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The purpose of this package is to solve the Distribution Regression problem for noncontiguous geospatial features. The use case documented here is for modeling archaeological site locations. The aim of Distribution Regression is to map a single scalar outcome (e.g. presence/absence; 0/1) to a distribution of features. This is opposed to typical regression where you have one observation mapping a single outcome to a single set of features/predictors. For example, an archaeological site is singularly defined as either present or absent, however the area within the sites boundary is not singularly defined by any one measurement. The area with an archaeology site is defined by an infinite distribution of measurements. Modeling this in traditional terms means either collapsing that distribution to a single measurement or pretending that a site is actually a series of adjacent, but independent measurements. The methods developed for this package take a different view instead by modeling the distribution of measurements from within a single site on a scale of similarity to the distribution of measurements on other sites and the environmental background in general. This method avoids collapsing measurements and promotes the assumption of independence from within a site to between sites. By doing so, this approach models a richer description of the landscape in a more intuitive sense of similarity.
To achieve this goal, the package fits a Kernel Logistic Regression (KLR) model onto a mean embedding similarity matrix and predicts as a roving focal function of varying window size. The name of the package is derived from this approach; Kernel Logistic Regression on FOcal Mean Embeddings (klrfome) pronounced clear foam.
(High-res versions of research poster are in the /SAA_2018_poster folder)
Please cite this package as:
Harris, Matthew D., (2017). klrfome - Kernel Logistic Regression on Focal Mean Embeddings. Accessed 10 Sep 2017. Online at https://doi.org/10.5281/zenodo.1218403
This model is inspired by and borrows from Zoltán Szabó’s work on mean
embeddings Szabó et al. (2015) and Ji Zhu & Trevor Hastie’s Kernel
Logistic Regression algorithm (Zhu and Hastie 2005). I extend a hardy
thank you to Zoltán for his correspondence during the development of
this approach. This approach would not have been created without his
help. Further, a big thank you to Ben Markwick for his moral support
and rrtools
package used to create this package. However that being
said, all errors, oversights, and omissions are my own.
You can install klrfome from github with:
# install.packages("devtools")
devtools::install_github("mrecos/klrfome")
In brief, the process below is 1) take a table of observations of two or
more environmental variables within known sites and across the
background of the study area; 2) use format_data()
to convert that
table to a list and under-sample the background data to a desired ratio
(each group of observations with a site or background area are referred
o in the ML literature as “bags”); 3) use build_k()
function with the
sigma
hyperparameter and distance (default euclidean
) to create a
similarity matrix between all site and background bags; 4) the
similarity matrix is the object that the kernel logistic regression
model klr()
function uses to fit its parameters. Steps 3 and 4 are
where this method detracts most from traditional regression, but it is
also what sets this method apart. unlike most regression that fits a
model to a table of measurements, this approach fits a model to a matrix
of similarities between all of the units of analysis (sites and
background areas).
library("ggplot2") # for plotting results
library("NLMR") # for creating simulated landscapes
library("rasterVis") # for plotting simulated lan
library("pROC") # for evaluation of model AUC metric
library("dplyr") # for data manipulation
library("knitr") # for printing tables in this document
library("klrfome") # for modeling
library("sp") # for plotting raster prediction in document
In this block, the random seed
, sigma
and lambda
hyperparameters,
and the dist_metric
are all set. The sigma
parameter controls how
“close” observations must be to be considered similar. Closeness in this
context is defined in the ‘feature space,’ but in geographic or
measurement space. At a higher sigma
more distant observations can
still be considered similar. The lambda
hyperparameter controls the
regularization in the KLR model by penalizing large coefficients; it
must by greater than zero. This means that the higher the lambda
penalty, the closer the model will shrink its alpha
parameters closer
to zero, thereby reducing the influence of any one or group of
observations on the overall model. These two hyperparameters are most
critical as the govern the flexibility and scope of the model. Ideally,
these will be set via k-fold Cross-Validation, Leave-one-out
cross-validation, grid search, or trial and error. Exploring these
hyperparameters will likely take most of the time and attention within
the modeling process.
