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|
#' @export
predict.train.recipe <- function(object,
newdata = stop("Please provide `newdata`"),
type = "raw",
...) {
if (type == "raw") {
predicted <- rec_pred(method = object$modelInfo,
object = list(fit = object$finalModel,
recipe = object$recipe),
newdata = newdata)
names(predicted) <- NULL
if (!is.null(object$levels) && all(!is.na(object$levels))) {
predicted <- if (attr(object$levels, "ordered"))
ordered(as.character(predicted), levels = object$levels)
else
factor(as.character(predicted), levels = object$levels)
}
} else {
predicted <- rec_prob(method = object$modelInfo,
object = list(fit = object$finalModel,
recipe = object$recipe),
newdata = newdata)
predicted <- predicted[, object$levels]
}
predicted
}
## drop dimensions from a `tibble`
get_vector <- function(object) {
if(!inherits(object, "tbl_df") & !is.data.frame(object))
return(object)
if(ncol(object) > 1)
stop("Only one column should be available")
getElement(object, names(object)[1])
}
## return a vector of names
role_cols <- function(object, role) {
vars <- object$term_info
vars$variable[vars$role %in% role]
}
## Check to make sure that old syntax is not used
preproc_dots <- function(...) {
dots <- list(...)
is_pp <- grepl("^preProc", names(dots))
if(any(is_pp))
warning("When using a recipe with `train`, ",
paste0("`", names(dots)[is_pp], "`", collapse = ", "),
" will be ignored.",
call. = FALSE)
invisible(NULL)
}
model_failed <- function(x) {
if(inherits(x, "try-error"))
return(TRUE)
if(any(names(x) == "fit"))
if(inherits(x$fit, "try-error"))
return(TRUE)
if(any(names(x) == "recipe"))
if(inherits(x$recipe, "try-error"))
return(TRUE)
FALSE
}
pred_failed <- function(x)
inherits(x, "try-error")
## Convert the recipe to holdout data.
#' @importFrom recipes bake all_predictors all_outcomes has_role
holdout_rec <- function(object, dat, index) {
##
ho_data <- bake(object$recipe,
new_data = subset_x(dat, index),
all_outcomes())
names(ho_data) <- "obs"
## ~~~~~~ move these two to other functions:
wt_cols <- role_cols(object$recipe, "case weight")
if(length(wt_cols) > 0) {
wts <- bake(object$recipe,
new_data = subset_x(dat, index),
has_role("case weight"))
ho_data$weights <- get_vector(wts)
rm(wts)
}
perf_cols <- role_cols(object$recipe, "performance var")
if(length(perf_cols) > 0) {
perf_data <- bake(object$recipe,
new_data = subset_x(dat, index),
has_role("performance var"))
ho_data <- cbind(ho_data, perf_data)
}
## ~~~~~~
ho_data$rowIndex <- (1:nrow(dat))[index]
ho_data <- as.data.frame(ho_data, stringsAsFactors = FALSE)
}
#' @importFrom recipes bake prep juice has_role
rec_model <- function(rec, dat, method, tuneValue, obsLevels,
last = FALSE, sampling = NULL, classProbs, ...) {
if(!is.null(sampling) && sampling$first) {
## get original column names for downsamping then reassemble
## the training set prior to making the recipe
var_info <- summary(rec)
y_cols <- role_cols(rec, "outcome")
y <- dat[, y_cols]
if(length(y_cols) > 1)
stop("`train` doesn't support multivariate outcomes")
if(is.data.frame(y)) y <- getElement(y, names(y))
other_cols <- var_info[var_info$role %in% c("predictor", "case weight", "performance var"),]
other_cols <- other_cols$variable
other_dat <- if (is.matrix(dat) |
(is.data.frame(dat) & !inherits(dat, "tbl_df")))
dat[, other_cols, drop = FALSE]
else
dat[, other_cols]
tmp <- sampling$func(other_dat, y)
orig_dat <- dat
dat <- tmp$x
dat[, y_cols] <- tmp$y
rm(tmp, y, other_cols, other_dat, orig_dat)
}
trained_rec <- prep(rec, training = dat, fresh = TRUE,
verbose = FALSE, strings_as_factors = TRUE,
retain = TRUE)
x <- juice(trained_rec, all_predictors())
y <- juice(trained_rec, all_outcomes())
y <- get_vector(y)
is_weight <- summary(trained_rec)$role == "case weight"
if(any(is_weight)) {
if(sum(is_weight) > 1)
stop("Ony one column can be used as a case weight.")
weights <- juice(trained_rec, has_role("case weight"))
weights <- get_vector(weights)
} else weights <- NULL
if(!is.null(sampling) && !sampling$first) {
tmp <- sampling$func(x, y)
x <- tmp$x
y <- tmp$y
rm(tmp)
}
modelFit <- try(method$fit(x = x,
y = y, wts = weights,
param = tuneValue, lev = obsLevels,
last = last,
classProbs = classProbs, ...),
silent = TRUE)
## for models using S4 classes, you can't easily append data, so
## exclude these and we'll use other methods to get this information
if(is.null(method$label)) method$label <- ""
if(!isS4(modelFit) & !model_failed(modelFit)) {
modelFit$xNames <- colnames(x)
modelFit$problemType <- if(is.factor(y)) "Classification" else "Regression"
modelFit$tuneValue <- tuneValue
modelFit$obsLevels <- obsLevels
modelFit$param <- list(...)
