- gsub("#", "the number of ", paramNames, fixed = TRUE) | |
| 847 ## Check to see if there was only one combination fit | |
| 848 summaryText <- paste(summaryText, | |
| 849 "To choose", | |
| 850 ifelse(nrow(modelInfo) > 1, | |
| 851 "appropriate values of the tuning parameters,", | |
| 852 "an appropriate value of the tuning parameter,"), | |
| 853 resampleName, | |
| 854 "was used to generated a profile of performance across the", | |
| 855 nrow(modelFit$results), | |
| 856 ifelse(nrow(modelInfo) > 1, | |
| 857 "combinations of the tuning parameters.", | |
| 858 "candidate values."), | |
| 859 | |
| 860 "Table \\\\ref{T:resamps} and Figure \\\\ref{F:profile} show", | |
| 861 "summaries of the resampling profile. ", "The final model fitted to the entire training set was:", | |
| 862 listString(paste(latexTranslate(tolower(paramNames)), "=", modelFit$bestTune[1,]), period = TRUE)) | |
| 863 | |
| 864 } | |
| 865 @ | |
| 866 | |
| 867 \Sexpr{summaryText} | |
| 868 | |
| 869 <<resampTable, echo = FALSE, results = tex>>= | |
| 870 tableData <- modelFit$results | |
| 871 | |
| 872 if(all(modelInfo$parameter == "parameter") && resampName == "boot632") | |
| 873 { | |
| 874 tableData <- tableData[,-1, drop = FALSE] | |
| 875 colNums <- c( length(modelFit$perfNames), length(modelFit$perfNames), length(modelFit$perfNames)) | |
| 876 colLabels <- c("Mean", "Standard Deviation","Apparant") | |
| 877 constString <- "" | |
| 878 isConst <- NULL | |
| 879 } else if (all(modelInfo$parameter == "parameter") && (resampName == "boot" | resampName == "cv" | resampName == "repeatedcv" )){ | |
| 880 tableData <- tableData[,-1, drop = FALSE] | |
| 881 colNums <- c(length(modelFit$perfNames), length(modelFit$perfNames)) | |
| 882 colLabels <- c("Mean", "Standard Deviation") | |
| 883 constString <- "" | |
| 884 isConst <- NULL | |
| 885 } else if (all(modelInfo$parameter == "parameter") && resampName == "LOOCV" ){ | |
| 886 tableData <- tableData[,-1, drop = FALSE] | |
| 887 colNums <- length(modelFit$perfNames) | |
| 888 colLabels <- c("Measures") | |
| 889 constString <- "" | |
| 890 isConst <- NULL | |
| 891 } else { | |
| 892 if (all(modelInfo$parameter != "parameter") && resampName == "boot632" ){ | |
| 893 isConst <- apply(tableData[, modelInfo$parameter, drop = FALSE], | |
| 894 2, | |
| 895 function(x) length(unique(x)) == 1) | |
| 896 | |
| 897 numParamInTable <- sum(!isConst) | |
| 898 | |
| 899 if(any(isConst)) | |
| 900 { | |
| 901 constParam <- modelInfo$parameter[isConst] | |
| 902 constValues <- format(tableData[, constParam, drop = FALSE], digits = 4)[1,,drop = FALSE] | |
| 903 tableData <- tableData[, !(names(tableData) %in% constParam), drop = FALSE] | |
| 904 constString <- paste("The tuning", | |
| 905 ifelse(sum(isConst) > 1, | |
| 906 "parmeters", | |
| 907 "parameter"), | |
| 908 listString(paste("``", names(constValues), "''", sep = "")), | |
| 909 ifelse(sum(isConst) > 1, | |
| 910 "were", | |
| 911 "was"), | |
| 912 "held constant at", | |