#Parameters
set.seed(232)
sigma = 0.5
lambda = 0.1
dist_metric = "euclidean"
Archaeological site data is protected information that can not often be
shared. It is a major impediment to open archaeological research. In
this package I created a function to simulate archaeological site data
so that people can test the package and see how to format their site
data. The get_sim_data
function simulates N_site_bags
number of
sites from site_sample
number of observations for two environmental
variables. The variables are normal with a mean and standard deviation;
well-discriminated defaults are provided. The function simulates by
site-present and environmental background classes with different means
and SD’s for the two variables. The returned object is a list
that
contains the data in a list
format for use in the KLR
functions, but
also a table
format for use in most other modeling functions. This is
so that you can compare model results on the same data.
### Simulate Training Data
sim_data <- get_sim_data(site_samples = 800, N_site_bags = 75)
formatted_data <- format_site_data(sim_data, N_sites=10, train_test_split=0.8,
sample_fraction = 0.9, background_site_balance=1)
train_data <- formatted_data[["train_data"]]
train_presence <- formatted_data[["train_presence"]]
test_data <- formatted_data[["test_data"]]
test_presence <- formatted_data[["test_presence"]]
The first step in modeling these data is to build the similarity kernel
with build_k
. The output is a pairwise similarity matrix for each
element of the list you give it, in this case training_data
. The
object K
is the NxN similarity matrix of the mean similarity between
the multivariate distance of each site and background list element.
These elements are often referred to as laballed bags because they are
a collection of measurements with a presence or absence label. The
second step is to fit the KLR
model with the KLR
function. The KLR
fit function is a key component of this package. The function fits a KLR
model using Iterative Re-weighted Least Squares (IRLS). Verbose = 2
shows the convergence of the algorithm. The output of this function is a
list
of the alpha parameters (for prediction) and predicted
probability of site-present for the train_data
set. Finally, the
KLR_predict
function uses the train_data
and alphas
to predict the
probability of site-presence for new test_data
. The similarity matrix
can be visualized with corrplot
, the predicted site-presence
probability for simulated site-present and background test data can be
viewed as a ggplot
, and finally the parameters of the model are saved
to a list
to be used for predicting on a study area raster stack.
##### Logistic Mean Embedding KRR Model
#### Build Kernel Matrix
K <- build_K(train_data, sigma = sigma, dist_metric = dist_metric, progress = FALSE)
#### Train KLR model
train_log_pred <- KLR(K, train_presence, lambda, 100, 0.001, verbose = 2)
#> Step 1. Absolute Relative Approximate Error = 120.2567
#> Step 2. Absolute Relative Approximate Error = 9.6064
#> Step 3. Absolute Relative Approximate Error = 0.6178
#> Step 4. Absolute Relative Approximate Error = 0.0477
#> Step 5. Absolute Relative Approximate Error = 0
#> Found solution in 5 steps.
#### Predict KLR model on test data
test_log_pred <- KLR_predict(test_data, train_data, dist_metric = dist_metric,
train_log_pred[["alphas"]], sigma, progress = FALSE)
### Plot K Matrix
K_corrplot(K,train_data,clusters=4)
#> Warning in text.default(pos.xlabel[, 1], pos.xlabel[, 2], newcolnames, srt =
#> tl.srt, : "cl.lim" is not a graphical parameter
#> Warning in text.default(pos.ylabel[, 1], pos.ylabel[, 2], newrownames, col =
#> tl.col, : "cl.lim" is not a graphical parameter
#> Warning in title(title, ...): "cl.lim" is not a graphical parameter
### Plot Test Set Prediction
predicted_log <- data.frame(pred = test_log_pred, obs = test_presence)
ggplot(predicted_log, aes(x = as.factor(obs), y = pred, color = as.factor(obs))) +
geom_jitter(width = 0.1) +
theme_bw() +
ylim(c(0,1)) +
labs(y = "Predicted Probability", x = "Site Presence",
title = "Kernel Logistic Regression",
subtitle = "test set predictions; simulated data") +
theme(
legend.position = "none"
)
### Save parameters for later prediction
params <- list(train_data = train_data,
alphas_pred = train_log_pred[["alphas"]],
sigma = sigma,
lambda = lambda,
means = formatted_data$means,
sds = formatted_data$sds)
This package can be used to predict on tabular data as above, but a more
practical approach is to predict directly on a set of raster layers
representing the predictor variables. Most of the code below is there
for creating a simulated landscape that has some fidelity to the
training data. For real-world examples, the prediction starts with a
raster stack of predictor variable rasters. Form there the function
scale_prediction_rasters
center and scales the values of the rasters
to that of the train_data. Having data that is centered at zero and
scaled to z-scores is critical in measuring the distance between
observations. Further, it is critical that the test data (raster stack)
is scaled to the same values as the training data or the predictions
will be invalid. Once scaled, the raster stack is sent to the
KLR_raster_predict
function for prediction. The prediction function
requires a scaled raster stack of the same variables used to train the
model, the ngb
value that specifies the x and y dimension of the focal
window, and finally the list of params from the trained model. The
setting on KLR_raster_predict
shown here are predicting over the
entire raster at once and not in parallel. The KLR_raster_predict
function has options for splitting the prediction into a number of
squares and predicting on each of those. Further, each split raster
block can be assigned to a different core on your computer to compute in
parallel. This is because prediction is a time consuming process and it
is often helpful to split the computation into more manageable blocks.
