knitr::opts_chunk$set(warning = FALSE) knitr::opts_chunk$set(message = FALSE)
Observation influence audit, i.e. the impact of individual observation on a model.
To illustrate application of
auditor we will use dataset "dragons" available in the
DALEX package. The dataset contains characteristics of fictional creatures (dragons), like year of birth, height, weight, etc (see below). The goal is to predict the length of life of dragons (a regression problem).
library(DALEX) data(dragons) head(dragons)
First, we need models to compare. We selected linear regression and random forest because of their different structures. Linear regression model linear relationships between target response and independent variables. While random forest should be able to capture also non-linear relationships between variables.
# Linear regression lm_model <- lm(life_length ~ ., data = dragons) # Random forest library(randomForest) set.seed(59) rf_model <- randomForest(life_length ~ ., data = dragons)
Analysis begins with creation of an explainer object with
explain function from
DALEX package. Explainer wraps a model with its meta-data, such as dataset that was used for training or observed response.
lm_exp <- DALEX::explain(lm_model, label = "lm", data = dragons, y = dragons$life_length) rf_exp <- DALEX::explain(rf_model, label = "rf", data = dragons, y = dragons$life_length)
Next step requires creation of
model_cooksdistance objects of each explained model. In the case of models of classes other than
glm, the distances are computed directly from the definition, so this may take a while. In this example we will compute them only for a linear model.
library(auditor) lm_cd <- model_cooksdistance(lm_exp)
Cook's distance is used to estimate of the influence of an single observation. It is a tool for identifying observations that may negatively affect the model.
Data points indicated by Cook's distances are worth checking for validity. Cook's distances may be also used for indicating regions of the design space where it would be good to obtain more observations.
Cook’s Distances are calculated by removing the i-th observation from the data and recalculating the model. It shows how much all the values in the model change when the i-th observation is removed.
Other methods and plots are described in following vignettes:
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