}
list(fit = modelFit, recipe = trained_rec)
}
#' @importFrom recipes bake all_predictors
rec_pred <- function (method, object, newdata, param = NULL) {
x <- bake(object$recipe, new_data = newdata, all_predictors())
out <- method$predict(modelFit = object$fit, newdata = x,
submodels = param)
if(is.matrix(out) | is.data.frame(out))
out <- out[,1]
out
}
#' @importFrom recipes bake all_predictors
rec_prob <- function (method, object, newdata = NULL, param = NULL) {
x <- bake(object$recipe, new_data = newdata, all_predictors())
obsLevels <- levels(object$fit)
classProb <- method$prob(modelFit = object$fit, newdata = x,
submodels = param)
if (!is.data.frame(classProb) & is.null(param)) {
classProb <- as.data.frame(classProb, stringsAsFactors = FALSE)
if (!is.null(obsLevels))
classprob <- classProb[, obsLevels]
}
classProb
}
## analogous workflows to the originals
loo_train_rec <- function(rec, dat, info, method,
ctrl, lev, testing = FALSE, ...) {
loadNamespace("caret")
loadNamespace("recipes")
printed <- format(info$loop)
colnames(printed) <- gsub("^\\.", "", colnames(printed))
`%op%` <- getOper(ctrl$allowParallel && getDoParWorkers() > 1)
pkgs <- c("methods", "caret", "recipes")
if(!is.null(method$library))
pkgs <- c(pkgs, method$library)
result <- foreach(iter = seq(along.with = ctrl$index),
.combine = "rbind",
.verbose = FALSE,
.packages = pkgs,
.errorhandling = "stop") %:%
foreach(parm = 1:nrow(info$loop),
.combine = "rbind",
.verbose = FALSE,
.packages = pkgs,
.errorhandling = "stop") %op% {
if(!(length(ctrl$seeds) == 1 && is.na(ctrl$seeds)))
set.seed(ctrl$seeds[[iter]][parm])
if(testing) cat("after loops\n")
loadNamespace("caret")
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(ctrl$index), iter, TRUE)
if(is.null(info$submodels[[parm]])
|| nrow(info$submodels[[parm]]) > 0) {
submod <- info$submodels[[parm]]
} else submod <- NULL
mod_rec <-
try(
rec_model(rec, dat[ ctrl$index[[iter]], ],
method = method,
tuneValue = info$loop[parm,,drop = FALSE],
obsLevels = lev,
classProbs = ctrl$classProbs,
sampling = ctrl$sampling,
...),
silent = TRUE)
holdoutIndex <- ctrl$indexOut[[iter]]
if(!model_failed(mod_rec)) {
predicted <- try(
rec_pred(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod),
silent = TRUE)
if(pred_failed(predicted)) {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = predicted,
where = "predictions",
iter = names(ctrl$index)[iter],
verb = ctrl$verboseIter)
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
} else {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = mod_rec,
iter = names(ctrl$index)[iter],
verb = ctrl$verboseIter)
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
if(testing) print(head(predicted))
if(ctrl$classProbs) {
if(!model_failed(mod_rec)) {
probValues <- rec_prob(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod)
} else {
probValues <- fill_failed_prob(holdoutIndex, lev, submod)
}
if(testing) print(head(probValues))
}
predicted <- trim_values(predicted, ctrl, is.null(lev))
##################################
## We'll attach data points/columns to the object used
## to assess holdout performance
ho_data <- holdout_rec(mod_rec, dat, holdoutIndex)
if(!is.null(info$submodels)) {
## collate the predictions across all the sub-models
predicted <- lapply(predicted,
function(x, lv, dat) {
x <- outcome_conversion(x, lv = lev)
dat$pred <- x
dat
},
lv = lev,
dat = ho_data)
if(testing) print(head(predicted))
## same for the class probabilities
if(ctrl$classProbs) {
for(k in seq(along.with = predicted)) predicted[[k]] <-
cbind(predicted[[k]], probValues[[k]])
}
predicted <- do.call("rbind", predicted)
allParam <- expandParameters(info$loop[parm,,drop = FALSE], submod)
rownames(predicted) <- NULL
predicted <- cbind(predicted, allParam)
## if saveDetails then save and export 'predicted'
} else {
pred_val <- outcome_conversion(predicted, lv = lev)
predicted <- ho_data
predicted$pred <- pred_val
if(ctrl$classProbs) predicted <- cbind(predicted, probValues)
predicted <- cbind(predicted, info$loop[parm,,drop = FALSE])
}
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(ctrl$index), iter, FALSE)
predicted
}
names(result) <- gsub("^\\.", "", names(result))
out <- ddply(result,
as.character(method$parameter$parameter),
ctrl$summaryFunction,
lev = lev,
model = method)
list(performance = out, predictions = result)
}
oob_train_rec <- function(rec, dat, info, method,
ctrl, lev, testing = FALSE, ...) {
loadNamespace("caret")
loadNamespace("recipes")
printed <- format(info$loop)
colnames(printed) <- gsub("^\\.", "", colnames(printed))
`%op%` <- getOper(ctrl$allowParallel && getDoParWorkers() > 1)
pkgs <- c("methods", "caret", "recipes")
if(!is.null(method$library)) pkgs <- c(pkgs, method$library)
result <- foreach(
parm = 1:nrow(info$loop),
.packages = pkgs,
.combine = "rbind") %op% {
loadNamespace("caret")
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE], "", 1, TRUE)
if(!(length(ctrl$seeds) == 1 && is.na(ctrl$seeds)))
set.seed(ctrl$seeds[[1L]][parm])
mod <- rec_model(rec, dat,
method = method,
tuneValue = info$loop[parm,,drop = FALSE],
obsLevels = lev,
classProbs = ctrl$classProbs,
sampling = ctrl$sampling,
...)