Oh, and you can set it to return the predicted blocks as a list of
raster (all in memory) or to save each block as a GeoTiff after it is
predicted. A version of parallel processing is shown in the next code
section.
### width and hieght of roving focal window (required)
ngb = 5
### Number of rows and columns in prediction rasters
## needed for making simulated rasters, as well as for predicting real-world rasters
cols = 100
rows = 100
### Create simulated environmental rasters (sim data only) ####
s_var1r <- NLMR::nlm_gaussianfield(cols,rows, autocorr_range = 20)
s_var1 <- rescale_sim_raster(s_var1r, 50, 10)
s_var2 <- rescale_sim_raster(s_var1r, 3, 2)
b_var1r <- NLMR::nlm_gaussianfield(cols,rows,autocorr_range = 20)
b_var1 <- rescale_sim_raster(b_var1r, 100, 20)
b_var2 <- rescale_sim_raster(b_var1r, 6, 3)
### Create a site-present trend surface (sim data only)
trend_coords <- sim_trend(cols, rows, n = 3)
coords <- trend_coords$coords
trend <- trend_coords$trend
inv_trend <- abs(1-trend)
var1 <- (s_var1 * trend) + (b_var1 * inv_trend)
var2 <- (s_var2 * trend) + (b_var2 * inv_trend)
#### end simulated data creation ####
### Create raster stack of predictor variables
pred_var_stack <- raster::stack(var1, var2)
names(pred_var_stack) <- c("var1","var2")
### scale rasters to training data
pred_var_stack_scaled <- scale_prediction_rasters(pred_var_stack, params, verbose = 0)
### Predict raster (single chunk, not in parallel)
pred_rast <- KLR_raster_predict(pred_var_stack_scaled, ngb = ngb, params, split = FALSE, ppside = NULL,
progress = FALSE, parallel = FALSE)
### plot with simulated sites
rasterVis::levelplot(pred_rast, margin = FALSE, par.settings=viridisTheme()) +
latticeExtra::layer(sp.points(SpatialPoints(coords), pch=15, cex = 2.25, col = "red"))
This package uses the foreach
package’s %dopar%
function to
parallelize model prediction. To make this work you need to start a
parallel backend. Here I show how to do this with doParallel
package.
It is simple in most cases, just make a cluster with makeCluster
and
the number of cores you have available and then register the cluster
with registerDoParallel
(note the use of stopCluster()
when you are
done). In the KLR_raster_predict
function, you need to set a few
things. Set parallel
= TRUE
, split
= TRUE
, and ppside
is the
number of raster blocks on the x and y axis (resulting in ppside
^2
number of output rasters). The function also gives the options for
output = "list"
to return a list
or output = "save"
to save each
raster as a GeoTiff to the save_loc
directory. Finally, the cols
and
rows
values are used here so that the split function knows the
dimensions of the entire prediction raster. It need to know this becuase
it mitigates the edge effect predicting on blocks by putting a collar of
size ngb
around each block. The cols
and rows
lets the function
know when to remove the collar and when it is at an edge of the study
area.
