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> # partdep.test.R: partdep tests for plotmo and plotres
>
> source("test.prolog.R")
> library(plotmo)
Loading required package: Formula
Loading required package: plotrix
> library(earth)
> data(etitanic)
>
> mod <- earth(survived~., data=etitanic, degree=2)
>
> plotmo(mod, caption="plotmo classical")
plotmo grid: pclass sex age sibsp parch
3rd male 28 0 0
>
> plotmo(mod, pmethod="partdep", caption="plotmo partdep age")
calculating partdep for pclass
calculating partdep for sex
calculating partdep for age
calculating partdep for pclass:sex 01234567890
calculating partdep for pclass:sibsp 01234567890
calculating partdep for sex:age 0123456790
>
> set.seed(2016)
> plotmo(mod, pmethod="apartdep", caption="plotmo apartdep age", do.par=2)
calculating apartdep for pclass
calculating apartdep for sex
calculating apartdep for age
calculating apartdep for pclass:sex 01234567890
calculating apartdep for pclass:sibsp 01234567890
calculating apartdep for sex:age 0123456790
>
> set.seed(2016)
> plotmo(mod, pmethod="apartdep", ylim=c(0,1), do.par=0,
+ type2="image", pt.col=ifelse(etitanic$survived, "green", "red"),
+ degree1=0, degree2=1:3)
calculating apartdep for pclass:sex 01234567890
calculating apartdep for pclass:sibsp 01234567890
calculating apartdep for sex:age 0123456790
> par(org.par)
>
> # compare to gbm with an artifical function of variables with a very strong interaction
> library(gbm)
Loaded gbm 2.2.2
This version of gbm is no longer under development. Consider transitioning to gbm3, https://github.com/gbm-developers/gbm3
> n <- 250
> set.seed(2016)
> x1 <- runif(n)
> x2 <- runif(n)
> x3 <- runif(n)
> y <- ifelse(x2 > .6, x1-.2, ifelse(x2 > .4, 1 - 1.5 * x1, .3)) + .1 * sin(4 * x3)
> data <- data.frame(x1=x1, x2=x2, x3=x3, y=y)
> n.trees <- 20
> set.seed(2016)
> mod <- gbm(y~., data=data, n.trees=n.trees, shrinkage=.1,
+ distribution="gaussian", interact=5)
> plotmo(mod, degree1=0, persp.ticktype="detailed",
+ caption="variables with a strong interaction")
> par(mfrow=c(4,4), mar=c(2,3,2,1), mgp=c(1.5, 0.5, 0), oma=c(0,0,6,0))
> library(viridis);
Loading required package: viridisLite
> image.col <- viridis(100)
> ngrid1 <- 50
> ngrid2 <- 30
> plotmo(mod, pmethod="plot", do.par=0, degree2=2, type2="im", ylim=NULL,
+ clip=FALSE, image.col=image.col, ngrid1=ngrid1, ngrid=ngrid2)
plotmo grid: x1 x2 x3
0.5048516 0.4915547 0.5632489
> title("row1: plotmo classic\nrow2: plotmo apartdep\nrow3: plotmo partdep\nrow4: plot.gbm\n\n\n\n\n\n\n", xpd=NA)
> ylim <- c(.21, .40)
> set.seed(2016) # for consistent selection of rows for partdep.x
> plotmo(mod, pmethod="apartdep", do.par=0, degree2=2, type2="im", ylim=ylim,
+ clip=FALSE, image.col=image.col, ngrid1=ngrid1, ngrid=ngrid2)
calculating apartdep for x1
calculating apartdep for x2
calculating apartdep for x3
calculating apartdep for x1:x3 01234567890
> plotmo(mod, pmethod="partdep", do.par=0, degree2=2, type2="im", ylim=ylim,
+ clip=FALSE, image.col=image.col, ngrid1=ngrid1, ngrid=ngrid2,
+ trace=-1) # check that the pacifier messages are suppressed
> plot(mod, i.var=1, n.trees=n.trees, ylim=ylim, continuous.resolution=ngrid1)
> plot(mod, i.var=2, n.trees=n.trees, ylim=ylim, continuous.resolution=ngrid1)
> plot(mod, i.var=3, n.trees=n.trees, ylim=ylim, continuous.resolution=ngrid1)
> # following ignores par(mfrow=c(2,2))
> plot(mod, i.var=c(1,3), n.trees=n.trees, continuous.resolution=ngrid2,
+ col.regions=image.col, colorkey=FALSE,
+ main="gbm plot x1:x3\ncompare to plotmo partdep on previous page")
> par(org.par)
>
> #--- compare to gbm and randomForest with a simple regression function
>
> data(scor, package="bootstrap") # some correlated data
> n <- 50
> x1 <- scale(scor$mec[1:n])
> x2 <- scale(scor$vec[1:n])
> data <- data.frame(x1=x1, x2=x2)
>
> ngrid1 <- 100
>
> # randomForest, simple regression function
> library(randomForest)
randomForest 4.7-1.2
Type rfNews() to see new features/changes/bug fixes.
