safs_initial: Ancillary simulated annealing functions

In caret: Classification and Regression Training

Ancillary simulated annealing functions

Description

Built-in functions related to simulated annealing

These functions are used with the functions argument of the safsControl function. More information on the details of these functions are at http://topepo.github.io/caret/feature-selection-using-simulated-annealing.html.

The initial function is used to create the first predictor subset. The function safs_initial randomly selects 20% of the predictors. Note that, instead of a function, safs can also accept a vector of column numbers as the initial subset.

safs_perturb is an example of the operation that changes the subset configuration at the start of each new iteration. By default, it will change roughly 1% of the variables in the current subset.

The prob function defines the acceptance probability at each iteration, given the old and new fitness (i.e. energy values). It assumes that smaller values are better. The default probability function computed the percentage difference between the current and new fitness value and using an exponential function to compute a probability:

 prob
= exp[(current-new)/current*iteration] 

Usage

safs_initial(vars, prob = 0.2, ...)

safs_perturb(x, vars, number = floor(length(x) * 0.01) + 1)

safs_prob(old, new, iteration = 1)

caretSA

treebagSA

rfSA

Arguments

vars	the total number of possible predictor variables
prob	The probability that an individual predictor is included in the initial predictor set
...	not currently used
x	the integer index vector for the current subset
number	the number of predictor variables to perturb
old, new	fitness values associated with the current and new subset
iteration	the number of iterations overall or the number of iterations since restart (if improve is used in safsControl)

Format

An object of class list of length 8.

An object of class list of length 8.

An object of class list of length 8.

Value

The return value depends on the function. Note that the SA code encodes the subsets as a vector of integers that are included in the subset (which is different than the encoding used for GAs).

The objects caretSA, rfSA and treebagSA are example lists that can be used with the functions argument of safsControl.

In the case of caretSA, the ... structure of safs passes through to the model fitting routine. As a consequence, the train function can easily be accessed by passing important arguments belonging to train to safs. See the examples below. By default, using caretSA will used the resampled performance estimates produced by train as the internal estimate of fitness.

For rfSA and treebagSA, the randomForest and bagging functions are used directly (i.e. train is not used). Arguments to either of these functions can also be passed to them though the safs call (see examples below). For these two functions, the internal fitness is estimated using the out-of-bag estimates naturally produced by those functions. While faster, this limits the user to accuracy or Kappa (for classification) and RMSE and R-squared (for regression).

Author(s)

Max Kuhn

References

http://topepo.github.io/caret/feature-selection-using-simulated-annealing.html

See Also

safs, safsControl

Examples

selected_vars <- safs_initial(vars = 10 , prob = 0.2)
selected_vars

###

safs_perturb(selected_vars, vars = 10, number = 1)

###

safs_prob(old = .8, new = .9, iteration = 1)
safs_prob(old = .5, new = .6, iteration = 1)

grid <- expand.grid(old = c(4, 3.5),
                    new = c(4.5, 4, 3.5) + 1,
                    iter = 1:40)
grid <- subset(grid, old < new)

grid$prob <- apply(grid, 1,
                   function(x)
                     safs_prob(new = x["new"],
                               old= x["old"],
                               iteration = x["iter"]))

grid$Difference <- factor(grid$new - grid$old)
grid$Group <- factor(paste("Current Value", grid$old))

ggplot(grid, aes(x = iter, y = prob, color = Difference)) +
  geom_line() + facet_wrap(~Group) + theme_bw() +
  ylab("Probability") + xlab("Iteration")

## Not run: 
###
## Hypothetical examples
lda_sa <- safs(x = predictors,
               y = classes,
               safsControl = safsControl(functions = caretSA),
               ## now pass arguments to `train`
               method = "lda",
               metric = "Accuracy"
               trControl = trainControl(method = "cv", classProbs = TRUE))

rf_sa <- safs(x = predictors,
              y = classes,
              safsControl = safsControl(functions = rfSA),
              ## these are arguments to `randomForest`
              ntree = 1000,
              importance = TRUE)
	
## End(Not run)

caret documentation built on March 31, 2023, 9:49 p.m.