R/FilterPerformance.R

In mlr3filters: Filter Based Feature Selection for 'mlr3'

#' @title Predictive Performance Filter
#'
#' @name mlr_filters_performance
#'
#' @description Filter which uses the predictive performance of a
#'   [mlr3::Learner] as filter score. Performs a [mlr3::resample()] for each
#'   feature separately. The filter score is the aggregated performance of the
#'   [mlr3::Measure], or the negated aggregated performance if the measure has
#'   to be minimized.
#'
#' @family Filter
#' @template seealso_filter
#' @export
#' @examples
#' if (requireNamespace("rpart")) {
#'   task = mlr3::tsk("iris")
#'   learner = mlr3::lrn("classif.rpart")
#'   filter = flt("performance", learner = learner)
#'   filter$calculate(task)
#'   as.data.table(filter)
#' }
#'
#' if (mlr3misc::require_namespaces(c("mlr3pipelines", "rpart"), quietly = TRUE)) {
#'   library("mlr3pipelines")
#'   task = mlr3::tsk("iris")
#'   l = lrn("classif.rpart")
#'
#'   # Note: `filter.frac` is selected randomly and should be tuned.
#'
#'   graph = po("filter", filter = flt("performance", learner = l), filter.frac = 0.5) %>>%
#'     po("learner", mlr3::lrn("classif.rpart"))
#'
#'   graph$train(task)
#' }
FilterPerformance = R6Class("FilterPerformance",
  inherit = Filter,

  public = list(

    #' @field learner ([mlr3::Learner])\cr
    learner = NULL,
    #' @field resampling ([mlr3::Resampling])\cr
    resampling = NULL,
    #' @field measure ([mlr3::Measure])\cr
    measure = NULL,

    #' @description Create a FilterDISR object.
    #' @param learner ([mlr3::Learner])\cr
    #'   [mlr3::Learner] to use for model fitting.
    #' @param resampling ([mlr3::Resampling])\cr
    #'   [mlr3::Resampling] to be used within resampling.
    #' @param measure ([mlr3::Measure])\cr
    #'   [mlr3::Measure] to be used for evaluating the performance.
    initialize = function(learner = mlr3::lrn("classif.featureless"),
      resampling = mlr3::rsmp("holdout"), measure = NULL) {

      self$learner = learner = assert_learner(as_learner(learner, clone = TRUE))
      self$resampling = assert_resampling(as_resampling(resampling))
      self$measure = assert_measure(as_measure(measure,
        task_type = learner$task_type, clone = TRUE), learner = learner)
      packages = unique(c(self$learner$packages, self$measure$packages))

      super$initialize(
        id = "performance",
        task_types = learner$task_type,
        param_set = learner$param_set,
        feature_types = learner$feature_types,
        packages = packages,
        label = "Predictive Performance",
        man = "mlr3filters::mlr_filters_performance"
      )
    }
  ),

  private = list(
    .calculate = function(task, nfeat) {
      task = task$clone()
      fn = task$feature_names

      perf = map_dbl(fn, function(x) {
        task$col_roles$feature = x
        resample(task, self$learner, self$resampling, clone = character())$aggregate()
      })

      if (self$measure$minimize) {
        perf = -perf
      }

      set_names(perf, fn)
    },

    .get_properties = function() {
      intersect("missings", self$learner$properties)
    }
  )
)

#' @include mlr_filters.R
mlr_filters$add("performance", FilterPerformance)