From: Benjamin Auder Date: Thu, 17 Jun 2021 12:02:38 +0000 (+0200) Subject: Some fixes + refactoring X-Git-Url: https://git.auder.net/game/%7B%7B%20asset%28%27mixstore/css/store/upsert.css%27%29%20%7D%7D?a=commitdiff_plain;h=17ea2f13e0c32c107db20677750bd7a98bb7e0f8;p=agghoo.git Some fixes + refactoring --- diff --git a/NAMESPACE b/NAMESPACE index f0ea804..1d67e17 100644 --- a/NAMESPACE +++ b/NAMESPACE @@ -3,6 +3,11 @@ export(AgghooCV) export(Model) export(agghoo) +export(agghoo_run) +export(compareMulti) +export(compareRange) +export(compareTo) +export(standardCV_run) importFrom(FNN,knn.reg) importFrom(R6,R6Class) importFrom(caret,var_seq) diff --git a/R/R6_Model.R b/R/R6_Model.R index 3c84812..05cb7d8 100644 --- a/R/R6_Model.R +++ b/R/R6_Model.R @@ -77,10 +77,18 @@ Model <- R6::R6Class("Model", colnames(dataHO) <- paste0("V", 1:ncol(dataHO)) df <- data.frame(cbind(dataHO, target=targetHO)) model <- rpart::rpart(target ~ ., df, method=method, control=list(cp=param)) + if (task == "regression") + type <- "vector" + else { + if (is.null(dim(targetHO))) + type <- "class" + else + type <- "prob" + } function(X) { if (is.null(colnames(X))) colnames(X) <- paste0("V", 1:ncol(X)) - predict(model, as.data.frame(X)) + predict(model, as.data.frame(X), type=type) } } } @@ -139,7 +147,7 @@ Model <- R6::R6Class("Model", p <- ncol(data) # Use caret package to obtain the CV grid of mtry values require(caret) - caret::var_seq(p, classification = (task == "classificaton"), + caret::var_seq(p, classification = (task == "classification"), len = min(10, p-1)) } else if (family == "ppr") diff --git a/R/checks.R b/R/checks.R index e105dfa..a19d55f 100644 --- a/R/checks.R +++ b/R/checks.R @@ -1,3 +1,5 @@ +# Internal usage: check and fill arguments with default values. + defaultLoss_classif <- function(y1, y2) { if (is.null(dim(y1))) # Standard case: "hard" classification @@ -80,7 +82,7 @@ checkDaTa <- function(data, target) { checkTask <- function(task, target) { if (!is.null(task)) task <- match.arg(task, c("classification", "regression")) - task <- ifelse(is.numeric(target), "regression", "classification") + ifelse(is.numeric(target), "regression", "classification") } checkModPar <- function(gmodel, params) { diff --git a/R/compareTo.R b/R/compareTo.R index 00e90a9..536d2ee 100644 --- a/R/compareTo.R +++ b/R/compareTo.R @@ -1,3 +1,7 @@ +#' standardCV_core +#' +#' Cross-validation method, added here as an example. +#' Parameters are described in ?agghoo and ?AgghooCV standardCV_core <- function(data, target, task, gmodel, params, loss, CV) { n <- nrow(data) shuffle_inds <- NULL @@ -28,17 +32,24 @@ standardCV_core <- function(data, target, task, gmodel, params, loss, CV) { } } } -#browser() best_model[[ sample(length(best_model), 1) ]] } +#' standardCV_run +#' +#' Run and eval the standard cross-validation procedure. +#' Parameters are rather explicit except "floss", which corresponds to the +#' "final" loss function, applied to compute the error on testing dataset. +#' +#' @export standardCV_run <- function( - dataTrain, dataTest, targetTrain, targetTest, CV, floss, verbose, ... + dataTrain, dataTest, targetTrain, targetTest, floss, verbose, ... ) { args <- list(...) task <- checkTask(args$task, targetTrain) modPar <- checkModPar(args$gmodel, args$params) loss <- checkLoss(args$loss, task) + CV <- checkCV(args$CV) s <- standardCV_core( dataTrain, targetTrain, task, modPar$gmodel, modPar$params, loss, CV) if (verbose) @@ -50,10 +61,21 @@ standardCV_run <- function( invisible(err) } +#' agghoo_run +#' +#' Run and eval the agghoo procedure. +#' Parameters are rather explicit except "floss", which corresponds to the +#' "final" loss function, applied to compute the error on testing dataset. +#' +#' @export agghoo_run <- function( - dataTrain, dataTest, targetTrain, targetTest, CV, floss, verbose, ... + dataTrain, dataTest, targetTrain, targetTest, floss, verbose, ... ) { - a <- agghoo(dataTrain, targetTrain, ...) + args <- list(...) + CV <- checkCV(args$CV) + # Must remove CV arg, or agghoo will complain "error: unused arg" + args$CV <- NULL + a <- do.call(agghoo, c(list(data=dataTrain, target=targetTrain), args)) a$fit(CV) if (verbose) { print("Parameters:") @@ -66,7 +88,20 @@ agghoo_run <- function( invisible(err) } -# ... arguments passed to method_s (agghoo, standard CV or else) +#' compareTo +#' +#' Compare a list of learning methods (or run only one), on data/target. +#' +#' @param data Data matrix or data.frame +#' @param target Target vector (generally) +#' @param method_s Either a single function, or a list +#' (examples: agghoo_run, standardCV_run) +#' @param rseed Seed of the random generator (-1 means "random seed") +#' @param floss Loss function to compute the error on testing dataset. +#' @param verbose TRUE to request methods to be verbose. +#' @param ... arguments passed to method_s function(s) +#' +#' @export compareTo <- function( data, target, method_s, rseed=-1, floss=NULL, verbose=TRUE, ... ) { @@ -75,7 +110,6 @@ compareTo <- function( n <- nrow(data) test_indices <- sample( n, round(n / ifelse(n >= 500, 10, 5)) ) d <- splitTrainTest(data, target, test_indices) - CV <- checkCV(list(...)$CV) # Set error function to be used on model outputs (not in core method) task <- checkTask(list(...)$task, target) @@ -87,8 +121,7 @@ compareTo <- function( # Run (and compare) all methods: runOne <- function(o) { - o(d$dataTrain, d$dataTest, d$targetTrain, d$targetTest, - CV, floss, verbose, ...) + o(d$dataTrain, d$dataTest, d$targetTrain, d$targetTest, floss, verbose, ...) } errors <- c() if (is.list(method_s)) @@ -98,10 +131,19 @@ compareTo <- function( invisible(errors) } -# Run compareTo N times in parallel -# ... : additional args to be passed to method_s +#' compareMulti +#' +#' Run compareTo N times in parallel. +#' +#' @inheritParams compareTo +#' @param N Number of calls to method(s) +#' @param nc Number of cores. Set to parallel::detectCores() if undefined. +#' Set it to any value <=1 to say "no parallelism". +#' @param verbose TRUE to print task numbers and "Errors:" in the end. +#' +#' @export compareMulti <- function( - data, target, method_s, N=100, nc=NA, floss=NULL, ... + data, target, method_s, N=100, nc=NA, floss=NULL, verbose=TRUE, ... ) { require(parallel) if (is.na(nc)) @@ -109,7 +151,8 @@ compareMulti <- function( # "One" comparison for each method in method_s (list) compareOne <- function(n) { - print(n) + if (verbose) + print(n) compareTo(data, target, method_s, n, floss, verbose=FALSE, ...) } @@ -118,6 +161,29 @@ compareMulti <- function( } else { lapply(1:N, compareOne) } - print("Errors:") + if (verbose) + print("Errors:") Reduce('+', errors) / N } + +#' compareRange +#' +#' Run compareMulti on several values of the parameter V. +#' +#' @inheritParams compareMulti +#' @param V_range Values of V to be tested. +#' +#' @export +compareRange <- function( + data, target, method_s, N=100, nc=NA, floss=NULL, V_range=c(10,15,20,), ... +) { + args <- list(...) + # Avoid warnings if V is left unspecified: + CV <- suppressWarnings( checkCV(args$CV) ) + errors <- lapply(V_range, function(V) { + args$CV$V <- V + do.call(compareMulti, c(list(data=data, target=target, method_s=method_s, + N=N, nc=nc, floss=floss, verbose=F), args)) + }) + print(paste(V_range, errors)) +} diff --git a/R/utils.R b/R/utils.R index fa3a9df..823b123 100644 --- a/R/utils.R +++ b/R/utils.R @@ -1,3 +1,4 @@ +# Helper for cross-validation: return the next test indices. get_testIndices <- function(n, CV, v, shuffle_inds) { if (CV$type == "vfold") { # Slice indices (optionnally shuffled) @@ -13,6 +14,7 @@ get_testIndices <- function(n, CV, v, shuffle_inds) { test_indices } +# Helper which split data into training and testing parts. splitTrainTest <- function(data, target, testIdx) { dataTrain <- data[-testIdx,] targetTrain <- target[-testIdx] diff --git