out <- method$oob(mod$fit)
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE], "", 1, FALSE)
cbind(as.data.frame(t(out), stringsAsFactors = TRUE), info$loop[parm,,drop = FALSE])
}
names(result) <- gsub("^\\.", "", names(result))
result
}
train_rec <- function(rec, dat, info, method, ctrl, lev, testing = FALSE, ...) {
loadNamespace("caret")
loadNamespace("recipes")
printed <- format(info$loop, digits = 4)
colnames(printed) <- gsub("^\\.", "", colnames(printed))
## For 632 estimator, add an element to the index of zeros to trick it into
## fitting and predicting the full data set.
resampleIndex <- ctrl$index
if(ctrl$method %in% c("boot632", "optimism_boot", "boot_all")) {
resampleIndex <- c(list("AllData" = rep(0, nrow(dat))), resampleIndex)
ctrl$indexOut <- c(list("AllData" = rep(0, nrow(dat))), ctrl$indexOut)
if(!is.null(ctrl$indexExtra))
ctrl$indexExtra <- c(list("AllData" = NULL), ctrl$indexExtra)
}
`%op%` <- getOper(ctrl$allowParallel && getDoParWorkers() > 1)
keep_pred <- isTRUE(ctrl$savePredictions) || ctrl$savePredictions %in% c("all", "final")
pkgs <- c("methods", "caret", "recipes")
if(!is.null(method$library)) pkgs <- c(pkgs, method$library)
export <- c()
result <- foreach(iter = seq(along.with = resampleIndex), .combine = "c", .packages = pkgs, .export = export) %:%
foreach(parm = 1L:nrow(info$loop), .combine = "c", .packages = pkgs, .export = export) %op% {
if(!(length(ctrl$seeds) == 1L && is.na(ctrl$seeds)))
set.seed(ctrl$seeds[[iter]][parm])
loadNamespace("caret")
loadNamespace("recipes")
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter)
if(names(resampleIndex)[iter] != "AllData") {
modelIndex <- resampleIndex[[iter]]
holdoutIndex <- ctrl$indexOut[[iter]]
} else {
modelIndex <- 1:nrow(dat)
holdoutIndex <- modelIndex
}
if(testing) cat("pre-model\n")
if(!is.null(info$submodels[[parm]]) && nrow(info$submodels[[parm]]) > 0) {
submod <- info$submodels[[parm]]
} else submod <- NULL
mod_rec <- try(
rec_model(rec,
subset_x(dat, modelIndex),
method = method,
tuneValue = info$loop[parm,,drop = FALSE],
obsLevels = lev,
classProbs = ctrl$classProbs,
sampling = ctrl$sampling,
...),
silent = TRUE)
if(testing) print(mod_rec)
if(!model_failed(mod_rec)) {
predicted <- try(
rec_pred(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod),
silent = TRUE)
if(pred_failed(predicted)) {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = predicted,
where = "predictions",
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
} else {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = mod_rec,
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
## setup a dummy results with NA values for all predictions
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
if(testing) print(head(predicted))
if(ctrl$classProbs) {
if(!model_failed(mod_rec)) {
probValues <- rec_prob(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod)
} else {
probValues <- fill_failed_prob(holdoutIndex, lev, submod)
}
if(testing) print(head(probValues))
}
##################################
predicted <- trim_values(predicted, ctrl, is.null(lev))
