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#' Partial Least Squares Feature Extraction
#'
#' `step_pls` creates a *specification* of a recipe step that will
#' convert numeric data into one or more new dimensions.
#'
#' @inheritParams step_center
#' @inherit step_center return
#' @param ... One or more selector functions to choose which variables will be
#' used to compute the dimensions. 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 dimension
#' columns created by the original variables will be used as predictors in a
#' model.
#' @param num_comp The number of pls dimensions to retain as new predictors.
#' If `num_comp` is greater than the number of columns or the number of
#' possible dimensions, a smaller value will be used.
#' @param predictor_prop The maximum number of original predictors that can have
#' non-zero coefficients for each PLS component (via regularization).
#' @param preserve A single logical: should the original predictor data be
#' retained along with the new features?
#' @param outcome When a single outcome is available, character
#' string or call to [dplyr::vars()] can be used to specify a single outcome
#' variable.
#' @param options A list of options to `mixOmics::pls()`, `mixOmics::spls()`,
#' `mixOmics::plsda()`, or `mixOmics::splsda()` (depending on the data and
#' arguments).
#' @param res A list of results are stored here once this preprocessing step
#' has been 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), `components`, and `values`.
#' @keywords datagen
#' @concept preprocessing
#' @concept pls
#' @concept projection_methods
#' @export
#' @details PLS is a supervised version of principal component
#' analysis that requires the outcome data to compute
#' the new features.
#'
#' This step requires the Bioconductor \pkg{mixOmics} package. If not installed, the
#' step will stop with a note about installing the package.
#'
#' 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 `PLS1` - `PLS9`. If `num_comp = 101`, the
#' names would be `PLS001` - `PLS101`.
#'
#' Sparsity can be encouraged using the `predictor_prop` parameter. This affects
#' each PLS component, and indicates the maximum proportion of predictors with
#' non-zero coefficients in each component. `step_pls()` converts this
#' proportion to determine the `keepX` parameter in `mixOmics::spls()` and
#' `mixOmics::splsda()`. See the references in `mixOmics::spls()` for details.
#'
#' The `tidy()` method returns the coefficients that are usually defined as
#'
#' \deqn{W(P'W)^{-1}}
#'
#' (See the Wikipedia article below)
#'
#' When applied to data, these values are usually scaled by a column-specific
#' norm. The `tidy()` method applies this same norm to the coefficients shown
#' above.
#'
#' @references
#' \url{https://en.wikipedia.org/wiki/Partial_least_squares_regression}
#'
#' Rohart F, Gautier B, Singh A, LĂȘ Cao K-A (2017) _mixOmics: An R package for
#' 'omics feature selection and multiple data integration_. PLoS Comput Biol
#' 13(11): e1005752. \url{https://doi.org/10.1371/journal.pcbi.1005752}
#' @examples
#' # requires the Bioconductor mixOmics package
#' data(biomass, package = "modeldata")
#'
#' biom_tr <-
#' biomass %>%
#' dplyr::filter(dataset == "Training") %>%
#' dplyr::select(-dataset,-sample)
#' biom_te <-
#' biomass %>%
#' dplyr::filter(dataset == "Testing") %>%
#' dplyr::select(-dataset,-sample,-HHV)
#'
#' dense_pls <-
#' recipe(HHV ~ ., data = biom_tr) %>%
#' step_pls(all_predictors(), outcome = "HHV", num_comp = 3)
#'
#' sparse_pls <-
#' recipe(HHV ~ ., data = biom_tr) %>%
#' step_pls(all_predictors(), outcome = "HHV", num_comp = 3, predictor_prop = 4/5)
#'
#' ## -----------------------------------------------------------------------------
#' ## PLS discriminant analysis
#'
#' data(cells, package = "modeldata")
#'
#' cell_tr <-
#' cells %>%
#' dplyr::filter(case == "Train") %>%
#' dplyr::select(-case)
#' cell_te <-
#' cells %>%
#' dplyr::filter(case == "Test") %>%
#' dplyr::select(-case,-class)
#'
#' dense_plsda <-
#' recipe(class ~ ., data = cell_tr) %>%
#' step_pls(all_predictors(), outcome = "class", num_comp = 5)
#'
#' sparse_plsda <-
#' recipe(class ~ ., data = cell_tr) %>%
#' step_pls(all_predictors(), outcome = "class", num_comp = 5, predictor_prop = 1/4)
#'
#' @seealso [step_pca()], [step_kpca()], [step_ica()], [recipe()],
#' [prep.recipe()], [bake.recipe()]
step_pls <-
function(recipe,
...,
role = "predictor",
trained = FALSE,
num_comp = 2,
predictor_prop = 1,
outcome = NULL,
options = list(scale = TRUE),
preserve = FALSE,
res = NULL,
prefix = "PLS",
skip = FALSE,
id = rand_id("pls")) {
if (is.null(outcome)) {
rlang::abort("`outcome` should select at least one column.")
