I am trying to do a k-fold cross validation on a model that predicts the joint distribution of the proportion of tree species basal area from satellite imagery. This requires the use of the DiricihletReg::DirichReg() function, which in turn requires that the response variables be prepared as a matrix using the DirichletReg::DR_data() function. I originally tried to accomplish this in the caret:: package, but I found out that caret:: does not support multivariate responses. I have since tried to implement this in the tidymodels:: suite of packages. Following the documentation on how to register a new model in the parsnip:: (I appreciate Max Kuhn's vegetable humor) package, I created a "DREG" model and a "DR" engine. My registered model works when I simply call it on a single training dataset, but my goal is to do kfolds cross-validation, implementing the vfolds_cv(), a workflow(), and the 'fit_resample()' function. With the code I currently have I get warning message stating:
Warning message:
All models failed. See the `.notes` column.
Those notes state that Error in get(resp_char, environment(oformula)): object 'cbind(PSME, TSHE, ALRU2)' not found This, I believe is due to the use of DR_data() to preprocess the response variables into the format necessary for Dirichlet::DirichReg() to run properly. I think the solution I need to implement involve getting this pre-processing to happen in either the recipe() call or in the set_fit() call when I register this model with parsnip::. I have tried to use the step_mutate() function when specifying the recipe, but that performs a function on each column as opposed to applying the function with the columns as inputs. This leads to the following error in the "notes" from the output of fit_resample():
Must subset columns with a valid subscript vector.
Subscript has the wrong type `quosures`.
It must be numeric or character.
Is there a way to get the recipe to either transform several columns to a DirichletRegData class using the DR_data() function with a step_*() function or using the pre= argument in set_fit() and set_pred()?
Below is my reproducible example:
##Loading Necessary Packages##
library(tidymodels)
library(DirichletReg)
##Creating Fake Data##
set.seed(88)#For reproducibility
#Response variables#
PSME_BA<-rnorm(100,50, 15)
TSHE_BA<-rnorm(100,40,12)
ALRU2_BA<-rnorm(100,20,0.5)
Total_BA<-PSME_BA+TSHE_BA+ALRU2_BA
#Predictor variables#
B1<-runif(100, 0, 2000)
B2<-runif(100, 0, 1800)
B3<-runif(100, 0, 3000)
#Dataset for modeling#
DF<-data.frame(PSME=PSME_BA/Total_BA, TSHE=TSHE_BA/Total_BA, ALRU2=ALRU2_BA/Total_BA,
B1=B1, B2=B2, B3=B3)
##Modeling the data using Dirichlet regression with repeated k-folds cross validation##
#Registering the model to parsnip::#
set_new_model("DREG")
set_model_mode(model="DREG", mode="regression")
set_model_engine("DREG", mode="regression", eng="DR")
set_dependency("DREG", eng="DR", pkg="DirichletReg")
set_model_arg(
model = "DREG",
eng = "DR",
parsnip = "param",
original = "model",
func = list(pkg = "DirichletReg", fun = "DirichReg"),
has_submodel = FALSE
)
DREG <-
function(mode = "regression", param = NULL) {
# Check for correct mode
if (mode != "regression") {
rlang::abort("`mode` should be 'regression'")
}
# Capture the arguments in quosures
args <- list(sub_classes = rlang::enquo(param))
# Save some empty slots for future parts of the specification
new_model_spec(
"DREG",
args=args,
eng_args = NULL,
mode = mode,
method = NULL,
engine = NULL
)
}
set_fit(
model = "DREG",
eng = "DR",
mode = "regression",
value = list(
interface = "formula",
protect = NULL,
func = c(pkg = "DirichletReg", fun = "DirichReg"),
