crossValidationFeatureSelection.Bin: IDI/NRI-based selection of a linear, logistic, or Cox...

Description Usage Arguments Details Value Author(s) References See Also

Description

This function performs a cross-validation analysis of a feature selection algorithm based on the integrated discrimination improvement (IDI) or the net reclassification improvement (NRI) to return a predictive model. It is composed of an IDI/NRI-based feature selection followed by an update procedure, ending with a bootstrapping backwards feature elimination. The user can control how many train and blind test sets will be evaluated.

Usage

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	crossValidationFeatureSelection_Bin(size = 10,
	                                fraction = 1.0,
	                                pvalue = 0.05,
	                                loops = 100,
	                                covariates = "1",
	                                Outcome,
	                                timeOutcome = "Time",
	                                variableList,
	                                data,
	                                maxTrainModelSize = 20,
	                                type = c("LM", "LOGIT", "COX"),
	                                selectionType = c("zIDI", "zNRI"),
	                                startOffset = 0,
	                                elimination.bootstrap.steps = 100,
	                                trainFraction = 0.67,
	                                trainRepetition = 9,
	                                bootstrap.steps = 100,
	                                nk = 0,
	                                unirank = NULL,
	                                print=TRUE,
	                                plots=TRUE,
	                                lambda="lambda.1se",
	                                equivalent=FALSE,
	                                bswimsCycles=10,
	                                usrFitFun=NULL,
	                                featureSize=0)

Arguments

size

The number of candidate variables to be tested (the first size variables from variableList)

fraction

The fraction of data (sampled with replacement) to be used as train

pvalue

The maximum p-value, associated to either IDI or NRI, allowed for a term in the model

loops

The number of bootstrap loops

covariates

A string of the type "1 + var1 + var2" that defines which variables will always be included in the models (as covariates)

Outcome

The name of the column in data that stores the variable to be predicted by the model

timeOutcome

The name of the column in data that stores the time to event (needed only for a Cox proportional hazards regression model fitting)

variableList

A data frame with two columns. The first one must have the names of the candidate variables and the other one the description of such variables

data

A data frame where all variables are stored in different columns

maxTrainModelSize

Maximum number of terms that can be included in the model

type

Fit type: Logistic ("LOGIT"), linear ("LM"), or Cox proportional hazards ("COX")

selectionType

The type of index to be evaluated by the improveProb function (Hmisc package): z-score of IDI or of NRI

startOffset

Only terms whose position in the model is larger than the startOffset are candidates to be removed

elimination.bootstrap.steps

The number of bootstrap loops for the backwards elimination procedure

trainFraction

The fraction of data (sampled with replacement) to be used as train for the cross-validation procedure

trainRepetition

The number of cross-validation folds (it should be at least equal to 1/trainFraction for a complete cross-validation)

bootstrap.steps

The number of bootstrap loops for the confidence intervals estimation

nk

The number of neighbours used to generate a k-nearest neighbours (KNN) classification. If zero, k is set to the square root of the number of cases. If less than zero, it will not perform the KNN classification

unirank

A list with the results yielded by the uniRankVar function, required only if the rank needs to be updated during the cross-validation procedure

print

Logical. If TRUE, information will be displayed

plots

Logical. If TRUE, plots are displayed

lambda

The passed value to the s parameter of the glmnet cross validation coefficient

equivalent

Is set to TRUE CV will compute the equivalent model

bswimsCycles

The maximum number of models to be returned by BSWiMS.model

usrFitFun

A user fitting function to be evaluated by the cross validation procedure

featureSize

The original number of features to be explored in the data frame.

Details

This function produces a set of data and plots that can be used to inspect the degree of over-fitting or shrinkage of a model. It uses bootstrapped data, cross-validation data, and, if possible, retrain data. During each cycle, a train and a test ROC will be generated using bootstrapped data. At the end of the cross-validation feature selection procedure, a set of three plots may be produced depending on the specifications of the analysis. The first plot shows the ROC for each cross-validation blind test. The second plot, if enough samples are given, shows the ROC of each model trained and tested in the blind test partition. The final plot shows ROC curves generated with the train, the bootstrapped blind test, and the cross-validation test data. Additionally, this plot will also contain the ROC of the cross-validation mean test data, and of the cross-validation coherence. These set of plots may be used to get an overall perspective of the expected model shrinkage. Along with the plots, the function provides the overall performance of the system (accuracy, sensitivity, and specificity). The function also produces a report of the expected performance of a KNN algorithm trained with the selected features of the model, and an elastic net algorithm. The test predictions obtained with these algorithms can then be compared to the predictions generated by the logistic, linear, or Cox proportional hazards regression model.

