#' @param target Vector of targets (generally numeric or factor)
#' @param task "regression" or "classification"
#' @param gmodel Generic model returning a predictive function
- #' @param quality Function assessing the quality of a prediction;
- #' quality(y1, y2) --> real number
- initialize = function(data, target, task, gmodel, quality = NULL) {
+ #' @param loss Function assessing the error of a prediction
+ initialize = function(data, target, task, gmodel, loss = NULL) {
private$data <- data
private$target <- target
private$task <- task
private$gmodel <- gmodel
- if (is.null(quality)) {
- quality <- function(y1, y2) {
- # NOTE: if classif output is a probability matrix, adapt.
- if (task == "classification")
- mean(y1 == y2)
- else
- atan(1.0 / (mean(abs(y1 - y2) + 0.01))) #experimental...
- }
- }
- private$quality <- quality
+ if (is.null(loss))
+ loss <- private$defaultLoss
+ private$loss <- loss
},
#' @description Fit an agghoo model.
#' @param CV List describing cross-validation to run. Slots:
#' (irrelevant for V-fold). Default: 0.2.
#' - shuffle: wether or not to shuffle data before V-fold.
#' Irrelevant for Monte-Carlo; default: TRUE
- #' @param mode "agghoo" or "standard" (for usual cross-validation)
fit = function(
CV = list(type = "MC",
V = 10,
test_size = 0.2,
- shuffle = TRUE),
- mode="agghoo"
+ shuffle = TRUE)
) {
if (!is.list(CV))
stop("CV: list of type, V, [test_size], [shuffle]")
n <- nrow(private$data)
- shuffle_inds <- NA
+ shuffle_inds <- NULL
if (CV$type == "vfold" && CV$shuffle)
shuffle_inds <- sample(n, n)
- if (mode == "agghoo") {
- vperfs <- list()
- for (v in 1:CV$V) {
- test_indices <- private$get_testIndices(CV, v, n, shuffle_inds)
- vperf <- private$get_modelPerf(test_indices)
- vperfs[[v]] <- vperf
- }
- private$run_res <- vperfs
- }
- else {
- # Standard cross-validation
- best_index = 0
- best_perf <- -1
- for (p in 1:private$gmodel$nmodels) {
- tot_perf <- 0
- for (v in 1:CV$V) {
- test_indices <- private$get_testIndices(CV, v, n, shuffle_inds)
- perf <- private$get_modelPerf(test_indices, p)
- tot_perf <- tot_perf + perf / CV$V
- }
- if (tot_perf > best_perf) {
- # TODO: if ex-aequos: models list + choose at random
- best_index <- p
- best_perf <- tot_perf
+ # Result: list of V predictive models (+ parameters for info)
+ private$pmodels <- list()
+ for (v in seq_len(CV$V)) {
+ # Prepare train / test data and target, from full dataset.
+ # dataHO: "data Hold-Out" etc.
+ test_indices <- private$get_testIndices(CV, v, n, shuffle_inds)
+ dataHO <- private$data[-test_indices,]
+ testX <- private$data[test_indices,]
+ targetHO <- private$target[-test_indices]
+ testY <- private$target[test_indices]
+ # [HACK] R will cast 1-dim matrices into vectors:
+ if (!is.matrix(dataHO) && !is.data.frame(dataHO))
+ dataHO <- as.matrix(dataHO)
+ if (!is.matrix(testX) && !is.data.frame(testX))
+ testX <- as.matrix(testX)
+ best_model <- NULL
+ best_error <- Inf
+ for (p in seq_len(private$gmodel$nmodels)) {
+ model_pred <- private$gmodel$get(dataHO, targetHO, p)
+ prediction <- model_pred(testX)
+ error <- private$loss(prediction, testY)
+ if (error <= best_error) {
+ newModel <- list(model=model_pred, param=private$gmodel$getParam(p))
+ if (error == best_error)
+ best_model[[length(best_model)+1]] <- newModel
+ else {
+ best_model <- list(newModel)
+ best_error <- error
+ }
}
}
- best_model <- private$gmodel$get(private$data, private$target, best_index)
- private$run_res <- list( list(model=best_model, perf=best_perf) )
+ # Choose a model at random in case of ex-aequos
+ private$pmodels[[v]] <- best_model[[ sample(length(best_model),1) ]]
}
},
#' @description Predict an agghoo model (after calling fit())
#' @param X Matrix or data.frame to predict
- #' @param weight "uniform" (default) or "quality" to weight votes or
- #' average models performances (TODO: bad idea?!)
- predict = function(X, weight="uniform") {
+ predict = function(X) {
if (!is.matrix(X) && !is.data.frame(X))
stop("X: matrix or data.frame")
- if (!is.list(private$run_res)) {
+ if (!is.list(private$pmodels)) {
print("Please call $fit() method first")
- return
- }
- V <- length(private$run_res)
- if (V == 1)
- # Standard CV:
- return (private$run_res[[1]]$model(X))
- # Agghoo:
- if (weight == "uniform")
- weights <- rep(1 / V, V)
- else {
- perfs <- sapply(private$run_res, function(item) item$perf)
- perfs[perfs < 0] <- 0 #TODO: show a warning (with count of < 0...)
