2021-12-11
In this vignette, we take a look at how we can simplify many machine
learning tasks using manymodelr.
install.packages("manymodelr")Once the package has been successfully installed, we can then proceed by loading the package and exploring some of the key functions.
Loading the package
library(manymodelr)
#> Loading required package: caret
#> Loading required package: ggplot2
#> Loading required package: lattice
#> Loading required package: Metrics
#>
#> Attaching package: 'Metrics'
#> The following objects are masked from 'package:caret':
#>
#> precision, recall
#> Loading required package: e1071
#> Welcome to manymodelr. This is manymodelr version 0.3.8.9000.
#> Please file issues and feedback at https://www.github.com/Nelson-Gon/manymodelr/issues
#> Turn this message off using 'suppressPackageStartupMessages(library(manymodelr))'
#> Happy Modelling! :)
# data for examples
data("yields", package="manymodelr")First, a word of caution. The examples shown in this section are meant to simply show what the functions do and not what the best model is. For a specific use case, please perform the necessary model checks, post-hoc analyses, and/or choose predictor variables and model types as appropriate based on domain knowledge.
With this in mind, let us look at how we can perform modeling tasks
using manymodelr.
multi_model_1
This is one of the core functions of the package. multi_model_1 aims
to allow model fitting, prediction, and reporting with a single
function. The multi part of the function’s name reflects the fact that
we can fit several model types with one function. An example follows
next.
For purposes of this report, we create a simple dataset to use.
set.seed(520)
train_set<-createDataPartition(yields$normal,p=0.6,list=FALSE)
valid_set<-yields[-train_set,]
train_set<-yields[train_set,]
ctrl<-trainControl(method="cv",number=5)
m<-multi_model_1(train_set,"normal",".",c("knn","rpart"),
"Accuracy",ctrl,new_data =valid_set)The above returns a list containing metrics, predictions, and a model summary. These can be extracted as shown below.
m$metric
#> # A tibble: 1 x 2
#> knn_accuracy rpart_accuracy
#> <dbl> <dbl>
#> 1 0.872 0.68head(m$predictions)
#> # A tibble: 6 x 2
#> knn rpart
#> <chr> <chr>
#> 1 Yes Yes
#> 2 No Yes
#> 3 No No
#> 4 No Yes
#> 5 No No
#> 6 Yes Yes- multi_model_2
This is similar to multi_model_1 with one difference: it does not use
metrics such as RMSE, accuracy and the like. This function is useful if
one would like to fit and predict “simpler models” like generalized
linear models or linear models. Let’s take a look:
# fit a linear model and get predictions
lin_model <- multi_model_2(mtcars[1:16,],mtcars[17:32,],"mpg","wt","lm")
lin_model[c("predicted", "mpg")]
#> predicted mpg
#> Mazda RX4 10.17314 21.0
#> Mazda RX4 Wag 24.32264 21.0
#> Datsun 710 26.95458 22.8
#> Hornet 4 Drive 25.96479 21.4
#> Hornet Sportabout 23.13039 18.7
#> Valiant 18.38390 18.1
#> Duster 360 18.76632 14.3
#> Merc 240D 16.94420 24.4
#> Merc 230 16.92171 22.8
#> Merc 280 25.51488 19.2
#> Merc 280C 24.59258 17.8
#> Merc 450SE 27.41348 16.4
#> Merc 450SL 19.95856 17.3
#> Merc 450SLC 21.75818 15.2
#> Cadillac Fleetwood 18.15895 10.4
#> Lincoln Continental 21.71319 10.4From the above, we see that wt alone may not be a great predictor for
mpg. We can fit a multi-linear model with other predictors. Let’s say
disp and drat are important too, then we add those to the model.
