Nothing
R/tune.splsda.R
In mixOmics: Omics Data Integration Project
# ========================================================================================================
# tune.splsda: chose the optimal number of parameters per component on a splsda method
# ========================================================================================================
#' Tuning functions for sPLS-DA method
#'
#' Computes M-fold or Leave-One-Out Cross-Validation scores on a user-input
#' grid to determine optimal values for the sparsity parameters in
#' \code{splsda}.
#'
#'
#' This tuning function should be used to tune the parameters in the
#' \code{splsda} function (number of components and number of variables in
#' \code{keepX} to select).
#'
#' For a sPLS-DA, M-fold or LOO cross-validation is performed with stratified
#' subsampling where all classes are represented in each fold.
#'
#' If \code{validation = "loo"}, leave-one-out cross-validation is performed.
#' By default \code{folds} is set to the number of unique individuals.
#'
#' The function outputs the optimal number of components that achieve the best
#' performance based on the overall error rate or BER. The assessment is
#' data-driven and similar to the process detailed in (Rohart et al., 2016),
#' where one-sided t-tests assess whether there is a gain in performance when
#' adding a component to the model. Our experience has shown that in most case,
#' the optimal number of components is the number of categories in \code{Y} -
#' 1, but it is worth tuning a few extra components to check (see our website
#' and case studies for more details).
#'
#' For sPLS-DA multilevel one-factor analysis, M-fold or LOO cross-validation
#' is performed where all repeated measurements of one sample are in the same
#' fold. Note that logratio transform and the multilevel analysis are performed
#' internally and independently on the training and test set.
#'
#' For a sPLS-DA multilevel two-factor analysis, the correlation between
#' components from the within-subject variation of X and the \code{cond} matrix
#' is computed on the whole data set. The reason why we cannot obtain a
#' cross-validation error rate as for the spls-DA one-factor analysis is
#' because of the difficulty to decompose and predict the within matrices
#' within each fold.
#'
#' For a sPLS two-factor analysis a sPLS canonical mode is run, and the
#' correlation between components from the within-subject variation of X and Y
#' is computed on the whole data set.
#'
#' If \code{validation = "Mfold"}, M-fold cross-validation is performed. How
#' many folds to generate is selected by specifying the number of folds in
#' \code{folds}.
#'
#' If \code{auc = TRUE} and there are more than 2 categories in \code{Y}, the
#' Area Under the Curve is averaged using one-vs-all comparison. Note however
#' that the AUC criteria may not be particularly insightful as the prediction
#' threshold we use in sPLS-DA differs from an AUC threshold (sPLS-DA relies on
#' prediction distances for predictions, see \code{?predict.splsda} for more
#' details) and the supplemental material of the mixOmics article (Rohart et
#' al. 2017). If you want the AUC criterion to be insightful, you should use
#' \code{measure==AUC} as this will output the number of variable that
#' maximises the AUC; in this case there is no prediction threshold from
#' sPLS-DA (\code{dist} is not used). If \code{measure==AUC}, we do not output
#' SD as this measure can be a mean (over \code{nrepeat}) of means (over the
#' categories).
#'
#' BER is appropriate in case of an unbalanced number of samples per class as
#' it calculates the average proportion of wrongly classified samples in each
#' class, weighted by the number of samples in each class. BER is less biased
#' towards majority classes during the performance assessment.
#'
#' More details about the prediction distances in \code{?predict} and the
#' supplemental material of the mixOmics article (Rohart et al. 2017).
#'
#' @param X numeric matrix of predictors. \code{NA}s are allowed.
#' @param Y \code{if(method = 'spls')} numeric vector or matrix of continuous
#' responses (for multi-response models) \code{NA}s are allowed.
#' @param ncomp the number of components to include in the model.
#' @param test.keepX numeric vector for the different number of variables to
#' test from the \eqn{X} data set
#' @param already.tested.X Optional, if \code{ncomp > 1} A numeric vector
#' indicating the number of variables to select from the \eqn{X} data set on
#' the firsts components.
#' @param validation character. What kind of (internal) validation to use,
#' matching one of \code{"Mfold"} or \code{"loo"} (short for 'leave-one-out').
#' Default is \code{"Mfold"}.
#' @param folds the folds in the Mfold cross-validation. See Details.
#' @param dist distance metric to use for \code{splsda} to estimate the
#' classification error rate, should be a subset of \code{"centroids.dist"},
#' \code{"mahalanobis.dist"} or \code{"max.dist"} (see Details).
#' @param measure Three misclassification measure are available: overall
#' misclassification error \code{overall}, the Balanced Error Rate \code{BER}
#' or the Area Under the Curve \code{AUC}
#' @param scale Logical. If scale = TRUE, each block is standardized to zero
#' means and unit variances (default: TRUE)
#' @param auc if \code{TRUE} calculate the Area Under the Curve (AUC)
#' performance of the model based on the optimisation measure \code{measure}.
#' @param progressBar by default set to \code{TRUE} to output the progress bar
#' of the computation.
#' @param tol Convergence stopping value.
#' @param max.iter integer, the maximum number of iterations.
#' @param near.zero.var Logical, see the internal \code{\link{nearZeroVar}}
#' function (should be set to TRUE in particular for data with many zero
#' values). Default value is FALSE
#' @param nrepeat Number of times the Cross-Validation process is repeated.
#' @param logratio one of ('none','CLR'). Default to 'none'
#' @param multilevel Design matrix for multilevel analysis (for repeated
#' measurements) that indicates the repeated measures on each individual, i.e.
#' the individuals ID. See Details.
#' @param light.output if set to FALSE, the prediction/classification of each
#' sample for each of \code{test.keepX} and each comp is returned.
#' @param signif.threshold numeric between 0 and 1 indicating the significance
#' threshold required for improvement in error rate of the components. Default
#' to 0.01.
#' @param cpus Number of cpus to use when running the code in parallel.
