In manymodelr: Build and Tune Several Models

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

First, a word of caution. The examples shown in this section are meant to simply show what the functions do and not what the best model is. For a specific use case, please perform the necessary model checks, post-hoc analyses, and/or choose predictor variables and model types as appropriate based on domain knowledge.

With this in mind, let us look at how we can perform modeling tasks using manymodelr.

• multi_model_1

This is one of the core functions of the package. multi_model_1 aims to allow model fitting, prediction, and reporting with a single function. The multi part of the function's name reflects the fact that we can fit several model types with one function. An example follows next.

For purposes of this report, we create a simple dataset to use.

library(manymodelr)
set.seed(520)
# Create a simple dataset with a binary target
# Here normal is a fictional target where we assume that it meets 
# some criterion means 
sample_data <- data.frame(normal = as.factor(rep(c("Yes", "No"), 500)), 
                          height=rnorm(100, mean=0.5, sd=0.2), 
                          weight=runif(100,0, 0.6),
                          yield = rnorm(100, mean =520, sd = 10))

head(sample_data)

set.seed(520)
train_set<-createDataPartition(sample_data$normal,p=0.6,list=FALSE)
valid_set<-sample_data[-train_set,]
train_set<-sample_data[train_set,]
ctrl<-trainControl(method="cv",number=5)
m<-multi_model_1(train_set,"normal",".",c("knn","rpart"), 
                 "Accuracy",ctrl,new_data =valid_set)

The above returns a list containing metrics, predictions, and a model summary. These can be extracted as shown below.

m$metric

head(m$predictions)

• multi_model_2

This is similar to multi_model_1 with one difference: it does not use metrics such as RMSE, accuracy and the like. This function is useful if one would like to fit and predict "simpler models" like generalized linear models or linear models. Let's take a look:

# fit a linear model and get predictions
lin_model <- multi_model_2(mtcars[1:16,],mtcars[17:32,],"mpg","wt","lm")

lin_model[c("predicted", "mpg")]

From the above, we see that wt alone may not be a great predictor for mpg. We can fit a multi-linear model with other predictors. Let's say disp and drat are important too, then we add those to the model.

multi_lin <- multi_model_2(mtcars[1:16, ], mtcars[17:32,],"mpg", "wt + disp + drat","lm")

multi_lin[,c("predicted", "mpg")]

• fit_model

This function allows us to fit any kind of model without necessarily returning predictions.

lm_model <- fit_model(mtcars,"mpg","wt","lm")
lm_model

• fit_models

This is similar to fit_model with the ability to fit many models with many predictors at once. A simple linear model for instance:

models<-fit_models(df=sample_data,yname=c("height", "weight"),xname="yield",
                   modeltype="glm") 

One can then use these models as one may wish. To add residuals from these models for example:

res_residuals <- lapply(models[[1]], add_model_residuals,sample_data)
res_predictions <- lapply(models[[1]], add_model_predictions, sample_data, sample_data)
# Get height predictions for the model height ~ yield 
head(res_predictions[[1]])

If one would like to drop non-numeric columns from the analysis, one can set drop_non_numeric to TRUE as follows. The same can be done for fit_model above:

fit_models(df=sample_data,yname=c("height","weight"),
           xname=".",modeltype=c("lm","glm"), drop_non_numeric = TRUE)

Extraction of Model Information

To extract information about a given model, we can use extract_model_info as follows.

extract_model_info(lm_model, "r2")

To extract the adjusted R squared:

extract_model_info(lm_model, "adj_r2")

For the p value:

extract_model_info(lm_model, "p_value")

To extract multiple attributes:

extract_model_info(lm_model,c("p_value","response","call","predictors"))

This is not restricted to linear models but will work for most model types. See help(extract_model_info) to see currently supported model types.

manymodelr documentation built on Nov. 15, 2021, 5:07 p.m.