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#' ICA Signal Extraction
#'
#' `step_ica` creates a *specification* of a recipe step
#' that will convert numeric data into one or more independent
#' components.
#'
#' @inheritParams step_center
#' @inherit step_center return
#' @param ... One or more selector functions to choose which
#' variables will be used to compute the components. See
#' [selections()] for more details. For the `tidy`
#' method, these are not currently used.
#' @param role For model terms created by this step, what analysis
#' role should they be assigned?. By default, the function assumes
#' that the new independent component columns created by the
#' original variables will be used as predictors in a model.
#' @param num_comp The number of ICA components to retain as new
#' predictors. If `num_comp` is greater than the number of columns
#' or the number of possible components, a smaller value will be
#' used.
#' @param options A list of options to
#' [fastICA::fastICA()]. No defaults are set here.
#' **Note** that the arguments `X` and `n.comp` should
#' not be passed here.
#' @param res The [fastICA::fastICA()] object is stored
#' here once this preprocessing step has be trained by
#' [prep.recipe()].
#' @param prefix A character string that will be the prefix to the
#' resulting new variables. See notes below.
#' @return An updated version of `recipe` with the new step
#' added to the sequence of existing steps (if any). For the
#' `tidy` method, a tibble with columns `terms` (the
#' selectors or variables selected), `value` (the loading),
#' and `component`.
#' @keywords datagen
#' @concept preprocessing
#' @concept ica
#' @concept projection_methods
#' @export
#' @details Independent component analysis (ICA) is a
#' transformation of a group of variables that produces a new set
#' of artificial features or components. ICA assumes that the
#' variables are mixtures of a set of distinct, non-Gaussian
#' signals and attempts to transform the data to isolate these
#' signals. Like PCA, the components are statistically independent
#' from one another. This means that they can be used to combat
#' large inter-variables correlations in a data set. Also like PCA,
#' it is advisable to center and scale the variables prior to
#' running ICA.
#'
#' This package produces components using the "FastICA"
#' methodology (see reference below). This step requires the
#' \pkg{dimRed} and \pkg{fastICA} packages. If not installed, the
#' step will stop with a note about installing these packages.
#'
#' The argument `num_comp` controls the number of components that
#' will be retained (the original variables that are used to derive
#' the components are removed from the data). The new components
#' will have names that begin with `prefix` and a sequence of
#' numbers. The variable names are padded with zeros. For example,
#' if `num_comp < 10`, their names will be `IC1` - `IC9`.
#' If `num_comp = 101`, the names would be `IC001` -
#' `IC101`.
#'
#' @references Hyvarinen, A., and Oja, E. (2000). Independent
#' component analysis: algorithms and applications. *Neural
#' Networks*, 13(4-5), 411-430.
#'
#' @examples
#' # from fastICA::fastICA
#' set.seed(131)
#' S <- matrix(runif(400), 200, 2)
#' A <- matrix(c(1, 1, -1, 3), 2, 2, byrow = TRUE)
#' X <- as.data.frame(S %*% A)
#'
#' tr <- X[1:100, ]
#' te <- X[101:200, ]
#'
#' rec <- recipe( ~ ., data = tr)
#'
#' ica_trans <- step_center(rec, V1, V2)
#' ica_trans <- step_scale(ica_trans, V1, V2)
#' ica_trans <- step_ica(ica_trans, V1, V2, num_comp = 2)
#'
#' if (require(dimRed) & require(fastICA)) {
#' ica_estimates <- prep(ica_trans, training = tr)
#' ica_data <- bake(ica_estimates, te)
#'
#' plot(te$V1, te$V2)