#' @return Depending on the type of analysis performed, a list that contains:
#' \item{error.rate}{returns the prediction error for each \code{test.keepX} on
#' each component, averaged across all repeats and subsampling folds. Standard
#' deviation is also output. All error rates are also available as a list.}
#' \item{choice.keepX}{returns the number of variables selected (optimal keepX)
#' on each component.} \item{choice.ncomp}{returns the optimal number of
#' components for the model fitted with \code{$choice.keepX} }
#' \item{error.rate.class}{returns the error rate for each level of \code{Y}
#' and for each component computed with the optimal keepX}
#'
#' \item{predict}{Prediction values for each sample, each \code{test.keepX},
#' each comp and each repeat. Only if light.output=FALSE}
#' \item{class}{Predicted class for each sample, each \code{test.keepX}, each
#' comp and each repeat. Only if light.output=FALSE}
#'
#' \item{auc}{AUC mean and standard deviation if the number of categories in
#' \code{Y} is greater than 2, see details above. Only if auc = TRUE}
#'
#' \item{cor.value}{only if multilevel analysis with 2 factors: correlation
#' between latent variables.}
#' @author Kim-Anh Lê Cao, Benoit Gautier, Francois Bartolo, Florian Rohart,
#' Al J Abadi
#' @seealso \code{\link{splsda}}, \code{\link{predict.splsda}} and
#' http://www.mixOmics.org for more details.
#' @references mixOmics article:
#'
#' Rohart F, Gautier B, Singh A, Lê Cao K-A. mixOmics: an R package for 'omics
#' feature selection and multiple data integration. PLoS Comput Biol 13(11):
#' e1005752
#' @keywords regression multivariate
#' @export
#' @examples
#' ## First example: analysis with sPLS-DA
#'
#' data(breast.tumors)
#' X = breast.tumors$gene.exp
#' Y = as.factor(breast.tumors$sample$treatment)
#' tune = tune.splsda(X, Y, ncomp = 1, nrepeat = 10, logratio = "none",
#' test.keepX = c(5, 10, 15), folds = 10, dist = "max.dist",
#' progressBar = TRUE)
#'
#' \dontrun{
#' # 5 components, optimising 'keepX' and 'ncomp'
#' tune = tune.splsda(X, Y, ncomp = 5, test.keepX = c(5, 10, 15),
#' folds = 10, dist = "max.dist", nrepeat = 5, progressBar = FALSE)
#'
#' tune$choice.ncomp
#' tune$choice.keepX
#' plot(tune)
#'
#' ## only tune component 3 and 4
#' # keeping 5 and 10 variables on the first two components respectively
#'
#' tune = tune.splsda(X = X,Y = Y, ncomp = 4,
#' already.tested.X = c(5,10),
#' test.keepX = seq(1,10,2), progressBar = TRUE)
#'
#' ## Second example: multilevel one-factor analysis with sPLS-DA
#'
#' data(vac18)
#' X = vac18$genes
#' Y = vac18$stimulation
#' # sample indicates the repeated measurements
#' design = data.frame(sample = vac18$sample)
#'
#' tune = tune.splsda(X, Y = Y, ncomp = 3, nrepeat = 10, logratio = "none",
#' test.keepX = c(5,50,100),folds = 10, dist = "max.dist", multilevel = design)
#'
#' }
tune.splsda <-
function (X, Y,
ncomp = 1,
test.keepX = c(5, 10, 15),
already.tested.X,
validation = "Mfold",
folds = 10,
dist = "max.dist",
measure = "BER", # one of c("overall","BER")
scale = TRUE,
auc = FALSE,
progressBar = FALSE,
tol = 1e-06,
max.iter = 100,
near.zero.var = FALSE,
nrepeat = 1,
logratio = c('none','CLR'),
multilevel = NULL,
light.output = TRUE,
signif.threshold = 0.01,
cpus=1
)
{ #-- checking general input parameters --------------------------------------#
#---------------------------------------------------------------------------#
#-- check significance threshold
signif.threshold <- .check_alpha(signif.threshold)
#------------------#
#-- check entries --#
if(!is(X, "matrix"))
X = as.matrix(X)
if (length(dim(X)) != 2 || !is.numeric(X))
stop("'X' must be a numeric matrix.")
# Testing the input Y
if (is.null(multilevel))
{
if (is.null(Y))
stop("'Y' has to be something else than NULL.")
if (is.null(dim(Y)))
{
Y = factor(Y)
} else {
stop("'Y' should be a factor or a class vector.")
}
if (nlevels(Y) == 1)
stop("'Y' should be a factor with more than one level")
} else {
# we expect a vector or a 2-columns matrix in 'Y' and the repeated measurements in 'multilevel'
multilevel = data.frame(multilevel)
if ((nrow(X) != nrow(multilevel)))
stop("unequal number of rows in 'X' and 'multilevel'.")
if (ncol(multilevel) != 1)
stop("'multilevel' should have a single column for the repeated measurements, other factors should be included in 'Y'.")
if (!is.null(ncol(Y)) && !ncol(Y) %in% c(0,1,2))# multilevel 1 or 2 factors
stop("'Y' should either be a factor, a single column data.frame containing a factor, or a 2-columns data.frame containing 2 factors.")
multilevel = data.frame(multilevel, Y)
multilevel[, 1] = as.numeric(factor(multilevel[, 1])) # we want numbers for the repeated measurements
}
#-- progressBar
if (!is.logical(progressBar))
stop("'progressBar' must be a logical constant (TRUE or FALSE).", call. = FALSE)
if (is.null(ncomp) || !is.numeric(ncomp) || ncomp <= 0)
stop("invalid number of variates, 'ncomp'.")