defaults = list()
)
)
set_encoding(
model = "DREG",
eng = "DR",
mode = "regression",
options = list(
predictor_indicators = "none",
compute_intercept = TRUE,
remove_intercept = TRUE,
allow_sparse_x = FALSE
)
)
set_pred(
model = "DREG",
eng = "DR",
mode = "regression",
type = "numeric",
value = list(
pre = NULL,
post = NULL,
func = c(fun = "predict.DirichletRegModel"),
args =
list(
object = expr(object$fit),
newdata = expr(new_data),
type = "response"
)
)
)
##Running the Model##
DF$Y<-DR_data(DF[,c(1:3)]) #Preparing the response variables
dreg_spec<-DREG(param="alternative") %>%
set_engine("DR")
dreg_mod<-dreg_spec %>%
fit(Y~B1+B2+B3, data = DF)#Model works when simply run on single dataset
##Attempting Crossvalidation##
#First attempt - simply call Y as the response variable in the recipe#
kfolds<-vfold_cv(DF, v=10, repeats = 2)
rcp<-recipe(Y~B1+B2+B3, data=DF)
dreg_fit<- workflow() %>%
add_model(dreg_spec) %>%
add_recipe(rcp)
dreg_rsmpl<-dreg_fit %>%
fit_resamples(kfolds)#Throws warning about all models failing
#second attempt - use step_mutate_at()#
rcp<-recipe(~B1+B2+B3, data=DF) %>%
step_mutate_at(fn=DR_data, var=vars(PSME, TSHE, ALRU2))
dreg_fit<- workflow() %>%
add_model(dreg_spec) %>%
add_recipe(rcp)
dreg_rsmpl<-dreg_fit %>%
fit_resamples(kfolds)#Throws warning about all models failing
This works, but I'm not sure if it's what you were expecting.
First--getting the data setup for CV and DR_data()
I don't know of any package that has built what would essentially be a translation for CV and DirichletReg. Therefore, that part is manually done. You might be surprised to find it's not all that complicated.
Using the data you created and the modeling objects you created for tidymodels (those prefixed with set_), I created the CV structure that you were trying to use.
df1 <- data.frame(PSME = PSME_BA/Total_BA, TSHE = TSHE_BA/Total_BA,
ALRU2=ALRU2_BA/Total_BA, B1, B2, B3)
set.seed(88)
kDf2 <- kDf1 <- vfold_cv(df1, v=10, repeats = 2)
For each of the 20 subset data frames identified in kDf2, I used DR_data to set the data up for the models.
# convert to DR_data (each folds and repeats)
df2 <- map(1:20,
.f = function(x){
in_ids = kDf1$splits[[x]]$in_id
dd <- kDf1$splits[[x]]$data[in_ids, ] # filter rows BEFORE DR_data
dd$Y <- DR_data(dd[, 1:3])
kDf1$splits[[x]]$data <<- dd
})
Because I'm not all that familiar with tidymodels, next conducted the modeling using DirichReg. I then did it again with tidymodels and compared them. (The output is identical.)
DirichReg Models and summaries of the fits
set.seed(88)
# perform crossfold validation on Dirichlet Model
df2.fit <- map(1:20,
.f = function(x){
Rpt = kDf1$splits[[x]]$id$id
Fld = kDf1$splits[[x]]$id$id2
daf = kDf1$splits[[x]]$data
fit = DirichReg(Y ~ B1 + B2, daf)
list(Rept = Rpt, Fold = Fld, fit = fit)
})
# summary of each fitted model
fit.a <- map(1:20,
.f = function(x){
summary(df2.fit[[x]]$fit)
})
tidymodels and summaries of the fits (the code looks the same, but there are a few differences--the output is the same, though)
# I'm not sure what 'alternative' is supposed to do here?
dreg_spec <- DREG(param="alternative") %>% # this is not model = alternative
set_engine("DR")
set.seed(88)
dfa.fit <- map(1:20,
.f = function(x){
Rpt = kDf1$splits[[x]]$id$id
Fld = kDf1$splits[[x]]$id$id2
daf = kDf1$splits[[x]]$data
fit = dreg_spec %>%
fit(Y ~ B1 + B2, data = daf)
list(Rept = Rpt, Fold = Fld, fit = fit)
})
afit.a <- map(1:20,
.f = function(x){
summary(dfa.fit[[x]]$fit$fit) # extra nest for parsnip
})
If you wanted to see the first model?
fit.a[[1]]
afit.a[[1]]
If you wanted the model with the lowest AIC?
