baseline: Create baseline evaluations

In cvms: Cross-Validation for Model Selection

Create baseline evaluations

Description

\Sexpr[results=rd, stage=render]{lifecycle::badge("maturing")}

Create a baseline evaluation of a test set.

In modelling, a baseline is a result that is meaningful to compare the results from our models to. For instance, in classification, we usually want our results to be better than random guessing. E.g. if we have three classes, we can expect an accuracy of 33.33%, as for every observation we have 1/3 chance of guessing the correct class. So our model should achieve a higher accuracy than 33.33% before it is more useful to us than guessing.

While this expected value is often fairly straightforward to find analytically, it only represents what we can expect on average. In reality, it's possible to get far better results than that by guessing. baseline() (binomial, multinomial) finds the range of likely values by evaluating multiple sets of random predictions and summarizing them with a set of useful descriptors. If random guessing frequently obtains an accuracy of 40%, perhaps our model should have better performance than this, before we declare it better than guessing.

How

When `family` is binomial: evaluates `n` sets of random predictions against the dependent variable, along with a set of all 0 predictions and a set of all 1 predictions. See also baseline_binomial().

When `family` is multinomial: creates one-vs-all (binomial) baseline evaluations for `n` sets of random predictions against the dependent variable, along with sets of "all class x,y,z,..." predictions. See also baseline_multinomial().

When `family` is gaussian: fits baseline models (y ~ 1) on `n` random subsets of `train_data` and evaluates each model on `test_data`. Also evaluates a model fitted on all rows in `train_data`. See also baseline_gaussian().

Wrapper functions

Consider using one of the wrappers, as they are simpler to use and understand: baseline_gaussian(), baseline_multinomial(), and baseline_binomial().

Usage

baseline(
  test_data,
  dependent_col,
  family,
  train_data = NULL,
  n = 100,
  metrics = list(),
  positive = 2,
  cutoff = 0.5,
  random_generator_fn = runif,
  random_effects = NULL,
  min_training_rows = 5,
  min_training_rows_left_out = 3,
  REML = FALSE,
  parallel = FALSE
)

Arguments

test_data	data.frame.
dependent_col	Name of dependent variable in the supplied test and training sets.
family	Name of family. (Character) Currently supports "gaussian", "binomial" and "multinomial".
train_data	data.frame. Only used when `family` is "gaussian".
n	Number of random samplings to perform. (Default is 100) For gaussian: The number of random samplings of `train_data` to fit baseline models on. For binomial and multinomial: The number of sets of random predictions to evaluate.
metrics	list for enabling/disabling metrics. E.g. list("RMSE" = FALSE) would remove RMSE from the regression results, and list("Accuracy" = TRUE) would add the regular Accuracy metric to the classification results. Default values (TRUE/FALSE) will be used for the remaining available metrics. You can enable/disable all metrics at once by including "all" = TRUE/FALSE in the list. This is done prior to enabling/disabling individual metrics, why f.i. list("all" = FALSE, "RMSE" = TRUE) would return only the RMSE metric. The list can be created with gaussian_metrics(), binomial_metrics(), or multinomial_metrics(). Also accepts the string "all".
positive	Level from dependent variable to predict. Either as character (preferable) or level index (1 or 2 - alphabetically). E.g. if we have the levels "cat" and "dog" and we want "dog" to be the positive class, we can either provide "dog" or 2, as alphabetically, "dog" comes after "cat". Note: For reproducibility, it's preferable to specify the name directly, as different locales may sort the levels differently. Used when calculating confusion matrix metrics and creating ROC curves. N.B. Only affects evaluation metrics, not the returned predictions. N.B. Binomial only. (Character or Integer)
cutoff	Threshold for predicted classes. (Numeric) N.B. Binomial only
random_generator_fn	Function for generating random numbers when type is "multinomial". The softmax function is applied to the generated numbers to transform them to probabilities. The first argument must be the number of random numbers to generate, as no other arguments are supplied. To test the effect of using different functions, see multiclass_probability_tibble(). N.B. Multinomial only
random_effects	Random effects structure for the Gaussian baseline model. (Character) E.g. with "(1|ID)", the model becomes "y ~ 1 + (1|ID)". N.B. Gaussian only
min_training_rows	Minimum number of rows in the random subsets of `train_data`. Gaussian only. (Integer)
min_training_rows_left_out	Minimum number of rows left out of the random subsets of `train_data`. I.e. a subset will maximally have the size: max_rows_in_subset = nrow(`train_data`) - `min_training_rows_left_out`. N.B. Gaussian only. (Integer)
REML	Whether to use Restricted Maximum Likelihood. (Logical) N.B. Gaussian only. (Integer)
parallel	Whether to run the `n` evaluations in parallel. (Logical) Remember to register a parallel backend first. E.g. with doParallel::registerDoParallel.