#-- validation
choices = c("Mfold", "loo")
validation = choices[pmatch(validation, choices)]
if (is.na(validation))
stop("'validation' must be either 'Mfold' or 'loo'")
if (validation == 'loo')
{
if (nrepeat != 1)
warning("Leave-One-Out validation does not need to be repeated: 'nrepeat' is set to '1'.")
nrepeat = 1
}
#-- logratio
logratio <- match.arg(logratio)
#if ((!is.null(already.tested.X)) && (length(already.tested.X) != (ncomp - 1)) )
#stop("The number of already tested parameters should be NULL or ", ncomp - 1, " since you set ncomp = ", ncomp)
if (missing(already.tested.X))
{
already.tested.X = NULL
} else {
if(is.null(already.tested.X) | length(already.tested.X)==0)
stop("''already.tested.X' must be a vector of keepX values")
if(is.list(already.tested.X))
stop("''already.tested.X' must be a vector of keepX values")
message(paste("Number of variables selected on the first", length(already.tested.X), "component(s):", paste(already.tested.X,collapse = " ")))
}
if(length(already.tested.X) >= ncomp)
stop("'ncomp' needs to be higher than the number of components already tuned, which is length(already.tested.X)=",length(already.tested.X) , call. = FALSE)
#-- measure
choices = c("BER", "overall","AUC")
measure = choices[pmatch(measure, choices)]
if (is.na(measure))
stop("'measure' must be either 'BER', 'overall' or 'AUC' ")
if (any(is.na(validation)) || length(validation) > 1)
stop("'validation' should be one of 'Mfold' or 'loo'.", call. = FALSE)
#-- test.keepX
if (is.null(test.keepX) | length(test.keepX) == 1 | !is.numeric(test.keepX))
stop("'test.keepX' must be a numeric vector with more than two entries", call. = FALSE)
# remove some test.keepX if needed
if (any(test.keepX > ncol(X))){
test.keepX = test.keepX[-which(test.keepX>ncol(X))]
if (length(test.keepX) < 2)
stop("Some entries of 'test.keepX' were higher than the number of
variables in 'X' and were removed, the resulting 'test.keepX' has now
too few entries (<2)", call. = FALSE)
}
cpus <- .check_cpus(cpus)
parallel <- cpus > 1
if (parallel)
{
if (.onUnix()) {
cl <- makeForkCluster(cpus)
} else {
cl <- makePSOCKcluster(cpus)
}
clusterEvalQ(cl, library(mixOmics))
}
# add colnames and rownames if missing
X.names = dimnames(X)[[2]]
if (is.null(X.names))
{
X.names = paste0("X", 1:ncol(X))
dimnames(X)[[2]] = X.names
}
ind.names = dimnames(X)[[1]]
if (is.null(ind.names))
{
ind.names = 1:nrow(X)
rownames(X) = ind.names
}
if (length(unique(rownames(X))) != nrow(X))
stop("samples should have a unique identifier/rowname")
if (length(unique(X.names)) != ncol(X))
stop("Unique indentifier is needed for the columns of X")
rm(X.names);rm(ind.names)
#-- end checking --#
#------------------#
#---------------------------------------------------------------------------#
#-- logration + multilevel approach ----------------------------------------#
# we can do logratio and multilevel on the whole data as these transformation are done per sample
X = logratio.transfo(X = X, logratio = logratio)
if (!is.null(multilevel)) # logratio is applied per sample, multilevel as well, so both can be done on the whole data
{
Xw = withinVariation(X, design = multilevel)
X = Xw
#-- Need to set Y variable for 1 or 2 factors
Y = multilevel[, -1, drop=FALSE]
if (ncol(Y) >= 1)
Y = apply(Y, 1, paste, collapse = ".") # paste is to combine in the case we have 2 levels
Y = as.factor(Y)
}
#-- logration + multilevel approach ----------------------------------------#
#---------------------------------------------------------------------------#
#---------------------------------------------------------------------------#
#-- NA calculation ----------------------------------------------------#
misdata = c(X=anyNA(X), Y=FALSE) # Detection of missing data. we assume no missing values in the factor Y
if (any(misdata))
{
is.na.A = is.na(X)
#ind.NA = which(apply(is.na.A, 1, sum) > 0) # calculated only once
#ind.NA.col = which(apply(is.na.A, 2, sum) >0) # indice of the col that have missing values. used in the deflation
} else {
is.na.A = NULL
#ind.NA = ind.NA.col = NULL
}
#-- NA calculation ----------------------------------------------------#
#---------------------------------------------------------------------------#
test.keepX = sort(unique(test.keepX)) #sort test.keepX so as to be sure to chose the smallest in case of several minimum
names(test.keepX) = test.keepX
# if some components have already been tuned (eg comp1 and comp2), we're only tuning the following ones (comp3 comp4 .. ncomp)
if ((!is.null(already.tested.X)))
{
comp.real = (length(already.tested.X) + 1):ncomp
} else {
comp.real = 1:ncomp
}
choices = c("all", "max.dist", "centroids.dist", "mahalanobis.dist")
dist = match.arg(dist, choices, several.ok = TRUE)
mat.error.rate = list()
error.per.class = list()
AUC = list()
if(nrepeat>1 & all(measure != "AUC")){
mat.sd.error = matrix(0,nrow = length(test.keepX), ncol = ncomp-length(already.tested.X),
dimnames = list(c(test.keepX), c(paste0('comp', comp.real))))
} else{
mat.sd.error=NULL
}
mat.mean.error = matrix(nrow = length(test.keepX), ncol = ncomp-length(already.tested.X),
dimnames = list(c(test.keepX), c(paste0('comp', comp.real))))
# first: near zero var on the whole data set
if(near.zero.var == TRUE)
{
nzv = nearZeroVar(X)
if (length(nzv$Position > 0))
{
warning("Zero- or near-zero variance predictors.\nReset predictors matrix to not near-zero variance predictors.\nSee $nzv for problematic predictors.")
X = X[, -nzv$Position, drop=TRUE]
if(ncol(X)==0)
stop("No more predictors after Near Zero Var has been applied!")