a/TODO b/TODO index 9b0574c..c198f94 100644 --- a/TODO +++ b/TODO @@ -1,3 +1 @@ -Comparer à COBRA ? -https://github.com/cran/COBRA/blob/master/R/COBRA.R -https://www.lpsm.paris/pageperso/biau/BIAU/bfgm.pdf +Support des valeurs manquantes (cf. mlbench::Ozone dataset) diff --git a/example/example.R b/example/example.R new file mode 100644 index 0000000..7fae2ce --- /dev/null +++ b/example/example.R @@ -0,0 +1,43 @@ +library(agghoo) + +data(iris) #already there +library(mlbench) +data(PimaIndiansDiabetes) + +# Run only agghoo on iris dataset (split into train/test, etc). +# Default parameters: see ?agghoo and ?AgghooCV +compareTo(iris[,-5], iris[,5], agghoo_run) + +# Run both agghoo and standard CV, specifiying some parameters. +compareTo(iris[,-5], iris[,5], list(agghoo_run, standardCV_run), gmodel="tree") +compareTo(iris[,-5], iris[,5], list(agghoo_run, standardCV_run), + gmodel="knn", params=c(3, 7, 13, 17, 23, 31), + CV = list(type="vfold", V=5, shuffle=T)) + +# Run both agghoo and standard CV, averaging errors over N=10 runs +# (possible for a single method but wouldn't make much sense...). +compareMulti(PimaIndiansDiabetes[,-9], PimaIndiansDiabetes[,9], + list(agghoo_run, standardCV_run), N=10, gmodel="rf") + +# Compare several values of V +compareRange(PimaIndiansDiabetes[,-9], PimaIndiansDiabetes[,9], + list(agghoo_run, standardCV_run), N=10, V_range=c(10, 20, 30)) + +# For example to use average of squared differences. +# Default is "mean(abs(y1 - y2))". +loss2 <- function(y1, y2) mean((y1 - y2)^2) + +# In regression on artificial datasets (TODO: real data?) +data <- mlbench.twonorm(300, 3)$x +target <- rowSums(data) +compareMulti(data, target, list(agghoo_run, standardCV_run), + N=10, gmodel="tree", params=c(1, 3, 5, 7, 9), loss=loss2, + CV = list(type="MC", V=12, test_size=0.3)) + +compareMulti(data, target, list(agghoo_run, standardCV_run), + N=10, floss=loss2, CV = list(type="vfold", V=10, shuffle=F)) + +# Random tests to check that method doesn't fail in 1D case +M <- matrix(rnorm(200), ncol=2) +compareTo(as.matrix(M[,-2]), M[,2], list(agghoo_run, standardCV_run), gmodel="knn") +compareTo(as.matrix(M[,-2]), M[,2], list(agghoo_run, standardCV_run), gmodel="tree") diff --git a/man/agghoo_run.Rd b/man/agghoo_run.Rd new file mode 100644 index 0000000..a4f565d --- /dev/null +++ b/man/agghoo_run.Rd @@ -0,0 +1,13 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/compareTo.R +\name{agghoo_run} +\alias{agghoo_run} +\title{agghoo_run} +\usage{ +agghoo_run(dataTrain, dataTest, targetTrain, targetTest, floss, verbose, ...) +} +\description{ +Run and eval the agghoo procedure. +Parameters are rather explicit except "floss", which corresponds to the +"final" loss function, applied to compute the error on testing dataset. +} diff --git a/man/compareMulti.Rd b/man/compareMulti.Rd new file mode 100644 index 0000000..8bf537e --- /dev/null +++ b/man/compareMulti.Rd @@ -0,0 +1,39 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/compareTo.R +\name{compareMulti} +\alias{compareMulti} +\title{compareMulti} +\usage{ +compareMulti( + data, + target, + method_s, + N = 100, + nc = NA, + floss = NULL, + verbose = TRUE, + ... +) +} +\arguments{ +\item{data}{Data matrix or data.frame} + +\item{target}{Target vector (generally)} + +\item{method_s}{Either a single function, or a list +(examples: agghoo_run, standardCV_run)} + +\item{N}{Number of calls to method(s)} + +\item{nc}{Number of cores. Set to parallel::detectCores() if undefined. +Set it to any value <=1 to say "no parallelism".} + +\item{floss}{Loss function to compute the error on testing dataset.} + +\item{verbose}{TRUE to print task numbers and "Errors:" in the end.} + +\item{...