> data$y <- x1 > -.1 # y depends only on x1 (-.1 hand-tuned to create interesting model surface)
> set.seed(2016)
> # Expect Warning: The response has five or fewer unique values. Are you sure you want to do regression?
> mod <- randomForest(y~., data=data, ntree=3)
Warning in randomForest.default(m, y, ...) :
The response has five or fewer unique values. Are you sure you want to do regression?
> par(mfrow=c(4,2), mar=c(2.5,3,2,1), mgp=c(1.3,0.4,0), oma=c(0,0,7,0))
> set.seed(2016) # for consistent jitter of response sites
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ type2="image", main="regression surface",
+ pt.col=ifelse(data$y, "green", "red"))
> title("RANDOM FOREST SIMPLE REGRESSION MODEL
+ row1: regression surface
+ row2: plotmo classic type=response
+ row3: plotmo partdep type=response
+ row4: randomForest plot\n\n\n\n\n\n\n",
+ xpd=NA, adj=0)
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ persp.border=NA, main="regression surface")
> plotmo(mod, pmethod="plotmo", do.par=0, degree2=0, ngrid1=ngrid1,
+ type="response")
plotmo grid: x1 x2
-0.03826182 0.05194756
> plotmo(mod, pmethod="partdep", do.par=0, degree2=0, ngrid1=ngrid1,
+ type="response")
calculating partdep for x1
calculating partdep for x2
> partialPlot(mod, pred.data=data, x.var="x1", n.pt=ngrid1,
+ which.class="True")
> partialPlot(mod, pred.data=data, x.var="x2", n.pt=ngrid1,
+ which.class="True")
> par(org.par)
>
> # gbm, simple regression function
> library(gbm)
> n.trees <- 20
> data$y <- x1 > -.6 # y depends only on x1 (-.1 hand-tuned to create interesting model surface)
> set.seed(2016)
> mod <- gbm(y~., data=data, n.trees=n.trees,
+ shrinkage=.1, interaction.depth=4,
+ distribution="gaussian")
> par(mfrow=c(4,2), mar=c(2.5,3,2,1), mgp=c(1.3,0.4,0), oma=c(0,0,7,0))
> set.seed(2016) # for consistent jitter of response sites
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ type2="image", main="regression surface",
+ pt.col=ifelse(data$y, "green", "red"))
> title("GBM SIMPLE REGRESSION MODEL
+ row1: regression surface
+ row2: plotmo classic type=response
+ row3: plotmo partdep type=response
+ row4: gbm plot\n\n\n\n\n\n\n",
+ xpd=NA, adj=0)
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ persp.border=NA, main="regression surface")
> plotmo(mod, pmethod="plotmo", do.par=0, all1=TRUE, degree2=0,
+ ngrid1=ngrid1, type="response")
plotmo grid: x1 x2
-0.03826182 0.05194756
> plotmo(mod, pmethod="partdep", do.par=0, all1=TRUE, degree2=0,
+ ngrid1=ngrid1, type="response")
calculating partdep for x1
calculating partdep for x2
> plot(mod, i.var=1, n.trees=n.trees, continuous.resolution=ngrid1)
> plot(mod, i.var=2, n.trees=n.trees, continuous.resolution=ngrid1)
> par(org.par)
>
> #--- compare to gbm and randomForest with simple binomial (two class) data
>
> data(scor, package="bootstrap") # some correlated data
> n <- 50
> x1 <- scale(scor$mec[1:n])
> x2 <- scale(scor$vec[1:n])