}
}
if (is.null(multilevel) | (!is.null(multilevel) && ncol(multilevel) == 2))
{
if(light.output == FALSE)
prediction.all = class.all = list()
if(auc)
{
auc.mean.sd=list()
if(light.output == FALSE)
auc.all=list()
}
class.object=c("mixo_splsda","DA")
if (parallel)
clusterExport(cl, c("X","Y","is.na.A","misdata","scale","near.zero.var","class.object","test.keepX"),envir=environment())
error.per.class.keepX.opt = list()
if(all(measure != "AUC")){
error.per.class.keepX.opt.mean = matrix(0, nrow = nlevels(Y), ncol = length(comp.real),
dimnames = list(c(levels(Y)), c(paste0('comp', comp.real))))
} else {
error.per.class.keepX.opt.mean=NULL
}
# successively tune the components until ncomp: comp1, then comp2, ...
for(comp in 1:length(comp.real))
{
if (progressBar == TRUE)
cat("\ncomp",comp.real[comp], "\n")
result = MCVfold.spls(X, Y, multilevel = multilevel, validation = validation, folds = folds, nrepeat = nrepeat, ncomp = 1 + length(already.tested.X),
choice.keepX = already.tested.X,
test.keepX = test.keepX, test.keepY = nlevels(Y), measure = measure, dist = dist, scale=scale,
near.zero.var = near.zero.var, progressBar = progressBar, tol = tol, max.iter = max.iter, auc = auc,
cl = cl, parallel = parallel,
misdata = misdata, is.na.A = is.na.A, class.object=class.object)
# in the following, there is [[1]] because 'tune' is working with only 1 distance and 'MCVfold.spls' can work with multiple distances
mat.error.rate[[comp]] = result[[measure]]$mat.error.rate[[1]]
mat.mean.error[, comp]=result[[measure]]$error.rate.mean[[1]]
if (!is.null(result[[measure]]$error.rate.sd[[1]]))
mat.sd.error[, comp]=result[[measure]]$error.rate.sd[[1]]
# confusion matrix for keepX.opt
if (all(measure!="AUC")){
error.per.class.keepX.opt[[comp]]=result[[measure]]$confusion[[1]]
error.per.class.keepX.opt.mean[, comp]=apply(result[[measure]]$confusion[[1]], 1, mean)
}
# best keepX
already.tested.X = c(already.tested.X, result[[measure]]$keepX.opt[[1]])
if(light.output == FALSE)
{
#prediction of each samples for each fold and each repeat, on each comp
class.all[[comp]] = result$class.comp[[1]]
prediction.all[[comp]] = result$prediction.comp
}
if(auc)
{
auc.mean.sd[[comp]] = result$auc
if(light.output == FALSE)
auc.all[[comp]] = result$auc.all
}
} # end comp
names(mat.error.rate) = c(paste0('comp', comp.real))
if (all(measure!="AUC"))
names(error.per.class.keepX.opt) = c(paste0('comp', comp.real))
names(already.tested.X) = c(paste0('comp', 1:ncomp))
if (progressBar == TRUE)
cat('\n')
# calculating the number of optimal component based on t.tests and the error.rate.all, if more than 3 error.rates(repeat>3)
if(nrepeat > 2 & length(comp.real) >1 & all(measure!="AUC"))
{
keepX = already.tested.X
error.keepX = NULL
for(comp in 1:length(comp.real))
{
ind.row = match(keepX[[comp.real[comp]]],test.keepX)
error.keepX = cbind(error.keepX, mat.error.rate[[comp]][ind.row,])
}
colnames(error.keepX) = c(paste0('comp', comp.real))
opt = t.test.process(error.keepX)
ncomp_opt = comp.real[opt]
} else if(nrepeat > 2 & length(comp.real) >1 & all(measure=="AUC")){
#hacking t.test.process for AUC
keepX = already.tested.X
error.keepX = NULL
for(comp in 1:length(comp.real))
{
ind.row = match(keepX[[comp.real[comp]]],test.keepX)
error.keepX = cbind(error.keepX, mat.error.rate[[comp]][ind.row,])
}
colnames(error.keepX) = c(paste0('comp', comp.real))
#1- to change the AUC to an 'error' and check for decrease
opt = t.test.process(1-error.keepX, alpha = signif.threshold)
ncomp_opt = comp.real[opt]
} else {
ncomp_opt = error.keepX = NULL
}
result = list(
error.rate = mat.mean.error,
error.rate.sd = mat.sd.error,
error.rate.all = mat.error.rate,
choice.keepX = already.tested.X,
choice.ncomp = list(ncomp = ncomp_opt, values = error.keepX),
error.rate.class = error.per.class.keepX.opt.mean,
error.rate.class.all = error.per.class.keepX.opt)
if(light.output == FALSE)
{
names(class.all) = names(prediction.all) = c(paste0('comp', comp.real))
result$predict = prediction.all
result$class = class.all
}
if(auc)
{
#we add the AUC outputs only if it was not the measure
#otherwise there is twice the same output
if(all(measure != "AUC")){
names(auc.mean.sd) = c(paste0('comp', comp.real))
result$auc = auc.mean.sd
}
if(light.output == FALSE)
{
names(auc.all) = c(paste0('comp', comp.real))
result$auc.all =auc.all
}
}
result$measure = measure
result$call = match.call()
class(result) = "tune.splsda"
return(result)
} else {
# if multilevel with 2 factors, we can not do as before because withinvariation depends on the factors, we maximase a correlation
message("For a two-factor analysis, the tuning criterion is based on the maximisation of the correlation between the components on the whole data set")
cor.value = vector(length = length(test.keepX))
names(cor.value) = test.keepX
for (i in 1:length(test.keepX))
{
spls.train = splsda(X, Y, ncomp = ncomp, keepX = c(already.tested.X, test.keepX[i]), logratio = logratio, near.zero.var = FALSE)
# Note: this is performed on the full data set
# (could be done with resampling (bootstrap) (option 1) and/or prediction (option 2))
cor.value[i] = cor(spls.train$variates$X[, ncomp], spls.train$variates$Y[, ncomp])
#
}
return(list(cor.value = cor.value))
}
}
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# ========================================================================================================
# tune.splsda: chose the optimal number of parameters per component on a splsda method
# ========================================================================================================
#' Tuning functions for sPLS-DA method
#'
#' Computes M-fold or Leave-One-Out Cross-Validation scores on a user-input
#' grid to determine optimal values for the sparsity parameters in
#' \code{splsda}.
