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Data mining with caret packageKai Xiao and Vivian Zhang @Supstat Inc.
OutlineIntroduction of data mining and caret
before model training
building model
advance topic
exercise
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visualization
pre-processing
Data slitting
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Model training and Tuning
Model performance
variable importance
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feature selection
parallel processing
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cross-industry standard process for data mining
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Introduction of caretThe caret package (short for Classification And REgression Training) is a set of functions thatattempt to streamline the process for creating predictive models. The package contains tools for:
data splitting
pre-processing
feature selection
model tuning using resampling
variable importance estimation
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A very simple examplelibrary(caret) str(iris) set.seed(1) # preprocess process <- preProcess(iris[,-5],method=c('center','scale')) dataScaled <- predict(process,iris[,-5]) # data splitting inTrain <- createDataPartition(iris$Species,p=0.75)[[1]] length(inTrain) trainData <- dataScaled[inTrain, ] trainClass <- iris[inTrain,5] testData <- dataScaled[-inTrain, ] testClass <- iris[-inTrain,5]
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A very simple example# model tuning set.seed(1) fitControl <- trainControl(method = "cv", number = 10) tunedf <- data.frame(.cp=c(0.01,0.05,0.1,0.3,0.5)) treemodel <- train(x = trainData, y = trainClass, method='rpart', trControl = fitControl, tuneGrid = tunedf) print(treemodel) plot(treemodel) # prediction and performance assessment treePred <- predict(treemodel,testData) confusionMatrix(treePred, testClass)
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visualizationsThe featurePlot function is a wrapper for different lattice plots to visualize the data.
Scatterplot Matrix
boxplot
featurePlot(x = iris[, 1:4], y = iris$Species, plot = "pairs", ## Add a key at the top auto.key = list(columns = 3))
featurePlot(x = iris[, 1:4], y = iris$Species, plot = "box", ## Add a key at the top auto.key = list(columns = 3))
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pre-processingCreating Dummy Variables
when <- data.frame(time = c("afternoon", "night", "afternoon", "morning", "morning", "morning", "morning", "afternoon", "afternoon")) when levels(when$time) <- c("morning", "afternoon", "night") mainEffects <- dummyVars(~ time, data = when) predict(mainEffects, when)
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pre-processingZero- and Near Zero-Variance Predictors
data <- data.frame(x1=rnorm(100), x2=runif(100), x3=rep(c(0,1),times=c(2,98)), x4=rep(3,length=100)) nzv <- nearZeroVar(data, saveMetrics = TRUE) nzv nzv <- nearZeroVar(data) dataFilted <- data[,-nzv] head(dataFilted)
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pre-processingIdentifying Correlated Predictors
set.seed(1) x1 <- rnorm(100) x2 <- x1 + rnorm(100,0.1,0.1) x3 <- x1 + rnorm(100,1,1) data <- data.frame(x1,x2,x3) corrmatrix <- cor(data) highlyCor <- findCorrelation(corrmatrix, cutoff = 0.75) dataFilted <- data[,-highlyCor] head(dataFilted)
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pre-processingIdentifying Linear Dependencies Predictors
set.seed(1) x1 <- rnorm(100) x2 <- x1 + rnorm(100,0.1,0.1) x3 <- x1 + rnorm(100,1,1) x4 <- x2 + x3 data <- data.frame(x1,x2,x3,x4) comboInfo <- findLinearCombos(data) dataFilted <- data[,-comboInfo$remove] head(dataFilted)
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pre-processingCentering and Scaling
set.seed(1) x1 <- rnorm(100) x2 <- 3 + 3*x1 + rnorm(100) x3 <- 2 + 2*x1 + rnorm(100) data <- data.frame(x1,x2,x3) summary(data) preProc <- preProcess(data, method = c("center", "scale")) dataProced <- predict(preProc, data) summary(dataProced)
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pre-processingImputation:bagImpute/knnImpute/
data <- iris[,-5] data[1,2] <- NA data[2,1] <- NA impu <- preProcess(data,method='knnImpute') dataProced <- predict(impu,data)
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pre-processingtransformation: BoxCox/PCA
data <- iris[,-5] pcaProc <- preProcess(data,method='pca') dataProced <- predict(pcaProc,data) head(dataProced)
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data splittingcreate balanced splits of the data
set.seed(1) trainIndex <- createDataPartition(iris$Species, p = 0.8, list = FALSE, times = 1) head(trainIndex) irisTrain <- iris[trainIndex, ] irisTest <- iris[-trainIndex, ] summary(irisTest$Species)
createResample can be used to make simple bootstrap samples
createFolds can be used to generate balanced cross–validation groupings from a set of data.
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Model Training and Parameter TuningThe train function can be used to
evaluate, using resampling, the effect of model tuning parameters on performance
choose the "optimal" model across these parameters
estimate model performance from a training set
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Model Training and Parameter Tuningprepare data
data(PimaIndiansDiabetes2,package='mlbench') data <- PimaIndiansDiabetes2 library(caret) # scale and center preProcValues <- preProcess(data[,-9], method = c("center", "scale")) scaleddata <- predict(preProcValues,data[,-9]) # YeoJohnson transformation preProcbox <- preProcess(scaleddata, method = c("YeoJohnson")) boxdata <- predict(preProcbox , scaleddata)
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Model Training and Parameter Tuningprepare data
# bagimpute preProcimp <- preProcess(boxdata,method="bagImpute") procdata <- predict(preProcimp,boxdata) procdata$class <- data[,9] # data splitting inTrain <- createDataPartition(procdata$class,p=0.75)[[1]] length(inTrain) trainData <- procdata[inTrain, 1:8] trainClass <- procdata[inTrain, 9] testData <- procdata[-inTrain, 1:8] testClass <- procdata[-inTrain, 9]
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Model Training and Parameter Tuningdefine sets of model parameter values to evaluate
tunedf <- data.frame(.cp=seq(0.001,0.2,length.out=10))
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Model Training and Parameter Tuningdefine the type of resampling method
k-fold cross-validation (once or repeated)
leave-one-out cross-validation
bootstrap (simple estimation or the 632 rule)
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fitControl <- trainControl(method = "repeatedcv", # 10-fold cross validation number = 10, # repeated 3 times repeats = 3)
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Model Training and Parameter Tuningstart training
treemodel <- train(x = trainData, y = trainClass, method='rpart', trControl = fitControl, tuneGrid = tunedf)
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Model Training and Parameter Tuninglook at the final result
treemodel plot(treemodel)
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The trainControl Functionmethod: The resampling method
number and repeats: number controls with the number of folds in K-fold cross-validation ornumber of resampling iterations for bootstrapping and leave-group-out cross-validation.