| 913 ifelse(sum(isConst) > 1, | |
| 914 "a value of", | |
| 915 "values of"), | |
| 916 listString(constValues[1,])) | |
| 917 | |
| 918 } else constString <- "" | |
| 919 | |
| 920 cn <- colnames(tableData) | |
| 921 for(i in seq(along = cn)) | |
| 922 { | |
| 923 check <- modelInfo$parameter %in% cn[i] | |
| 924 if(any(check)) | |
| 925 { | |
| 926 cn[i] <- modelInfo$label[which(check)] | |
| 927 } | |
| 928 } | |
| 929 colnames(tableData) <- cn | |
| 930 | |
| 931 colNums <- c(numParamInTable, | |
| 932 length(modelFit$perfNames), | |
| 933 length(modelFit$perfNames), | |
| 934 length(modelFit$perfNames)) | |
| 935 colLabels <- c("", "Mean", "Standard Deviation", "Apparant") | |
| 936 | |
| 937 }else if (all(modelInfo$parameter != "parameter") && (resampName == "boot" | resampName == "repeatedcv" | resampName == "cv") ){ | |
| 938 isConst <- apply(tableData[, modelInfo$parameter, drop = FALSE], | |
| 939 2, | |
| 940 function(x) length(unique(x)) == 1) | |
| 941 | |
| 942 numParamInTable <- sum(!isConst) | |
| 943 | |
| 944 if(any(isConst)) | |
| 945 { | |
| 946 constParam <- modelInfo$parameter[isConst] | |
| 947 constValues <- format(tableData[, constParam, drop = FALSE], digits = 4)[1,,drop = FALSE] | |
| 948 tableData <- tableData[, !(names(tableData) %in% constParam), drop = FALSE] | |
| 949 constString <- paste("The tuning", | |
| 950 ifelse(sum(isConst) > 1, | |
| 951 "parmeters", | |
| 952 "parameter"), | |
| 953 listString(paste("``", names(constValues), "''", sep = "")), | |
| 954 ifelse(sum(isConst) > 1, | |
| 955 "were", | |
| 956 "was"), | |
| 957 "held constant at", | |
| 958 ifelse(sum(isConst) > 1, | |
| 959 "a value of", | |
| 960 "values of"), | |
| 961 listString(constValues[1,])) | |
| 962 | |
| 963 } else constString <- "" | |
| 964 | |
| 965 cn <- colnames(tableData) | |
| 966 for(i in seq(along = cn)) | |
| 967 { | |
| 968 check <- modelInfo$parameter %in% cn[i] | |
| 969 if(any(check)) | |
| 970 { | |
| 971 cn[i] <- modelInfo$label[which(check)] | |
| 972 } | |
| 973 } | |
| 974 colnames(tableData) <- cn | |
| 975 | |
| 976 colNums <- c(numParamInTable, | |
| 977 length(modelFit$perfNames), | |
| 978 length(modelFit$perfNames)) | |
| 979 colLabels <- c("", "Mean", "Standard Deviation") | |
| 980 | |
| 981 } | |
| 982 else if (all(modelInfo$parameter != "parameter") && resampName == "LOOCV"){ | |
| 983 isConst <- apply(tableData[, modelInfo$parameter, drop = FALSE], | |
| 984 2, | |
| 985 function(x) length(unique(x)) == 1) | |
| 986 | |
| 987 numParamInTable <- sum(!isConst) | |
| 988 | |
| 989 if(any(isConst)) | |
| 990 { | |
| 991 constParam <- modelInfo$parameter[isConst] | |
| 992 constValues <- format(tableData[, constParam, drop = FALSE], digits = 4)[1,,drop = FALSE] | |
| 993 tableData <- tableData[, !(names(tableData) %in% constParam), drop = FALSE] | |
| 994 constString <- paste("The tuning", | |
| 995 ifelse(sum(isConst) > 1, | |
| 996 "parmeters", | |
| 997 "parameter"), | |
| 998 listString(paste("``", names(constValues), "''", sep = "")), | |