multi_lin <- multi_model_2(mtcars[1:16, ], mtcars[17:32,],"mpg", "wt + disp + drat","lm")
multi_lin[,c("predicted", "mpg")]
#> predicted mpg
#> Mazda RX4 10.43041 21.0
#> Mazda RX4 Wag 24.39765 21.0
#> Datsun 710 25.56629 22.8
#> Hornet 4 Drive 25.38957 21.4
#> Hornet Sportabout 23.15234 18.7
#> Valiant 17.36908 18.1
#> Duster 360 17.67102 14.3
#> Merc 240D 15.59802 24.4
#> Merc 230 14.96161 22.8
#> Merc 280 25.05592 19.2
#> Merc 280C 23.66222 17.8
#> Merc 450SE 25.95326 16.4
#> Merc 450SL 17.05637 17.3
#> Merc 450SLC 21.97756 15.2
#> Cadillac Fleetwood 17.22593 10.4
#> Lincoln Continental 22.17872 10.4fit_model
This function allows us to fit any kind of model without necessarily returning predictions.
lm_model <- fit_model(mtcars,"mpg","wt","lm")
lm_model
#>
#> Call:
#> lm(formula = mpg ~ wt, data = use_df)
#>
#> Coefficients:
#> (Intercept) wt
#> 37.285 -5.344fit_models
This is similar to fit_model with the ability to fit many models with
many predictors at once. A simple linear model for instance:
models<-fit_models(df=yields,yname=c("height", "weight"),xname="yield",
modeltype="glm") One can then use these models as one may wish. To add residuals from these models for example:
res_residuals <- lapply(models[[1]], add_model_residuals,yields)
res_predictions <- lapply(models[[1]], add_model_predictions, yields, yields)
# Get height predictions for the model height ~ yield
head(res_predictions[[1]])
#> normal height weight yield predicted
#> 1 Yes 0.2849090 0.13442312 520.2837 0.5028866
#> 2 No 0.2427826 0.37484971 504.4754 0.4943626
#> 3 Yes 0.2579432 0.47134828 515.6463 0.5003860
#> 4 No 0.5175604 0.50143592 522.2247 0.5039331
#> 5 Yes 0.4026023 0.47171755 502.6406 0.4933732
#> 6 No 0.9789886 0.04191937 509.4663 0.4970537If one would like to drop non-numeric columns from the analysis, one can
set drop_non_numeric to TRUE as follows. The same can be done for
fit_model above:
(models<-fit_models(df=yields,yname=c("height","weight"),
xname=".",modeltype=c("lm","glm"), drop_non_numeric = TRUE))
#> [[1]]
#> [[1]][[1]]
#>
#> Call:
#> lm(formula = height ~ ., data = use_df)
#>
#> Coefficients:
#> (Intercept) weight yield
#> 0.2176942 -0.2185572 0.0006712
#>
#>
#> [[1]][[2]]
#>
#> Call:
#> lm(formula = weight ~ ., data = use_df)
#>
#> Coefficients:
#> (Intercept) height yield
#> 0.0112753 -0.1463926 0.0006827
#>
#>
#>
#> [[2]]
#> [[2]][[1]]
#>
#> Call: glm(formula = height ~ ., data = use_df)
#>
#> Coefficients:
#> (Intercept) weight yield
#> 0.2176942 -0.2185572 0.0006712
#>
#> Degrees of Freedom: 999 Total (i.e. Null); 997 Residual
#> Null Deviance: 45.82
#> Residual Deviance: 44.32 AIC: -270.3
#>
#> [[2]][[2]]
#>
#> Call: glm(formula = weight ~ ., data = use_df)
#>
#> Coefficients:
#> (Intercept) height yield
#> 0.0112753 -0.1463926 0.0006827
#>
#> Degrees of Freedom: 999 Total (i.e. Null); 997 Residual
#> Null Deviance: 30.7
#> Residual Deviance: 29.69 AIC: -671.1One can generate a very simple model report using report_model as
follows:
report_model(models[[2]][[1]])
#> Type Estimate P_Value Exp_Estimate Effect
#> 1 Estimated Score 0.2176942039 5.487736e-01 1.2432068 1.24
#> 2 weight -0.2185572088 1.252007e-08 0.8036775 -19.63%
#> 3 yield 0.0006711689 3.369693e-01 1.0006714 +0.07%To extract information about a given model, we can use
extract_model_info as follows.
