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#' @title Generate hyperparameter effect data.
#'
#' @description
#' Generate cleaned hyperparameter effect data from a tuning result or from a
#' nested cross-validation tuning result. The object returned can be used for
#' custom visualization or passed downstream to an out of the box mlr method,
#' [plotHyperParsEffect].
#'
#' @param tune.result ([TuneResult] | [ResampleResult])\cr
#' Result of [tuneParams] (or [resample] ONLY when used
#' for nested cross-validation). The tuning result (or results if the
#' output is from nested cross-validation), also containing the
#' optimizer results. If nested CV output is passed, each element in the list
#' will be considered a separate run, and the data from each run will be
#' included in the dataframe within the returned `HyperParsEffectData`.
#' @param include.diagnostics (`logical(1)`)\cr
#' Should diagnostic info (eol and error msg) be included?
#' Default is `FALSE`.
#' @param trafo (`logical(1)`)\cr
#' Should the units of the hyperparameter path be converted to the
#' transformed scale? This is only useful when trafo was used to create the
#' path.
#' Default is `FALSE`.
#' @param partial.dep (`logical(1)`)\cr
#' Should partial dependence be requested based on converting to reg task? This
#' sets a flag so that we know to use partial dependence downstream. This
#' should most likely be set to `TRUE` if 2 or more hyperparameters were
#' tuned simultaneously. Partial dependence should always be requested when
#' more than 2 hyperparameters were tuned simultaneously. Setting to
#' `TRUE` will cause [plotHyperParsEffect] to automatically
#' plot partial dependence when called downstream.
#' Default is `FALSE`.
#'
#' @return (`HyperParsEffectData`)
#' Object containing the hyperparameter effects dataframe, the tuning
#' performance measures used, the hyperparameters used, a flag for including
#' diagnostic info, a flag for whether nested cv was used, a flag for whether
#' partial dependence should be generated, and the optimization algorithm used.
#'
#' @examples
#' \dontshow{ if (requireNamespace("kernlab")) \{ }
#' \dontrun{
#' # 3-fold cross validation
#' ps = makeParamSet(makeDiscreteParam("C", values = 2^(-4:4)))
#' ctrl = makeTuneControlGrid()
#' rdesc = makeResampleDesc("CV", iters = 3L)
#' res = tuneParams("classif.ksvm", task = pid.task, resampling = rdesc,
#' par.set = ps, control = ctrl)
#' data = generateHyperParsEffectData(res)
#' plt = plotHyperParsEffect(data, x = "C", y = "mmce.test.mean")
#' plt + ylab("Misclassification Error")
#'
#' # nested cross validation
#' ps = makeParamSet(makeDiscreteParam("C", values = 2^(-4:4)))
#' ctrl = makeTuneControlGrid()
#' rdesc = makeResampleDesc("CV", iters = 3L)
#' lrn = makeTuneWrapper("classif.ksvm", control = ctrl,
#' resampling = rdesc, par.set = ps)
#' res = resample(lrn, task = pid.task, resampling = cv2,
#' extract = getTuneResult)
#' data = generateHyperParsEffectData(res)
#' plotHyperParsEffect(data, x = "C", y = "mmce.test.mean", plot.type = "line")
#' }
#' \dontshow{ \} }
#' @export
#' @importFrom utils type.convert
generateHyperParsEffectData = function(tune.result, include.diagnostics = FALSE,
trafo = FALSE, partial.dep = FALSE) {
assert(
checkClass(tune.result, "ResampleResult"),
checkClass(tune.result, classes = "TuneResult")
)
assertFlag(include.diagnostics)
assertFlag(partial.dep)
# in case we have nested CV
if (getClass1(tune.result) == "ResampleResult") {
d = getNestedTuneResultsOptPathDf(tune.result, trafo = trafo)
num.hypers = length(tune.result$extract[[1]]$x)
if ((num.hypers > 2) && !partial.dep) {
stopf("Partial dependence must be requested with partial.dep when tuning more than 2 hyperparameters")
}
for (hyp in 1:num.hypers) {
if (!is.numeric(d[, hyp])) {
d[, hyp] = suppressWarnings(type.convert(as.character(d[, hyp])))
}
}
# rename to be clear this denotes the nested cv
names(d)[names(d) == "iter"] = "nested_cv_run"
# items for object
measures = tune.result$extract[[1]]$opt.path$y.names
hyperparams = names(tune.result$extract[[1]]$x)
optimization = getClass1(tune.result$extract[[1]]$control)
nested = TRUE
} else {
if (trafo) {
d = as.data.frame(trafoOptPath(tune.result$opt.path))
} else {
