validate: Validate regression models on a test set

In cvms: Cross-Validation for Model Selection

Validate regression models on a test set

Description

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

Train linear or logistic regression models on a training set and validate it by predicting a test/validation set. Returns results in a tibble for easy reporting, along with the trained models.

See validate_fn() for use with custom model functions.

Usage

validate(
  train_data,
  formulas,
  family,
  test_data = NULL,
  partitions_col = ".partitions",
  control = NULL,
  REML = FALSE,
  cutoff = 0.5,
  positive = 2,
  metrics = list(),
  preprocessing = NULL,
  err_nc = FALSE,
  rm_nc = FALSE,
  parallel = FALSE,
  verbose = FALSE,
  link = deprecated(),
  models = deprecated(),
  model_verbose = deprecated()
)

Arguments

train_data	data.frame. Can contain a grouping factor for identifying partitions - as made with groupdata2::partition(). See `partitions_col`.
formulas	Model formulas as strings. (Character) E.g. c("y~x", "y~z"). Can contain random effects. E.g. c("y~x+(1|r)", "y~z+(1|r)").
family	Name of the family. (Character) Currently supports "gaussian" for linear regression with lm() / lme4::lmer() and "binomial" for binary classification with glm() / lme4::glmer(). See cross_validate_fn() for use with other model functions.
test_data	data.frame. If specifying `partitions_col`, this can be NULL.
partitions_col	Name of grouping factor for identifying partitions. (Character) Rows with the value 1 in `partitions_col` are used as training set and rows with the value 2 are used as test set. N.B. Only used if `test_data` is NULL.
control	Construct control structures for mixed model fitting (with lme4::lmer() or lme4::glmer()). See lme4::lmerControl and lme4::glmerControl. N.B. Ignored if fitting lm() or glm() models.
REML	Restricted Maximum Likelihood. (Logical)
cutoff	Threshold for predicted classes. (Numeric) N.B. Binomial models only
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. The Process column in the output can be used to verify this setting. N.B. Only affects evaluation metrics, not the model training or returned predictions. N.B. Binomial models only.
metrics	list for enabling/disabling metrics. E.g. list("RMSE" = FALSE) would remove RMSE from the 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 list("all" = FALSE, "RMSE" = TRUE) would return only the RMSE metric. The list can be created with gaussian_metrics() or binomial_metrics(). Also accepts the string "all".
preprocessing	Name of preprocessing to apply. Available preprocessings are: Name Description "standardize" Centers and scales the numeric predictors. "range" Normalizes the numeric predictors to the 0-1 range. Values outside the min/max range in the test fold are truncated to 0/1. "scale" Scales the numeric predictors to have a standard deviation of one. "center" Centers the numeric predictors to have a mean of zero. The preprocessing parameters (mean, SD, etc.) are extracted from the training folds and applied to both the training folds and the test fold. They are returned in the Preprocess column for inspection. N.B. The preprocessings should not affect the results to a noticeable degree, although "range" might due to the truncation.
err_nc	Whether to raise an error if a model does not converge. (Logical)
rm_nc	Remove non-converged models from output. (Logical)
parallel	Whether to validate the list of models in parallel. (Logical) Remember to register a parallel backend first. E.g. with doParallel::registerDoParallel.
verbose	Whether to message process information like the number of model instances to fit and which model function was applied. (Logical)
link, models, model_verbose	Deprecated.

Details

Packages used:

Models

Gaussian: stats::lm, lme4::lmer

Binomial: stats::glm, lme4::glmer

Results

Shared

AIC : stats::AIC

AICc : MuMIn::AICc

BIC : stats::BIC

Gaussian

r2m : MuMIn::r.squaredGLMM

r2c : MuMIn::r.squaredGLMM

Binomial

ROC and AUC: pROC::roc

Value

tibble with the results and model objects.

Shared across families

A nested tibble with coefficients of the models from all iterations.

Count of convergence warnings. Consider discarding models that did not converge.

Count of other warnings. These are warnings without keywords such as "convergence".

Count of Singular Fit messages. See lme4::isSingular for more information.

Nested tibble with the warnings and messages caught for each model.

Specified family.

Nested model objects.

Name of dependent variable.

Names of fixed effects.

Names of random effects, if any.

Nested tibble with preprocessing parameters, if any.

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Gaussian Results

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RMSE, MAE, NRMSE(IQR), RRSE, RAE, RMSLE, AIC, AICc, and BIC.

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

A nested tibble with the predictions and targets.

—————————————————————-

Binomial Results

—————————————————————-

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

ROC:

AUC, Lower CI, and Upper CI.

Confusion Matrix:

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

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

Also includes:

A nested tibble with predictions, predicted classes (depends on cutoff), and the targets. Note, that the predictions are not necessarily of the specified positive class, but of the model's positive class (second level of dependent variable, alphabetically).

The pROC::roc ROC curve object(s).

A nested tibble with the confusion matrix/matrices. 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.

The name of the Positive Class.

Author(s)

Ludvig Renbo Olsen, [e-mail]

See Also

Other validation functions: cross_validate(), cross_validate_fn(), validate_fn()

Examples

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

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

# Set seed for reproducibility
set.seed(7)

# Partition data
# Keep as single data frame
# We could also have fed validate() separate train and test sets.
data_partitioned <- partition(
  data,
  p = 0.7,
  cat_col = "diagnosis",
  id_col = "participant",
  list_out = FALSE
) %>%
  arrange(.partitions)

# Validate a model

# Gaussian
validate(
  data_partitioned,
  formulas = "score~diagnosis",
  partitions_col = ".partitions",
  family = "gaussian",
  REML = FALSE
)

# Binomial
validate(data_partitioned,
  formulas = "diagnosis~score",
  partitions_col = ".partitions",
  family = "binomial"
)

## Feed separate train and test sets

# Partition data to list of data frames
# The first data frame will be train (70% of the data)
# The second will be test (30% of the data)
data_partitioned <- partition(
  data,
  p = 0.7,
  cat_col = "diagnosis",
  id_col = "participant",
  list_out = TRUE
)
train_data <- data_partitioned[[1]]
test_data <- data_partitioned[[2]]

# Validate a model

# Gaussian
validate(
  train_data,
  test_data = test_data,
  formulas = "score~diagnosis",
  family = "gaussian",
  REML = FALSE
)

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