Details

Packages used:

Models

Gaussian: stats::lm, lme4::lmer

Results

Gaussian:

r2m : MuMIn::r.squaredGLMM

r2c : MuMIn::r.squaredGLMM

AIC : stats::AIC

AICc : MuMIn::AICc

BIC : stats::BIC

Binomial and Multinomial:

ROC and related metrics:

Binomial: pROC::roc

Multinomial: pROC::multiclass.roc

Value

list containing:

1. a tibble with summarized results (called summarized_metrics)

2. a tibble with random evaluations (random_evaluations)

3. a tibble with the summarized class level results (summarized_class_level_results) (Multinomial only)

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Gaussian Results

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The Summarized Results tibble contains:

Average RMSE, MAE, NRMSE(IQR), RRSE, RAE, RMSLE.

See the additional metrics (disabled by default) at ?gaussian_metrics.

The Measure column indicates the statistical descriptor used on the evaluations. The row where Measure == All_rows is the evaluation when the baseline model is trained on all rows in `train_data`.

The Training Rows column contains the aggregated number of rows used from `train_data`, when fitting the baseline models.

....................................................................

The Random Evaluations tibble contains:

The non-aggregated metrics.

A nested tibble with the predictions and targets.

A nested tibble with the coefficients of the baseline models.

Number of training rows used when fitting the baseline model on the training set.

A nested Process information object with information about the evaluation.

Name of dependent variable.

Name of fixed effect (bias term only).

Random effects structure (if specified).

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Binomial Results

—————————————————————-

Based on the generated test set predictions, a confusion matrix and ROC curve are used to get the following:

ROC:

AUC, Lower CI, and Upper CI

Note, that the ROC curve is only computed when AUC is enabled.

Confusion Matrix:

Balanced Accuracy, Accuracy, F1, Sensitivity, Specificity, Positive Predictive Value, Negative Predictive Value, Kappa, Detection Rate, Detection Prevalence, Prevalence, and MCC (Matthews correlation coefficient).

....................................................................

The Summarized Results tibble contains:

The Measure column indicates the statistical descriptor used on the evaluations. The row where Measure == All_0 is the evaluation when all predictions are 0. The row where Measure == All_1 is the evaluation when all predictions are 1.

The aggregated metrics.

....................................................................

The Random Evaluations tibble contains:

The non-aggregated metrics.

A nested tibble with the predictions and targets.

A list of ROC curve objects (if computed).

A nested tibble with the confusion matrix. The Pos_ columns tells you whether a row is a True Positive (TP), True Negative (TN), False Positive (FP), or False Negative (FN), depending on which level is the "positive" class. I.e. the level you wish to predict.

A nested Process information object with information about the evaluation.

Name of dependent variable.

—————————————————————-

Multinomial Results

—————————————————————-

Based on the generated test set predictions, one-vs-all (binomial) evaluations are performed and aggregated to get the same metrics as in the binomial results (excluding MCC, AUC, Lower CI and Upper CI), with the addition of Overall Accuracy and multiclass MCC in the summarized results. It is possible to enable multiclass AUC as well, which has been disabled by default as it is slow to calculate when there's a large set of classes.

Since we use macro-averaging, Balanced Accuracy is the macro-averaged metric, not the macro sensitivity as sometimes used.

Note: we also refer to the one-vs-all evaluations as the class level results.

....................................................................

The Summarized Results tibble contains:

Summary of the random evaluations.