## We'll attach data points/columns to the object used
## to assess holdout performance
## TODO what to do when the recipe fails?
ho_data <- holdout_rec(mod_rec, dat, holdoutIndex)
if(!is.null(submod)) {
## merge the fixed and seq parameter values together
allParam <- expandParameters(info$loop[parm,,drop = FALSE], submod)
allParam <- allParam[complete.cases(allParam),, drop = FALSE]
## collate the predictions across all the sub-models
predicted <- lapply(predicted,
function(x, lv, dat) {
x <- outcome_conversion(x, lv = lev)
dat$pred <- x
dat
},
lv = lev,
dat = ho_data)
if(testing) print(head(predicted))
## same for the class probabilities
if(ctrl$classProbs) predicted <- mapply(cbind, predicted, probValues, SIMPLIFY = FALSE)
if(keep_pred) {
tmpPred <- predicted
for(modIndex in seq(along.with = tmpPred)) {
tmpPred[[modIndex]] <- merge(tmpPred[[modIndex]],
allParam[modIndex,,drop = FALSE],
all = TRUE)
}
tmpPred <- rbind.fill(tmpPred)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
## get the performance for this resample for each sub-model
thisResample <- lapply(predicted,
ctrl$summaryFunction,
lev = lev,
model = method)
if(testing) print(head(thisResample))
## for classification, add the cell counts
if(length(lev) > 1 && length(lev) <= 50) {
cells <- lapply(predicted,
function(x) flatTable(x$pred, x$obs))
for(ind in seq(along.with = cells))
thisResample[[ind]] <- c(thisResample[[ind]], cells[[ind]])
}
thisResample <- do.call("rbind", thisResample)
thisResample <- cbind(allParam, thisResample)
} else {
pred_val <- outcome_conversion(predicted, lv = lev)
tmp <- ho_data
tmp$pred <- pred_val
if(ctrl$classProbs) tmp <- cbind(tmp, probValues)
if(keep_pred) {
tmpPred <- tmp
tmpPred$rowIndex <- holdoutIndex
tmpPred <- merge(tmpPred, info$loop[parm,,drop = FALSE],
all = TRUE)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
##################################
thisResample <- ctrl$summaryFunction(tmp,
lev = lev,
model = method)
## if classification, get the confusion matrix
if(length(lev) > 1 && length(lev) <= 50)
thisResample <- c(thisResample, flatTable(tmp$pred, tmp$obs))
thisResample <- as.data.frame(t(thisResample), stringsAsFactors = FALSE)
thisResample <- cbind(thisResample, info$loop[parm,,drop = FALSE])
}
thisResample$Resample <- names(resampleIndex)[iter]
thisResampleExtra <- optimism_rec(ctrl, dat, iter, lev, method, mod_rec, predicted,
submod, info$loop[parm,, drop = FALSE])
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter, FALSE)
if(testing) print(thisResample)
list(resamples = thisResample, pred = tmpPred, resamplesExtra = thisResampleExtra)
}
resamples <- rbind.fill(result[names(result) == "resamples"])
pred <- rbind.fill(result[names(result) == "pred"])
resamplesExtra <- rbind.fill(result[names(result) == "resamplesExtra"])
if(ctrl$method %in% c("boot632", "optimism_boot", "boot_all")) {
perfNames <- names(resamples)
perfNames <- perfNames[!(perfNames %in% c("Resample", as.character(method$parameters$parameter)))]
perfNames <- perfNames[!grepl("^\\.cell[0-9]", perfNames)]
apparent <- subset(resamples, Resample == "AllData")
apparent <- apparent[,!grepl("^\\.cell|Resample", colnames(apparent)), drop = FALSE]
names(apparent)[which(names(apparent) %in% perfNames)] <-
paste(names(apparent)[which(names(apparent) %in% perfNames)], "Apparent", sep = "")
names(apparent) <- gsub("^\\.", "", names(apparent))
if(any(!complete.cases(apparent[,!grepl("^cell|Resample", colnames(apparent)), drop = FALSE])))
warning("There were missing values in the apparent performance measures.")
resamples <- subset(resamples, Resample != "AllData")
if(!is.null(pred)) {
predHat <- subset(pred, Resample == "AllData")
pred <- subset(pred, Resample != "AllData")
}
}
names(resamples) <- gsub("^\\.", "", names(resamples))
if(any(!complete.cases(resamples[,!grepl("^cell|Resample", colnames(resamples)), drop = FALSE])))
warning("There were missing values in resampled performance measures.")
