# postResample: Calculates performance across resamples In caret: Classification and Regression Training

 defaultSummary R Documentation

## Calculates performance across resamples

### Description

Given two numeric vectors of data, the mean squared error and R-squared are calculated. For two factors, the overall agreement rate and Kappa are determined.

### Usage

defaultSummary(data, lev = NULL, model = NULL)

postResample(pred, obs)

twoClassSummary(data, lev = NULL, model = NULL)

mnLogLoss(data, lev = NULL, model = NULL)

multiClassSummary(data, lev = NULL, model = NULL)

prSummary(data, lev = NULL, model = NULL)


### Arguments

 data a data frame with columns obs and pred for the observed and predicted outcomes. For metrics that rely on class probabilities, such as twoClassSummary, columns should also include predicted probabilities for each class. See the classProbs argument to trainControl. lev a character vector of factors levels for the response. In regression cases, this would be NULL. model a character string for the model name (as taken from the method argument of train. pred A vector of numeric data (could be a factor) obs A vector of numeric data (could be a factor)

### Details

postResample is meant to be used with apply across a matrix. For numeric data the code checks to see if the standard deviation of either vector is zero. If so, the correlation between those samples is assigned a value of zero. NA values are ignored everywhere.

Note that many models have more predictors (or parameters) than data points, so the typical mean squared error denominator (n - p) does not apply. Root mean squared error is calculated using sqrt(mean((pred - obs)^2. Also, R^2 is calculated wither using as the square of the correlation between the observed and predicted outcomes when form = "corr". when form = "traditional",

R^2 = 1-\frac{∑ (y_i - \hat{y}_i)^2}{∑ (y_i - \bar{y})^2}

. Mean absolute error is calculated using mean(abs(pred-obs)).

defaultSummary is the default function to compute performance metrics in train. It is a wrapper around postResample. The first argument is data, which is data.frame with columns named obs and pred for the observed and predicted outcome values (either numeric data for regression or character values for classification). The second argument is lev, a character string that has the outcome factor levels or NULL for a regression model. The third parameter is model, which can be used if a summary metric is specific to a model function. If other columns from the data are required to compute the summary statistics, but should not be used in the model, the recipe method for train can be used.

twoClassSummary computes sensitivity, specificity and the area under the ROC curve. mnLogLoss computes the minus log-likelihood of the multinomial distribution (without the constant term):

-logLoss = \frac{-1}{n}∑_{i=1}^n ∑_{j=1}^C y_{ij} \log(p_{ij})

where the y values are binary indicators for the classes and p are the predicted class probabilities.

prSummary (for precision and recall) computes values for the default 0.50 probability cutoff as well as the area under the precision-recall curve across all cutoffs and is labelled as "AUC" in the output. If assumes that the first level of the factor variables corresponds to a relevant result but the lev argument can be used to change this.

multiClassSummary computes some overall measures of for performance (e.g. overall accuracy and the Kappa statistic) and several averages of statistics calculated from "one-versus-all" configurations. For example, if there are three classes, three sets of sensitivity values are determined and the average is reported with the name ("Mean_Sensitivity"). The same is true for a number of statistics generated by confusionMatrix. With two classes, the basic sensitivity is reported with the name "Sensitivity".

To use twoClassSummary and/or mnLogLoss, the classProbs argument of trainControl should be TRUE. multiClassSummary can be used without class probabilities but some statistics (e.g. overall log loss and the average of per-class area under the ROC curves) will not be in the result set.

Other functions can be used via the summaryFunction argument of trainControl. Custom functions must have the same arguments asdefaultSummary.

The function getTrainPerf returns a one row data frame with the resampling results for the chosen model. The statistics will have the prefix "Train" (i.e. "TrainROC"). There is also a column called "method" that echoes the argument of the call to trainControl of the same name.

### Value

A vector of performance estimates.

### Author(s)

Max Kuhn, Zachary Mayer

### References

Kvalseth. Cautionary note about R^2. American Statistician (1985) vol. 39 (4) pp. 279-285

trainControl

### Examples


predicted <-  matrix(rnorm(50), ncol = 5)
observed <- rnorm(10)
apply(predicted, 2, postResample, obs = observed)

classes <- c("class1", "class2")
set.seed(1)
dat <- data.frame(obs =  factor(sample(classes, 50, replace = TRUE)),
pred = factor(sample(classes, 50, replace = TRUE)),
class1 = runif(50))
dat$class2 <- 1 - dat$class1

defaultSummary(dat, lev = classes)
twoClassSummary(dat, lev = classes)
prSummary(dat, lev = classes)
mnLogLoss(dat, lev = classes)



caret documentation built on Aug. 9, 2022, 5:11 p.m.