extract_model_info(lm_model, "r2")
#> [1] 0.7528328To extract the adjusted R squared:
extract_model_info(lm_model, "adj_r2")
#> [1] 0.7445939For the p value:
extract_model_info(lm_model, "p_value")
#> (Intercept) wt
#> 8.241799e-19 1.293959e-10To extract multiple attributes:
extract_model_info(lm_model,c("p_value","response","call","predictors"))
#> $p_value
#> (Intercept) wt
#> 8.241799e-19 1.293959e-10
#>
#> $response
#> [1] "mpg"
#>
#> $call
#> lm(formula = mpg ~ wt, data = use_df)
#>
#> $predictors
#> [1] "wt"This is not restricted to linear models but will work for most model
types. See help(extract_model_info) to see currently supported model
types.
get_var_corr
As can probably(hopefully) be guessed from the name, this provides a convenient way to get variable correlations. It enables one to get correlation between one variable and all other variables in the data set.
Previously, one would set get_all to TRUE if they wanted to get
correlations between all variables. This argument has been dropped in
favor of simply supplying an optional other_vars vector if one does
not want to get all correlations.
Sample usage:
# getall correlations
# default pearson
head( corrs <- get_var_corr(mtcars,comparison_var="mpg") )
#> comparison_var other_var p.value correlation lower_ci upper_ci
#> 1 mpg cyl 6.112687e-10 -0.8521620 -0.92576936 -0.7163171
#> 2 mpg disp 9.380327e-10 -0.8475514 -0.92335937 -0.7081376
#> 3 mpg hp 1.787835e-07 -0.7761684 -0.88526861 -0.5860994
#> 4 mpg drat 1.776240e-05 0.6811719 0.43604838 0.8322010
#> 5 mpg wt 1.293959e-10 -0.8676594 -0.93382641 -0.7440872
#> 6 mpg qsec 1.708199e-02 0.4186840 0.08195487 0.6696186Previously, one would also set drop_columns to TRUE if they wanted
to drop factor columns. Now, a user simply provides a character vector
specifying which column types(classes) should be dropped. It defaults to
c("character","factor").
# purely demonstrative
get_var_corr(yields,"height",other_vars="weight",
drop_columns=c("factor","character"),method="spearman",
exact=FALSE)
#> Warning in get_var_corr.data.frame(yields, "height", other_vars = "weight", :
#> Columns with classes in drop_columns have been discarded. You can disable this
#> yourself by setting drop_columns to NULL.
#> comparison_var other_var p.value correlation
#> 1 height weight 4.204642e-07 -0.1591719Similarly, get_var_corr_ (note the underscore at the end) provides a
convenient way to get combination-wise correlations.
head(get_var_corr_(yields),6)
#> Warning in get_var_corr_.data.frame(yields): Columns with classes in
#> drop_columns were dropped.
#> comparison_var other_var p.value correlation lower_ci upper_ci
#> 1 height weight 1.470866e-08 -0.17793196 -0.23730741 -0.11723201
#> 2 height yield 4.473683e-01 0.02405390 -0.03799584 0.08591886
#> 3 weight yield 2.986171e-01 0.03290108 -0.02915146 0.09470100To use only a subset of the data, we can use provide a list of columns
to subset_cols. By default, the first value(vector) in the list is
mapped to comparison_var and the other to other_Var. The list is
therefore of length 2.
head(get_var_corr_(mtcars,subset_cols=list(c("mpg","vs"),c("disp","wt")),
method="spearman",exact=FALSE))
#> comparison_var other_var p.value correlation
#> 2 mpg disp 6.370336e-13 -0.9088824
#> 5 mpg wt 1.487595e-11 -0.8864220plot_corr
Obtaining correlations would mostly likely benefit from some form of
visualization. plot_corr aims to achieve just that. There are
currently two plot styles, squares and circles. circles has a
shape argument that can allow for more flexibility. It should be noted
that the correlation matrix supplied to this function is an object
produced by get_var_corr_.