out <- ddply(resamples[,!grepl("^cell|Resample", colnames(resamples)), drop = FALSE],
## TODO check this for seq models
gsub("^\\.", "", colnames(info$loop)),
MeanSD,
exclude = gsub("^\\.", "", colnames(info$loop)))
if(ctrl$method %in% c("boot632", "boot_all")) {
out <- merge(out, apparent)
const <- 1 - exp(-1)
sapply(perfNames, function(perfName) {
perfOut <- if(ctrl$method == "boot_all") paste0(perfName, "_632") else perfName
out[, perfOut] <<- (const * out[, perfName]) + ((1-const) * out[, paste(perfName, "Apparent", sep = "")])
NULL
})
}
if(ctrl$method %in% c("optimism_boot", "boot_all")) {
out <- merge(out, apparent)
out <- merge(out, ddply(resamplesExtra[, !grepl("Resample", colnames(resamplesExtra)), drop = FALSE],
colnames(info$loop),
function(df, exclude) {
colMeans(df[, setdiff(colnames(df), exclude), drop = FALSE])
},
exclude = colnames(info$loop)))
sapply(perfNames, function(perfName) {
optimism <- out[ , paste0(perfName, "Orig")] - out[ , paste0(perfName, "Boot")]
final_estimate <- out[ , paste0(perfName, "Apparent")] + optimism
## Remove unnecessary values
out[ , paste0(perfName, "Orig")] <<- NULL
out[ , paste0(perfName, "Boot")] <<- NULL
perfOut <- if(ctrl$method == "boot_all") paste0(perfName, "_OptBoot") else perfName
## Update estimates
out[ , paste0(perfName, "Optimism")] <<- optimism
out[ , perfOut] <<- final_estimate
NULL
})
}
list(performance = out, resamples = resamples, predictions = if(keep_pred) pred else NULL)
}
train_adapt_rec <- function(rec, dat, info, method, ctrl, lev, metric, maximize, testing = FALSE, ...) {
loadNamespace("caret")
printed <- format(info$loop, digits = 4)
colnames(printed) <- gsub("^\\.", "", colnames(printed))
## no 632, oob or loo
resampleIndex <- ctrl$index
`%op%` <- getOper(ctrl$allowParallel && getDoParWorkers() > 1)
pkgs <- c("methods", "caret")
if(!is.null(method$library)) pkgs <- c(pkgs, method$library)
init_index <- seq(along.with = resampleIndex)[1:(ctrl$adaptive$min-1)]
extra_index <- seq(along.with = resampleIndex)[-(1:(ctrl$adaptive$min-1))]
keep_pred <- isTRUE(ctrl$savePredictions) || ctrl$savePredictions %in% c("all", "final")
init_result <- foreach(iter = seq(along.with = init_index),
.combine = "c",
.verbose = FALSE,
.packages = pkgs,
.errorhandling = "stop") %:%
foreach(parm = 1:nrow(info$loop),
.combine = "c",
.verbose = FALSE,
.packages = pkgs,
.errorhandling = "stop") %op% {
testing <- FALSE
if(!(length(ctrl$seeds) == 1 && is.na(ctrl$seeds)))
set.seed(ctrl$seeds[[iter]][parm])
loadNamespace("caret")
loadNamespace("recipes")
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter)
modelIndex <- resampleIndex[[iter]]
holdoutIndex <- ctrl$indexOut[[iter]]
if(testing) cat("pre-model\n")
if(is.null(info$submodels[[parm]]) || nrow(info$submodels[[parm]]) > 0) {
submod <- info$submodels[[parm]]
} else submod <- NULL
mod_rec <- try(
rec_model(rec,
subset_x(dat, modelIndex),
method = method,
tuneValue = info$loop[parm,,drop = FALSE],
obsLevels = lev,
classProbs = ctrl$classProbs,
sampling = ctrl$sampling,
...),
silent = TRUE)
if(!model_failed(mod_rec)) {
predicted <- try(
rec_pred(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod),
silent = TRUE)
if(pred_failed(predicted)) {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = predicted,
where = "predictions",
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
} else {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = mod_rec,
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
## setup a dummy results with NA values for all predictions
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
if(testing) print(head(predicted))
if(ctrl$classProbs) {
if(!model_failed(mod_rec)) {
probValues <- rec_prob(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod)
} else {
probValues <- fill_failed_prob(holdoutIndex, lev, submod)
}
if(testing) print(head(probValues))
}
##################################
predicted <- trim_values(predicted, ctrl, is.null(lev))
##################################
ho_data <- holdout_rec(mod_rec, dat, holdoutIndex)
##################################
if(!is.null(submod)) {
## merge the fixed and seq parameter values together
allParam <- expandParameters(info$loop[parm,,drop = FALSE], info$submodels[[parm]])
allParam <- allParam[complete.cases(allParam),, drop = FALSE]
## collate the predicitons across all the sub-models
predicted <- lapply(predicted,
function(x, lv, dat) {
x <- outcome_conversion(x, lv = lev)
dat$pred <- x
dat
},
lv = lev,
dat = ho_data)
if(testing) print(head(predicted))
## same for the class probabilities
if(ctrl$classProbs) {
for(k in seq(along.with = predicted))
predicted[[k]] <- cbind(predicted[[k]], probValues[[k]])
}