Value

formula.list

A list containing objects of class formula with the formulas used to fit the models found at each cycle

Models.testPrediction

A data frame with the blind test set predictions (Full B:SWiMS,Median,Bagged,Forward,Backwards Eliminations) made at each fold of the cross validation, where the models used to generate such predictions (formula.list) were generated via a feature selection process which included only the train set. It also includes a column with the Outcome of each prediction, and a column with the number of the fold at which the prediction was made.

FullBSWiMS.testPrediction

A data frame similar to Models.testPrediction, but where the model used to generate the predictions was the Full model, generated via a feature selection process which included all data.

TestRetrained.blindPredictions

A data frame similar to Models.testPrediction, but where the models were retrained on an independent set of data (only if enough samples are given at each fold)

LastTrainBSWiMS.bootstrapped

An object of class bootstrapValidation_Bin containing the results of the bootstrap validation in the last trained model

Test.accuracy

The global blind test accuracy of the cross-validation procedure

Test.sensitivity

The global blind test sensitivity of the cross-validation procedure

Test.specificity

The global blind test specificity of the cross-validation procedure

Train.correlationsToFull

The Spearman ρ rank correlation coefficient between the predictions made with each model from formula.list and the Full model in the train set

Blind.correlationsToFull

The Spearman ρ rank correlation coefficient between the predictions made with each model from formula.list and the Full model in the test set

FullModelAtFoldAccuracies

The blind test accuracy for the Full model at each cross-validation fold

FullModelAtFoldSpecificties

The blind test specificity for the Full model at each cross-validation fold

FullModelAtFoldSensitivities

The blind test sensitivity for the Full model at each cross-validation fold

FullModelAtFoldAUC

The blind test ROC AUC for the Full model at each cross-validation fold

AtCVFoldModelBlindAccuracies

The blind test accuracy for the Full model at each final cross-validation fold

AtCVFoldModelBlindSpecificities

The blind test specificity for the Full model at each final cross-validation fold

AtCVFoldModelBlindSensitivities

The blind test sensitivity for the Full model at each final cross-validation fold

CVTrain.Accuracies

The train accuracies at each fold

CVTrain.Sensitivity

The train sensitivity at each fold

CVTrain.Specificity

The train specificity at each fold

CVTrain.AUCs

The train ROC AUC for each fold

forwardSelection

A list containing the values returned by ForwardSelection.Model.Bin using all data

updateforwardSelection

A list containing the values returned by updateModel.Bin using all data and the model from forwardSelection

BSWiMS

A list containing the values returned by bootstrapVarElimination_Bin using all data and the model from updateforwardSelection

FullBSWiMS.bootstrapped

An object of class bootstrapValidation_Bin containing the results of the bootstrap validation in the Full model

Models.testSensitivities

A matrix with the mean ROC sensitivities at certain specificities for each train and all test cross-validation folds using the cross-validation models (i.e. 0.95, 0.90, 0.80, 0.70, 0.60, 0.50, 0.40, 0.30, 0.20, 0.10, and 0.05)

FullKNN.testPrediction

A data frame similar to Models.testPrediction, but where a KNN classifier with the same features as the Full model was used to generate the predictions

KNN.testPrediction

A data frame similar to Models.testPrediction, but where KNN classifiers with the same features as the cross-validation models were used to generate the predictions at each cross-validation fold

Fullenet

An object of class cv.glmnet containing the results of an elastic net cross-validation fit

LASSO.testPredictions

A data frame similar to Models.testPrediction, but where the predictions were made by the elastic net model

LASSOVariables

A list with the elastic net Full model and the models found at each cross-validation fold

uniTrain.Accuracies

The list of accuracies of an univariate analysis on each one of the model variables in the train sets

uniTest.Accuracies

The list of accuracies of an univariate analysis on each one of the model variables in the test sets

uniTest.TopCoherence

The accuracy coherence of the top ranked variable on the test set

uniTrain.TopCoherence

The accuracy coherence of the top ranked variable on the train set

Models.trainPrediction

A data frame with the outcome and the train prediction of every model

FullBSWiMS.trainPrediction

A data frame with the outcome and the train prediction at each CV fold for the main model

LASSO.trainPredictions

A data frame with the outcome and the prediction of each enet lasso model

BSWiMS.ensemble.prediction

The ensemble prediction by all models on the test data

AtOptFormulas.list

The list of formulas with "optimal" performance

ForwardFormulas.list

The list of formulas produced by the forward procedure

baggFormulas.list

The list of the bagged models

LassoFilterVarList

The list of variables used by LASSO fitting

Author(s)

Jose G. Tamez-Pena and Antonio Martinez-Torteya

References

Pencina, M. J., D'Agostino, R. B., & Vasan, R. S. (2008). Evaluating the added predictive ability of a new marker: from area under the ROC curve to reclassification and beyond. Statistics in medicine 27(2), 157-172.

See Also

crossValidationFeatureSelection_Res, ForwardSelection.Model.Bin, ForwardSelection.Model.Res


FRESA.CAD documentation built on Jan. 13, 2021, 3:39 p.m.