| 999 ifelse(sum(isConst) > 1, | |
| 1000 "were", | |
| 1001 "was"), | |
| 1002 "held constant at", | |
| 1003 ifelse(sum(isConst) > 1, | |
| 1004 "a value of", | |
| 1005 "values of"), | |
| 1006 listString(constValues[1,])) | |
| 1007 | |
| 1008 } else constString <- "" | |
| 1009 | |
| 1010 cn <- colnames(tableData) | |
| 1011 for(i in seq(along = cn)) | |
| 1012 { | |
| 1013 check <- modelInfo$parameter %in% cn[i] | |
| 1014 if(any(check)) | |
| 1015 { | |
| 1016 cn[i] <- modelInfo$label[which(check)] | |
| 1017 } | |
| 1018 } | |
| 1019 colnames(tableData) <- cn | |
| 1020 | |
| 1021 colNums <- c(numParamInTable, | |
| 1022 length(modelFit$perfNames)) | |
| 1023 colLabels <- c("", "Measures") | |
| 1024 | |
| 1025 } | |
| 1026 | |
| 1027 } | |
| 1028 | |
| 1029 colnames(tableData) <- gsub("SD$", "", colnames(tableData)) | |
| 1030 colnames(tableData) <- gsub("Apparent$", "", colnames(tableData)) | |
| 1031 colnames(tableData) <- latexTranslate(colnames(tableData)) | |
| 1032 rownames(tableData) <- latexTranslate(rownames(tableData)) | |
| 1033 | |
| 1034 latex(tableData, | |
| 1035 rowname = NULL, | |
| 1036 file = "", | |
| 1037 cgroup = colLabels, | |
| 1038 n.cgroup = colNums, | |
| 1039 where = "h!", | |
| 1040 digits = 4, | |
| 1041 longtable = nrow(tableData) > 30, | |
| 1042 caption = paste(resampleName, "results from the model fit.", constString), | |
| 1043 label = "T:resamps") | |
| 1044 @ | |
| 1045 | |
| 1046 \setkeys{Gin}{ width = 0.9\textwidth} | |
| 1047 \begin{figure}[b] | |
| 1048 \begin{center} | |
| 1049 | |
| 1050 <<profilePlot, echo = FALSE, fig = TRUE, width = 8, height = 6>>= | |
| 1051 trellis.par.set(caretTheme(), warn = TRUE) | |
| 1052 if(all(modelInfo$parameter == "parameter") | all(isConst) | modName == "nb") | |
| 1053 { | |
| 1054 resultsPlot <- resampleHist(modelFit) | |
| 1055 plotCaption <- paste("Distributions of model performance from the ", | |
| 1056 "training set estimated using ", | |
| 1057 resampleName) | |
| 1058 } else { | |
| 1059 if(modName %in% c("svmPoly", "svmRadial", "svmLinear")) | |
| 1060 { | |
| 1061 resultsPlot <- plot(modelFit, | |
| 1062 metric = optMetric, | |
| 1063 xTrans = function(x) log10(x)) | |
| 1064 resultsPlot <- update(resultsPlot, | |
| 1065 type = c("g", "p", "l"), | |
| 1066 ylab = paste(optMetric, " (", resampleName, ")", sep = "")) | |
| 1067 | |
| 1068 } else { | |
| 1069 resultsPlot <- plot(modelFit, | |
| 1070 metric = optMetric) | |
| 1071 resultsPlot <- update(resultsPlot, | |
| 1072 type = c("g", "p", "l"), | |
| 1073 ylab = paste(optMetric, " (", resampleName, ")", sep = "")) | |
| 1074 } | |
| 1075 plotCaption <- paste("A plot of the estimates of the", | |
| 1076 optMetric, | |
| 1077 "values calculated using", | |
| 1078 resampleName) | |
| 1079 } | |
| 1080 print(resultsPlot) | |
| 1081 @ | |
| 1082 \caption[Performance Plot]{\Sexpr{plotCaption}.} | |
| 1083 \label{F:profile} | |
| 1084 \end{center} | |
| 1085 \end{figure} | |
| 1086 | |
| 1087 | |
