errorest_loo_boot: Calculates the Leave-One-Out (LOO) Bootstrap Error Rate for a...

In sortinghat: sortinghat

Description

For a given data matrix and its corresponding vector of labels, we calculate the LOO bootstrap (LOO-Boot) error rate for a given classifier.

Usage

  errorest_loo_boot(x, y, train, classify,
    num_bootstraps = 50, ...)

Arguments

x	a matrix of n observations (rows) and p features (columns)
y	a vector of n class labels
train	a function that builds the classifier. (See details.)
classify	a function that classifies observations from the constructed classifier from train. (See details.)
num_bootstraps	the number of bootstrap replications
...	additional arguments passed to the function specified in train.

Details

To calculate the LOO-Boot error rate, we sample from the data with replacement to obtain a bootstrapped training data set. We then train the given classifier (given in train) on the bootstrapped training data set and classify the observations from the original data set given in the matrix x that are not contained in the current bootstrapped training data set. We repeat this process num_bootstraps times. Then, for each observation in the original data set, we compute the proportion of times the observation was misclassified, based on the true labels given in y. We report the average of these proportions as the LOO-Boot error rate.

For the given classifier, two functions must be provided 1. to train the classifier and 2. to classify unlabeled observations. The training function is provided as train and the classification function as classify.

We expect that the first two arguments of the train function are x and y, corresponding to the data matrix and the vector of their labels, respectively. Additional arguments can be passed to the train function.

We stay with the usual R convention for the classify function. We expect that this function takes two arguments: 1. an object argument which contains the trained classifier returned from the function specified in train; and 2. a newdata argument which contains a matrix of observations to be classified – the matrix should have rows corresponding to the individual observations and columns corresponding to the features (covariates). For an example, see lda.

Value

the LOO-Boot error rate estimate

Examples

require('MASS')
iris_x <- data.matrix(iris[, -5])
iris_y <- iris[, 5]

# Because the \code{classify} function returns multiples objects in a list,
# we provide a wrapper function that returns only the class labels.
lda_wrapper <- function(object, newdata) { predict(object, newdata)$class }
set.seed(42)
errorest_loo_boot(x = iris_x, y = iris_y, train = MASS:::lda, classify = lda_wrapper)
# Output: 0.02307171

Example output

Loading required package: MASS
[1] 0.02307171

sortinghat documentation built on May 30, 2017, 4:52 a.m.