#'
#'
#' This tuning function should be used to tune the parameters in the
#' \code{splsda} function (number of components and number of variables in
#' \code{keepX} to select).
#'
#' For a sPLS-DA, M-fold or LOO cross-validation is performed with stratified
#' subsampling where all classes are represented in each fold.
#'
#' If \code{validation = "loo"}, leave-one-out cross-validation is performed.
#' By default \code{folds} is set to the number of unique individuals.
#'
#' The function outputs the optimal number of components that achieve the best
#' performance based on the overall error rate or BER. The assessment is
#' data-driven and similar to the process detailed in (Rohart et al., 2016),
#' where one-sided t-tests assess whether there is a gain in performance when
#' adding a component to the model. Our experience has shown that in most case,
#' the optimal number of components is the number of categories in \code{Y} -
#' 1, but it is worth tuning a few extra components to check (see our website
#' and case studies for more details).
#'
#' For sPLS-DA multilevel one-factor analysis, M-fold or LOO cross-validation
#' is performed where all repeated measurements of one sample are in the same
#' fold. Note that logratio transform and the multilevel analysis are performed
#' internally and independently on the training and test set.
#'
#' For a sPLS-DA multilevel two-factor analysis, the correlation between
#' components from the within-subject variation of X and the \code{cond} matrix
#' is computed on the whole data set. The reason why we cannot obtain a
#' cross-validation error rate as for the spls-DA one-factor analysis is
#' because of the difficulty to decompose and predict the within matrices
#' within each fold.
#'
#' For a sPLS two-factor analysis a sPLS canonical mode is run, and the
#' correlation between components from the within-subject variation of X and Y
#' is computed on the whole data set.
#'
#' If \code{validation = "Mfold"}, M-fold cross-validation is performed. How
#' many folds to generate is selected by specifying the number of folds in
#' \code{folds}.
#'
#' If \code{auc = TRUE} and there are more than 2 categories in \code{Y}, the
#' Area Under the Curve is averaged using one-vs-all comparison. Note however
#' that the AUC criteria may not be particularly insightful as the prediction
#' threshold we use in sPLS-DA differs from an AUC threshold (sPLS-DA relies on
#' prediction distances for predictions, see \code{?predict.splsda} for more
#' details) and the supplemental material of the mixOmics article (Rohart et
#' al. 2017). If you want the AUC criterion to be insightful, you should use
#' \code{measure==AUC} as this will output the number of variable that
#' maximises the AUC; in this case there is no prediction threshold from
#' sPLS-DA (\code{dist} is not used). If \code{measure==AUC}, we do not output
#' SD as this measure can be a mean (over \code{nrepeat}) of means (over the
#' categories).
#'
#' BER is appropriate in case of an unbalanced number of samples per class as
#' it calculates the average proportion of wrongly classified samples in each
#' class, weighted by the number of samples in each class. BER is less biased
#' towards majority classes during the performance assessment.
#'
#' More details about the prediction distances in \code{?predict} and the
#' supplemental material of the mixOmics article (Rohart et al. 2017).
#'
#' @param X numeric matrix of predictors. \code{NA}s are allowed.
#' @param Y \code{if(method = 'spls')} numeric vector or matrix of continuous
#' responses (for multi-response models) \code{NA}s are allowed.
#' @param ncomp the number of components to include in the model.
#' @param test.keepX numeric vector for the different number of variables to
#' test from the \eqn{X} data set
#' @param already.tested.X Optional, if \code{ncomp > 1} A numeric vector
#' indicating the number of variables to select from the \eqn{X} data set on
#' the firsts components.
#' @param validation character. What kind of (internal) validation to use,
#' matching one of \code{"Mfold"} or \code{"loo"} (short for 'leave-one-out').
#' Default is \code{"Mfold"}.
#' @param folds the folds in the Mfold cross-validation. See Details.
#' @param dist distance metric to use for \code{splsda} to estimate the
#' classification error rate, should be a subset of \code{"centroids.dist"},
#' \code{"mahalanobis.dist"} or \code{"max.dist"} (see Details).
#' @param measure Three misclassification measure are available: overall
#' misclassification error \code{overall}, the Balanced Error Rate \code{BER}
#' or the Area Under the Curve \code{AUC}
#' @param scale Logical. If scale = TRUE, each block is standardized to zero
#' means and unit variances (default: TRUE)
#' @param auc if \code{TRUE} calculate the Area Under the Curve (AUC)
#' performance of the model based on the optimisation measure \code{measure}.
#' @param progressBar by default set to \code{TRUE} to output the progress bar
#' of the computation.
#' @param tol Convergence stopping value.
#' @param max.iter integer, the maximum number of iterations.
#' @param near.zero.var Logical, see the internal \code{\link{nearZeroVar}}
#' function (should be set to TRUE in particular for data with many zero
#' values). Default value is FALSE
#' @param nrepeat Number of times the Cross-Validation process is repeated.
#' @param logratio one of ('none','CLR'). Default to 'none'
#' @param multilevel Design matrix for multilevel analysis (for repeated
#' measurements) that indicates the repeated measures on each individual, i.e.
#' the individuals ID. See Details.
#' @param light.output if set to FALSE, the prediction/classification of each
#' sample for each of \code{test.keepX} and each comp is returned.
#' @param signif.threshold numeric between 0 and 1 indicating the significance
#' threshold required for improvement in error rate of the components. Default
#' to 0.01.
#' @param cpus Number of cpus to use when running the code in parallel.
