manymodelr 0.2.3

In this vignette, we take a look at how we can simplify many machine learning tasks using manymodelr. We will take a look at the core functions first.

Installing the package

#install.packages("manymodelr")

Once the package has been successfully installed, we can then proceed by loading the package and exploring some of the key functions.

Loading the package

library(manymodelr)
#> Welcome to manymodelr.
#> For the latest development version,
#> please see: https://www.github.com/Nelson-Gon/manymodelr.
#> Please file issues at https://github.com/Nelson-Gon/manymodelr/issues

A look at some of the key functions.

agg_by_group

As one can guess from the name, this function provides an easy way to manipulate grouped data. We can for instance find the number of observations in the iris data set. The formula takes the form x~y where y is the grouping variable(in this case Species). One can supply a formula as shown next.

agg_by_group(iris,.~Species,length)
#> Grouped By[1]:    Species 
#> 
#>      Species Sepal.Length Sepal.Width Petal.Length Petal.Width
#> 1     setosa           50          50           50          50
#> 2 versicolor           50          50           50          50
#> 3  virginica           50          50           50          50

head(agg_by_group(mtcars,cyl~hp+vs,sum))
#> Grouped By[2]:    hp  vs 
#> 
#>    hp vs cyl
#> 1  91  0   4
#> 2 110  0  12
#> 3 150  0  16
#> 4 175  0  22
#> 5 180  0  24
#> 6 205  0   8

multi_model_1

This is one of the core functions of the package. Since the function uses caret backend, we need to load caret before we can use it. To avoid, several messages showing up, we use the function suppressMessages. This assumes that one is familiar with machine learning basics. We specify our model types and we use the argument valid=TRUE to specify that we are dealing with validation. Had we wanted to predict on unseen test data, then this argument would be set to FALSE.

suppressMessages(library(caret))
set.seed(520)
train_set<-createDataPartition(iris$Species,p=0.8,list=FALSE)
valid_set<-iris[-train_set,]
train_set<-iris[train_set,]
ctrl<-trainControl(method="cv",number=5)
m<-multi_model_1(train_set,"Species",".",c("knn","rpart"),
"Accuracy",ctrl,newdata =valid_set,valid=TRUE)
#> [1] "Returning Metrics"

The above message tells us that the model has returned our metrics for each of the model types we specified. These can be extracted as shown below. Other return values include predictions and a summary of the model.

m$Metrics
#> # A tibble: 1 x 2
#>     knn rpart
#>   <dbl> <dbl>
#> 1     1 0.933

head(m$Predictions)
#> # A tibble: 6 x 2
#>   knn    rpart 
#>   <fct>  <fct> 
#> 1 setosa setosa
#> 2 setosa setosa
#> 3 setosa setosa
#> 4 setosa setosa
#> 5 setosa setosa
#> 6 setosa setosa

multi_model_2

This is similar to multi_model_1 with only one difference: it does not use metrics such as RMSE, accuracy and the like. This function is useful if one would like to fit and predict “simpler models” like generalized linear models or linear models, etc. Let’s take a look:

# fit a linear model and get predictions
lin_model <- multi_model_2(iris[1:50,],iris[50:99,],"Sepal.Length","Petal.Length","lm")

head(lin_model)
#>   Sepal.Length Sepal.Width Petal.Length Petal.Width Species predicted
#> 1          5.1         3.5          1.4         0.2  setosa  4.972378
#> 2          4.9         3.0          1.4         0.2  setosa  6.761943
#> 3          4.7         3.2          1.3         0.2  setosa  6.653485
#> 4          4.6         3.1          1.5         0.2  setosa  6.870402
#> 5          5.0         3.6          1.4         0.2  setosa  6.382339
#> 6          5.4         3.9          1.7         0.4  setosa  6.707714