#' plot(ica_data$IC1, ica_data$IC2)
#'
#' tidy(ica_trans, number = 3)
#' tidy(ica_estimates, number = 3)
#' }
#' @seealso [step_pca()] [step_kpca()]
#' [step_isomap()] [recipe()] [prep.recipe()]
#' [bake.recipe()]
step_ica <-
function(recipe,
...,
role = "predictor",
trained = FALSE,
num_comp = 5,
options = list(method = "C"),
res = NULL,
prefix = "IC",
skip = FALSE,
id = rand_id("ica")) {
recipes_pkg_check(required_pkgs.step_ica())
add_step(
recipe,
step_ica_new(
terms = ellipse_check(...),
role = role,
trained = trained,
num_comp = num_comp,
options = options,
res = res,
prefix = prefix,
skip = skip,
id = id
)
)
}
step_ica_new <-
function(terms, role, trained, num_comp, options, res, prefix, skip, id) {
step(
subclass = "ica",
terms = terms,
role = role,
trained = trained,
num_comp = num_comp,
options = options,
res = res,
prefix = prefix,
skip = skip,
id = id
)
}
#' @export
prep.step_ica <- function(x, training, info = NULL, ...) {
col_names <- eval_select_recipes(x$terms, training, info)
check_type(training[, col_names])
if (x$num_comp > 0) {
x$num_comp <- min(x$num_comp, length(col_names))
indc <- dimRed::FastICA(stdpars = x$options)
indc <-
try(
indc@fun(
dimRed::dimRedData(as.data.frame(training[, col_names, drop = FALSE])),
list(ndim = x$num_comp)
),
silent = TRUE
)
if (inherits(indc, "try-error")) {
rlang::abort(paste0("`step_ica` failed with error:\n", as.character(indc)))
}
} else {
indc <- list(x_vars = col_names)
}
step_ica_new(
terms = x$terms,
role = x$role,
trained = TRUE,
num_comp = x$num_comp,
options = x$options,
res = indc,
prefix = x$prefix,
skip = x$skip,
id = x$id
)
}
#' @export
bake.step_ica <- function(object, new_data, ...) {
if (object$num_comp > 0) {
ica_vars <- colnames(environment(object$res@apply)$indata)
comps <-
object$res@apply(
dimRed::dimRedData(
as.data.frame(new_data[, ica_vars, drop = FALSE])
)
)@data
comps <- comps[, 1:object$num_comp, drop = FALSE]
colnames(comps) <- names0(ncol(comps), object$prefix)
new_data <- bind_cols(new_data, as_tibble(comps))
new_data <-
new_data[, !(colnames(new_data) %in% ica_vars), drop = FALSE]
}
as_tibble(new_data)
}
print.step_ica <-
function(x, width = max(20, options()$width - 29), ...) {
if (x$num_comp == 0) {
cat("No ICA components were extracted.\n")
} else {
cat("ICA extraction with ")
printer(colnames(x$res@org.data), x$terms, x$trained, width = width)
}
invisible(x)
}
#' @rdname step_ica
#' @param x A `step_ica` object.
#' @export
tidy.step_ica <- function(x, ...) {
if (is_trained(x)) {
if (x$num_comp > 0) {
rot <- dimRed::getRotationMatrix(x$res)
colnames(rot) <- names0(ncol(rot), x$prefix)
rot <- as.data.frame(rot)
vars <- colnames(x$res@org.data)
npc <- ncol(rot)
res <- utils::stack(rot)
colnames(res) <- c("value", "component")
res$component <- as.character(res$component)
res$terms <- rep(vars, npc)
res <- as_tibble(res)
} else {
res <- tibble(terms = x$res$x_vars, value = na_dbl, component = na_chr)
}
} else {
term_names <- sel2char(x$terms)
comp_names <- names0(x$num_comp, x$prefix)
res <- tidyr::crossing(terms = term_names,
value = na_dbl,
component = comp_names)
res$terms <- as.character(res$terms)
res$component <- as.character(res$component)
res <- as_tibble(res)
}
res$id <- x$id
res <- arrange(res, terms, component)
select(res, terms, component, value, id)
}
#' @rdname tunable.step
#' @export
tunable.step_ica <- function(x, ...) {
tibble::tibble(
name = "num_comp",
call_info = list(list(pkg = "dials", fun = "num_comp", range = c(1L, 4L))),
source = "recipe",
component = "step_ica",
component_id = x$id
)
}
#' @rdname required_pkgs.step
#' @export
required_pkgs.step_ica <- function(x, ...) {
c("dimRed", "fastICA")
}
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