}
recipes_pkg_check(required_pkgs.step_pls())
add_step(
recipe,
step_pls_new(
terms = ellipse_check(...),
role = role,
trained = trained,
num_comp = num_comp,
predictor_prop = predictor_prop,
outcome = outcome,
options = options,
preserve = preserve,
res = res,
prefix = prefix,
skip = skip,
id = id
)
)
}
step_pls_new <-
function(terms, role, trained, num_comp, predictor_prop, outcome, options,
preserve, res, prefix, skip, id) {
step(
subclass = "pls",
terms = terms,
role = role,
trained = trained,
num_comp = num_comp,
predictor_prop = predictor_prop,
outcome = outcome,
options = options,
preserve = preserve,
res = res,
prefix = prefix,
skip = skip,
id = id
)
}
## -----------------------------------------------------------------------------
## Taken from plsmod
pls_fit <- function(x, y, ncomp = NULL, keepX = NULL, ...) {
dots <- rlang::enquos(...)
p <- ncol(x)
if (is.null(keepX)) {
keepX <- p
}
if (!is.matrix(x)) {
x <- as.matrix(x)
}
if (is.null(ncomp)) {
ncomp <- p
} else {
ncomp <- min(ncomp, p)
}
if (all(keepX < p) && length(keepX) == 1) {
keepX <- rep(min(keepX, p), ncomp)
}
if (is.factor(y)) {
if (all(keepX == p)) {
cl <- rlang::call2("plsda", .ns = "mixOmics", X = quote(x), Y = quote(y), ncomp = ncomp, !!!dots)
} else {
cl <- rlang::call2("splsda", .ns = "mixOmics", X = quote(x), Y = quote(y), ncomp = ncomp, keepX = keepX, !!!dots)
}
} else {
if (all(keepX == p)) {
cl <- rlang::call2("pls", .ns = "mixOmics", X = quote(x), Y = quote(y), ncomp = ncomp, !!!dots)
} else {
cl <- rlang::call2("spls", .ns = "mixOmics", X = quote(x), Y = quote(y), ncomp = ncomp, keepX = keepX, !!!dots)
}
}
res <- rlang::eval_tidy(cl)
res
}
make_pls_call <- function(ncomp, keepX, args = NULL) {
cl <-
rlang::call2(
"pls_fit",
x = rlang::expr(as.matrix(training[, x_names])),
y = rlang::expr(training[[y_names]]),
ncomp = ncomp,
keepX = keepX,
!!!args
)
cl
}
get_norms <- function(x) norm(x, type = "2")^2
butcher_pls <- function(x) {
if (inherits(x, "try-error")) {
return(NULL)
}
.mu <- attr(x$X, "scaled:center")
.sd <- attr(x$X, "scaled:scale")
W <- x$loadings$X # W matrix, P = X'rot
variates <- x$variates[["X"]]
P <- crossprod(x$X, variates)
coefs <- W %*% solve(t(P) %*% W)
col_norms <- apply(variates, 2, get_norms)
list(mu = .mu, sd = .sd, coefs = coefs, col_norms = col_norms)
}
pls_project <- function(object, x) {
pls_vars <- names(object$mu)
x <- x[, pls_vars]
if (!is.matrix(x)) {
x <- as.matrix(x)
}
z <- sweep(x, 2, STATS = object$mu, "-")
z <- sweep(z, 2, STATS = object$sd, "/")
res <- z %*% object$coefs
res <- tibble::as_tibble(res)
res <- purrr::map2_dfc(res, object$col_norms, ~ .x * .y)
res
}
old_pls_project <- function(object, x) {
pls_vars <- rownames(object$projection)
n <- nrow(x)
input_data <- as.matrix(x[, pls_vars])
if (!all(is.na(object$scale))) {
input_data <- sweep(input_data, 2, object$scale, "/")
}
input_data <- sweep(input_data, 2, object$Xmeans, "-")
comps <- input_data %*% object$projection
colnames(comps) <- paste0("pls", 1:ncol(comps))
tibble::as_tibble(comps)
}
pls_worked <- function(x) {
!isTRUE(all.equal(names(x), c("x_vars", "y_vars")))
}
use_old_pls <- function(x) {
any(names(x) == "Xmeans")
}
prop2int <- function(x, p) {
cuts <- seq(0, p, length.out = p + 1)
as.integer(cut(x * p, breaks = cuts, include.lowest = TRUE))
}
## -----------------------------------------------------------------------------
#' @export
prep.step_pls <- function(x, training, info = NULL, ...) {
x_names <- eval_select_recipes(x$terms, training, info)
y_names <- eval_select_recipes(x$outcome, training, info)
check_type(training[, x_names])
if (length(y_names) > 1 ) {
rlang::abort("`step_pls()` only supports univariate models.")