library("parallel")
library("doParallel")
#> Loading required package: foreach
#> Loading required package: iterators
### create and register parallel backend
cl <- parallel::makeCluster(parallel::detectCores())
doParallel::registerDoParallel(cl)
### Use same KLR_raster_predict function with parallel = TRUE
pred_rast_list <- KLR_raster_predict(pred_var_stack_scaled, ngb = ngb, params, split = TRUE, ppside = 5,
progress = FALSE, parallel = TRUE, output = "list",
save_loc = NULL, overwrite = TRUE, cols = cols, rows = rows)
#> Splitting rasters into blocks
#> Predicting splits in parallel on 8 cores
### Merge list back to a single raster
pred_rast <- do.call(merge, pred_rast_list)
### plot with simulated sites
rasterVis::levelplot(pred_rast, margin = FALSE, par.settings=viridisTheme()) +
latticeExtra::layer(sp.points(sp.points(SpatialPoints(coords), pch=15, cex = 2.25, col = "red")), columns=1)
### Or set output = "save" to save each prediction block out to a folder as a GeoTiff # not run
# pred_rast_list <- KLR_raster_predict(pred_var_stack_scaled, ngb = ngb, params, split = TRUE, ppside = 5,
# progress = FALSE, parallel = TRUE, output = "save",
# save_loc = "c:/Temp/tif", overwrite = TRUE)
parallel::stopCluster(cl)
Evaluating model on independent test data is very important for
understanding the models ability to generalize to new observations. The
klrfome
package provides two functions to assist with this;
CM-quads()
and metrics()
. In order to use these functions, the user
needs to extract the sensitivity values output from klr_raster_predict
at both site locations (preferably not those used to create the model)
and a large number of random locations to sample the full distribution
of sensitivities. The code below uses the simulated site locations,
raster::extract
, and sampleRandom
to obtain these values. Once the
values are put into a table and labelled as 1 or 0, the CM-quads
function is applied to retrieve the True Positive, True Negative, False
Positive, and False Negative values of the model at one or more
probability thresholds. Choosing the appropriate threshold at which to
classify a model into High, Moderate, and Low or Site-present
vs. site-absent needs a good deal of consideration for both the
intrinsic model quality and extrinsic model goals. Here I show how to
evaluate the classification metrics at every 0.1
threshold between 0
and 1. The results from CM_quads
(named for the four quadrants of the
confusion matrix) are then evaluated with the pROC::auc
and
klrfome::metrics
functions to calculate the metrics of choice.
### Make some polygons around the simulated site points.
### If all you have is points for sites, site radius can be an assumption
site_pnts <- SpatialPoints(coords)
site_polys <- rgeos::gBuffer(site_pnts, width = 6, byid = FALSE)
### extract sensitivity raster values to site areas
site_sample <- raster::extract(pred_rast, site_polys, weights = FALSE,
small = TRUE, df = TRUE) %>%
rename(pred = layer) %>%
mutate(presence = 1)
### sample for an environmental background of sensitivity values. (e.g. n = 500)
bkg_sample <- data.frame(ID = 0, pred = raster::sampleRandom(pred_rast, 500),
presence = 0)
model_pred <- rbind(site_sample, bkg_sample)
### A vector of the sensitivity thresholds that you want to evaluate the model at
threshold <- seq(0,1,0.1)
### Compute True Positive, True Negative, False Positive, and False Negative values at each threshold
kstats <- CM_quads(model_pred, threshold)
### use the pROC::auc and klrfome::metrics functions to compute the metrics of choice at each threshold
Test_area_metrics <- kstats %>%
group_by(Threshold) %>%
dplyr::mutate(AUC = round(pROC::auc(model_pred$presence, model_pred$pred, type = "linear"),3),
YoudensJ = round(metrics(TP,TN,FP,FN)$Informedness,3),
KG = round(metrics(TP,TN,FP,FN)$KG,3),
Sensitivity = round(metrics(TP,TN,FP,FN)$Sensitivity,3),
