How to make a new prediction using rfcv in R - r

I have used the RandomForest (RF) Package in R for making RF cross validation for proteins data using "rfcv" function.
How can I make a predict for new protein data using object I had from rfcv?

rfvc will cross validate the model against some data.
In order to predict some values for other data you need to use the predict function.
Given a forest, rf and some new data newdata call
predict(rf, newdata)
The detailed docs give this as an example:
data(iris)
set.seed(111)
ind <- sample(2, nrow(iris), replace = TRUE, prob=c(0.8, 0.2))
iris.rf <- randomForest(Species ~ ., data=iris[ind == 1,])
iris.pred <- predict(iris.rf, iris[ind == 2,])
table(observed = iris[ind==2, "Species"], predicted = iris.pred)
## Get prediction for all trees.

Related

How to calibrate probabilities in R?

I am trying to calibrate probabilities that I get with the predict function in the R package.
I have in my case two classes and mutiple predictors. I used the iris dataset as an example for you to try and help me out.
my_data <- iris %>% #reducing the data to have two classes only
dplyr::filter((Species =="virginica" | Species == "versicolor") ) %>% dplyr::select(Sepal.Length,Sepal.Width,Petal.Length,Petal.Width,Species)
my_data <- droplevels(my_data)
index <- createDataPartition(y=my_data$Species,p=0.6,list=FALSE)
#creating train and test set for machine learning
Train <- my_data[index,]
Test <- my_data[-index,]
#machine learning based on Train data partition with glmnet method
classCtrl <- trainControl(method = "repeatedcv", number=10,repeats=5,classProbs = TRUE,savePredictions = "final")
set.seed(355)
glmnet_ML <- train(Species~., Train, method= "glmnet", trControl=classCtrl)
glmnet_ML
#probabilities to assign each row of data to one class or the other on Test
predTestprob <- predict(glmnet_ML,Test,type="prob")
pred
#trying out calibration following "Applied predictive modeling" book from Max Kuhn p266-273
predTrainprob <- predict(glmnet_ML,Train,type="prob")
predTest <- predict(glmnet_ML,Test)
predTestprob <- predict(glmnet_ML,Test,type="prob")
Test$PredProb <- predTestprob[,"versicolor"]
Test$Pred <- predTest
Train$PredProb <- predTrainprob[,"versicolor"]
#logistic regression to calibrate
sigmoidalCal <- glm(relevel(Species, ref= "virginica") ~ PredProb,data = Train,family = binomial)
coef(summary(sigmoidalCal))
#predicting calibrated scores
sigmoidProbs <- predict(sigmoidalCal,newdata = Test[,"PredProb", drop = FALSE],type = "response")
Test$CalProb <- sigmoidProbs
#plotting to see if it works
calCurve2 <- calibration(Species ~ PredProb + CalProb, data = Test)
xyplot(calCurve2,auto.key = list(columns = 2))
According to me, the result given by the plot is not good which indicates a mistake in the calibration, the Calprob curve should follow the diagonal but it doe not.
Has anyone done anything similar ?

Depth and OOB error of a randomForest and randomForestSRC

Here is my code for random forest and rfsrc in R; Is there anyway to include n_estimators and max_depth like sklearn version in my R code ? Also, How can I plot OBB error vs number of trees plot like this?
set.seed(2234)
tic("Time to train RFSRC fast")
fast.o <- rfsrc.fast(Label ~ ., data = train[(1:50000),],forest=TRUE)
toc()
print(fast.o)
#print(vimp(fast.o)$importance)
set.seed(2367)
tic("Time to test RFSRC fast ")
#data(breast, package = "randomForestSRC")
fast.pred <- predict(fast.o, test[(1:50000),])
toc()
print(fast.pred)
set.seed(3)
tic("RF model fitting without Parallelization")
rf <-randomForest(Label~.,data=train[(1:50000),])
toc()
print(rf)
plot(rf)
varImp(rf,sort = T)
varImpPlot(rf, sort=T, n.var= 10, main= "Variable Importance", pch=16)
rf_pred <- predict(rf, newdata=test[(1:50000),])
confMatrix <- confusionMatrix(rf_pred,test[(1:50000),]$Label)
confMatrix
I appreciate your time.
You need to set block.size=1 , and also take note the sampling is without replacement, you can check the vignette for rfsrc:
Unlike Breiman's random forests, the default action here is sampling
without replacement. Thus out-of-bag (OOB) technically means
out-of-sample, but for legacy reasons we retain the term OOB.
So using an example dataset,
library(mlbench)
library(randomForestSRC)
data(Sonar)
set.seed(911)
trn = sample(nrow(Sonar),150)
rf <- rfsrc(Class ~ ., data = Sonar[trn,],ntree=500,block.size=1,importance=TRUE)
pred <- predict(rf,Sonar[-trn,],block.size=1)
plot(rf$err.rate[,1],type="l",col="steelblue",xlab="ntrees",ylab="err.rate",
ylim=c(0,0.5))
lines(pred$err.rate[,1],col="orange")
legend("topright",fill=c("steelblue","orange"),c("test","OOB.train"))
In randomForest:
library(randomForest)
rf <- randomForest(Class ~ ., data = Sonar[trn,],ntree=500)
pred <- predict(rf,Sonar[-trn,],predict.all=TRUE)
Not very sure if there's an easier to get ntrees error:
err_by_tree = sapply(1:ncol(pred$individual),function(i){
apply(pred$individual[,1:i,drop=FALSE],1,
function(i)with(rle(i),values[which.max(lengths)]))
})
err_by_tree = colMeans(err_by_tree!=Sonar$Class[-trn])
Then plot:
plot(rf$err.rate[,1],type="l",col="steelblue",xlab="ntrees",ylab="err.rate",
ylim=c(0,0.5))
lines(err_by_tree,col="orange")
legend("topright",fill=c("steelblue","orange"),c("test","OOB.train"))

