singleplot: Create partial dependence plot for a single variable in a...

Description Usage Arguments Details References See Also Examples

View source: R/pre.R

Description

singleplot creates a partial dependence plot, which shows the effect of a predictor variable on the ensemble's predictions. Note that plotting partial dependence is computationally intensive. Computation time will increase fast with increasing numbers of observations and variables. For large datasets, package 'plotmo' (Milborrow, 2019) provides more efficient functions for plotting partial dependence and also supports 'pre' models.

Usage

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singleplot(
  object,
  varname,
  penalty.par.val = "lambda.1se",
  nvals = NULL,
  type = "response",
  ylab = "predicted",
  ...
)

Arguments

object

an object of class pre

varname

character vector of length one, specifying the variable for which the partial dependence plot should be created. Note that varname should correspond to the variable as described in the model formula used to generate the ensemble (i.e., including functions applied to the variable).

penalty.par.val

character or numeric. Value of the penalty parameter λ to be employed for selecting the final ensemble. The default "lambda.min" employs the λ value within 1 standard error of the minimum cross-validated error. Alternatively, "lambda.min" may be specified, to employ the λ value with minimum cross-validated error, or a numeric value >0 may be specified, with higher values yielding a sparser ensemble. To evaluate the trade-off between accuracy and sparsity of the final ensemble, inspect pre_object$glmnet.fit and plot(pre_object$glmnet.fit).

nvals

optional numeric vector of length one. For how many values of x should the partial dependence plot be created?

type

character string. Type of prediction to be plotted on y-axis. type = "response" gives fitted values for continuous outputs and fitted probabilities for nominal outputs. type = "link" gives fitted values for continuous outputs and linear predictor values for nominal outputs.

ylab

character. Label to be printed on the y-axis.

...

Further arguments to be passed to plot.default.

Details

By default, a partial dependence plot will be created for each unique observed value of the specified predictor variable. When the number of unique observed values is large, this may take a long time to compute. In that case, specifying the nvals argument can substantially reduce computing time. When the nvals argument is supplied, values for the minimum, maximum, and (nvals - 2) intermediate values of the predictor variable will be plotted. Note that nvals can be specified only for numeric and ordered input variables. If the plot is requested for a nominal input variable, the nvals argument will be ignored and a warning printed.

See also section 8.1 of Friedman & Popescu (2008).

References

Fokkema, M. (2020). Fitting prediction rule ensembles with R package pre. Journal of Statistical Software, 92(12), 1-30. https://doi.org/10.18637/jss.v092.i12

Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916-954.

Milborrow, S. (2019). plotmo: Plot a model's residuals, response, and partial dependence plots. https://CRAN.R-project.org/package=plotmo

See Also

pre, pairplot

Examples

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set.seed(42)
airq.ens <- pre(Ozone ~ ., data = airquality[complete.cases(airquality),])
singleplot(airq.ens, "Temp")

Example output



pre documentation built on March 13, 2020, 2:23 a.m.