d = as.data.frame(tune.result$opt.path)
}
# what if we have numerics that were discretized upstream
num.hypers = length(tune.result$x)
if ((num.hypers > 2) && !partial.dep) {
stopf("Partial dependence must be requested with partial.dep when tuning more than 2 hyperparameters")
}
for (hyp in 1:num.hypers) {
if (!is.numeric(d[, hyp])) {
d[, hyp] = suppressWarnings(type.convert(as.character(d[, hyp])))
}
}
measures = tune.result$opt.path$y.names
hyperparams = names(tune.result$x)
optimization = getClass1(tune.result$control)
nested = FALSE
}
# off by default unless needed by user
if (include.diagnostics == FALSE) {
d = within(d, rm("eol", "error.message"))
}
# users might not know what dob means, so let's call it iteration
names(d)[names(d) == "dob"] = "iteration"
makeS3Obj("HyperParsEffectData", data = d, measures = measures,
hyperparams = hyperparams,
diagnostics = include.diagnostics,
optimization = optimization,
nested = nested,
partial = partial.dep)
}
#' @export
print.HyperParsEffectData = function(x, ...) {
catf("HyperParsEffectData:")
catf("Hyperparameters: %s", collapse(x$hyperparams))
catf("Measures: %s", collapse(x$measures))
catf("Optimizer: %s", collapse(x$optimization))
catf("Nested CV Used: %s", collapse(x$nested))
if (x$partial) {
print("Partial dependence requested")
}
catf("Snapshot of data:")
print(head(x$data))
}
#' @title Plot the hyperparameter effects data
#'
#' @description
#' Plot hyperparameter validation path. Automated plotting method for
#' `HyperParsEffectData` object. Useful for determining the importance
#' or effect of a particular hyperparameter on some performance measure and/or
#' optimizer.
#'
#' @param hyperpars.effect.data (`HyperParsEffectData`)\cr
#' Result of [generateHyperParsEffectData]
#' @param x (`character(1)`)\cr
#' Specify what should be plotted on the x axis. Must be a column from
#' `HyperParsEffectData$data`. For partial dependence, this is assumed to
#' be a hyperparameter.
#' @param y (`character(1)`)\cr
#' Specify what should be plotted on the y axis. Must be a column from
#' `HyperParsEffectData$data`
#' @param z (`character(1)`)\cr
#' Specify what should be used as the extra axis for a particular geom. This
#' could be for the fill on a heatmap or color aesthetic for a line. Must be a
#' column from `HyperParsEffectData$data`. Default is `NULL`.
#' @param plot.type (`character(1)`)\cr
#' Specify the type of plot: \dQuote{scatter} for a scatterplot, \dQuote{heatmap} for a
#' heatmap, \dQuote{line} for a scatterplot with a connecting line, or \dQuote{contour} for a
#' contour plot layered ontop of a heatmap.
#' Default is \dQuote{scatter}.
#' @param loess.smooth (`logical(1)`)\cr
#' If `TRUE`, will add loess smoothing line to plots where possible. Note that
#' this is probably only useful when `plot.type` is set to either
#' \dQuote{scatter} or \dQuote{line}. Must be a column from
#' `HyperParsEffectData$data`. Not used with partial dependence.
#' Default is `FALSE`.
#' @param facet (`character(1)`)\cr
#' Specify what should be used as the facet axis for a particular geom. When
#' using nested cross validation, set this to \dQuote{nested_cv_run} to obtain a facet
#' for each outer loop. Must be a column from `HyperParsEffectData$data`.
#' Please note that facetting is not supported with partial dependence plots!
#' Default is `NULL`.
#' @param global.only (`logical(1)`)\cr
#' If `TRUE`, will only plot the current global optima when setting
#' x = "iteration" and y as a performance measure from
#' `HyperParsEffectData$measures`. Set this to FALSE to always plot the
#' performance of every iteration, even if it is not an improvement. Not used
#' with partial dependence.
#' Default is `TRUE`.
#' @param interpolate ([Learner] | `character(1)`)\cr
#' If not `NULL`, will interpolate non-complete grids in order to visualize a more
#' complete path. Only meaningful when attempting to plot a heatmap or contour.
#' This will fill in \dQuote{empty} cells in the heatmap or contour plot. Note that
#' cases of irregular hyperparameter paths, you will most likely need to use
#' this to have a meaningful visualization. Accepts either a regression \link{Learner}
#' object or the learner as a string for interpolation. This cannot be used with partial
#' dependence.
