## ----results = "asis", echo = FALSE------------------------------------------- # output format should be of the form #> output #> output knitr::opts_chunk$set(collapse = TRUE, comment = "#>") # initialize: load library, make everything deterministic library("mlrCPO") set.seed(123) # get the path of the parent document # path = names(knitr::opts_knit$get("encoding"))[1] base = knitr::opts_knit$get("output.dir") file = sys.frame(min(grep("^knitr::knit$|^knit$", sapply(sys.calls(), function(x) as.character(x)[1]))))$input file = basename(file) path = file.path(base, file) rpath = gsub("\\.[^.]*$", ".R", path) # strip whitespace from lines in tangle (R file) output for lintr knitr::knit_hooks$set(document = function(x) { if (file_test("-f", rpath)) { lines = readLines(rpath) lines = gsub(" *(\n|$)", "\\1", lines) cat(lines, file = rpath, sep = "\n", append = FALSE) } x }) ############################# # do the trans-vignette ToC # ############################# fullfile = file allfiles = list.files(path = base, pattern = ".*\\.Rmd$") stopifnot(file %in% allfiles) # collect information (title, url, main / compact) for each file in vignette dir fileinfolist = list() for (cf in allfiles) { ismain = TRUE if (grepl("^z_", cf)) { infoslot = gsub("^z_", "", cf) infoslot = gsub("_terse\\.Rmd$", "", infoslot) subslot = "compact" } else { infoslot = gsub("^a_", "", cf) infoslot = gsub("\\.Rmd$", "", infoslot) subslot = "main" } content = scan(paste(base, cf, sep = "/"), what = "character", quiet = TRUE) pos = min(c(which(content == "title:"), Inf)) if (is.infinite(pos)) { stop(sprintf("parsing error: %s", cf)) } infolist = list(title = content[pos + 1], url = cf, iscurrent = cf == file) applist = list(infolist) names(applist) = subslot fileinfolist[[infoslot]] = c(fileinfolist[[infoslot]], applist) } # helper function that creates a link for all files except the current one linkify = function(info, title) { if (info$iscurrent) { title } else { sprintf("[%s](%s)", title, gsub("\\.Rmd$", ".html", info$url)) } } # output ToC for (idx in seq_along(fileinfolist)) { content = fileinfolist[[sort(names(fileinfolist))[idx]]] if (!is.null(content$compact)) { if (paste(sub("[0-9]\\. ", "", content$main$title), "(No Output)") != sub("^z ", "", content$compact$title)) { stop(sprintf("File %s and its compact version %s have incompatible titles\nThe compact version must be paste(main_title, \"(No Output)\"). Is: '%s', expected: '%s'", content$main$url, content$compact$url, content$compact$title, paste(content$main$title, "(No Output)"))) } line = sprintf("%s (%s)", linkify(content$main, content$main$title), linkify(content$compact, "compact version")) } else { line = linkify(content$main, content$main$title) } cat(sprintf("%s. %s\n", idx, line)) if (content$main$iscurrent || content$compact$iscurrent) { fullfile = content$main$url } } fullpath = file.path(base, fullfile) ############################# # Optional Document TOC # ############################# # print everything up to level `print.level`. # level is the number of '#' prefixes. The lowest level is usually 2. printToc = function(print.level = 3) { owncontent = readLines(fullpath) tripletic = grepl("^```", owncontent) owncontent = owncontent[cumsum(tripletic) %% 2 == 0] # exclude ```-delimited code headlines = grep("^#+ +", owncontent, value = TRUE) headlevels = nchar(gsub(" .*", "", headlines)) headlines = gsub("^[#]+ +", "", headlines) links = gsub("[^-a-z. ]", "", tolower(headlines)) links = gsub(" +", "-", links) links = gsub("-$", "", links) if (!sum(headlevels <= print.level)) { return(invisible(NULL)) } cat("Table of Contents\n
\n", sep = "") lastlevel = headlevels[1] - 1 for (idx in seq_along(headlines)) { line = headlines[idx] level = headlevels[idx] link = links[idx] if (level > print.level) { next } if (level < headlevels[1]) { stop("First headline level must be the lowest one used, but '", line, "' is lower.") } lvldiff = level - lastlevel if (lvldiff > 1) { stop("Cannot jump headline levels. Error on: ", line) } if (lvldiff > 0) { # higher level -> open a
