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#' @title Fit models according to a resampling strategy.
#'
#' @description
#' The function `resample` fits a model specified by \link{Learner} on a \link{Task}
#' and calculates predictions and performance \link{measures} for all training
#' and all test sets specified by a either a resampling description (\link{ResampleDesc})
#' or resampling instance (\link{ResampleInstance}).
#'
#' You are able to return all fitted models (parameter `models`) or extract specific parts
#' of the models (parameter `extract`) as returning all of them completely
#' might be memory intensive.
#'
#' The remaining functions on this page are convenience wrappers for the various
#' existing resampling strategies. Note that if you need to work with precomputed training and
#' test splits (i.e., resampling instances), you have to stick with `resample`.
#'
#' @template arg_learner
#' @template arg_task
#' @param resampling ([ResampleDesc] or [ResampleInstance])\cr
#' Resampling strategy.
#' If a description is passed, it is instantiated automatically.
#' @param iters (`integer(1)`)\cr
#' See [ResampleDesc].
#' @param folds (`integer(1)`)\cr
#' See [ResampleDesc].
#' @param reps (`integer(1)`)\cr
#' See [ResampleDesc].
#' @param split (`numeric(1)`)\cr
#' See [ResampleDesc].
#' @param stratify (`logical(1)`)\cr
#' See [ResampleDesc].
#' @param horizon (`numeric(1)`)\cr
#' See [ResampleDesc].
#' @param initial.window (`numeric(1)`)\cr
#' See [ResampleDesc].
#' @param skip (`integer(1)`)\cr
#' See [ResampleDesc].
#' @template arg_measures
#' @param weights ([numeric])\cr
#' Optional, non-negative case weight vector to be used during fitting.
#' If given, must be of same length as observations in task and in corresponding order.
#' Overwrites weights specified in the `task`.
#' By default `NULL` which means no weights are used unless specified in the task.
#' @param models (`logical(1)`)\cr
#' Should all fitted models be returned?
#' Default is `FALSE`.
#' @param extract (`function`)\cr
#' Function used to extract information from a fitted model during resampling.
#' Is applied to every [WrappedModel] resulting from calls to [train]
#' during resampling.
#' Default is to extract nothing.
#' @template arg_keep_pred
#' @param ... (any)\cr
#' Further hyperparameters passed to `learner`.
#' @template arg_showinfo
#' @return ([ResampleResult]).
#' @family resample
#' @note If you would like to include results from the training data set, make
#' sure to appropriately adjust the resampling strategy and the aggregation for
#' the measure. See example code below.
#' @export
#' @examples
#' task = makeClassifTask(data = iris, target = "Species")
#' rdesc = makeResampleDesc("CV", iters = 2)
#' r = resample(makeLearner("classif.qda"), task, rdesc)
#' print(r$aggr)
#' print(r$measures.test)
#' print(r$pred)
#'
#' # include the training set performance as well
#' rdesc = makeResampleDesc("CV", iters = 2, predict = "both")
#' r = resample(makeLearner("classif.qda"), task, rdesc,
#' measures = list(mmce, setAggregation(mmce, train.mean)))
#' print(r$aggr)
resample = function(learner, task, resampling, measures, weights = NULL, models = FALSE,
extract, keep.pred = TRUE, ..., show.info = getMlrOption("show.info")) {
learner = checkLearner(learner)
learner = setHyperPars(learner, ...)
assertClass(task, classes = "Task")
n = getTaskSize(task)
# instantiate resampling
if (inherits(resampling, "ResampleDesc")) {
resampling = makeResampleInstance(resampling, task = task)
}
assertClass(resampling, classes = "ResampleInstance")
measures = checkMeasures(measures, task)
if (!is.null(weights)) {
assertNumeric(weights, len = n, any.missing = FALSE, lower = 0)
}
assertFlag(models)
if (missing(extract)) {
extract = function(model) {
}
} else {
assertFunction(extract)
}
assertFlag(show.info)
r = resampling$size
if (n != r) {
stop(stri_paste("Size of data set:", n, "and resampling instance:", r, "differ!", sep = " "))
}
checkLearnerBeforeTrain(task, learner, weights)
checkAggrsBeforeResample(measures, resampling$desc)
rin = resampling
more.args = list(learner = learner, task = task, rin = rin, weights = NULL,
measures = measures, model = models, extract = extract, show.info = show.info)
if (!is.null(weights)) {
more.args$weights = weights
} else if (!is.null(getTaskWeights(task))) {
more.args$weights = getTaskWeights(task)
}
parallelLibrary("mlr", master = FALSE, level = "mlr.resample", show.info = FALSE)
exportMlrOptions(level = "mlr.resample")
if (show.info) {
messagef("Resampling: %s", rin$desc$id)
measure.lognames = extractSubList(measures, "id")
# when predict on both some measure might be in there twice,
# depending on aggregation fun, then we need to print each measure twice
if (rin$desc$predict == "both") {
id.train = which(vlapply(measures, function(x) "req.train" %in% x$aggr$properties))
id.test = which(vlapply(measures, function(x) "req.test" %in% x$aggr$properties))
measure.lognames = c(stri_paste(measure.lognames[id.train], "train", sep = "."),
stri_paste(measure.lognames[id.test], "test", sep = "."))