We can also fit a multinear model as shown below:

head(multi_model_2(iris[1:50,],iris[50:99,],"Sepal.Length",
    "Petal.Length + Sepal.Width","lm"))
#>   Sepal.Length Sepal.Width Petal.Length Petal.Width Species predicted
#> 1          5.1         3.5          1.4         0.2  setosa  4.902999
#> 2          4.9         3.0          1.4         0.2  setosa  5.771541
#> 3          4.7         3.2          1.3         0.2  setosa  5.714857
#> 4          4.6         3.1          1.5         0.2  setosa  5.761483
#> 5          5.0         3.6          1.4         0.2  setosa  4.972473
#> 6          5.4         3.9          1.7         0.4  setosa  5.476232

To take this a step further, we can fit a model with the square of Sepal.Width.

head(multi_model_2(iris[1:50,],iris[50:99,],"Sepal.Length",
    "Petal.Length + I(Sepal.Width)**2","lm"))
#>   Sepal.Length Sepal.Width Petal.Length Petal.Width Species predicted
#> 1          5.1         3.5          1.4         0.2  setosa  4.902999
#> 2          4.9         3.0          1.4         0.2  setosa  5.771541
#> 3          4.7         3.2          1.3         0.2  setosa  5.714857
#> 4          4.6         3.1          1.5         0.2  setosa  5.761483
#> 5          5.0         3.6          1.4         0.2  setosa  4.972473
#> 6          5.4         3.9          1.7         0.4  setosa  5.476232

The above function does more and can fit and predict on any model type. Exploration is therefore left to the reader.

fit_model

Yet another core function, this allows us to fit any kind of model. It replaces modeleR which had several issues and development was discontinued. It can still work with some inaccuracies.

iris1 <- iris[1:50,]
iris2 <- iris[51:100,]
lm_model <- fit_model(iris1,"Sepal.Length","Petal.Length","lm")
lm_model
#> 
#> Call:
#> lm(formula = Sepal.Length ~ Petal.Length, data = df)
#> 
#> Coefficients:
#>  (Intercept)  Petal.Length  
#>       4.2132        0.5423

To extract information about the model, we can use extract_model_info as follows. Say we wanted to extract the R squared, we could proceed as follows:

extract_model_info(lm_model, "r2")
#> [1] 0.07138289

To extract the adjusted r squared, we can do the following:

extract_model_info(lm_model, "adj_r2")
#> [1] 0.0520367

For the p value:

extract_model_info(lm_model, "p_value")
#>  (Intercept) Petal.Length 
#> 1.614927e-13 6.069778e-02

To extract multiple attributes:

extract_model_info(lm_model,c("p_value","response"))
#> $p_value
#>  (Intercept) Petal.Length 
#> 1.614927e-13 6.069778e-02 
#> 
#> $response
#> Sepal.Length

This is not restricted to linear models but will work for most model types. See help(extract_model_info) to see currently supported model types.

To add predictions to our data set, we can use add_model_predictions as follows:

# select only column 6 that has our predicted values
head(add_model_predictions(lm_model, old_data = iris1, 
                           new_data =  iris2))[6]
#>   predicted
#> 1  6.761943
#> 2  6.653485
#> 3  6.870402
#> 4  6.382339
#> 5  6.707714
#> 6  6.653485

To do the same with dplyr, one can work as follows:

library(dplyr)
#> 
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#> 
#>     filter, lag
#> The following objects are masked from 'package:base':
#> 
#>     intersect, setdiff, setequal, union
iris1 %>% 
  add_model_predictions(model=lm_model,new_data = iris2) %>% 
  select(predicted, everything()) %>% 
  head()
#>   predicted Sepal.Length Sepal.Width Petal.Length Petal.Width Species
#> 1  6.761943          5.1         3.5          1.4         0.2  setosa
#> 2  6.653485          4.9         3.0          1.4         0.2  setosa
#> 3  6.870402          4.7         3.2          1.3         0.2  setosa
#> 4  6.382339          4.6         3.1          1.5         0.2  setosa
#> 5  6.707714          5.0         3.6          1.4         0.2  setosa
#> 6  6.653485          5.4         3.9          1.7         0.4  setosa

To add residuals to our data set, we can use add_model_residuals:

head(add_model_residuals(lm_model, iris1)[6])
#>     residuals
#> 1  0.12762214
#> 2 -0.07237786
#> 3 -0.21814860
#> 4 -0.42660712
#> 5  0.02762214
#> 6  0.26493436