# comare AIC, BIC, and liklihood?
# what do you percieve best fit with?
fmin = min(unlist(map(1:20, ~fit.a[[.x]]$aic))) # dir
# find min AIC model number
paste0((map(1:20, ~ifelse(fit.a[[.x]]$aic == fmin, .x, ""))), collapse = "")
fit.a[[19]]
afit.a[[19]]
Related
I'm using gtsummary::tbl_custom_summary to present data analyzed through a test function I've written.
I'm getting this error:
Error in `mutate()`:
! Problem while computing `df_stats = pmap(...)`.
Caused by error in `as_group_map_function()`:
! Can't convert `.f`, NULL, to a function.
Backtrace:
1. gtsummary::tbl_custom_summary(...)
18. dplyr:::group_modify.grouped_df(...)
19. dplyr:::as_group_map_function(.f)
20. rlang::as_function(.f)
I haven't been able to tell if it has to do with data masking/quotations (which I tried to implement but, honestly, haven't understood much of…), or if it something related to gtsummary.
This is the code—please note the custom function's argument are modeled after tbl_custom_summary's requirements and have convenience defaults at the moment.
library(tidyverse)
library(infer)
library(gtsummary)
# Custom function supposedly uses infer package functions to determine the difference
# in medians and its bootstrapped CIs, returning a DF with values specified and
# 'glued' in the tbl_custom_summary call (statistic argument).
testdiffCI <- function(group_data,
full_data,
variable,
by,
type,
stat_display,
...,
point_stat = "median",
# This default is in order to use mtcars data
order = c("0", "1"),
ci_type = "bias-corrected"
) {
# change the function arg into one compatible with infer syntax, i.e. string
stat <- str_glue("diff in {point_stat}s") |> toString()
# These variables are passed as strings (names). Convert them to symbols.
variable <- sym(variable)
by <- sym(by)
# Calculate point estimate:
point <- full_data |>
# Trying to use shorthand defuse|>inject operator {{
# I'm really not sure if this is correct
specify(response={{variable}}, explanatory = {{by}}) |>
calculate(stat = stat, order = order) |> suppressWarnings()
# Bootstrap (population) object
boot <- full_data |>
specify(response = {{variable}}, explanatory = {{by}}) |>
generate(reps = 1000, type = "bootstrap") |>
calculate(stat = stat, order = order)
ci <- get_confidence_interval(boot,
type = ci_type,
point_estimate = point
)
# Return a tibble; column names are the same as those appearing in the statistic
# argument in tbl_custom_summary call
tibble(
diff = point$stat,
ci_lo = ci$lower_ci,
ci_up = ci$upper_ci
)
}
This is the call to the summary function:
mtcars |>
mutate(vs = as.factor(vs)) |>
tbl_custom_summary(
by = vs,
stat_fns = list(all_continuous() ~ testdiffCI),
statistic = ~ "{diff} ({ci_lo} – {ci_hi})"
)
Thanks for any insights you guys may share!
I followed this guideline for creating my own caret model Creating Your Own Model. There it states that
If a regression model is being used or if the classification model
does not create class probabilities a value of NULL can be used here
instead of a function
and so I do that
# Define the model cFBasic
cFBasic <- list(type = "Regression",
library = c("lubridate", "stringr"),
loop = NULL)
...
cFBasic$prob <- NULL
cFBasic$sort <- NULL
However, when I attempt testing the model the following error is produced:
control <- trainControl(method = "cv",
number = 10,
p = .9,
allowParallel = TRUE)
fit <- train(x = calib_set,
y = calib_set$y,
method = cFBasic,
trControl = control)
Error: some required components are missing: prob
How can I fix that? other than adding the function prob to generate a fake pro data frame to make caret happy.
By typing cFBasic$prob <- NULL, you are not actually adding a new item to your list.
Look at this:
cFBasic <- list(prob = NULL)
cFBasic
#> $prob
#> NULL
cFBasic$prob <- NULL
cFBasic
#> named list()
When you assign NULL to an object of a list, you delete that object. If you want to add a NULL object called prob and one NULL object called sort to a list you should type this way:
# Define the model cFBasic
cFBasic <- list(type = "Regression",
library = c("lubridate", "stringr"),
loop = NULL)
...
cFBasic <- c(cFBasic, list(prob = NULL))
cFBasic <- c(cFBasic, list(sort = NULL))
Have a try.