- total_weight <- sum(perfs) #TODO: error if total_weight == 0
- weights <- perfs / total_weight
+ return (invisible(NULL))
}
+ V <- length(private$pmodels)
+ if (length(private$pmodels[[1]]$model(X[1,])) >= 2)
+ # Soft classification:
+ return (Reduce("+", lapply(private$pmodels, function(m) m$model(X))) / V)
n <- nrow(X)
- # TODO: detect if output = probs matrix for classif (in this case, adapt?)
- # prediction agghoo "probabiliste" pour un nouveau x :
- # argMax({ predict(m_v, x), v in 1..V }) ...
- if (private$task == "classification") {
- votes <- as.list(rep(NA, n))
- parse_numeric <- FALSE
- }
- else
- preds <- matrix(0, nrow=n, ncol=V)
- for (v in 1:V) {
- predictions <- private$run_res[[v]]$model(X)
- if (private$task == "regression")
- preds <- cbind(preds, weights[v] * predictions)
- else {
- if (!parse_numeric && is.numeric(predictions))
- parse_numeric <- TRUE
- for (i in 1:n) {
- if (!is.list(votes[[i]]))
- votes[[i]] <- list()
- index <- as.character(predictions[i])
- if (is.null(votes[[i]][[index]]))
- votes[[i]][[index]] <- 0
- votes[[i]][[index]] <- votes[[i]][[index]] + weights[v]
- }
- }
- }
+ all_predictions <- as.data.frame(matrix(nrow=n, ncol=V))
+ for (v in 1:V)
+ all_predictions[,v] <- private$pmodels[[v]]$model(X)
if (private$task == "regression")
- return (rowSums(preds))
- res <- c()
- for (i in 1:n) {
- # TODO: if ex-aequos, random choice...
- ind_max <- which.max(unlist(votes[[i]]))
- pred_class <- names(votes[[i]])[ind_max]
- if (parse_numeric)
- pred_class <- as.numeric(pred_class)
- res <- c(res, pred_class)
- }
- res
+ # Easy case: just average each row
+ rowSums(all_predictions)
+ # "Hard" classification:
+ apply(all_predictions, 1, function(row) {
+ t <- table(row)
+ # Next lines in case of ties (broken at random)
+ tmax <- max(t)
+ sample( names(t)[which(t == tmax)], 1 )
+ })
+ },
+ #' @description Return the list of V best parameters (after calling fit())
+ getParams = function() {
+ lapply(private$pmodels, function(m) m$param)
}
),
private = list(
target = NULL,
task = NULL,
gmodel = NULL,
- quality = NULL,
- run_res = NULL,
+ loss = NULL,
+ pmodels = NULL,
get_testIndices = function(CV, v, n, shuffle_inds) {
if (CV$type == "vfold") {
+ # Slice indices (optionnally shuffled)
first_index = round((v-1) * n / CV$V) + 1
last_index = round(v * n / CV$V)
test_indices = first_index:last_index
- if (CV$shuffle)
+ if (!is.null(shuffle_inds))
test_indices <- shuffle_inds[test_indices]
}
else
+ # Monte-Carlo cross-validation
test_indices = sample(n, round(n * CV$test_size))
test_indices
},
- get_modelPerf = function(test_indices, p=0) {
- getOnePerf <- function(p) {
- model_pred <- private$gmodel$get(dataHO, targetHO, p)
- prediction <- model_pred(testX)
- perf <- private$quality(prediction, testY)
- list(model=model_pred, perf=perf)
- }
- dataHO <- private$data[-test_indices,]
- testX <- private$data[test_indices,]
- targetHO <- private$target[-test_indices]
- testY <- private$target[test_indices]
- # R will cast 1-dim matrices into vectors:
- if (!is.matrix(dataHO) && !is.data.frame(dataHO))
- dataHO <- as.matrix(dataHO)
- if (!is.matrix(testX) && !is.data.frame(testX))
- testX <- as.matrix(testX)
- if (p >= 1)
- # Standard CV: one model at a time
- return (getOnePerf(p)$perf)
- # Agghoo: loop on all models
- best_model = NULL
- best_perf <- -1
- for (p in 1:private$gmodel$nmodels) {
- model_perf <- getOnePerf(p)
- if (model_perf$perf > best_perf) {
- # TODO: if ex-aequos: models list + choose at random
- best_model <- model_perf$model
- best_perf <- model_perf$perf
+ defaultLoss = function(y1, y2) {
+ if (private$task == "classification") {
+ if (is.null(dim(y1)))
+ # Standard case: "hard" classification
+ mean(y1 != y2)
+ else {
+ # "Soft" classification: predict() outputs a probability matrix
+ # In this case "target" could be in matrix form.
+ if (!is.null(dim(y2)))
+ mean(rowSums(abs(y1 - y2)))
+ else {
+ # Or not: y2 is a "factor".
+ y2 <- as.character(y2)
+ # NOTE: the user should provide target in matrix form because
+ # matching y2 with columns is rather inefficient!
+ 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))
+ }
}
}
- list(model=best_model, perf=best_perf)
+ else
+ # Regression
+ mean(abs(y1 - y2))
}
)
)
projects / agghoo.git / blobdiff