}{arguments passed to method_s function(s)} +} +\description{ +Run compareTo N times in parallel. +} diff --git a/man/compareRange.Rd b/man/compareRange.Rd new file mode 100644 index 0000000..0048ed6 --- /dev/null +++ b/man/compareRange.Rd @@ -0,0 +1,39 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/compareTo.R +\name{compareRange} +\alias{compareRange} +\title{compareRange} +\usage{ +compareRange( + data, + target, + method_s, + N = 100, + nc = NA, + floss = NULL, + V_range = c(10, 15, 20, ), + ... +) +} +\arguments{ +\item{data}{Data matrix or data.frame} + +\item{target}{Target vector (generally)} + +\item{method_s}{Either a single function, or a list +(examples: agghoo_run, standardCV_run)} + +\item{N}{Number of calls to method(s)} + +\item{nc}{Number of cores. Set to parallel::detectCores() if undefined. +Set it to any value <=1 to say "no parallelism".} + +\item{floss}{Loss function to compute the error on testing dataset.} + +\item{V_range}{Values of V to be tested.} + +\item{...}{arguments passed to method_s function(s)} +} +\description{ +Run compareMulti on several values of the parameter V. +} diff --git a/man/compareTo.Rd b/man/compareTo.Rd new file mode 100644 index 0000000..d5c1ab4 --- /dev/null +++ b/man/compareTo.Rd @@ -0,0 +1,35 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/compareTo.R +\name{compareTo} +\alias{compareTo} +\title{compareTo} +\usage{ +compareTo( + data, + target, + method_s, + rseed = -1, + floss = NULL, + verbose = TRUE, + ... +) +} +\arguments{ +\item{data}{Data matrix or data.frame} + +\item{target}{Target vector (generally)} + +\item{method_s}{Either a single function, or a list +(examples: agghoo_run, standardCV_run)} + +\item{rseed}{Seed of the random generator (-1 means "random seed")} + +\item{floss}{Loss function to compute the error on testing dataset.} + +\item{verbose}{TRUE to request methods to be verbose.} + +\item{...}{arguments passed to method_s function(s)} +} +\description{ +Compare a list of learning methods (or run only one), on data/target. +} diff --git a/man/standardCV_core.Rd b/man/standardCV_core.Rd new file mode 100644 index 0000000..42ad88c --- /dev/null +++ b/man/standardCV_core.Rd @@ -0,0 +1,12 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/compareTo.R +\name{standardCV_core} +\alias{standardCV_core} +\title{standardCV_core} +\usage{ +standardCV_core(data, target, task, gmodel, params, loss, CV) +} +\description{ +Cross-validation method, added here as an example. +Parameters are described in ?agghoo and ?AgghooCV +} diff --git a/man/standardCV_run.Rd b/man/standardCV_run.Rd new file mode 100644 index 0000000..0937764 --- /dev/null +++ b/man/standardCV_run.Rd @@ -0,0 +1,21 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/compareTo.R +\name{standardCV_run} +\alias{standardCV_run} +\title{standardCV_run} +\usage{ +standardCV_run( + dataTrain, + dataTest, + targetTrain, + targetTest, + floss, + verbose, + ... +) +} +\description{ +Run and eval the standard cross-validation procedure. +Parameters are rather explicit except "floss", which corresponds to the +"final" loss function, applied to compute the error on testing dataset. +} diff --git a/test/README b/test/README deleted file mode 100644 index 0f9f3a4..0000000 --- a/test/README +++ /dev/null @@ -1,22 +0,0 @@ -# Usage -####### - -source("compareToCV.R") - -# rseed: >= 0 for reproducibility. -compareToCV(data, target_column_index, rseed = -1) - -# Average over N runs: - -> compareMulti(iris, 5, N=100) -[1] "error agghoo vs. cross-validation:" -[1] 0.04266667 0.04566667 - -> compareMulti(PimaIndiansDiabetes, 9, N=100) -[1] "error agghoo vs. cross-validation:" -[1] 0.2579221 0.2645455 - -# WARNING: slow! -> compareMulti(LetterRecognition, 1, N=100) -[1] "error agghoo vs. cross-validation:" -[1] 0.03870 0.04376 diff --git a/test/TODO b/test/TODO new file mode 100644 index 0000000..50acca1 --- /dev/null +++ b/test/TODO @@ -0,0 +1 @@ +Some unit tests? diff --git a/test/compareToCV.R b/test/compareToCV.R deleted file mode 100644 index 276749b..0000000 --- a/test/compareToCV.R +++ /dev/null @@ -1,147 +0,0 @@ -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 -}