#' Default is `NULL`.
#' @param show.experiments (`logical(1)`)\cr
#' If `TRUE`, will overlay the plot with points indicating where an experiment
#' ran. This is only useful when creating a heatmap or contour plot with
#' interpolation so that you can see which points were actually on the
#' original path. Note: if any learner crashes occurred within the path, this
#' will become `TRUE`. Not used with partial dependence.
#' Default is `FALSE`.
#' @param show.interpolated (`logical(1)`)\cr
#' If `TRUE`, will overlay the plot with points indicating where interpolation
#' ran. This is only useful when creating a heatmap or contour plot with
#' interpolation so that you can see which points were interpolated. Not used
#' with partial dependence.
#' Default is `FALSE`.
#' @param nested.agg (`function`)\cr
#' The function used to aggregate nested cross validation runs when plotting 2
#' hyperparameters. This is also used for nested aggregation in partial
#' dependence.
#' Default is `mean`.
#' @param partial.dep.learn ([Learner] | `character(1)`)\cr
#' The regression learner used to learn partial dependence. Must be specified if
#' \dQuote{partial.dep} is set to `TRUE` in
#' [generateHyperParsEffectData]. Accepts either a \link{Learner}
#' object or the learner as a string for learning partial dependence.
#' Default is `NULL`.
#' @template ret_gg2
#'
#' @note Any NAs incurred from learning algorithm crashes will be indicated in
#' the plot (except in the case of partial dependence) and the NA values will be
#' replaced with the column min/max depending on the optimal values for the
#' respective measure. Execution time will be replaced with the max.
#' Interpolation by its nature will result in predicted values for the
#' performance measure. Use interpolation with caution. If \dQuote{partial.dep}
#' is set to `TRUE` in [generateHyperParsEffectData], only
#' partial dependence will be plotted.
#'
#' Since a ggplot2 plot object is returned, the user can change the axis labels
#' and other aspects of the plot using the appropriate ggplot2 syntax.
#'
#' @export
#'
#' @examples
#' \dontshow{ if (requireNamespace("kernlab")) \{ }
#' # see generateHyperParsEffectData
#' \dontshow{ \} }
plotHyperParsEffect = function(hyperpars.effect.data, x = NULL, y = NULL,
z = NULL, plot.type = "scatter", loess.smooth = FALSE, facet = NULL,
global.only = TRUE, interpolate = NULL, show.experiments = FALSE,
show.interpolated = FALSE, nested.agg = mean, partial.dep.learn = NULL) {
assertClass(hyperpars.effect.data, classes = "HyperParsEffectData")
assertChoice(x, choices = names(hyperpars.effect.data$data))
assertChoice(y, choices = names(hyperpars.effect.data$data))
assertSubset(z, choices = names(hyperpars.effect.data$data))
assertChoice(plot.type, choices = c("scatter", "line", "heatmap", "contour"))
assertFlag(loess.smooth)
assertSubset(facet, choices = names(hyperpars.effect.data$data))
assertFlag(global.only)
assert(checkClass(interpolate, "Learner"), checkString(interpolate),
checkNull(interpolate))
# assign learner for interpolation
if (checkClass(interpolate, "Learner") == TRUE ||
checkString(interpolate) == TRUE) {
lrn = checkLearner(interpolate, "regr")
}
assertFlag(show.experiments)
assertFunction(nested.agg)
# assign learner for partial dep
assert(checkClass(partial.dep.learn, "Learner"), checkString(partial.dep.learn),
checkNull(partial.dep.learn))
if (checkClass(partial.dep.learn, "Learner") == TRUE ||
checkString(partial.dep.learn) == TRUE) {
lrn = checkLearner(partial.dep.learn, "regr")
}
if (!is.null(partial.dep.learn) && !is.null(interpolate)) {
stopf("partial.dep.learn and interpolate can't be simultaneously requested!")
}
if (length(x) > 1 || length(y) > 1 || length(z) > 1 || length(facet) > 1) {
stopf("Greater than 1 length x, y, z or facet not yet supported")
}
d = hyperpars.effect.data$data
if (hyperpars.effect.data$nested) {
d$nested_cv_run = as.factor(d$nested_cv_run)
}
# gather names
hypers = hyperpars.effect.data$hyperparams
measures = hyperpars.effect.data$measures
# set flags for building plots
na.flag = anyMissing(d[, hyperpars.effect.data$measures])
z.flag = !is.null(z)
facet.flag = !is.null(facet)
heatcontour.flag = plot.type %in% c("heatmap", "contour")
partial.flag = hyperpars.effect.data$partial
facet.nested = !is.null(facet) && facet == "nested_cv_run" && !partial.flag
if (partial.flag && is.null(partial.dep.learn)) {
stopf("Partial dependence requested but partial.dep.learn not specified!")