When I run the following code, I do NOT get this error:
## https://www.dataiku.com/learn/guide/code/r/time_series.html
library(readxl)
library(forecast)
library(dplyr)
library(prophet)
library(rstan)
library(Hmisc)
library(caret)
data<-read_excel("Time Series/Items.xlsx", col_types = c("text", "numeric"))
Nper=0.75
stmodels=c("meanf","naive","snaive","rwf","croston","stlf","ses","holt","hw","splinef","thetaf","ets","auto.arima","tbats","prophet")
gkuniforecast = function(data, Np, Ncolumn, tsfreq, model) {
## Preparation
N = ceiling(Np*nrow(data))
## Models
if (model=="prophet"){
df=data
names(df)=c("ds","y")
df$ds=as.Date(paste(df$ds,"-01",sep=""), "%Y-%b-%d")
train.df = df[1:N,]
na.df=data.frame(ds=rep(NA, N),y=rep(NA, N))
test.df <- rbind(na.df, df[(N+1):nrow(data),])
m <- prophet(train.df)
future <- make_future_dataframe(m, periods = nrow(data)-N, freq = 'month')
pro_forecast <- predict(m, future)
plot(m, pro_forecast)
##prophet_plot_components(m, forecast)
acc=matrix(rep(NA, 16),nrow=2,ncol=8,dimnames=list(c("Training set", "Test set"),c("ME","RMSE","MAE","MPE","MAPE","MASE","ACF1","Theil's U")))
acc["Test set","RMSE"]=sqrt(mean((pro_forecast$yhat - test.df)^2, na.rm = TRUE))
}else{
x=pull(data,Ncolumn)
train.x = ts(x[1:N], frequency=tsfreq)
test.x <- ts(c(rep(NA, N), x[(N+1):NROW(x)]), frequency=tsfreq)
str1=paste0("m_",model," = ",model,"(train.x)")
if (Np==1) {str2=paste0("f_",model," = forecast(m_",model,", h=NROW(x)")
} else {str2=paste0("f_",model," = forecast(m_",model,", h=NROW(x)-N)")}
str3=paste0("plot(f_",model,")")
str4="lines(test.x)"
str5=paste0("acc=accuracy(f_",model,",test.x)")
str=paste0(str1,";",str2,";",str3,";",str4,";",str5)
eval(parse(text=str))
}
return(acc)
}
acc = lapply(stmodels, gkuniforecast, data=data, Np=Nper, Ncolumn=2,tsfreq=12)
But when I run this code, I do:
##Forecast data prep
tsfreq=5
x=pull(data,1)
train.x = ts(x[1:N], frequency=tsfreq)
test.x <- ts(c(rep(NA, N), x[(N+1):NROW(x)]), frequency=tsfreq)
stmodels=c("meanf","naive","snaive","rwf","croston","stlf","ses","holt","hw"##,"splinef"
,"thetaf","ets","auto.arima","tbats")
for (i in 1:length(stmodels)){
str1=paste0("m_",stmodels[i]," = ",stmodels[i],"(train.x)")
str2=paste0("f_",stmodels[i]," = forecast(m_",stmodels[i],", h=NROW(x)-N)")
str3=paste0("plot(f_",stmodels[i],")")
str4="lines(test.x)"
str5=paste0('acc[["',stmodels[i],'"]]=accuracy(f_',stmodels[i],',test.x)')
str=paste0(str1,";",str2,";",str3,";",str4,";",str5)
eval(parse(text=str))
}
There seems to be a problem with 'hw' (splinef is commented out, because it gives me another error), but I do not understand why in the first dataset, I get no errors and I do with the second dataset. What is also different is the frequency.
Again the error is:
Please select a longer horizon when the forecasts are first computed
You are mixing functions that create forecasts directly (like meanf()) with functions that generate models (like ets()). For functions that generate forecasts directly, you need to specify the forecast horizon when you call the function. See https://otexts.org/fpp2/the-forecast-package-in-r.html for a list of functions that produce forecasts directly.
I'm attempting to incorporate logLoss as the performance measure used when tuning randomForest (other classifiers) by way of caret (instead of the default options of Accuracy or Kappa).