FPR = round(metrics(TP,TN,FP,FN)$FPR,3),
FNR = round(metrics(TP,TN,FP,FN)$FNR,3)) %>%
data.frame()
#> Setting levels: control = 0, case = 1
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#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
#> Setting levels: control = 0, case = 1
#> Setting direction: controls < cases
knitr::kable(Test_area_metrics)
Threshold | TP | FP | TN | FN | AUC | YoudensJ | KG | Sensitivity | FPR | FNR |
---|---|---|---|---|---|---|---|---|---|---|
0.0 | 336 | 500 | 0 | 0 | 0.85 | 0.000 | 0.000 | 1.000 | 1.000 | 0.000 |
0.1 | 336 | 357 | 143 | 0 | 0.85 | 0.286 | 0.286 | 1.000 | 0.714 | 0.000 |
0.2 | 334 | 281 | 219 | 2 | 0.85 | 0.432 | 0.435 | 0.994 | 0.562 | 0.006 |
0.3 | 322 | 237 | 263 | 14 | 0.85 | 0.484 | 0.505 | 0.958 | 0.474 | 0.042 |
0.4 | 318 | 203 | 297 | 18 | 0.85 | 0.540 | 0.571 | 0.946 | 0.406 | 0.054 |
0.5 | 311 | 179 | 321 | 25 | 0.85 | 0.568 | 0.613 | 0.926 | 0.358 | 0.074 |
0.6 | 296 | 150 | 350 | 40 | 0.85 | 0.581 | 0.659 | 0.881 | 0.300 | 0.119 |
0.7 | 277 | 126 | 374 | 59 | 0.85 | 0.572 | 0.694 | 0.824 | 0.252 | 0.176 |
0.8 | 238 | 96 | 404 | 98 | 0.85 | 0.516 | 0.729 | 0.708 | 0.192 | 0.292 |
0.9 | 112 | 42 | 458 | 224 | 0.85 | 0.249 | 0.748 | 0.333 | 0.084 | 0.667 |
1.0 | 0 | 0 | 500 | 336 | 0.85 | 0.000 | NaN | 0.000 | 0.000 | 1.000 |
In this case those metrics are the auc
, Youdens J
, KG
= Kvamme
Gain, Sensitivity
, FPR
= False Positive Rate, and FNR
= False
Negative Rate. While there is no one metric that is a perfect descriptor
of model performance in all scenarios, these are the metrics that I find
most useful for describing archaeological predictive models. In this
example, I am aiming to maximize my two-class classification for the
Youden’s J (aka Informedness). As such, I would set my site-present
vs. site-absent Threshold
at 0.6. At this threshold we have a
Sensitivity
= 0.881 and a FPR
= 0.3.
This package contains the functions necessary to compute Kernel Linear Regression (KLR) on mean kernel embeddings, functions for preparing site and background data, and a function for simulate archaeological site location data.
-
build_K
- Function takes list of training data, scalar value forsigma
hyperparameter, and a distance method to compute a mean embedding similarity kernel. This kernel is a pair-wise (N x N) matrix of the mean similarity between the attributes describing each site location and background group. Optional inouts areprogress
for a progress bar anddist_metric
for the distance computation. By default, the distance metric iseuclidean
and should likely stay as such unless you have explored other distances and know why/how you want to use them. -
KLR
- Function takes the similarity kernel matrixK
, a vector of presence/absence coded as1
or0
, and a scalar value for thelambda
regularizing hyperparameter; optionally values for maximum iterations and threshold. This function performs Kernel Logistic Regression (KLR) via Iterative Re-weighted Least Squares (IRLS). The objective is to approximate a set of parameters that minimize the negative likelihood of the parameters given the data and response. This function returns a list ofpred
, the estimated response (probability of site-presence) for the training data, andalphas
, the approximated parameters from the IRLS algorithm. -
KLR_predict
- Function takes a list of the training data, a list of the testing data, a vector of the approximatedalphas
parameters, a scalar value for thesigma
kernel hyperparameter, and a distance method. This function predicts the probability of site presence for new observations based on the training data andalphas
parameters. This is accomplished by building thek*k
kernel matrix as the similarity between the training test data then computing the inverse logit ofk*k %*% alphas
. The output is the predicted probability of site presence for each training data example.