\n") } ############################# # Some output settings # ############################# options(width = 80) replaceprint = function(ofunc) { force(ofunc) function(x, ...) { cu = capture.output({ret = ofunc(x, ...)}) cu = grep("time: [-+e0-9.]{1,6}", cu, value = TRUE, invert = TRUE) cat(paste(cu, collapse = "\n")) if (!grepl("\n$", tail(cu, 1))) { cat("\n") } ret } } for (pfunc in grep("print\\.", ls(asNamespace("mlr")), value = TRUE)) { ofunc = get(pfunc, asNamespace("mlr")) assign(pfunc, replaceprint(ofunc)) } ## ----eval = TRUE, echo = FALSE, results = 'asis'------------------------------ printToc(4) ## ----------------------------------------------------------------------------- !cpoPca() ## ----------------------------------------------------------------------------- xmpSample = makeCPORetrafoless("exsample", # nolint pSS(fraction: numeric[0, 1]), dataformat = "df.all", cpo.trafo = function(data, target, fraction) { newsize = round(nrow(data) * fraction) row.indices = sample(nrow(data), newsize) data[row.indices, ] }) cpo = xmpSample(0.01) ## ----------------------------------------------------------------------------- iris %>>% cpo ## ----------------------------------------------------------------------------- xmpSampleHeadless = makeCPORetrafoless("exsample", # nolint pSS(fraction: numeric[0, 1]), dataformat = "df.all", cpo.trafo = { newsize = round(nrow(data) * fraction) row.indices = sample(nrow(data), newsize) data[row.indices, ] }) ## ----------------------------------------------------------------------------- xmpFilterVar = makeCPO("exemplvar", # nolint pSS(n.col: integer[0, ]), dataformat = "numeric", cpo.train = function(data, target, n.col) { cat("*** cpo.train ***\n") sapply(data, var, na.rm = TRUE) }, cpo.retrafo = function(data, control, n.col) { cat("*** cpo.retrafo ***\n") cat("Control:\n") print(control) cat("\n") greatest = order(-control) # columns, ordered greatest to smallest var data[greatest[seq_len(n.col)]] }) cpo = xmpFilterVar(2) ## ----------------------------------------------------------------------------- (trafd = head(iris) %>>% cpo) ## ----------------------------------------------------------------------------- head(iris %>>% cpo) ## ----------------------------------------------------------------------------- head(iris %>>% retrafo(trafd)) ## ----------------------------------------------------------------------------- getCPOTrainedState(retrafo(trafd)) ## ----------------------------------------------------------------------------- xmpFilterVarFunc = makeCPO("exemplvar.func", # nolint pSS(n.col: integer[0, ]), dataformat = "numeric", cpo.retrafo = NULL, cpo.train = function(data, target, n.col) { cat("*** cpo.train ***\n") ctrl = sapply(data, var, na.rm = TRUE) function(x) { # the data is given to the only present parameter: 'x' cat("*** cpo.retrafo ***\n") cat("Control:\n") print(ctrl) cat("\ndata:\n") print(data) # 'data' is deleted: NULL cat("target:\n") print(target) # 'target' is deleted: NULL greatest = order(-ctrl) # columns, ordered greatest to smallest var x[greatest[seq_len(n.col)]] } }) cpo = xmpFilterVarFunc(2) ## ----------------------------------------------------------------------------- (trafd = head(iris) %>>% cpo) ## ----------------------------------------------------------------------------- getCPOTrainedState(retrafo(trafd)) ## ----------------------------------------------------------------------------- xmpAsNum = makeCPO("asnum", # nolint cpo.train = NULL, cpo.retrafo = function(data) { data.frame(lapply(data, as.numeric)) }) cpo = xmpAsNum() ## ----------------------------------------------------------------------------- (trafd = head(iris) %>>% cpo) ## ----------------------------------------------------------------------------- getCPOTrainedState(retrafo(trafd)) ## ----------------------------------------------------------------------------- xmpPca = makeCPOExtendedTrafo("simple.pca", # nolint pSS(n.col: integer[0, ]), dataformat = "numeric", cpo.trafo = function(data, target, n.col) { cat("*** cpo.trafo ***\n") pcr = prcomp(as.matrix(data), center = FALSE, scale. = FALSE, rank = n.col) # save the rotation matrix as 'control' variable control = pcr$rotation pcr$x }, cpo.retrafo = function(data, control, n.col) { cat("*** cpo.retrafo ***\n") # rotate the data by the rotation matrix as.matrix(data) %*% control }) cpo = xmpPca(2) ## ----------------------------------------------------------------------------- (trafd = head(iris) %>>% cpo) ## ----------------------------------------------------------------------------- tail(iris) %>>% retrafo(trafd) ## ----------------------------------------------------------------------------- getCPOTrainedState(retrafo(trafd)) ## ----------------------------------------------------------------------------- xmpPcaFunc = makeCPOExtendedTrafo("simple.pca.func", # nolint pSS(n.col: integer[0, ]), dataformat = "numeric", cpo.retrafo = NULL, cpo.trafo = function(data, target, n.col) { cat("*** cpo.trafo ***\n") pcr = prcomp(as.matrix(data), center = FALSE, scale. = FALSE, rank = n.col) # save the rotation matrix as 'control' variable cpo.retrafo = function(data) { cat("*** cpo.retrafo ***\n") # rotate the data by the rotation matrix as.matrix(data) %*% pcr$rotation } pcr$x }) cpo = xmpPcaFunc(2) ## ----------------------------------------------------------------------------- (trafd = head(iris) %>>% cpo) ## ----------------------------------------------------------------------------- getCPOTrainedState(retrafo(trafd))$pcr$x ## ----eval = FALSE------------------------------------------------------------- # c(response = "response", se = "prob") ## ----------------------------------------------------------------------------- xmpMetaLearn = makeCPOTargetOp("xmp.meta", # nolint pSS(lrn: untyped), dataformat = "task", properties.target = c("classif", "twoclass"), predict.type.map = c(response = "response", prob = "prob"), cpo.train = function(data, target, lrn) { cat("*** cpo.train ***\n") lrn = setPredictType(lrn, "prob") train(lrn, data) }, cpo.retrafo = function(data, target, control, lrn) { cat("*** cpo.retrafo ***\n") prediction = predict(control, target) tname = getTaskTargetNames(target) tdata = getTaskData(target) tdata[[tname]] = factor(prediction$data$response == prediction$data$truth) makeClassifTask(getTaskId(target), tdata, tname, positive = "TRUE", fixup.data = "no", check.data = FALSE) }, cpo.train.invert = function(data, control, lrn) { cat("*** cpo.train.invert ***\n") predict(control, newdata = data)$data }, cpo.invert = function(target, control.invert, predict.type, lrn) { cat("*** cpo.invert ***\n") if (predict.type == "prob") { outmat = as.matrix(control.invert[grep("^prob\\.", names(control.invert))]) revmat = outmat[, c(2, 1)] outmat * target[, "prob.TRUE", drop = TRUE] + revmat * target[, "prob.FALSE", drop = TRUE] } else { stopifnot(levels(target) == c("FALSE", "TRUE")) numeric.prediction = as.numeric(control.invert$response) numeric.res = ifelse(target == "TRUE", numeric.prediction, 3 - numeric.prediction) factor(levels(control.invert$response)[numeric.res], levels(control.invert$response)) } }) cpo = xmpMetaLearn(makeLearner("classif.logreg")) ## ----------------------------------------------------------------------------- set.seed(12) split = makeResampleInstance(hout, pid.task) train.task = subsetTask(pid.task, split$train.inds[[1]]) test.task = subsetTask(pid.task, split$predict.inds[[1]]) ## ----------------------------------------------------------------------------- trafd = train.task %>>% cpo attributes(trafd) ## ----------------------------------------------------------------------------- head(getTaskData(trafd)) ## ----------------------------------------------------------------------------- model = train(makeLearner("classif.logreg", predict.type = "prob"), train.task) head(predict(model, train.task)$data[c("truth", "response")]) ## ----------------------------------------------------------------------------- retr = test.task %>>% retrafo(trafd) attributes(retr) ## ----------------------------------------------------------------------------- retr.df = getTaskData(test.task, target.extra = TRUE)$data %>>% retrafo(trafd) names(attributes(retr.df)) ## ----------------------------------------------------------------------------- ext.model = train("classif.svm", trafd) ext.pred = predict(ext.model, retr) newpred = invert(inverter(retr), ext.pred) performance(newpred) ## ----------------------------------------------------------------------------- cpo.learner = cpo %>>% makeLearner("classif.svm") cpo.model = train(cpo.learner, train.task) ## ----------------------------------------------------------------------------- lrnpred = predict(cpo.model, test.task) performance(lrnpred) ## ----------------------------------------------------------------------------- xmpMetaLearn = makeCPOTargetOp("xmp.meta.fnc", # nolint pSS(lrn: untyped), dataformat = "task", properties.target = c("classif", "twoclass"), predict.type.map = c(response = "response", prob = "prob"), # set the cpo.* parameters not needed to NULL: cpo.retrafo = NULL, cpo.train.invert = NULL, cpo.invert = NULL, cpo.train = function(data, target, lrn) { cat("*** cpo.train ***\n") lrn = setPredictType(lrn, "prob") model = train(lrn, data) cpo.retrafo = function(data, target) { cat("*** cpo.retrafo ***\n") prediction = predict(model, target) tname = getTaskTargetNames(target) tdata = getTaskData(target) tdata[[tname]] = factor(prediction$data$response == prediction$data$truth) makeClassifTask(getTaskId(target), tdata, tname, positive = "TRUE", fixup.data = "no", check.data = FALSE) } cpo.train.invert = function(data) { cat("*** cpo.train.invert ***\n") prediction = predict(model, newdata = data)$data function(target, predict.type) { # this is returned as cpo.invert cat("*** cpo.invert ***\n") if (predict.type == "prob") { outmat = as.matrix(prediction[grep("^prob\\.", names(prediction))]) revmat = outmat[, c(2, 1)] outmat * target[, "prob.TRUE", drop = TRUE] + revmat * target[, "prob.FALSE", drop = TRUE] } else { stopifnot(levels(target) == c("FALSE", "TRUE")) numeric.prediction = as.numeric(prediction$response) numeric.res = ifelse(target == "TRUE", numeric.prediction, 3 - numeric.prediction) factor(levels(prediction$response)[numeric.res], levels(prediction$response)) } } } }) ## ----------------------------------------------------------------------------- xmpRegCenter = makeCPOTargetOp("xmp.center", # nolint constant.invert = TRUE, cpo.train.invert = NULL, # necessary for constant.invert = TRUE dataformat = "df.feature", properties.target = "regr", cpo.train = function(data, target) { # control value is just the mean of the target column mean(target[[1]]) }, cpo.retrafo = function(data, target, control) { # subtract mean from target column in retrafo target[[1]] = target[[1]] - control target }, cpo.invert = function(target, predict.type, control.invert) { target + control.invert }) cpo = xmpRegCenter() ## ----------------------------------------------------------------------------- train.task = subsetTask(bh.task, 150:155) getTaskTargets(train.task) ## ----------------------------------------------------------------------------- predict.task = subsetTask(bh.task, 156:160) getTaskTargets(predict.task) ## ----------------------------------------------------------------------------- trafd = train.task %>>% cpo getTaskTargets(trafd) ## ----------------------------------------------------------------------------- getTaskTargets(predict.task) ## ----------------------------------------------------------------------------- retr = retrafo(trafd) predict.traf = predict.task %>>% retr getTaskTargets(predict.traf) ## ----warnings = FALSE--------------------------------------------------------- model = train("regr.lm", trafd) pred = predict(model, predict.traf) pred ## ----------------------------------------------------------------------------- invert(inverter(predict.traf), pred) ## ----warnings = FALSE--------------------------------------------------------- model = train("regr.lm", train.task) predict(model, predict.task) ## ----------------------------------------------------------------------------- getCPOTrainedCapability(retr) ## ----------------------------------------------------------------------------- invert(retr, pred) ## ----------------------------------------------------------------------------- xmpLogRegr = makeCPOTargetOp("log.regr", # nolint constant.invert = TRUE, properties.target = "regr", cpo.train = NULL, cpo.train.invert = NULL, cpo.retrafo = function(data, target) { target[[1]] = log(target[[1]]) target }, cpo.invert = function(target, predict.type) { exp(target) }) cpo = xmpLogRegr() ## ----------------------------------------------------------------------------- trafd = train.task %>>% cpo getTaskTargets(trafd) ## ----------------------------------------------------------------------------- retr = retrafo(trafd) predict.traf = predict.task %>>% retr getTaskTargets(predict.traf) ## ----warnings = FALSE--------------------------------------------------------- model = train("regr.lm", trafd) pred = predict(model, predict.traf) pred ## ----------------------------------------------------------------------------- invert(inverter(predict.traf), pred) ## ----------------------------------------------------------------------------- invert(retr, pred) ## ----------------------------------------------------------------------------- xmpSynCPO = makeCPOExtendedTargetOp("syn.cpo", # nolint properties.target = "regr", cpo.trafo = function(data, target) { cat("*** cpo.trafo ***\n") target[[1]] = target[[1]] + 1 control = "control created in cpo.trafo" control.invert = "control.invert created in cpo.trafo" target }, cpo.retrafo = function(data, target, control) { cat("*** cpo.retrafo ***", "control is:", deparse(control), sep = "\n") control.invert = "control.invert created in cpo.retrafo" if (!is.null(target)) { cat("target is non-NULL, performing transformation\n") target[[1]] = target[[1]] - 1 return(target) } else { cat("target is NULL, no transformation (but control.invert was created)\n") return(NULL) # is ignored. } }, cpo.invert = function(target, control.invert, predict.type) { cat("*** invert ***", "control.invert is:", deparse(control.invert), sep = "\n") target }) cpo = xmpSynCPO() ## ----------------------------------------------------------------------------- trafd = train.task %>>% cpo getTaskTargets(trafd) ## ----------------------------------------------------------------------------- retrafd = train.task %>>% retrafo(trafd) ## ----------------------------------------------------------------------------- getTaskTargets(retrafd) ## ----------------------------------------------------------------------------- retrafd = getTaskData(train.task, target.extra = TRUE)$data %>>% retrafo(trafd) ## ----------------------------------------------------------------------------- inv = invert(inverter(trafd), 1:6) ## ----------------------------------------------------------------------------- inv = invert(inverter(retrafd), 1:6) ## ----echo = FALSE------------------------------------------------------------- oscipen = options("scipen") options(scipen = 10) ## ----------------------------------------------------------------------------- learners = list( logreg = makeLearner("classif.logreg"), svm = makeLearner("classif.svm"), cpo = xmpMetaLearn(makeLearner("classif.logreg")) %>>% makeLearner("classif.svm") ) # suppress output of '*** cpo.train ***' etc. configureMlr(show.info = FALSE, show.learner.output = FALSE) perfs = sapply(learners, function(lrn) { unname(replicate(20, resample(lrn, pid.task, cv10)$aggr)) }) # reset mlr settings configureMlr() boxplot(perfs) ## ----------------------------------------------------------------------------- pvals = c( logreg = t.test(perfs[, "logreg"], perfs[, "cpo"], "greater")$p.value, svm = t.test(perfs[, "svm"], perfs[, "cpo"], "greater")$p.value ) round(p.adjust(pvals), 3) ## ----echo = FALSE------------------------------------------------------------- options(scipen = oscipen$scipen)