#' @return Depending on the type of analysis performed, a list that contains:
#' \item{error.rate}{returns the prediction error for each \code{test.keepX} on
#' each component, averaged across all repeats and subsampling folds. Standard
#' deviation is also output. All error rates are also available as a list.}
#' \item{choice.keepX}{returns the number of variables selected (optimal keepX)
#' on each component.} \item{choice.ncomp}{returns the optimal number of
#' components for the model fitted with \code{$choice.keepX} }
#' \item{error.rate.class}{returns the error rate for each level of \code{Y}
#' and for each component computed with the optimal keepX}
#'
#' \item{predict}{Prediction values for each sample, each \code{test.keepX},
#' each comp and each repeat. Only if light.output=FALSE}
#' \item{class}{Predicted class for each sample, each \code{test.keepX}, each
#' comp and each repeat. Only if light.output=FALSE}
#'
#' \item{auc}{AUC mean and standard deviation if the number of categories in
#' \code{Y} is greater than 2, see details above. Only if auc = TRUE}
#'
#' \item{cor.value}{only if multilevel analysis with 2 factors: correlation
#' between latent variables.}
#' @author Kim-Anh Lê Cao, Benoit Gautier, Francois Bartolo, Florian Rohart,
#' Al J Abadi
#' @seealso \code{\link{splsda}}, \code{\link{predict.splsda}} and
#' http://www.mixOmics.org for more details.
#' @references mixOmics article:
#'
#' Rohart F, Gautier B, Singh A, Lê Cao K-A. mixOmics: an R package for 'omics
#' feature selection and multiple data integration. PLoS Comput Biol 13(11):
#' e1005752
#' @keywords regression multivariate
#' @export
#' @examples
#' ## First example: analysis with sPLS-DA
#'
#' data(breast.tumors)
#' X = breast.tumors$gene.exp
#' Y = as.factor(breast.tumors$sample$treatment)
#' tune = tune.splsda(X, Y, ncomp = 1, nrepeat = 10, logratio = "none",
#' test.keepX = c(5, 10, 15), folds = 10, dist = "max.dist",
#' progressBar = TRUE)
#'
#' \dontrun{
#' # 5 components, optimising 'keepX' and 'ncomp'
#' tune = tune.splsda(X, Y, ncomp = 5, test.keepX = c(5, 10, 15),
#' folds = 10, dist = "max.dist", nrepeat = 5, progressBar = FALSE)
#'
#' tune$choice.ncomp
#' tune$choice.keepX
#' plot(tune)
#'
#' ## only tune component 3 and 4
#' # keeping 5 and 10 variables on the first two components respectively
#'
#' tune = tune.splsda(X = X,Y = Y, ncomp = 4,
#' already.tested.X = c(5,10),
#' test.keepX = seq(1,10,2), progressBar = TRUE)
#'
#' ## Second example: multilevel one-factor analysis with sPLS-DA
#'
#' data(vac18)
#' X = vac18$genes
#' Y = vac18$stimulation
#' # sample indicates the repeated measurements
#' design = data.frame(sample = vac18$sample)
#'
#' tune = tune.splsda(X, Y = Y, ncomp = 3, nrepeat = 10, logratio = "none",
#' test.keepX = c(5,50,100),folds = 10, dist = "max.dist", multilevel = design)
#'
#' }
tune.splsda <-
function (X, Y,
ncomp = 1,
test.keepX = c(5, 10, 15),
already.tested.X,
validation = "Mfold",
folds = 10,
dist = "max.dist",
measure = "BER", # one of c("overall","BER")
scale = TRUE,
auc = FALSE,
progressBar = FALSE,
tol = 1e-06,
max.iter = 100,
near.zero.var = FALSE,
nrepeat = 1,
logratio = c('none','CLR'),
multilevel = NULL,
light.output = TRUE,
signif.threshold = 0.01,
cpus=1
)
{ #-- checking general input parameters --------------------------------------#
#---------------------------------------------------------------------------#
#-- check significance threshold
signif.threshold <- .check_alpha(signif.threshold)
#------------------#
#-- check entries --#
if(!is(X, "matrix"))
X = as.matrix(X)
if (length(dim(X)) != 2 || !is.numeric(X))
stop("'X' must be a numeric matrix.")
# Testing the input Y
if (is.null(multilevel))
{
if (is.null(Y))
stop("'Y' has to be something else than NULL.")
if (is.null(dim(Y)))
{
Y = factor(Y)
} else {
stop("'Y' should be a factor or a class vector.")
}
if (nlevels(Y) == 1)
stop("'Y' should be a factor with more than one level")
} else {
# we expect a vector or a 2-columns matrix in 'Y' and the repeated measurements in 'multilevel'
multilevel = data.frame(multilevel)
if ((nrow(X) != nrow(multilevel)))
stop("unequal number of rows in 'X' and 'multilevel'.")
if (ncol(multilevel) != 1)
stop("'multilevel' should have a single column for the repeated measurements, other factors should be included in 'Y'.")
if (!is.null(ncol(Y)) && !ncol(Y) %in% c(0,1,2))# multilevel 1 or 2 factors
stop("'Y' should either be a factor, a single column data.frame containing a factor, or a 2-columns data.frame containing 2 factors.")
multilevel = data.frame(multilevel, Y)
multilevel[, 1] = as.numeric(factor(multilevel[, 1])) # we want numbers for the repeated measurements
}
#-- progressBar
if (!is.logical(progressBar))
stop("'progressBar' must be a logical constant (TRUE or FALSE).", call. = FALSE)
if (is.null(ncomp) || !is.numeric(ncomp) || ncomp <= 0)
stop("invalid number of variates, 'ncomp'.")