With dplyr:

iris1 %>% 
  add_model_residuals(model=lm_model) %>% 
  add_model_predictions(new_data = iris2, model = lm_model) %>% 
  select(predicted,residuals, everything()) %>% 
  head()
#>   predicted   residuals Sepal.Length Sepal.Width Petal.Length Petal.Width
#> 1  6.761943  0.12762214          5.1         3.5          1.4         0.2
#> 2  6.653485 -0.07237786          4.9         3.0          1.4         0.2
#> 3  6.870402 -0.21814860          4.7         3.2          1.3         0.2
#> 4  6.382339 -0.42660712          4.6         3.1          1.5         0.2
#> 5  6.707714  0.02762214          5.0         3.6          1.4         0.2
#> 6  6.653485  0.26493436          5.4         3.9          1.7         0.4
#>   Species
#> 1  setosa
#> 2  setosa
#> 3  setosa
#> 4  setosa
#> 5  setosa
#> 6  setosa

get_var_corr

As can probably(hopefully) be guessed from the name, this provides a convenient way to get variable correlations. It enables one to get correlation between one variable and all other variables in the data set.

Previously, one would set get_all to TRUE if they wanted to get correlations between all variables. This argument has been dropped in favor of simply supplying an optional other_vars vector if one does not want to get all correlations.

Sample usage:


# getall correlations
corrs <- get_var_corr(mtcars,comparison_var="mpg")

The result is as follows(default pearson):



head(corrs)
#>   Comparison_Var Other_Var      p_value Correlation    lower_ci   upper_ci
#> 1            mpg       cyl 6.112687e-10  -0.8521620 -0.92576936 -0.7163171
#> 2            mpg      disp 9.380327e-10  -0.8475514 -0.92335937 -0.7081376
#> 3            mpg        hp 1.787835e-07  -0.7761684 -0.88526861 -0.5860994
#> 4            mpg      drat 1.776240e-05   0.6811719  0.43604838  0.8322010
#> 5            mpg        wt 1.293959e-10  -0.8676594 -0.93382641 -0.7440872
#> 6            mpg      qsec 1.708199e-02   0.4186840  0.08195487  0.6696186

Previously, one would also set drop_columns to TRUE if they wanted to drop factor columns. Now, a user simply provides a character vector specifying which column types(classes) should be dropped. It defaults to c("character","factor").


# purely demonstrative
get_var_corr(iris,"Sepal.Length",other_vars="Petal.Length",drop_columns= c("factor","character"), method="spearman", exact=FALSE)
#>   Comparison_Var    Other_Var      p.value Correlation
#> 1   Sepal.Length Petal.Length 3.443087e-50   0.8818981

Similarly, get_var_corr_ (note the underscore at the end) provides a convenient way to get combination-wise correlations.

head(get_var_corr_(mtcars),6)
#>   Comparison_Var Other_Var      p.value Correlation    lower_ci   upper_ci
#> 1            mpg       cyl 6.112687e-10  -0.8521620 -0.92576936 -0.7163171
#> 2            mpg      disp 9.380327e-10  -0.8475514 -0.92335937 -0.7081376
#> 3            mpg        hp 1.787835e-07  -0.7761684 -0.88526861 -0.5860994
#> 4            mpg      drat 1.776240e-05   0.6811719  0.43604838  0.8322010
#> 5            mpg        wt 1.293959e-10  -0.8676594 -0.93382641 -0.7440872
#> 6            mpg      qsec 1.708199e-02   0.4186840  0.08195487  0.6696186

To use only a subset of the data, we can use the argument subset_df. This is logical. Once set to TRUE, we can then provide a list of subset_cols. By default, the first value(vector) in the list is mapped to Comparison_Var and the other to Other_Var. The list is therefore of length 2.

get_var_corr_(mtcars,
             subset_df = TRUE,
             subset_cols = list(c("mpg","vs"),
                                c("disp","wt")),
             method="spearman",exact=FALSE)
#>   Comparison_Var Other_Var      p.value Correlation
#> 1            mpg      disp 6.370336e-13  -0.9088824
#> 2            mpg        wt 1.487595e-11  -0.8864220

plot_corr

Obtaining correlations would mostly likely benefit from some form of visualization. plot_corr aims to achieve just that. There are currently two plot styles that is squares and circles. circles has the shape argument that can allow for more flexibility with respect to shape. It should be noted that the correlation matrix supplied to this function is an object produced by get_var_corr_.

