1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257
|
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/train.default.R
\name{train}
\alias{train}
\alias{train.default}
\alias{train.formula}
\title{Fit Predictive Models over Different Tuning Parameters}
\usage{
train(x, ...)
\method{train}{default}(x, y, method = "rf", preProcess = NULL, ...,
weights = NULL, metric = ifelse(is.factor(y), "Accuracy", "RMSE"),
maximize = ifelse(metric \%in\% c("RMSE", "logLoss"), FALSE, TRUE),
trControl = trainControl(), tuneGrid = NULL, tuneLength = 3)
\method{train}{formula}(form, data, ..., weights, subset, na.action = na.fail,
contrasts = NULL)
}
\arguments{
\item{x}{an object where samples are in rows and features are in columns.
This could be a simple matrix, data frame or other type (e.g. sparse
matrix). See Details below.}
\item{y}{a numeric or factor vector containing the outcome for each sample.}
\item{method}{a string specifying which classification or regression model
to use. Possible values are found using \code{names(getModelInfo())}. See
\url{http://topepo.github.io/caret/bytag.html}. A list of functions can also
be passed for a custom model function. See
\url{http://topepo.github.io/caret/custom_models.html} for details.}
\item{preProcess}{a string vector that defines a pre-processing of the
predictor data. Current possibilities are "BoxCox", "YeoJohnson",
"expoTrans", "center", "scale", "range", "knnImpute", "bagImpute",
"medianImpute", "pca", "ica" and "spatialSign". The default is no
pre-processing. See \code{\link{preProcess}} and \code{\link{trainControl}}
on the procedures and how to adjust them. Pre-processing code is only
designed to work when \code{x} is a simple matrix or data frame.}
\item{weights}{a numeric vector of case weights. This argument will only
affect models that allow case weights.}
\item{metric}{a string that specifies what summary metric will be used to
select the optimal model. By default, possible values are "RMSE" and
"Rsquared" for regression and "Accuracy" and "Kappa" for classification. If
custom performance metrics are used (via the \code{summaryFunction} argument
in \code{\link{trainControl}}, the value of \code{metric} should match one
of the arguments. If it does not, a warning is issued and the first metric
given by the \code{summaryFunction} is used. (NOTE: If given, this argument
must be named.)}
\item{maximize}{a logical: should the metric be maximized or minimized?}
\item{trControl}{a list of values that define how this function acts. See
\code{\link{trainControl}} and
\url{http://topepo.github.io/caret/training.html#custom}. (NOTE: If given,
this argument must be named.)}
\item{tuneGrid}{a data frame with possible tuning values. The columns are
named the same as the tuning parameters. Use \code{\link{getModelInfo}} to
get a list of tuning parameters for each model or see
\url{http://topepo.github.io/caret/modelList.html}. (NOTE: If given, this
argument must be named.)}
\item{tuneLength}{an integer denoting the amount of granularity in the
tuning parameter grid. By default, this argument is the number of levels for
each tuning parameters that should be generated by \code{\link{train}}. If
\code{\link{trainControl}} has the option \code{search = "random"}, this is
the maximum number of tuning parameter combinations that will be generated
by the random search. (NOTE: If given, this argument must be named.)}
\item{form}{A formula of the form \code{y ~ x1 + x2 + ...}}
\item{data}{Data frame from which variables specified in \code{formula} are
preferentially to be taken.}
\item{subset}{An index vector specifying the cases to be used in the
training sample. (NOTE: If given, this argument must be named.)}
\item{na.action}{A function to specify the action to be taken if NAs are
found. The default action is for the procedure to fail. An alternative is
\code{na.omit}, which leads to rejection of cases with missing values on any
required variable. (NOTE: If given, this argument must be named.)}
\item{contrasts}{a list of contrasts to be used for some or all the factors
appearing as variables in the model formula.}
\item{\dots}{arguments passed to the classification or regression routine
(such as \code{\link[randomForest]{randomForest}}). Errors will occur if
values for tuning parameters are passed here.}
}
\value{
A list is returned of class \code{train} containing: \item{method
}{the chosen model.} \item{modelType }{an identifier of the model type.}
\item{results }{a data frame the training error rate and values of the
tuning parameters.} \item{bestTune }{a data frame with the final
parameters.}
\item{call }{the (matched) function call with dots expanded} \item{dots}{a
list containing any ... values passed to the original call} \item{metric}{a
string that specifies what summary metric will be used to select the optimal
model.} \item{control}{the list of control parameters.} \item{preProcess
}{either \code{NULL} or an object of class \code{\link{preProcess}}}
\item{finalModel}{an fit object using the best parameters}
\item{trainingData}{a data frame} \item{resample}{A data frame with columns
for each performance metric. Each row corresponds to each resample. If
leave-one-out cross-validation or out-of-bag estimation methods are
requested, this will be \code{NULL}. The \code{returnResamp} argument of
\code{\link{trainControl}} controls how much of the resampled results are
saved.} \item{perfNames}{a character vector of performance metrics that are
produced by the summary function} \item{maximize}{a logical recycled from
the function arguments.} \item{yLimits}{the range of the training set
outcomes.} \item{times}{a list of execution times: \code{everything} is for
the entire call to \code{train}, \code{final} for the final model fit and,
optionally, \code{prediction} for the time to predict new samples (see
\code{\link{trainControl}})}
}
\description{
This function sets up a grid of tuning parameters for a number of
classification and regression routines, fits each model and calculates a
resampling based performance measure.