if(keep_pred) {
tmpPred <- predicted
for(modIndex in seq(along.with = tmpPred)) {
tmpPred[[modIndex]]$rowIndex <- holdoutIndex
tmpPred[[modIndex]] <- merge(tmpPred[[modIndex]],
allParam[modIndex,,drop = FALSE],
all = TRUE)
}
tmpPred <- rbind.fill(tmpPred)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
## get the performance for this resample for each sub-model
thisResample <- lapply(predicted,
ctrl$summaryFunction,
lev = lev,
model = method)
if(testing) print(head(thisResample))
## for classification, add the cell counts
if(length(lev) > 1 && length(lev) <= 50) {
cells <- lapply(predicted,
function(x) flatTable(x$pred, x$obs))
for(ind in seq(along.with = cells)) thisResample[[ind]] <- c(thisResample[[ind]], cells[[ind]])
}
thisResample <- do.call("rbind", thisResample)
thisResample <- cbind(allParam, thisResample)
} else {
pred_val <- outcome_conversion(predicted, lv = lev)
tmp <- ho_data
tmp$pred <- pred_val
if(ctrl$classProbs) tmp <- cbind(tmp, probValues)
if(keep_pred) {
tmpPred <- tmp
tmpPred$rowIndex <- holdoutIndex
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
##################################
thisResample <- ctrl$summaryFunction(tmp,
lev = lev,
model = method)
## if classification, get the confusion matrix
if(length(lev) > 1 && length(lev) <= 5)
thisResample <- c(thisResample, flatTable(tmp$pred, tmp$obs))
thisResample <- as.data.frame(t(thisResample), stringsAsFactors = FALSE)
thisResample <- cbind(thisResample, info$loop[parm,,drop = FALSE])
}
thisResample$Resample <- names(resampleIndex)[iter]
if(ctrl$verboseIter) progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter, FALSE)
list(resamples = thisResample, pred = tmpPred)
} ## end initial loop over resamples and models
init_resamp <- rbind.fill(init_result[names(init_result) == "resamples"])
init_pred <- if(keep_pred) rbind.fill(init_result[names(init_result) == "pred"]) else NULL
names(init_resamp) <- gsub("^\\.", "", names(init_resamp))
if(any(!complete.cases(init_resamp[,!grepl("^cell|Resample", colnames(init_resamp)),drop = FALSE])))
warning("There were missing values in resampled performance measures.")
init_summary <- ddply(init_resamp[,!grepl("^cell|Resample", colnames(init_resamp)),drop = FALSE],
gsub("^\\.", "", colnames(info$loop)),
MeanSD,
exclude = gsub("^\\.", "", colnames(info$loop)))
new_info <- info
num_left <- Inf
for(iter in ctrl$adaptive$min:length(resampleIndex)) {
if(num_left > 1) {
modelIndex <- resampleIndex[[iter]]
holdoutIndex <- ctrl$indexOut[[iter]]
printed <- format(new_info$loop, digits = 4)
colnames(printed) <- gsub("^\\.", "", colnames(printed))
adapt_results <-
foreach(parm = 1:nrow(new_info$loop),
.combine = "c",
.verbose = FALSE,
.packages = c("methods", "caret"),
.errorhandling = "stop") %op% {
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter, TRUE)
if(is.null(new_info$submodels[[parm]]) || nrow(new_info$submodels[[parm]]) > 0) {
submod <- new_info$submodels[[parm]]
} else submod <- NULL
mod_rec <- try(
rec_model(rec,
subset_x(dat, modelIndex),
method = method,
tuneValue = new_info$loop[parm,,drop = FALSE],
obsLevels = lev,
classProbs = ctrl$classProbs,
sampling = ctrl$sampling,
...),
silent = TRUE)
if(!model_failed(mod_rec)) {
predicted <- try(
rec_pred(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod),
silent = TRUE)
if(pred_failed(predicted)) {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = predicted,
where = "predictions",
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
} else {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = mod_rec,
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
## setup a dummy results with NA values for all predictions
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
if(testing) print(head(predicted))
if(ctrl$classProbs) {
if(!model_failed(mod_rec)) {
probValues <- rec_prob(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod)
} else {
probValues <- fill_failed_prob(holdoutIndex, lev, submod)
}
if(testing) print(head(probValues))
}
##################################
predicted <- trim_values(predicted, ctrl, is.null(lev))
##################################
ho_data <- holdout_rec(mod_rec, dat, holdoutIndex)
##################################
if(!is.null(submod)) {
## merge the fixed and seq parameter values together
allParam <- expandParameters(new_info$loop[parm,,drop = FALSE],
submod)
allParam <- allParam[complete.cases(allParam),, drop = FALSE]
## collate the predicitons across all the sub-models
predicted <- lapply(predicted,
function(x, lv, dat) {
x <- outcome_conversion(x, lv = lev)
dat$pred <- x
dat
},
lv = lev,
dat = ho_data)
if(testing) print(head(predicted))
## same for the class probabilities
if(ctrl$classProbs) {