How: First, the one-vs-all binomial evaluations are aggregated by repetition, then, these aggregations are summarized. Besides the metrics from the binomial evaluations (see Binomial Results above), it also includes Overall Accuracy and multiclass MCC.

The Measure column indicates the statistical descriptor used on the evaluations. The Mean, Median, SD, IQR, Max, Min, NAs, and INFs measures describe the Random Evaluations tibble, while the CL_Max, CL_Min, CL_NAs, and CL_INFs describe the Class Level results.

The rows where Measure == All_<<class name>> are the evaluations when all the observations are predicted to be in that class.

....................................................................

The Summarized Class Level Results tibble contains:

The (nested) summarized results for each class, with the same metrics and descriptors as the Summarized Results tibble. Use tidyr::unnest on the tibble to inspect the results.

How: The one-vs-all evaluations are summarized by class.

The rows where Measure == All_0 are the evaluations when none of the observations are predicted to be in that class, while the rows where Measure == All_1 are the evaluations when all of the observations are predicted to be in that class.

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The Random Evaluations tibble contains:

The repetition results with the same metrics as the Summarized Results tibble.

How: The one-vs-all evaluations are aggregated by repetition. If a metric contains one or more NAs in the one-vs-all evaluations, it will lead to an NA result for that repetition.

Also includes:

A nested tibble with the one-vs-all binomial evaluations (Class Level Results), including nested Confusion Matrices and the Support column, which is a count of how many observations from the class is in the test set.

A nested tibble with the predictions and targets.

A list of ROC curve objects.

A nested tibble with the multiclass confusion matrix.

A nested Process information object with information about the evaluation.

Name of dependent variable.

Author(s)

Ludvig Renbo Olsen, [e-mail]

See Also

Other baseline functions: baseline_binomial(), baseline_gaussian(), baseline_multinomial()

Examples

# Attach packages
library(cvms)
library(groupdata2) # partition()
library(dplyr) # %>% arrange()
library(tibble)

# Data is part of cvms
data <- participant.scores

# Set seed for reproducibility
set.seed(1)

# Partition data
partitions <- partition(data, p = 0.7, list_out = TRUE)
train_set <- partitions[[1]]
test_set <- partitions[[2]]

# Create baseline evaluations
# Note: usually n=100 is a good setting

# Gaussian
baseline(
  test_data = test_set, train_data = train_set,
  dependent_col = "score", random_effects = "(1|session)",
  n = 2, family = "gaussian"
)

# Binomial
baseline(
  test_data = test_set, dependent_col = "diagnosis",
  n = 2, family = "binomial"
)

# Multinomial

# Create some data with multiple classes
multiclass_data <- tibble(
  "target" = rep(paste0("class_", 1:5), each = 10)
) %>%
  dplyr::sample_n(35)

baseline(
  test_data = multiclass_data,
  dependent_col = "target",
  n = 4, family = "multinomial"
)

# Parallelize evaluations

# Attach doParallel and register four cores
# Uncomment:
# library(doParallel)
# registerDoParallel(4)

# Binomial
baseline(
  test_data = test_set, dependent_col = "diagnosis",
  n = 4, family = "binomial"
  #, parallel = TRUE   # Uncomment
)

# Gaussian
baseline(
  test_data = test_set, train_data = train_set,
  dependent_col = "score", random_effects = "(1|session)",
  n = 4, family = "gaussian"
  #, parallel = TRUE   # Uncomment
)

# Multinomial
(mb <- baseline(
  test_data = multiclass_data,
  dependent_col = "target",
  n = 6, family = "multinomial"
  #, parallel = TRUE   # Uncomment
))

# Inspect the summarized class level results
# for class_2
mb$summarized_class_level_results %>%
  dplyr::filter(Class == "class_2") %>%
  tidyr::unnest(Results)

# Multinomial with custom random generator function
# that creates very "certain" predictions
# (once softmax is applied)

rcertain <- function(n) {
  (runif(n, min = 1, max = 100)^1.4) / 100
}

baseline(
  test_data = multiclass_data,
  dependent_col = "target",
  n = 6, family = "multinomial",
  random_generator_fn = rcertain
  #, parallel = TRUE  # Uncomment
)

cvms documentation built on Sept. 11, 2024, 6:22 p.m.