}
\details{
\code{train} can be used to tune models by picking the complexity parameters
that are associated with the optimal resampling statistics. For particular
model, a grid of parameters (if any) is created and the model is trained on
slightly different data for each candidate combination of tuning parameters.
Across each data set, the performance of held-out samples is calculated and
the mean and standard deviation is summarized for each combination. The
combination with the optimal resampling statistic is chosen as the final
model and the entire training set is used to fit a final model.
The predictors in \code{x} can be most any object as long as the underlying
model fit function can deal with the object class. The function was designed
to work with simple matrices and data frame inputs, so some functionality
may not work (e.g. pre-processing). When using string kernels, the vector of
character strings should be converted to a matrix with a single column.
More details on this function can be found at
\url{http://topepo.github.io/caret/training.html}.
A variety of models are currently available and are enumerated by tag (i.e.
their model characteristics) at
\url{http://topepo.github.io/caret/bytag.html}.
}
\examples{
\dontrun{
#######################################
## Classification Example
data(iris)
TrainData <- iris[,1:4]
TrainClasses <- iris[,5]
knnFit1 <- train(TrainData, TrainClasses,
method = "knn",
preProcess = c("center", "scale"),
tuneLength = 10,
trControl = trainControl(method = "cv"))
knnFit2 <- train(TrainData, TrainClasses,
method = "knn",
preProcess = c("center", "scale"),
tuneLength = 10,
trControl = trainControl(method = "boot"))
library(MASS)
nnetFit <- train(TrainData, TrainClasses,
method = "nnet",
preProcess = "range",
tuneLength = 2,
trace = FALSE,
maxit = 100)
#######################################
## Regression Example
library(mlbench)
data(BostonHousing)
lmFit <- train(medv ~ . + rm:lstat,
data = BostonHousing,
method = "lm")
library(rpart)
rpartFit <- train(medv ~ .,
data = BostonHousing,
method = "rpart",
tuneLength = 9)
#######################################
## Example with a custom metric
madSummary <- function (data,
lev = NULL,
model = NULL) {
out <- mad(data$obs - data$pred,
na.rm = TRUE)
names(out) <- "MAD"
out
}
robustControl <- trainControl(summaryFunction = madSummary)
marsGrid <- expand.grid(degree = 1, nprune = (1:10) * 2)
earthFit <- train(medv ~ .,
data = BostonHousing,
method = "earth",
tuneGrid = marsGrid,
metric = "MAD",
maximize = FALSE,
trControl = robustControl)
#######################################
## Parallel Processing Example via multicore package
## library(doMC)
## registerDoMC(2)
## NOTE: don't run models form RWeka when using
### multicore. The session will crash.
## The code for train() does not change:
set.seed(1)
usingMC <- train(medv ~ .,
data = BostonHousing,
method = "glmboost")
## or use:
## library(doMPI) or
## library(doParallel) or
## library(doSMP) and so on
}
}
\author{
Max Kuhn (the guts of \code{train.formula} were based on Ripley's
\code{nnet.formula})
}
\references{
\url{http://topepo.github.io/caret/training.html}
Kuhn (2008), ``Building Predictive Models in R Using the caret''
(\url{http://www.jstatsoft.org/article/view/v028i05/v28i05.pdf})
}
\seealso{
\code{\link{models}}, \code{\link{trainControl}},
\code{\link{update.train}}, \code{\link{modelLookup}},
\code{\link{createFolds}}
}
\keyword{models}
|