}
# deal with NAs where optimizer failed
if (na.flag) {
d$learner_status = ifelse(is.na(d[, "exec.time"]), "Failure", "Success")
for (col in hyperpars.effect.data$measures) {
col.name = stri_split_fixed(col, ".test.mean", omit_empty = TRUE)[[1]]
if (heatcontour.flag) {
d[, col][is.na(d[, col])] = get(col.name)$worst
} else {
if (get(col.name)$minimize) {
d[, col][is.na(d[, col])] = max(d[, col], na.rm = TRUE)
} else {
d[, col][is.na(d[, col])] = min(d[, col], na.rm = TRUE)
}
}
}
d$exec.time[is.na(d$exec.time)] = max(d$exec.time, na.rm = TRUE)
} else {
# in case the user wants to show this despite no learner crashes
# Note: ignored for partial dep
d$learner_status = "Success"
}
# we need to work differently depending on if we have partial dependence
if (partial.flag && !("iteration" %in% c(x, y, z))) {
# collapse nested for partial dep input
if (hyperpars.effect.data$nested) {
averaging = d[, !(names(d) %in% c("iteration", "nested_cv_run",
hyperpars.effect.data$hyperparams, "eol",
"error.message", "learner_status")), drop = FALSE]
hyperpars = lapply(d[, hyperpars.effect.data$hyperparams], "[")
d = aggregate(averaging, hyperpars, nested.agg)
}
partial.task = makeRegrTask(id = "par_dep",
data = d[, c(hypers, measures[1])], target = measures[1])
partial.fit = train(lrn, partial.task)
if ((length(x) == 1) && (length(y) == 1) && !(z.flag)) {
# we only care about each feature by itself for this case
d = generatePartialDependenceData(partial.fit, partial.task, x)$data
} else if ((length(x) == 1) && (length(y) == 1) && (z.flag)) {
# we need a grid if using more than 1 axis for hyperpars
d = generatePartialDependenceData(partial.fit, partial.task,
interaction = TRUE)$data
# need to aggregate grid
averaging = d[, c(hyperpars.effect.data$measures[1]), with = FALSE]
combined.hypers = c(hyperpars.effect.data$hyperparams, x, y, z)
used.hypers = combined.hypers[duplicated(combined.hypers)]
hyperpars = lapply(d[, used.hypers, with = FALSE], "[")
d = aggregate(averaging, hyperpars, mean)
}
} else {
# assign for global only
if (global.only && x == "iteration" && y %in% hyperpars.effect.data$measures) {
for (col in hyperpars.effect.data$measures) {
col.name = stri_split_fixed(col, ".test.mean", omit_empty = TRUE)[[1]]
if (get(col.name)$minimize) {
d[, col] = cummin(d[, col])
} else {
d[, col] = cummax(d[, col])
}
}
}
if ((!is.null(interpolate)) && z.flag && (heatcontour.flag)) {
# create grid
xo = seq(min(d[, x]), max(d[, x]), length.out = 100)
yo = seq(min(d[, y]), max(d[, y]), length.out = 100)
grid = expand.grid(xo, yo, KEEP.OUT.ATTRS = FALSE)
names(grid) = c(x, y)
if (hyperpars.effect.data$nested) {
d.new = d
new.d = data.frame()
# for loop for each nested cv run
for (run in unique(d$nested_cv_run)) {
d.run = d.new[d.new$nested_cv_run == run, ]
regr.task = makeRegrTask(id = "interp", data = d.run[, c(x, y, z)],
target = z)
mod = train(lrn, regr.task)
prediction = predict(mod, newdata = grid)
grid[, z] = prediction$data[, prediction$predict.type]
grid$learner_status = "Interpolated Point"
grid$iteration = NA
# combine the experiment data with interpolated data
if (facet.nested) {
grid$nested_cv_run = run
combined = rbind(d.run[, c(x, y, z, "learner_status", "iteration",
"nested_cv_run")], grid)
} else {
combined = rbind(d.run[, c(x, y, z, "learner_status",
"iteration")], grid)
}
# combine each loop
new.d = rbind(new.d, combined)
}
grid = new.d
} else {
regr.task = makeRegrTask(id = "interp", data = d[, c(x, y, z)], target = z)
mod = train(lrn, regr.task)
prediction = predict(mod, newdata = grid)