# Use defaults.
#res <- get_var_corr_(mtcars)
#plot_corr(res)

To modify the plot a bit, we can choose to switch the x and y values as shown below.

#plot_corr(res, x="Other_Var", y="Comparison_Var")

To show significance of the results instead of the correlations themselves, we can set show_corr to FALSE and set show_signif to TRUE as shown below. By default, significance is set to 0.05. You can override this by supplying a different signif_cutoff to the function.

# color by p value
# change custom colors by supplying custom_cols
# significance is default 
#plot_corr(res, x="Other_Var", y="Comparison_Var",
 #         plot_style = "squares",
  #        show_corr = FALSE, show_signif = TRUE,
   #       colour_by = "p.value",
    #      custom_cols = c("blue","yellow","red"))

#plot_corr(res, x="Other_Var", y="Comparison_Var",
 #         plot_style = "squares",
  #        show_corr = FALSE, show_signif = TRUE,
   #       colour_by = "p.value",
    #      custom_cols = c("blue","yellow","red"),
     #     signif_cutoff = 0.01)

To explore more options, please take a look at the documentation.

rowdiff

This is useful when trying to find differences between rows. The direction argument specifies how the subtractions are made while the exclude argument is used to specify classes that should be removed before calculations are made. Using direction="reverse" performs a subtraction akin to x-(x-1) where x is the row number.

head(rowdiff(iris,exclude = "factor",direction = "reverse"))
#>   Sepal.Length Sepal.Width Petal.Length Petal.Width
#> 1           NA          NA           NA          NA
#> 2         -0.2        -0.5          0.0         0.0
#> 3         -0.2         0.2         -0.1         0.0
#> 4         -0.1        -0.1          0.2         0.0
#> 5          0.4         0.5         -0.1         0.0
#> 6          0.4         0.3          0.3         0.2

na_replace

This allows the user to conveniently replace missing values. Current options are ffill which replaces with the next non-missing value, samples that samples the data and does replacement, value that allows one to fill NAs with a specific value. Other common mathematical methods like min, max,get_mode, sd, etc are also supported.

head(na_replace(airquality, how="value", value="Missing"),8)
#>     Ozone Solar.R Wind Temp Month Day
#> 1      41     190  7.4   67     5   1
#> 2      36     118  8.0   72     5   2
#> 3      12     149 12.6   74     5   3
#> 4      18     313 11.5   62     5   4
#> 5 Missing Missing 14.3   56     5   5
#> 6      28 Missing 14.9   66     5   6
#> 7      23     299  8.6   65     5   7
#> 8      19      99 13.8   59     5   8

na_replace_grouped

This provides a convenient way to replace values by group.

test_df <- data.frame(A=c(NA,1,2,3), B=c(1,5,6,NA),
                      groups=c("A","A","B","B"))
# Replace NAs by group
#agg_by_group(test_df,.~groups,mean)
# from the above we see means are [1,5] [2,6]
na_replace_grouped(df=test_df,group_by_cols = "groups",
                   how="mean")
#>   groups A B
#> 1      A 1 1
#> 2      A 1 5
#> 3      B 2 6
#> 4      B 3 6

Exploring Further.

The vignette has been short and therefore is non exhaustive. The best way to explore this and any package or language is to practice. For more examples, please use ?function_name and see a few implementations of the given function.

Reporting Issues

If you would like to contribute, report issues or improve any of these functions, please raise a pull request at (manymodelr)

“Programs must be written for people to read, and only incidentally for machines to execute.” - Harold Abelson (Reference)

Thank You