}
if (x$num_comp > 0) {
ncomp <- min(x$num_comp, length(x_names))
# Convert proportion to number of terms
x$predictor_prop <- max(x$predictor_prop, 0.00001)
x$predictor_prop <- min(x$predictor_prop, 1)
nterm <- prop2int(x$predictor_prop, length(x_names))
cl <- make_pls_call(ncomp, nterm, x$options)
res <- try(rlang::eval_tidy(cl), silent = TRUE)
if (inherits(res, "try-error")) {
rlang::warn(paste0("`step_pls()` failed: ", as.character(res)))
res <- list(x_vars = x_names, y_vars = y_names)
} else {
res <- butcher_pls(res)
}
} else {
res <- list(x_vars = x_names, y_vars = y_names)
}
step_pls_new(
terms = x$terms,
role = x$role,
trained = TRUE,
num_comp = x$num_comp,
predictor_prop = x$predictor_prop,
outcome = x$outcome,
options = x$options,
preserve = x$preserve,
res = res,
prefix = x$prefix,
skip = x$skip,
id = x$id
)
}
#' @export
bake.step_pls <- function(object, new_data, ...) {
if (object$num_comp > 0 & pls_worked(object$res)) {
if (use_old_pls(object$res)) {
comps <- old_pls_project(object$res, new_data)
} else {
comps <- pls_project(object$res, new_data)
}
names(comps) <- names0(ncol(comps), object$prefix)
comps <- check_name(comps, new_data, object)
new_data <- bind_cols(new_data, as_tibble(comps))
# Old pls never preserved original columns,
# but didn't have the `preserve` option
if (use_old_pls(object$res)) {
pls_vars <- rownames(object$res$projection)
keep_vars <- !(colnames(new_data) %in% pls_vars)
new_data <- new_data[, keep_vars, drop = FALSE]
} else if (!object$preserve) {
pls_vars <- names(object$res$mu)
keep_vars <- !(colnames(new_data) %in% pls_vars)
new_data <- new_data[, keep_vars, drop = FALSE]
}
if (!is_tibble(new_data)) {
new_data <- as_tibble(new_data)
}
}
new_data
}
print.step_pls <- function(x, width = max(20, options()$width - 35), ...) {
if (x$num_comp == 0) {
cat("No PLS components were extracted.\n")
} else {
cat("PLS feature extraction with ")
printer(rownames(x$res$coefs), x$terms, x$trained, width = width)
}
invisible(x)
}
#' @rdname step_pls
#' @param x A `step_pls` object
#' @export
tidy.step_pls <- function(x, ...) {
if (is_trained(x)) {
if (x$num_comp > 0) {
res <-
purrr::map2_dfc(as.data.frame(x$res$coefs), x$res$col_norms, ~ .x * .y) %>%
dplyr::mutate(terms = rownames(x$res$coefs)) %>%
tidyr::pivot_longer(c(-terms), names_to = "component", values_to = "value")
res <- res[, c("terms", "value", "component")]
res$component <- gsub("comp", "PLS", res$component)
} else {
res <- tibble(terms = rownames(x$res$coefs), value = na_dbl, component = na_chr)
}
} else {
term_names <- sel2char(x$terms)
res <- tibble(terms = term_names, value = na_dbl, component = na_chr)
}
res$id <- x$id
res
}
#' @rdname tunable.step
#' @export
tunable.step_pls <- function(x, ...) {
tibble::tibble(
name = c("num_comp", "predictor_prop"),
call_info = list(
list(pkg = "dials", fun = "num_comp", range = c(1L, 4L)),
list(pkg = "dials", fun = "predictor_prop")
),
source = "recipe",
component = "step_pls",
component_id = x$id
)
}
#' @rdname required_pkgs.step
#' @export
required_pkgs.step_pls <- function(x, ...) {
c("mixOmics")
}
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