grid[, z] = prediction$data[, prediction$predict.type]
grid$learner_status = "Interpolated Point"
grid$iteration = NA
# combine the experiment data with interpolated data
combined = rbind(d[, c(x, y, z, "learner_status", "iteration")], grid)
grid = combined
}
# remove any values that would extrapolate the z
grid[grid[, z] < min(d[, z]), z] = min(d[, z])
grid[grid[, z] > max(d[, z]), z] = max(d[, z])
d = grid
}
if (hyperpars.effect.data$nested && z.flag && !facet.nested) {
averaging = d[, !(names(d) %in% c("iteration", "nested_cv_run",
hyperpars.effect.data$hyperparams, "eol",
"error.message", "learner_status")),
drop = FALSE]
# keep experiments if we need it
if (na.flag || (!is.null(interpolate)) || show.experiments) {
hyperpars = lapply(d[, c(hyperpars.effect.data$hyperparams,
"learner_status")], "[")
} else {
hyperpars = lapply(d[, hyperpars.effect.data$hyperparams], "[")
}
d = aggregate(averaging, hyperpars, nested.agg)
d$iteration = seq_len(nrow(d))
}
}
# just x, y
if ((length(x) == 1) && (length(y) == 1) && !(z.flag)) {
if (hyperpars.effect.data$nested && !partial.flag) {
plt = ggplot(d, aes_string(x = x, y = y, color = "nested_cv_run"))
} else {
plt = ggplot(d, aes_string(x = x, y = y))
}
if (na.flag && !partial.flag) {
plt = plt + geom_point(aes_string(shape = "learner_status",
color = "learner_status")) +
scale_shape_manual(values = c("Failure" = 24, "Success" = 0)) +
scale_color_manual(values = c("red", "black"))
} else {
plt = plt + geom_point()
}
if (plot.type == "line") {
plt = plt + geom_line()
}
if (loess.smooth) {
plt = plt + geom_smooth()
}
if (facet.flag) {
plt = plt + facet_wrap(facet)
}
} else if ((length(x) == 1) && (length(y) == 1) && (z.flag)) {
# the data we use depends on if interpolation
if (heatcontour.flag) {
if (!is.null(interpolate)) {
plt = ggplot(data = d[d$learner_status == "Interpolated Point", ],
aes_string(x = x, y = y, fill = z, z = z)) + geom_raster()
if (show.interpolated && !(na.flag || show.experiments)) {
plt = plt + geom_point(aes_string(shape = "learner_status")) +
scale_shape_manual(values = c("Interpolated Point" = 6))
}
} else {
plt = ggplot(data = d, aes_string(x = x, y = y, fill = z, z = z)) +
geom_raster()
}
if ((na.flag || show.experiments) && !show.interpolated && !partial.flag) {
plt = plt + geom_point(data = d[d$learner_status %in% c("Success",
"Failure"), ],
aes_string(shape = "learner_status"),
fill = "red") +
scale_shape_manual(values = c("Failure" = 24, "Success" = 0))
} else if ((na.flag || show.experiments) && (show.interpolated)) {
plt = plt + geom_point(data = d, aes_string(shape = "learner_status"),
fill = "red") +
scale_shape_manual(values = c("Failure" = 24, "Success" = 0,
"Interpolated Point" = 6))
}
if (plot.type == "contour") {
plt = plt + geom_contour()
}
plt = plt + scale_fill_gradientn(colors = c("#9E0142", "#D53E4F", "#F46D43", "#FDAE61", "#FEE08B", "#FFFFBF", "#E6F598", "#ABDDA4", "#66C2A5", "#3288BD", "#5E4FA2")) # RColorBrewer::brewer.pal(11, "Spectral")
} else {
plt = ggplot(d, aes_string(x = x, y = y, color = z))
if (na.flag) {
plt = plt + geom_point(aes_string(shape = "learner_status",
color = "learner_status")) +
scale_shape_manual(values = c("Failure" = 24, "Success" = 0)) +
scale_color_manual(values = c("red", "black"))
} else {
plt = plt + geom_point()
}
if (plot.type == "line") {
plt = plt + geom_line()
}
}
}
if (facet.nested) {
plt = plt + facet_wrap(as.formula(paste("~", "nested_cv_run")))
}
return(plt)
}
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