| 1088 <<stopWorkers, echo = FALSE, results = hide>>= | |
| 1089 if(numWorkers > 1) stopCluster(cl) | |
| 1090 @ | |
| 1091 | |
| 1092 <<testPred, results = tex, echo = FALSE>>= | |
| 1093 if(pctTrain < 1) | |
| 1094 { | |
| 1095 cat("\\clearpage\n\\section*{Test Set Results}\n\n") | |
| 1096 classPred <- predict(modelFit, testX) | |
| 1097 cm <- confusionMatrix(classPred, testY) | |
| 1098 values <- cm$overall[c("Accuracy", "Kappa", "AccuracyPValue", "McnemarPValue")] | |
| 1099 | |
| 1100 values <- values[!is.na(values) & !is.nan(values)] | |
| 1101 values <- c(format(values[1:2], digits = 3), | |
| 1102 format.pval(values[-(1:2)], digits = 5)) | |
| 1103 nms <- c("the overall accuracy", "the Kappa statistic", | |
| 1104 "the $p$--value that accuracy is greater than the no--information rate", | |
| 1105 "the $p$--value of concordance from McNemar's test") | |
| 1106 nms <- nms[seq(along = values)] | |
| 1107 names(values) <- nms | |
| 1108 | |
| 1109 if(any(modelInfo$probModel)) | |
| 1110 { | |
| 1111 classProbs <- extractProb(list(fit = modelFit), | |
| 1112 testX = testX, | |
| 1113 testY = testY) | |
| 1114 classProbs <- subset(classProbs, dataType == "Test") | |
| 1115 if(numClasses == 2) | |
| 1116 { | |
| 1117 tmp <- twoClassSummary(classProbs, lev = levels(classProbs$obs)) | |
| 1118 tmp <- c(format(tmp, digits = 3)) | |
| 1119 names(tmp) <- c("the sensitivity", "the specificity", | |
| 1120 "the area under the ROC curve") | |
| 1121 values <- c(values, tmp) | |
| 1122 | |
| 1123 } | |
| 1124 probPlot <- plotClassProbs(classProbs) | |
| 1125 } | |
| 1126 testString <- paste("Based on the test set of", | |
| 1127 nrow(testX), | |
| 1128 "samples,", | |
| 1129 listString(paste(names(values), "was", values), period = TRUE), | |
| 1130 "The confusion matrix for the test set is shown in Table", | |
| 1131 "\\\\ref{T:cm}.") | |
| 1132 testString <- paste(testString, | |
| 1133 " Using ", resampleName, | |
| 1134 ", the training set estimates were ", | |
| 1135 resampleStats(modelFit), | |
| 1136 ".", | |
| 1137 sep = "") | |
| 1138 | |
| 1139 if(any(modelInfo$probModel)) testString <- paste(testString, | |
| 1140 "Histograms of the class probabilities", | |
| 1141 "for the test set samples are shown in", | |
| 1142 "Figure \\\\ref{F:probs}", | |
| 1143 ifelse(numClasses == 2, | |
| 1144 " and the test set ROC curve is in Figure \\\\ref{F:roc}.", | |
| 1145 ".")) | |
| 1146 | |
| 1147 | |
| 1148 | |
| 1149 latex(cm$table, | |
| 1150 title = "", | |
| 1151 file = "", | |
| 1152 where = "h", | |
| 1153 cgroup = "Observed Values", | |
| 1154 n.cgroup = numClasses, | |
| 1155 caption = "The confusion matrix for the test set", | |
| 1156 label = "T:cm") | |
| 1157 | |
| 1158 } else testString <- "" | |
| 1159 @ | |
| 1160 \Sexpr{testString} | |
| 1161 | |
| 1162 | |
| 1163 <<classProbsTex, results = tex, echo = FALSE>>= | |
| 1164 if(any(modelInfo$probModel)) | |
| 1165 { | |
| 1166 cat( | |
| 1167 paste("\\begin{figure}[p]\n", | |
| 1168 "\\begin{center}\n", | |