How to stack machine learning models in R

I am new to machine learning and R.
I know that there is an R package called caretEnsemble, which could conveniently stack the models in R. However, this package looks has some problems when deals with multi-classes classification tasks.
Temporarily, I wrote some codes to try to stack the models manually and here is the example I worked on:
library(caret)
set.seed(123)
library(AppliedPredictiveModeling)
data(AlzheimerDisease)
adData = data.frame(diagnosis, predictors)
inTrain = createDataPartition(adData$diagnosis, p = 3 / 4)[[1]]
training = adData[inTrain,]
testing = adData[-inTrain,]
set.seed(62433)
modelFitRF <- train(diagnosis ~ ., data = training, method = "rf")
modelFitGBM <- train(diagnosis ~ ., data = training, method = "gbm",verbose=F)
modelFitLDA <- train(diagnosis ~ ., data = training, method = "lda")
predRF <- predict(modelFitRF,newdata=testing)
predGBM <- predict(modelFitGBM, newdata = testing)
prefLDA <- predict(modelFitLDA, newdata = testing)
confusionMatrix(predRF, testing$diagnosis)$overall[1]
#Accuracy
#0.7682927
confusionMatrix(predGBM, testing$diagnosis)$overall[1]
#Accuracy
#0.7926829
confusionMatrix(prefLDA, testing$diagnosis)$overall[1]
#Accuracy
#0.7682927
Now I've got three models: modelFitRF, modelFitGBM and modelFitLDA, and three predicted vectors corresponding to such three models based on the test set.
Then I will create a data frame to contain these predicted vectors and the original dependent variable in the test set:
predDF <- data.frame(predRF, predGBM, prefLDA, diagnosis = testing$diagnosis, stringsAsFactors = F)
And then, I just used such data frame as a new train set to create a stacked model:
modelStack <- train(diagnosis ~ ., data = predDF, method = "rf")
combPred <- predict(modelStack, predDF)
confusionMatrix(combPred, testing$diagnosis)$overall[1]
#Accuracy
#0.804878
Considering that stacking models usually should improve the accuracy of the predictions, I'de like to believe this might be a right to stack the models. However, I also doubt that here I used the predDF which is created by the predictions from three models with the test set.
I am not sure whether I should use the results from the test set and then apply them back to the test set to get final predictions?
(I am referring to this block below:)
predDF <- data.frame(predRF, predGBM, prefLDA, diagnosis = testing$diagnosis, stringsAsFactors = F)
modelStack <- train(diagnosis ~ ., data = predDF, method = "rf")
combPred <- predict(modelStack, predDF)
confusionMatrix(combPred, testing$diagnosis)$overall[1]

Predict using randomForest package in R

How can I use result of randomForest call in R to predict labels on some unlabled data (e.g. real world input to be classified)?
Code:
train_data = read.csv("train.csv")
input_data = read.csv("input.csv")
result_forest = randomForest(Label ~ ., data=train_data)
labeled_input = result_forest.predict(input_data) # I need something like this
train.csv:
a;b;c;label;
1;1;1;a;
2;2;2;b;
1;2;1;c;
input.csv:
a;b;c;
1;1;1;
2;1;2;
I need to get something like this
a;b;c;label;
1;1;1;a;
2;1;2;b;
Let me know if this is what you are getting at.
You train your randomforest with your training data:
# Training dataset
train_data <- read.csv("train.csv")
#Train randomForest
forest_model <- randomForest(label ~ ., data=train_data)
Now that the randomforest is trained, you want to give it new data so it can predict what the labels are.
input_data$predictedlabel <- predict(forest_model, newdata=input_data)
The above code adds a new column to your input_data showing the predicted label.
You can use the predict function
for example:
data(iris)
set.seed(111)
ind <- sample(2, nrow(iris), replace = TRUE, prob=c(0.8, 0.2))
iris.rf <- randomForest(Species ~ ., data=iris[ind == 1,])
iris.pred <- predict(iris.rf, iris[ind == 2,])
This is from http://ugrad.stat.ubc.ca/R/library/randomForest/html/predict.randomForest.html

Predict outcome in R

I have been using the predict function in R to predict a randomForests model outcomes for a testing set when it suddenly it would only return the predicted levels instead of the probabilities. I specified the type as response but it still returns factors. What possibly could cause this?
The data consists in 23 variables, 20 of which are factors (unordered) and two of which are numeric. I am trying to predict whether a product will sell or not (0 or 1). Here is the code for the prediction:
library(randomForest)
rf = randomForest(sold ~., data = train, ntree=200, nodesize=25)
prf <- predict(rf, newdata = test, type ="response")
set type="prob"
data(iris)
library(randomForest)
seed(1234)
train.key = sort(sample(1:dim(iris)[1],100))
iris.train = iris[train.key,]
iris.test = iris[-train.key,]
rf = randomForest(Species ~., data = iris.train)
predicted.prob = predict(rf,newData=iris.test,type ="prob")

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