#-- validation
choices = c("Mfold", "loo")
validation = choices[pmatch(validation, choices)]
if (is.na(validation))
stop("'validation' must be either 'Mfold' or 'loo'")
if (validation == 'loo')
{
if (nrepeat != 1)
warning("Leave-One-Out validation does not need to be repeated: 'nrepeat' is set to '1'.")
nrepeat = 1
}
#-- logratio
logratio <- match.arg(logratio)
#if ((!is.null(already.tested.X)) && (length(already.tested.X) != (ncomp - 1)) )
#stop("The number of already tested parameters should be NULL or ", ncomp - 1, " since you set ncomp = ", ncomp)
if (missing(already.tested.X))
{
already.tested.X = NULL
} else {
if(is.null(already.tested.X) | length(already.tested.X)==0)
stop("''already.tested.X' must be a vector of keepX values")
if(is.list(already.tested.X))
stop("''already.tested.X' must be a vector of keepX values")
message(paste("Number of variables selected on the first", length(already.tested.X), "component(s):", paste(already.tested.X,collapse = " ")))
}
if(length(already.tested.X) >= ncomp)
stop("'ncomp' needs to be higher than the number of components already tuned, which is length(already.tested.X)=",length(already.tested.X) , call. = FALSE)
#-- measure
choices = c("BER", "overall","AUC")
measure = choices[pmatch(measure, choices)]
if (is.na(measure))
stop("'measure' must be either 'BER', 'overall' or 'AUC' ")
if (any(is.na(validation)) || length(validation) > 1)
stop("'validation' should be one of 'Mfold' or 'loo'.", call. = FALSE)
#-- test.keepX
if (is.null(test.keepX) | length(test.keepX) == 1 | !is.numeric(test.keepX))
stop("'test.keepX' must be a numeric vector with more than two entries", call. = FALSE)
# remove some test.keepX if needed
if (any(test.keepX > ncol(X))){
test.keepX = test.keepX[-which(test.keepX>ncol(X))]
if (length(test.keepX) < 2)
stop("Some entries of 'test.keepX' were higher than the number of
variables in 'X' and were removed, the resulting 'test.keepX' has now
too few entries (<2)", call. = FALSE)
}
cpus <- .check_cpus(cpus)
parallel <- cpus > 1
if (parallel)
{
if (.onUnix()) {
cl <- makeForkCluster(cpus)
} else {
cl <- makePSOCKcluster(cpus)
}
clusterEvalQ(cl, library(mixOmics))
}
# add colnames and rownames if missing
X.names = dimnames(X)[[2]]
if (is.null(X.names))
{
X.names = paste0("X", 1:ncol(X))
dimnames(X)[[2]] = X.names
}
ind.names = dimnames(X)[[1]]
if (is.null(ind.names))
{
ind.names = 1:nrow(X)
rownames(X) = ind.names
}
if (length(unique(rownames(X))) != nrow(X))
stop("samples should have a unique identifier/rowname")
if (length(unique(X.names)) != ncol(X))
stop("Unique indentifier is needed for the columns of X")
rm(X.names);rm(ind.names)
#-- end checking --#
#------------------#
#---------------------------------------------------------------------------#
#-- logration + multilevel approach ----------------------------------------#
# we can do logratio and multilevel on the whole data as these transformation are done per sample
X = logratio.transfo(X = X, logratio = logratio)
if (!is.null(multilevel)) # logratio is applied per sample, multilevel as well, so both can be done on the whole data
{
Xw = withinVariation(X, design = multilevel)
X = Xw
#-- Need to set Y variable for 1 or 2 factors
Y = multilevel[, -1, drop=FALSE]
if (ncol(Y) >= 1)
Y = apply(Y, 1, paste, collapse = ".") # paste is to combine in the case we have 2 levels
Y = as.factor(Y)
}
#-- logration + multilevel approach ----------------------------------------#
#---------------------------------------------------------------------------#
#---------------------------------------------------------------------------#
#-- NA calculation ----------------------------------------------------#
misdata = c(X=anyNA(X), Y=FALSE) # Detection of missing data. we assume no missing values in the factor Y
if (any(misdata))
{
is.na.A = is.na(X)
#ind.NA = which(apply(is.na.A, 1, sum) > 0) # calculated only once
#ind.NA.col = which(apply(is.na.A, 2, sum) >0) # indice of the col that have missing values. used in the deflation
} else {
is.na.A = NULL
#ind.NA = ind.NA.col = NULL
}
#-- NA calculation ----------------------------------------------------#
#---------------------------------------------------------------------------#
test.keepX = sort(unique(test.keepX)) #sort test.keepX so as to be sure to chose the smallest in case of several minimum
names(test.keepX) = test.keepX
# if some components have already been tuned (eg comp1 and comp2), we're only tuning the following ones (comp3 comp4 .. ncomp)
if ((!is.null(already.tested.X)))
{
comp.real = (length(already.tested.X) + 1):ncomp
} else {
comp.real = 1:ncomp
}
choices = c("all", "max.dist", "centroids.dist", "mahalanobis.dist")
dist = match.arg(dist, choices, several.ok = TRUE)
mat.error.rate = list()
error.per.class = list()
AUC = list()
if(nrepeat>1 & all(measure != "AUC")){
mat.sd.error = matrix(0,nrow = length(test.keepX), ncol = ncomp-length(already.tested.X),
dimnames = list(c(test.keepX), c(paste0('comp', comp.real))))
} else{
mat.sd.error=NULL
}
mat.mean.error = matrix(nrow = length(test.keepX), ncol = ncomp-length(already.tested.X),
dimnames = list(c(test.keepX), c(paste0('comp', comp.real))))
# first: near zero var on the whole data set
if(near.zero.var == TRUE)
{
nzv = nearZeroVar(X)
if (length(nzv$Position > 0))
{
warning("Zero- or near-zero variance predictors.\nReset predictors matrix to not near-zero variance predictors.\nSee $nzv for problematic predictors.")
X = X[, -nzv$Position, drop=TRUE]
if(ncol(X)==0)
stop("No more predictors after Near Zero Var has been applied!")