for(k in seq(along.with = predicted))
predicted[[k]] <- cbind(predicted[[k]], probValues[[k]])
}
if(keep_pred) {
tmpPred <- predicted
for(modIndex in seq(along.with = tmpPred)) {
tmpPred[[modIndex]]$rowIndex <- holdoutIndex
tmpPred[[modIndex]] <- merge(tmpPred[[modIndex]],
allParam[modIndex,,drop = FALSE],
all = TRUE)
}
tmpPred <- rbind.fill(tmpPred)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
## get the performance for this resample for each sub-model
thisResample <- lapply(predicted,
ctrl$summaryFunction,
lev = lev,
model = method)
if(testing) print(head(thisResample))
## for classification, add the cell counts
if(length(lev) > 1 && length(lev) <= 50) {
cells <- lapply(predicted,
function(x) flatTable(x$pred, x$obs))
for(ind in seq(along.with = cells))
thisResample[[ind]] <- c(thisResample[[ind]], cells[[ind]])
}
thisResample <- do.call("rbind", thisResample)
thisResample <- cbind(allParam, thisResample)
} else {
pred_val <- outcome_conversion(predicted, lv = lev)
tmp <- ho_data
tmp$pred <- pred_val
if(ctrl$classProbs) tmp <- cbind(tmp, probValues)
if(keep_pred) {
tmpPred <- tmp
tmpPred$rowIndex <- holdoutIndex
tmpPred <- merge(tmpPred, new_info$loop[parm,,drop = FALSE],
all = TRUE)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
##################################
thisResample <- ctrl$summaryFunction(tmp,
lev = lev,
model = method)
## if classification, get the confusion matrix
if(length(lev) > 1 && length(lev) <= 50)
thisResample <- c(thisResample, flatTable(tmp$pred, tmp$obs))
thisResample <- as.data.frame(t(thisResample), stringsAsFactors = FALSE)
thisResample <- cbind(thisResample, new_info$loop[parm,,drop = FALSE])
}
thisResample$Resample <- names(resampleIndex)[iter]
if(ctrl$verboseIter) progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter, FALSE)
list(resamples = thisResample, pred = tmpPred)
} ## end initial loop over resamples and models
}
init_result <- c(init_result, adapt_results)
rs <- do.call("rbind", init_result[names(init_result) == "resamples"])
current_mods <- get_id(rs, as.character(method$param$parameter))
if(iter > ctrl$adaptive$min) {
latest <- do.call("rbind", adapt_results[names(adapt_results) == "resamples"])
latest <- latest[,as.character(method$param$parameter),drop = FALSE]
latest <- latest[!duplicated(latest),,drop = FALSE]
current_mods <- merge(current_mods, latest)
}
rs <- merge(rs, current_mods)
if(iter == ctrl$adaptive$min+1) {
rs <- filter_on_diff(rs, metric,
cutoff = .001,
maximize = maximize,
verbose = ctrl$verboseIter)
}
if(ctrl$adaptive$method == "BT") {
filtered_mods <- try(bt_eval(rs, metric = metric, maximize = maximize,
alpha = ctrl$adaptive$alpha),
silent = TRUE)
} else {
filtered_mods <- try(gls_eval(rs, metric = metric, maximize = maximize,
alpha = ctrl$adaptive$alpha),
silent = TRUE)
}
if(class(filtered_mods)[1] == "try-error") {
if(ctrl$verboseIter) {
cat("x parameter filtering failed:")
print(filtered_mods)
cat("\n")
}
filtered_mods <- current_mods
}
if(ctrl$verboseIter) {
excluded <- unique(rs$model_id)[!(unique(rs$model_id) %in% filtered_mods)]
if(length(excluded) > 0) {
cat(paste("o", length(excluded), "eliminated;"))
} else cat("o no models eliminated;",
nrow(current_mods),
ifelse(nrow(current_mods) > 1, "remain\n", "remains\n"))
}
current_mods <- current_mods[current_mods$model_id %in% filtered_mods,,drop = FALSE]
if(iter == ctrl$adaptive$min) {
last_mods <- current_mods
}
current_mods$model_id <- NULL
num_left <- nrow(current_mods)
if(ctrl$verboseIter && length(excluded) > 0)
cat(num_left, ifelse(num_left > 1, "remain\n", "remains\n"))
if(!is.null(method$loop)) {
new_info <- method$loop(current_mods)
} else new_info$loop <- current_mods
last_iter <- iter
if(num_left == 1) break
}
## finish up last resamples
if(ctrl$adaptive$complete && last_iter < length(ctrl$index)) {
printed <- format(new_info$loop, digits = 4)
colnames(printed) <- gsub("^\\.", "", colnames(printed))
final_index <- seq(along.with = resampleIndex)[(last_iter+1):length(ctrl$index)]
final_result <- foreach(iter = final_index,
.combine = "c",
.verbose = FALSE,
.packages = pkgs,
.errorhandling = "stop") %:%
foreach(parm = 1:nrow(new_info$loop),
.combine = "c",
.verbose = FALSE,
.packages = pkgs,
.errorhandling = "stop") %op% {
testing <- FALSE
if(!(length(ctrl$seeds) == 1 && is.na(ctrl$seeds)))
set.seed(ctrl$seeds[[iter]][parm])
loadNamespace("caret")
if(ctrl$verboseIter)
progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter)
modelIndex <- resampleIndex[[iter]]
holdoutIndex <- ctrl$indexOut[[iter]]
if(testing) cat("pre-model\n")
if(is.null(info$submodels[[parm]]) || nrow(info$submodels[[parm]]) > 0) {
submod <- info$submodels[[parm]]