}
printResampleFormatLine("Measures:", measure.lognames)
}
time1 = Sys.time()
iter.results = parallelMap(doResampleIteration, seq_len(rin$desc$iters), level = "mlr.resample", more.args = more.args)
time2 = Sys.time()
runtime = as.numeric(difftime(time2, time1, units = "secs"))
addClasses(
mergeResampleResult(learner$id, task, iter.results, measures, rin, models, extract, keep.pred, show.info, runtime),
"ResampleResult"
)
}
# this wraps around calculateREsampleIterationResult and contains the subsetting for a specific fold i
doResampleIteration = function(learner, task, rin, i, measures, weights, model, extract, show.info) {
setSlaveOptions()
train.i = rin$train.inds[[i]]
test.i = rin$test.inds[[i]]
calculateResampleIterationResult(learner = learner, task = task, i = i, train.i = train.i, test.i = test.i, measures = measures,
weights = weights, rdesc = rin$desc, model = model, extract = extract, show.info = show.info)
}
# Evaluate one train/test split of the resample function and get one or more performance values
calculateResampleIterationResult = function(learner, task, i, train.i, test.i, measures,
weights, rdesc, model, extract, show.info) {
err.msgs = c(NA_character_, NA_character_)
err.dumps = list()
m = train(learner, task, subset = train.i, weights = weights[train.i])
if (isFailureModel(m)) {
err.msgs[1L] = getFailureModelMsg(m)
err.dumps$train = getFailureModelDump(m)
}
# does a measure require to calculate pred.train?
ms.train = rep(NA, length(measures))
ms.test = rep(NA, length(measures))
pred.train = NULL
pred.test = NULL
pp = rdesc$predict
train.task = task
if (pp == "train") {
lm = getLearnerModel(m)
if ("BaseWrapper" %in% class(learner) && !is.null(lm$train.task)) {
# the learner was wrapped in a sampling wrapper
train.task = lm$train.task
train.i = lm$subset
}
pred.train = predict(m, train.task, subset = train.i)
if (!is.na(pred.train$error)) err.msgs[2L] = pred.train$error
ms.train = performance(task = task, model = m, pred = pred.train, measures = measures)
names(ms.train) = vcapply(measures, measureAggrName)
err.dumps$predict.train = getPredictionDump(pred.train)
} else if (pp == "test") {
pred.test = predict(m, task, subset = test.i)
if (!is.na(pred.test$error)) err.msgs[2L] = pred.test$error
ms.test = performance(task = task, model = m, pred = pred.test, measures = measures)
names(ms.test) = vcapply(measures, measureAggrName)
err.dumps$predict.test = getPredictionDump(pred.test)
} else { # "both"
lm = getLearnerModel(m)
if ("BaseWrapper" %in% class(learner) && !is.null(lm$train.task)) {
# the learner was wrapped in a sampling wrapper
train.task = lm$train.task
train.i = lm$subset
}
pred.train = predict(m, train.task, subset = train.i)
if (!is.na(pred.train$error)) err.msgs[2L] = pred.train$error
ms.train = performance(task = task, model = m, pred = pred.train, measures = measures)
names(ms.train) = vcapply(measures, measureAggrName)
err.dumps$predict.train = getPredictionDump(pred.train)
pred.test = predict(m, task, subset = test.i)
if (!is.na(pred.test$error)) err.msgs[2L] = paste(err.msgs[2L], pred.test$error)
ms.test = performance(task = task, model = m, pred = pred.test, measures = measures)
names(ms.test) = vcapply(measures, measureAggrName)
err.dumps$predict.test = getPredictionDump(pred.test)