To modify the plot a bit, we can choose to switch the x and y values as shown below.
plot_corr(mtcars,show_which = "corr",
round_which = "correlation",decimals = 2,x="other_var", y="comparison_var",plot_style = "squares"
,width = 1.1,custom_cols = c("green","blue","red"),colour_by = "correlation")
#> Warning in plot_corr(mtcars, show_which = "corr", round_which = "correlation", :
#> Using colour_by for the legend title.
To show significance of the results instead of the correlations
themselves, we can set show_which to “signif” as shown below. By
default, significance is set to 0.05. You can override this by supplying
a different signif_cutoff.
# color by p value
# change custom colors by supplying custom_cols
# significance is default
set.seed(233)
plot_corr(mtcars, x="other_var", y="comparison_var",plot_style = "circles",show_which = "signif", colour_by = "p.value", sample(colours(),3))
#> Warning in plot_corr(mtcars, x = "other_var", y = "comparison_var", plot_style =
#> "circles", : Using colour_by for the legend title.
To explore more options, please take a look at the documentation.
agg_by_group
As can be guessed from the name, this function provides an easy way to
manipulate grouped data. We can for instance find the number of
observations in the yields data set. The formula takes the form x~y
where y is the grouping variable(in this case normal). One can
supply a formula as shown next.
head(agg_by_group(yields,.~normal,length))
#> Grouped By[1]: normal
#>
#> normal height weight yield
#> 1 No 500 500 500
#> 2 Yes 500 500 500head(agg_by_group(mtcars,cyl~hp+vs,sum))
#> Grouped By[2]: hp vs
#>
#> hp vs cyl
#> 1 91 0 4
#> 2 110 0 12
#> 3 150 0 16
#> 4 175 0 22
#> 5 180 0 24
#> 6 205 0 8rowdiff
This is useful when trying to find differences between rows. The
direction argument specifies how the subtractions are made while the
exclude argument is used to specify classes that should be removed
before calculations are made. Using direction="reverse" performs a
subtraction akin to x-(x-1) where x is the row number.
head(rowdiff(yields,exclude = "factor",direction = "reverse"))
#> height weight yield
#> 1 NA NA NA
#> 2 -0.04212634 0.24042659 -15.808303
#> 3 0.01516059 0.09649856 11.170825
#> 4 0.25961718 0.03008764 6.578424
#> 5 -0.11495811 -0.02971837 -19.584090
#> 6 0.57638627 -0.42979818 6.825719na_replace
This allows the user to conveniently replace missing values. Current
options are ffill which replaces with the next non-missing value,
samples that samples the data and does replacement, value that
allows one to fill NAs with a specific value. Other common
mathematical methods like min, max,get_mode, sd, etc are no
longer supported. They are now available with more flexibility in
standalone mde
head(na_replace(airquality, how="value", value="Missing"),8)
#> Ozone Solar.R Wind Temp Month Day
#> 1 41 190 7.4 67 5 1
#> 2 36 118 8.0 72 5 2
#> 3 12 149 12.6 74 5 3
#> 4 18 313 11.5 62 5 4
#> 5 Missing Missing 14.3 56 5 5
#> 6 28 Missing 14.9 66 5 6
#> 7 23 299 8.6 65 5 7
#> 8 19 99 13.8 59 5 8na_replace_grouped
This provides a convenient way to replace values by group.
test_df <- data.frame(A=c(NA,1,2,3), B=c(1,5,6,NA),groups=c("A","A","B","B"))
# Replace NAs by group
# replace with the next non NA by group.
na_replace_grouped(df=test_df,group_by_cols = "groups",how="ffill")
#> groups A B
#> 1 A 1 1
#> 2 A 1 5
#> 3 B 2 6
#> 4 B 3 6The use of mean,sd,etc is no longer supported. Use
mde instead which is focused on
missingness.
Exploring Further
The vignette has been short and therefore is non exhaustive. The best
way to explore this and any package or language is to practise. For more
examples, please use ?function_name and see a few implementations of
the given function.
Reporting Issues
If you would like to contribute, report issues or improve any of these functions, please raise a pull request at (manymodelr)
“Programs must be written for people to read, and only incidentally for machines to execute.” - Harold Abelson (Reference)
Thank You