The first R script executes without error using defaults. However, I get:
Error in { : task 1 failed - "unused argument (model = method)"
when using the second script.
The function logLoss(predict(rfModel,test[,-c(1,95)],type="prob"),test[,95]) works by way of leveraging a separately trained randomForest model.
The dataframe has 100+ columns and 10,000+ rows. All elements are numeric outside of the 9-level categorical "target" at col=95. A row id is located in col=1.
Unfortunately, I'm not correctly grasping the guidance provided by http://topepo.github.io/caret/training.html, nor having much luck via google searches.
Your help are greatly appreciated.
Working R script:
fitControl = trainControl(method = "repeatedcv",number = 10,repeats = 10)
rfGrid = expand.grid(mtry=c(1,9))
rfFit = train(target ~ ., data = train[,-1],method = "rf",trControl = fitControl,verbose = FALSE,tuneGrid = rfGrid)
Not working R script:
logLoss = function(data,lev=NULL,method=NULL) {
lLoss = 0
epp = 10^-15
for (i in 1:nrow(data)) {
index = as.numeric(lev[i])
p = max(min(data[i,index],1-epp),epp)
lLoss = lLoss - log(p)
}
lLoss = lLoss/nrow(data)
names(lLoss) = c("logLoss")
lLoss
}
fitControl = trainControl(method = "repeatedcv",number = 10,repeats = 10,summaryFunction = logLoss)
rfGrid = expand.grid(mtry=c(1,9))
rfFit = train(target ~ ., data = trainBal[,-1],method = "rf",trControl = fitControl,verbose = FALSE,tuneGrid = rfGrid)
I think you should set summaryFunction=mnLogLoss in trainControl and metric="logLoss" in train (I found it here). Like this:
# load libraries
library(caret)
# load the dataset
data(iris)
# prepare resampling method
control <- trainControl(method="cv", number=5, classProbs=TRUE, summaryFunction=mnLogLoss)
set.seed(7)
fit <- train(Species~., data=iris, method="rf", metric="logLoss", trControl=control)
# display results
print(fit)
Your argument name is not correct (i.e. "unused argument (model = method)"). The webpage says that the last function argument should be called model and not method.
I am using a glmulti wrapper for glmer (binomial) and the summary is:
This is glmulti 1.0.7, Apr. 2013.
Length Class Mode
0 NULL NULL
Following what has been done on this this thread, though this is for lmer,
glmulti runs indefinitely when using genetic algorithm with lme4, I get the same result as above. Could it be that the versions have changed since and the wrapping has to be done differently? The following is the dummy code (lifted form the link above):
x = as.factor(round(runif(30),1))# dummy grouping factor
yind = runif(30,0,10) # mock dependent variable
a = runif(30) # dummy covariate
b = runif(30) # another dummy covariate
c = runif(30) # an another one
d = runif(30)
tmpdata <- data.frame(x=x,yind=yind,a=a,b=b,c=c,d=d)
lmer.glmulti <- function (formula, data, random = "", ...) {
lmer(paste(deparse(formula), random), data = data, REML=F, ...)
}
summary(glmulti(formula = yind~a*b*c*d,
data = tmpdata,
random = '+(1|x)',
level = 2,
method = 'h',
crit = 'aicc',
marginality = TRUE,
fitfunc = lmer.glmulti))
lme4 version: 1.1.5
glmulti version: 1.0.7
"R version 3.0.2 (2013-09-25)"
SOLUTION
This works:
lmer.glmulti <- function (formula, data, random, ...) {
lmer(paste(deparse(formula), random), data = data)
}
glmulti(y = yind~a*b*c*d,
data = tmpdata,
random = '+(1|x)',
level = 2,
method = 'h',
crit = 'aicc',
marginality = TRUE,
fitfunc = lmer.glmulti)
packageVersion('lme4')
‘1.1.5’
packageVersion('glmulti')
‘1.0.7’
R.version: 3.1.0
FYI: From the package maintainer:
"fitfunc must be the name of a function so your other call including the function definition in the glmulti call cannot work."
"you named the first argument to glmulti 'formula', where it must be unnamed or 'y'... Sorry. But y is a formula (if passing a string it is the dependent variable only). "