> data <- data.frame(x1=x1, x2=x2)
>
> ngrid1 <- 100
>
> # randomForest, simple binomial (two-class) data
> library(randomForest)
> # y depends only on x1
> # random forest requires a factor for classification (not a logical)
> data$y <- factor(as.character(x1 > .4),
+ levels=c("FALSE", "TRUE"),
+ labels=c("False", "True"))
> set.seed(2016)
> mod <- randomForest(y~., data=data, ntree=3)
> par(mfrow=c(4,2), mar=c(2.5,3,2,1), mgp=c(1.3,0.4,0), oma=c(0,0,7,0))
> set.seed(2016) # for consistent jitter of response sites
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ type2="image", main="regression surface",
+ pt.col=ifelse(data$y=="True", "green", "red"))
> title("RANDOM FOREST SIMPLE TWO-CLASS MODEL
+ row1: regression surface
+ row2: plotmo partdep type=response (FALSE or TRUE)
+ row3: plotmo partdep type=prob
+ row4: randomForest partialPlot (clipped log odds)\n\n\n\n\n\n\n",
+ xpd=NA, adj=0)
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ persp.border=NA, main="regression surface")
>
> plotmo(mod, pmethod="partdep", do.par=0, degree2=0, ngrid1=ngrid1,
+ type="response")
calculating partdep for x1
calculating partdep for x2
> plotmo(mod, pmethod="partdep", do.par=0, degree2=0, ngrid1=ngrid1,
+ type="prob", nresponse="True", ylim=c(0,1))
calculating partdep for x1
calculating partdep for x2
> partialPlot(mod, pred.data=data, x.var="x1", n.pt=ngrid1,
+ which.class="True", ylim=c(-16,16))
> partialPlot(mod, pred.data=data, x.var="x2", n.pt=ngrid1,
+ which.class="True", ylim=c(-16,16))
> par(org.par)
>
> # gbm, simple binomial (two-class) data
> library(gbm)
> n.trees <- 10
> data$y <- as.numeric(x1 > .6) # y depends only on x1
> set.seed(2016)
> mod <- gbm(y~., data=data, n.trees=n.trees, shrinkage=.1, interact=4,
+ distribution="bernoulli")
> par(mfrow=c(4,2), mar=c(2.5,3,2,1), mgp=c(1.3,0.4,0), oma=c(0,0,7,0))
> set.seed(2016) # for consistent jitter of response sites
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ type2="image", main="regression surface",
+ pt.col=ifelse(data$y, "green", "red"))
> title("GBM SIMPLE TWO-CLASS MODEL
+ row1: regression surface
+ row2: plotmo partdep type=response (probability)
+ row4: plotmo partdep type=link (log odds)
+ row3: gbm plot (log odds)\n\n\n\n\n\n\n",
+ xpd=NA, adj=0)
> plotmo(mod, degree1=0, ngrid2=100, do.par=0, clip=FALSE,
+ persp.border=NA, main="regression surface")
> plotmo(mod, pmethod="partdep", do.par=0, all1=TRUE, degree2=0,
+ ngrid1=ngrid1, type="response")
calculating partdep for x1
calculating partdep for x2
> plotmo(mod, pmethod="partdep", do.par=0, all1=TRUE, degree2=0,
+ ngrid1=ngrid1, type="link")
calculating partdep for x1
calculating partdep for x2
> plot(mod, i.var=1, n.trees=n.trees, continuous.resolution=ngrid1)
> plot(mod, i.var=2, n.trees=n.trees, continuous.resolution=ngrid1)
> par(org.par)
>
> source("test.epilog.R")
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