verboseIter: A logical for printing a training log.
returnData: A logical for saving the data into a slot called trainingData.
classProbs: a logical value determining whether class probabilities should be computed for held-out samples during resample.
summaryFunction: a function to compute alternate performance summaries.
selectionFunction: a function to choose the optimal tuning parameters.
returnResamp: a character string containing one of the following values: "all", "final" or "none".This specifies how much of the resampled performance measures to save.
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Alternate Performance MetricsPerformance Metrics:
Another built-in function, twoClassSummary, will compute the sensitivity, specificity and area underthe ROC curve
regression: RMSE and R2
classification: accuracy and Kappa
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fitControl <- trainControl(method = "repeatedcv", number = 10, repeats = 3, classProbs = TRUE, summaryFunction = twoClassSummary) treemodel <- train(x = trainData, y = trainClass, method='rpart', trControl = fitControl, tuneGrid = tunedf, metric="ROC") treemodel
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Extracting PredictionsPredictions can be made from these objects as usual.
pre <- predict(treemodel,testData) pre <- predict(treemodel,testData,type="prob")
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Evaluating Test Setscaret also contains several functions that can be used to describe the performance of classificationmodels
testPred <- predict(treemodel, testData) testPred.prob <- predict(treemodel, testData,type='prob') postResample(testPred, testClass) confusionMatrix(testPred, testClass)
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Exploring and Comparing ResamplingDistributions
Within-Model Comparing·
densityplot(treemodel, pch = "|")
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Exploring and Comparing ResamplingDistributions
Between-Models Comparing
let's build a nnet model, and compare these two model performance
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tunedf <- expand.grid(.decay=0.1, .size=1:8, .bag=T) nnetmodel <- train(x = trainData, y = trainClass, method='avNNet', trControl = fitControl, trace=F, linout=F, metric="ROC", tuneGrid = tunedf) nnetmodel
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Exploring and Comparing ResamplingDistributionsGiven these models, can we make statistical statements about their performance differences? To dothis, we first collect the resampling results using resamples.
We can compute the differences, then use a simple t-test to evaluate the null hypothesis that there isno difference between models.
resamps <- resamples(list(tree = treemodel, nnet = nnetmodel)) bwplot(resamps) densityplot(resamps,metric='ROC')
difValues <- diff(resamps) summary(difValues)
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Variable importance evaluationVariable importance evaluation functions can be separated into two groups:
model-based approach
Model Independent approach
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For classification, ROC curve analysis is conducted on each predictor.
For regression, the relationship between each predictor and the outcome is evaluated
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# model-based approach treeimp <- varImp(treemodel) plot(treeimp)
# Model Independent approach RocImp <- varImp(treemodel,useModel = FALSE) plot(RocImp) # or RocImp <- filterVarImp(x = trainData, y = trainClass) plot(RocImp)
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feature selectionMany models do not necessarily use all the predictors
Feature Selection Using Search Algorithms("wrapper" approach)
Feature Selection Using Univariate Filters('filter' approach)
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feature selection: wrapper approach
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feature selection: wrapper approachfeature selection based on random forest model
pre-defined sets of functions: linear regression(lmFuncs), random forests (rfFuncs), naive Bayes(nbFuncs), bagged trees (treebagFuncs)
ctrl <- rfeControl(functions = rfFuncs, method = "repeatedcv", number = 10, repeats = 3, verbose = FALSE, returnResamp = "final") Profile <- rfe(x = trainData, y = trainClass, sizes = 1:8, rfeControl = ctrl) Profile
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feature selection: wrapper approachfeature selection based on custom model
tunedf <- data.frame(.cp=seq(0.001,0.2,length.out=5)) fitControl <- trainControl(method = "repeatedcv", number = 10, repeats = 3, classProbs = TRUE, summaryFunction = twoClassSummary) customFuncs <- caretFuncs customFuncs$summary <- twoClassSummary ctrl <- rfeControl(functions = customFuncs, method = "repeatedcv", number = 10, repeats = 3, verbose = FALSE, returnResamp = "final") Profile <- rfe(x = trainData, y = trainClass, sizes = 1:8, method = 'rpart', rfeControl = ctrl, /
parallel processingsystem.time({ library(doParallel) registerDoParallel(cores = 2) nnetmodel.para <- train(x = trainData, y = trainClass, method='avNNet', trControl = fitControl, trace=F, linout=F, metric="ROC", tuneGrid = tunedf) }) nnetmodel$times nnetmodel.para$times
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exercise-1use knn method to train model
library(caret) fitControl <- trainControl(method = "repeatedcv", number = 10, repeats = 3) tunedf <- data.frame(.k=seq(3,20,by=2)) knnmodel <- train(x = trainData, y = trainClass, method='knn', trControl = fitControl, tuneGrid = tunedf) plot(knnmodel)
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