}
if (!is.null(err.dumps$train)) {
# if training was an error, these will just contain copies of the error dump
# and confuse the user.
err.dumps$predict.train = NULL
err.dumps$predict.test = NULL
}
ex = extract(m)
if (show.info) {
idx.train = which(vlapply(measures, function(x) "req.train" %in% x$aggr$properties))
idx.test = which(vlapply(measures, function(x) "req.test" %in% x$aggr$properties))
ms.ids = extractSubList(measures, "id")
if (pp == "both") {
x = c(ms.train[idx.train], ms.test[idx.test])
names(x) = c(stri_paste(ms.ids[idx.train], "train", sep = "."),
stri_paste(ms.ids[idx.test], "test", sep = "."))
} else {
if (pp == "train") {
x = ms.train[idx.train]
} else {
x = ms.test[idx.test]
}
names(x) = ms.ids
}
iter.message = sprintf("[Resample] iter %i:", i)
printResampleFormatLine(iter.message, x)
}
list(
measures.test = ms.test,
measures.train = ms.train,
model = if (model) m else NULL,
pred.test = pred.test,
pred.train = pred.train,
err.msgs = err.msgs,
err.dumps = err.dumps,
extract = ex
)
}
# Merge a list of train/test splits created by calculateResampleIterationResult to one resample result
mergeResampleResult = function(learner.id, task, iter.results, measures, rin,
models, extract, keep.pred, show.info, runtime) {
iters = length(iter.results)
mids = vcapply(measures, function(m) m$id)
ms.train = as.data.frame(extractSubList(iter.results, "measures.train", simplify = "rows"))
ms.test = extractSubList(iter.results, "measures.test", simplify = FALSE)
ms.test = as.data.frame(do.call(rbind, ms.test))
preds.test = extractSubList(iter.results, "pred.test", simplify = FALSE)
preds.train = extractSubList(iter.results, "pred.train", simplify = FALSE)
pred = makeResamplePrediction(instance = rin, preds.test = preds.test, preds.train = preds.train, task.desc = getTaskDesc(task))
# aggr = vnapply(measures, function(m) m$aggr$fun(task, ms.test[, m$id], ms.train[, m$id], m, rin$group, pred))
aggr = vnapply(seq_along(measures), function(i) {
m = measures[[i]]
m$aggr$fun(task, ms.test[, i], ms.train[, i], m, rin$group, pred)
})
names(aggr) = vcapply(measures, measureAggrName)
# name ms.* rows and cols
colnames(ms.test) = mids
rownames(ms.test) = NULL
ms.test = cbind(iter = seq_len(iters), ms.test)
colnames(ms.train) = mids
rownames(ms.train) = NULL
ms.train = cbind(iter = seq_len(iters), ms.train)
err.msgs = as.data.frame(extractSubList(iter.results, "err.msgs", simplify = "rows"))
rownames(err.msgs) = NULL
colnames(err.msgs) = c("train", "predict")
err.msgs = cbind(iter = seq_len(iters), err.msgs)
err.dumps = extractSubList(iter.results, "err.dumps", simplify = FALSE)
if (show.info) {
# use measure ids for printing
# aggr.out = aggr
# names(aggr.out) = extractSubList(measures, "id")
message("\n")
messagef("Aggregated Result: %s", perfsToString(aggr))
# last line break is there to seperate aggregated
# results from objects returned by other functions (e.g. benchmark)
message("\n")
}
if (!keep.pred) {
pred = NULL
}
# storing a threshold here might confuse users, hence we remove the slot
# for ResampleResult containers
# see https://github.com/mlr-org/mlr/issues/2289
pred$threshold = NULL
list(
learner.id = learner.id,
task.id = getTaskId(task),
task.desc = getTaskDesc(task),
measures.train = ms.train,
measures.test = ms.test,
aggr = aggr,
pred = pred,
models = if (models) lapply(iter.results, function(x) x$model) else NULL,
err.msgs = err.msgs,
err.dumps = err.dumps,
extract = if (is.function(extract)) extractSubList(iter.results, "extract", simplify = FALSE) else NULL,
runtime = runtime
)
}
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