-
rescale_sim_raster
- Function that rescales simulated rasters fromNLMR::nlm_gaussianfield
(Sciaini, Fritsch, and Simpkins 2017) or whatever you want to use, to the mean and standard deviation of the simulated data used to fit theklr
model. You will have to add themean
andsd
arguments manually based on what you put into theget_sim_data
function. The example in the code above inputs the defaultmean
andsd
values from the defualts of theget_sim_data
function. Returned is a raster scaled too your simualted training data. -
sim_trend
- Function is used to take createn
number of simulated site locations ofsize
cell dimensions on arows
bycols
raster. The latter two arguments should match the size of your simulated rasters. The function randomly locates the sites and then creates a distance gradient (trend) from the site locations outward. The trend is a value1
at the sites and reduces to0
at the maximum combined distance from all sites. The output of this function is alist
of amatrix
of simulated site x/y coordinates (centers) and araster
of the trend surface. The point of the trend is to then combine it with the simulated rasters (as down in the code above) such that the raster depicting site-likely conditions is multiplied by the trend to output a raster retaining site-likely conditions near simulated site locations. Conversely, the site-unlikely simulated raster is multiplied by the inverse of the trend to result in a raster retaining site-unlikely characteristics away from the site locations. When those two rasters are added you get a simulated environment that is more preferable to site locations near site locations. It is a bit involved for something that had nothing to do with the actual KLRfome model, but it is needed to produce actual correlated environments for model testing. -
scale_prediction_rasters
- Function scales your predictorrater stack
based on theparams
list created in the model fitting process. This script simply loops over the rasters in the stack and centers and scales based on mean and sd of the training data used to fit theklr
model. The function outputs araster stack
. -
KLR_raster_predict
- Function predicts the probability of site-presence based on araster stack
of center/scaled predictor rasters, a focal neighborhood size in cells asngb
, and theparams
list of model fit parameters. Finally, the function also needs to the the number of columns ascols
and rows asrows
of the study areas raster stack. The rest of the arguments default to predicting the entire raster stack in one pass and only on a single core (not in parallel). The rest of the argument control whether the study area is split (split = TRUE
) into a grid of blocks. Theppside
positive integer controls the number of blocks along each axis of the study area. If you wish to compute the prediction in parallel, you will need to split it into blocks so that each block can be sent to a different processor core. The final set of optional arguments control how the prediction is returned, either as aoutput = "list"
oroutput = "save"
for returning a list of rasters of saving each out as a GeoTiff, and then arguments for the GeoTiff location withsave_loc
and whether to overwrite existing GeoTiffs withoverwrite
. The function contains a bit of logic to try and assist the user in which arguments go with what. Perhaps future versions will streamline this a bit.
format_site_data
- Function takes adata.frame
of presence/background observations. The columnpresence
indicated site presence of background as1
or0
respectively. TheSITENO
column indicates either a site identifier orbackground
. The remaining columns should be measurements of environmental or cultural variables for modeling similarity. It is expected that each site will have multiple rows indicating multiple measurements of environmental variables from within the site boundary or land form. The function centers and scales the predictor variables, sub-samples the data into training and test sets, and re-formats the data as both tabular format and list format for both training and test data sets. Importantly, the function makes sure that no single site is in both the training and test set. No test sites are used to train the model. Also returned is the mean and standard deviation of the data so that new data can be center and scaled to the same parameters.
get_sim_data
- Function takes a mean and SD for two simulated predictor variables for each of sites and background. With archaeological site data being a protected data set in many settings (including this project), it cannot be freely shared. However, it is difficult to implement this model without properly format data. This function simulates archaeological site data and background environmental data for testing or tuning of this model. The concept of the function is to simulate two predictor variables for both sites and background. The inputs to the function (defaults provided) control how similar or different the site data is from the background. The model can be tested on simulated site data that is very similar to the background or very different; the model behaves accordingly. The output of the function is formatted in the same way as theformat_site_data
function.
-
CM_quads
- Function takes a data.frame of predicted probabilities (must be calledpred
) and actual observed presence/absence (must be calledpresence
and contain1 = presence
and0 = absence
). Optional input is a threshold value or values in the form of a single scalar (default = 0.5) or a numeric vector to loop over. The function calculates the True Positive, True Negative, False Positive, and False Negative quantities at each threshold. These quantities are typically shown in a 2x2 confusion matrix, hence the name Confusion Matrix (CM) quadrants. The output is a data.frame with columns for theTP
,FP
,TN
, andFN
at each desiredThreshold
. This is useful for figuring out how the model performs at a variety of thresholds. In the example code above I also compute theAUC
statistic that gives an indication of model performance across all thresholds. -
metrics
- Function provides a large quantity of metrics based on the quadrants of the Confusion Matrix derived from a threshold of the predicted probability values. The input to this function is theTP
,TN
,FP
, andFN
quantities of a thresholded model as derived from theCM_quads
function. The output of this model is a list of51
different metrics such asSensitivity
,Youden's J
,Positive Predictive Gain
, and many more. Some are commonplace and others are practically unknown. I put a few note in the function as to where they come from. The function returns all51
as a list.
K_corrplot
- Function is a pretty simple wrapper aroundcorrplot::corrplot()
with hierarchical clustering. Inputs for this function are the similarity matrixK
and thetrain_data
with the option of an integer for the number of clusters to partition the data; default = 4. Output is a plot or if assigned to an object, it is an object of classmatrix
.
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Data: CC-0 attribution requested in reuse
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