} else submod <- NULL
mod_rec <- try(
rec_model(rec,
subset_x(dat, modelIndex),
method = method,
tuneValue = new_info$loop[parm,,drop = FALSE],
obsLevels = lev,
classProbs = ctrl$classProbs,
sampling = ctrl$sampling,
...),
silent = TRUE)
if(!model_failed(mod_rec)) {
predicted <- try(
rec_pred(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod),
silent = TRUE)
if(pred_failed(predicted)) {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = predicted,
where = "predictions",
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
} else {
fail_warning(settings = printed[parm,,drop = FALSE],
msg = mod_rec,
iter = names(resampleIndex)[iter],
verb = ctrl$verboseIter)
## setup a dummy results with NA values for all predictions
predicted <- fill_failed_pred(index = holdoutIndex, lev = lev, submod)
}
if(testing) print(head(predicted))
if(ctrl$classProbs) {
if(!model_failed(mod_rec)) {
probValues <- rec_prob(method = method,
object = mod_rec,
newdata = subset_x(dat, holdoutIndex),
param = submod)
} else {
probValues <- fill_failed_prob(holdoutIndex, lev, submod)
}
if(testing) print(head(probValues))
}
##################################
predicted <- trim_values(predicted, ctrl, is.null(lev))
##################################
ho_data <- holdout_rec(mod_rec, dat, holdoutIndex)
##################################
if(!is.null(submod)) {
## merge the fixed and seq parameter values together
allParam <- expandParameters(new_info$loop[parm,,drop = FALSE],
new_info$submodels[[parm]])
allParam <- allParam[complete.cases(allParam),, drop = FALSE]
## collate the predicitons across all the sub-models
predicted <- lapply(predicted,
function(x, lv, dat) {
x <- outcome_conversion(x, lv = lev)
dat$pred <- x
dat
},
lv = lev,
dat = ho_data)
if(testing) print(head(predicted))
## same for the class probabilities
if(ctrl$classProbs) {
for(k in seq(along.with = predicted))
predicted[[k]] <- cbind(predicted[[k]], probValues[[k]])
}
if(keep_pred) {
tmpPred <- predicted
for(modIndex in seq(along.with = tmpPred)) {
tmpPred[[modIndex]]$rowIndex <- holdoutIndex
tmpPred[[modIndex]] <- merge(tmpPred[[modIndex]],
allParam[modIndex,,drop = FALSE],
all = TRUE)
}
tmpPred <- rbind.fill(tmpPred)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
## get the performance for this resample for each sub-model
thisResample <- lapply(predicted,
ctrl$summaryFunction,
lev = lev,
model = method)
if(testing) print(head(thisResample))
## for classification, add the cell counts
if(length(lev) > 1 && length(lev) <= 50) {
cells <- lapply(predicted,
function(x) flatTable(x$pred, x$obs))
for(ind in seq(along.with = cells))
thisResample[[ind]] <- c(thisResample[[ind]], cells[[ind]])
}
thisResample <- do.call("rbind", thisResample)
thisResample <- cbind(allParam, thisResample)
} else {
pred_val <- outcome_conversion(predicted, lv = lev)
tmp <- ho_data
tmp$pred <- pred_val
if(ctrl$classProbs) tmp <- cbind(tmp, probValues)
if(keep_pred) {
tmpPred <- tmp
tmpPred$rowIndex <- holdoutIndex
tmpPred <- merge(tmpPred, new_info$loop[parm,,drop = FALSE],
all = TRUE)
tmpPred$Resample <- names(resampleIndex)[iter]
} else tmpPred <- NULL
##################################
thisResample <- ctrl$summaryFunction(tmp,
lev = lev,
model = method)
## if classification, get the confusion matrix
if(length(lev) > 1 && length(lev) <= 50)
thisResample <- c(thisResample, flatTable(tmp$pred, tmp$obs))
thisResample <- as.data.frame(t(thisResample), stringsAsFactors = FALSE)
thisResample <- cbind(thisResample, new_info$loop[parm,,drop = FALSE])
}
thisResample$Resample <- names(resampleIndex)[iter]
if(ctrl$verboseIter) progress(printed[parm,,drop = FALSE],
names(resampleIndex), iter, FALSE)
list(resamples = thisResample, pred = tmpPred)
} ## end final loop to finish cleanup resamples and models
init_result <- c(init_result, final_result)
}
resamples <- rbind.fill(init_result[names(init_result) == "resamples"])
pred <- if(keep_pred) rbind.fill(init_result[names(init_result) == "pred"]) else NULL
names(resamples) <- gsub("^\\.", "", names(resamples))
if(any(!complete.cases(resamples[,!grepl("^cell|Resample", colnames(resamples)),drop = FALSE])))
warning("There were missing values in resampled performance measures.")
out <- ddply(resamples[,!grepl("^cell|Resample", colnames(resamples)),drop = FALSE],
gsub("^\\.", "", colnames(info$loop)),
MeanSD,
exclude = gsub("^\\.", "", colnames(info$loop)))
num_resamp <- ddply(resamples,
gsub("^\\.", "", colnames(info$loop)),
function(x) c(Num_Resamples = nrow(x)))
out <- merge(out, num_resamp)
list(performance = out, resamples = resamples, predictions = if(keep_pred) pred else NULL)
}
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