| 1169 "\\includegraphics{classProbs}", | |
| 1170 "\\caption[PCA Plot]{Class probabilities", | |
| 1171 "for the test set. Each panel contains ", | |
| 1172 "separate classes}\n", | |
| 1173 "\\label{F:probs}\n", | |
| 1174 "\\end{center}\n", | |
| 1175 "\\end{figure}")) | |
| 1176 } | |
| 1177 if(any(modelInfo$probModel) & numClasses == 2) | |
| 1178 { | |
| 1179 cat( | |
| 1180 paste("\\begin{figure}[p]\n", | |
| 1181 "\\begin{center}\n", | |
| 1182 "\\includegraphics[clip, width = .8\\textwidth]{roc}", | |
| 1183 "\\caption[ROC Plot]{ROC Curve", | |
| 1184 "for the test set.}\n", | |
| 1185 "\\label{F:roc}\n", | |
| 1186 "\\end{center}\n", | |
| 1187 "\\end{figure}")) | |
| 1188 } | |
| 1189 @ | |
| 1190 <<classProbsTex, results = hide, echo = FALSE >>= | |
| 1191 if(any(modelInfo$probModel)) | |
| 1192 { | |
| 1193 pdf("classProbs.pdf", height = 7, width = 7) | |
| 1194 trellis.par.set(caretTheme(), warn = FALSE) | |
| 1195 print(probPlot) | |
| 1196 dev.off() | |
| 1197 } | |
| 1198 | |
| 1199 if(any(modelInfo$probModel) & numClasses == 2) | |
| 1200 { resPonse<-testY | |
| 1201 preDictor<-classProbs[, levels(trainY)[1]] | |
| 1202 pdf("roc.pdf", height = 8, width = 8) | |
| 1203 # from pROC example at http://web.expasy.org/pROC/screenshots.htm | |
| 1204 plot.roc(resPonse, preDictor, # data | |
| 1205 percent=TRUE, # show all values in percent | |
| 1206 partial.auc=c(100, 90), partial.auc.correct=TRUE, # define a partial AUC (pAUC) | |
| 1207 print.auc=TRUE, #display pAUC value on the plot with following options: | |
| 1208 print.auc.pattern="Corrected pAUC (100-90%% SP):\n%.1f%%", print.auc.col="#1c61b6", | |
| 1209 auc.polygon=TRUE, auc.polygon.col="#1c61b6", # show pAUC as a polygon | |
| 1210 max.auc.polygon=TRUE, max.auc.polygon.col="#1c61b622", # also show the 100% polygon | |
| 1211 main="Partial AUC (pAUC)") | |
| 1212 plot.roc(resPonse, preDictor, | |
| 1213 percent=TRUE, add=TRUE, type="n", # add to plot, but don't re-add the ROC itself (useless) | |
| 1214 partial.auc=c(100, 90), partial.auc.correct=TRUE, | |
| 1215 partial.auc.focus="se", # focus pAUC on the sensitivity | |
| 1216 print.auc=TRUE, print.auc.pattern="Corrected pAUC (100-90%% SE):\n%.1f%%", print.auc.col="#008600", | |
| 1217 print.auc.y=40, # do not print auc over the previous one | |
| 1218 auc.polygon=TRUE, auc.polygon.col="#008600", | |
| 1219 max.auc.polygon=TRUE, max.auc.polygon.col="#00860022") | |
| 1220 dev.off() | |
| 1221 } | |
| 1222 | |
| 1223 | |
| 1224 @ | |
| 1225 | |
| 1226 \section*{Versions} | |
| 1227 | |
| 1228 <<versions, echo = FALSE, results = tex>>= | |
| 1229 toLatex(sessionInfo()) | |
| 1230 | |
| 1231 @ | |
| 1232 | |
| 1233 <<save-data, echo = FALSE, results = tex>>= | |
| 1234 ## change this to the name of modName.... | |
| 1235 Fit<-modelFit | |
| 1236 save(Fit,file="pls-Fit.RData") | |
| 1237 @ | |
| 1238 The model was built using pls and is saved as pls-Fit.RData for reuse. This contains the variable Fit. | |
| 1239 | |
| 1240 \end{document} |