}
}
if (is.null(multilevel) | (!is.null(multilevel) && ncol(multilevel) == 2))
{
if(light.output == FALSE)
prediction.all = class.all = list()
if(auc)
{
auc.mean.sd=list()
if(light.output == FALSE)
auc.all=list()
}
class.object=c("mixo_splsda","DA")
if (parallel)
clusterExport(cl, c("X","Y","is.na.A","misdata","scale","near.zero.var","class.object","test.keepX"),envir=environment())
error.per.class.keepX.opt = list()
if(all(measure != "AUC")){
error.per.class.keepX.opt.mean = matrix(0, nrow = nlevels(Y), ncol = length(comp.real),
dimnames = list(c(levels(Y)), c(paste0('comp', comp.real))))
} else {
error.per.class.keepX.opt.mean=NULL
}
# successively tune the components until ncomp: comp1, then comp2, ...
for(comp in 1:length(comp.real))
{
if (progressBar == TRUE)
cat("\ncomp",comp.real[comp], "\n")
result = MCVfold.spls(X, Y, multilevel = multilevel, validation = validation, folds = folds, nrepeat = nrepeat, ncomp = 1 + length(already.tested.X),
choice.keepX = already.tested.X,
test.keepX = test.keepX, test.keepY = nlevels(Y), measure = measure, dist = dist, scale=scale,
near.zero.var = near.zero.var, progressBar = progressBar, tol = tol, max.iter = max.iter, auc = auc,
cl = cl, parallel = parallel,
misdata = misdata, is.na.A = is.na.A, class.object=class.object)
# in the following, there is [[1]] because 'tune' is working with only 1 distance and 'MCVfold.spls' can work with multiple distances
mat.error.rate[[comp]] = result[[measure]]$mat.error.rate[[1]]
mat.mean.error[, comp]=result[[measure]]$error.rate.mean[[1]]
if (!is.null(result[[measure]]$error.rate.sd[[1]]))
mat.sd.error[, comp]=result[[measure]]$error.rate.sd[[1]]
# confusion matrix for keepX.opt
if (all(measure!="AUC")){
error.per.class.keepX.opt[[comp]]=result[[measure]]$confusion[[1]]
error.per.class.keepX.opt.mean[, comp]=apply(result[[measure]]$confusion[[1]], 1, mean)
}
# best keepX
already.tested.X = c(already.tested.X, result[[measure]]$keepX.opt[[1]])
if(light.output == FALSE)
{
#prediction of each samples for each fold and each repeat, on each comp
class.all[[comp]] = result$class.comp[[1]]
prediction.all[[comp]] = result$prediction.comp
}
if(auc)
{
auc.mean.sd[[comp]] = result$auc
if(light.output == FALSE)
auc.all[[comp]] = result$auc.all
}
} # end comp
names(mat.error.rate) = c(paste0('comp', comp.real))
if (all(measure!="AUC"))
names(error.per.class.keepX.opt) = c(paste0('comp', comp.real))
names(already.tested.X) = c(paste0('comp', 1:ncomp))
if (progressBar == TRUE)
cat('\n')
# calculating the number of optimal component based on t.tests and the error.rate.all, if more than 3 error.rates(repeat>3)
if(nrepeat > 2 & length(comp.real) >1 & all(measure!="AUC"))
{
keepX = already.tested.X
error.keepX = NULL
for(comp in 1:length(comp.real))
{
ind.row = match(keepX[[comp.real[comp]]],test.keepX)
error.keepX = cbind(error.keepX, mat.error.rate[[comp]][ind.row,])
}
colnames(error.keepX) = c(paste0('comp', comp.real))
opt = t.test.process(error.keepX)
ncomp_opt = comp.real[opt]
} else if(nrepeat > 2 & length(comp.real) >1 & all(measure=="AUC")){
#hacking t.test.process for AUC
keepX = already.tested.X
error.keepX = NULL
for(comp in 1:length(comp.real))
{
ind.row = match(keepX[[comp.real[comp]]],test.keepX)
error.keepX = cbind(error.keepX, mat.error.rate[[comp]][ind.row,])
}
colnames(error.keepX) = c(paste0('comp', comp.real))
#1- to change the AUC to an 'error' and check for decrease
opt = t.test.process(1-error.keepX, alpha = signif.threshold)
ncomp_opt = comp.real[opt]
} else {
ncomp_opt = error.keepX = NULL
}
result = list(
error.rate = mat.mean.error,
error.rate.sd = mat.sd.error,
error.rate.all = mat.error.rate,
choice.keepX = already.tested.X,
choice.ncomp = list(ncomp = ncomp_opt, values = error.keepX),
error.rate.class = error.per.class.keepX.opt.mean,
error.rate.class.all = error.per.class.keepX.opt)
if(light.output == FALSE)
{
names(class.all) = names(prediction.all) = c(paste0('comp', comp.real))
result$predict = prediction.all
result$class = class.all
}
if(auc)
{
#we add the AUC outputs only if it was not the measure
#otherwise there is twice the same output
if(all(measure != "AUC")){
names(auc.mean.sd) = c(paste0('comp', comp.real))
result$auc = auc.mean.sd
}
if(light.output == FALSE)
{
names(auc.all) = c(paste0('comp', comp.real))
result$auc.all =auc.all
}
}
result$measure = measure
result$call = match.call()
class(result) = "tune.splsda"
return(result)
} else {
# if multilevel with 2 factors, we can not do as before because withinvariation depends on the factors, we maximase a correlation
message("For a two-factor analysis, the tuning criterion is based on the maximisation of the correlation between the components on the whole data set")
cor.value = vector(length = length(test.keepX))
names(cor.value) = test.keepX
for (i in 1:length(test.keepX))
{
spls.train = splsda(X, Y, ncomp = ncomp, keepX = c(already.tested.X, test.keepX[i]), logratio = logratio, near.zero.var = FALSE)
# Note: this is performed on the full data set
# (could be done with resampling (bootstrap) (option 1) and/or prediction (option 2))
cor.value[i] = cor(spls.train$variates$X[, ncomp], spls.train$variates$Y[, ncomp])
#
}
return(list(cor.value = cor.value))
}
}
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