library(agghoo) standardCV <- function(data, target, task = NULL, gmodel = NULL, params = NULL, loss = NULL, CV = list(type = "MC", V = 10, test_size = 0.2, shuffle = TRUE) ) { if (!is.null(task)) task = match.arg(task, c("classification", "regression")) if (is.character(gmodel)) gmodel <- match.arg(gmodel, c("knn", "ppr", "rf", "tree")) if (is.numeric(params) || is.character(params)) params <- as.list(params) if (is.null(task)) { if (is.numeric(target)) task = "regression" else task = "classification" } if (is.null(loss)) { loss <- function(y1, y2) { if (task == "classification") { if (is.null(dim(y1))) mean(y1 != y2) else { if (!is.null(dim(y2))) mean(rowSums(abs(y1 - y2))) else { y2 <- as.character(y2) names <- colnames(y1) positions <- list() for (idx in seq_along(names)) positions[[ names[idx] ]] <- idx mean(vapply( seq_along(y2), function(idx) sum(abs(y1[idx,] - positions[[ y2[idx] ]])), 0)) } } } else mean(abs(y1 - y2)) } } n <- nrow(data) shuffle_inds <- NULL if (CV$type == "vfold" && CV$shuffle) shuffle_inds <- sample(n, n) get_testIndices <- function(v, shuffle_inds) { if (CV$type == "vfold") { first_index = round((v-1) * n / CV$V) + 1 last_index = round(v * n / CV$V) test_indices = first_index:last_index if (!is.null(shuffle_inds)) test_indices <- shuffle_inds[test_indices] } else test_indices = sample(n, round(n * CV$test_size)) test_indices } list_testinds <- list() for (v in seq_len(CV$V)) list_testinds[[v]] <- get_testIndices(v, shuffle_inds) gmodel <- agghoo::Model$new(data, target, task, gmodel, params) best_error <- Inf best_model <- NULL for (p in seq_len(gmodel$nmodels)) { error <- 0 for (v in seq_len(CV$V)) { testIdx <- list_testinds[[v]] dataHO <- data[-testIdx,] testX <- data[testIdx,] targetHO <- target[-testIdx] testY <- target[testIdx] if (!is.matrix(dataHO) && !is.data.frame(dataHO)) dataHO <- as.matrix(dataHO) if (!is.matrix(testX) && !is.data.frame(testX)) testX <- as.matrix(testX) model_pred <- gmodel$get(dataHO, targetHO, p) prediction <- model_pred(testX) error <- error + loss(prediction, testY) } if (error <= best_error) { newModel <- list(model=model_pred, param=gmodel$getParam(p)) if (error == best_error) best_model[[length(best_model)+1]] <- newModel else { best_model <- list(newModel) best_error <- error } } } best_model[[ sample(length(best_model), 1) ]] } compareToCV <- function(df, t_idx, task=NULL, rseed=-1, verbose=TRUE, ...) { if (rseed >= 0) set.seed(rseed) if (is.null(task)) task <- ifelse(is.numeric(df[,t_idx]), "regression", "classification") n <- nrow(df) test_indices <- sample( n, round(n / ifelse(n >= 500, 10, 5)) ) data <- as.matrix(df[-test_indices,-t_idx]) target <- df[-test_indices,t_idx] test <- as.matrix(df[test_indices,-t_idx]) a <- agghoo(data, target, task, ...) a$fit() if (verbose) { print("Parameters:") print(unlist(a$getParams())) } pa <- a$predict(test) err_a <- ifelse(task == "classification", mean(pa != df[test_indices,t_idx]), mean(abs(pa - df[test_indices,t_idx]))) if (verbose) print(paste("error agghoo:", err_a)) # Compare with standard cross-validation: s <- standardCV(data, target, task, ...) if (verbose) print(paste( "Parameter:", s$param )) ps <- s$model(test) err_s <- ifelse(task == "classification", mean(ps != df[test_indices,t_idx]), mean(abs(ps - df[test_indices,t_idx]))) if (verbose) print(paste("error CV:", err_s)) invisible(c(err_a, err_s)) } library(parallel) compareMulti <- function(df, t_idx, task = NULL, N = 100, nc = NA, ...) { if (is.na(nc)) nc <- detectCores() compareOne <- function(n) { print(n) compareToCV(df, t_idx, task, n, verbose=FALSE, ...) } errors <- if (nc >= 2) { mclapply(1:N, compareOne, mc.cores = nc) } else { lapply(1:N, compareOne) } print("error agghoo vs. cross-validation:") Reduce('+', errors) / N }