README.md

In Laurae2/LauraeDS: Laurae's Data Science Package

LauraeDS: Laurae's Data Science Package

This package is the sequel to Laurae2/Laurae R package.

It is meant to require less stuff and more robust.

Installation

devtools::install_github("Laurae2/LauraeDS", dep = FALSE)

Dependencies installation:

install.packages(c("Matrix", "sparsio", "fst", "data.table", "pbapply", "parallel"))
devtools::install_github("fstpackage/fst@e060e62")
devtools::install_github("Laurae2/ez_xgb/R-package@2017-02-15-v1")
devtools::install_github("Microsoft/LightGBM/R-package@fc59fce") # Jul 14 2017, v2.0.4

TO-DO

• [x] add fold generation
• [x] add sparse handling
• [x] add parallel fast csv/fst converter
• [x] add parallel handling (cluster)
• [ ] add parallel xgboost
• [ ] add parallel LightGBM
• [ ] add metrics
• [x] add metric optimizations
• [x] xgb.DMatrix generation
• [x] lgb.Dataset generation
• [x] xgboost trainer
• [ ] LightGBM trainer
• [ ] easy GLM (xgboost)
• [ ] easy Random Forest (xgboost)
• [ ] easy Random Forest (LightGBM)
• [ ] easy Gradient Boosted Trees (xgboost)
• [ ] easy Gradient Boosted Trees (LightGBM)
• [ ] grid learning ("grid search")
• [ ] Random Patches feature generation (Subsampling + Colsampling from feature groups)
• [ ] stacker
• [ ] add lot of stuff

Available functions

Parallel functions

Parallel functions are provided to make R fly on multi-core and multi-socket systems, provided enough RAM.

| Function | Packages | Description | | :--- | :--- | :--- | | parallel.csv | data.table, fst, parallel | Parallelizes and multithreads the reading of CSV files and writes to fst file format for fast reading. | | parallel.threading | parallel | Sets processor affinity correctly on Windows machines. Provide a boost of up to 200% in memory bounded applications. | | parallel.destroy | parallel | Stops a parallel cluster, or destroy any available clusters bound to the current R session. |

I/O functions

I/O Functions allows to read files from sparse matrices quickly.

| Function | Packages | Description | | :--- | :--- | :--- | | sparse.read | sparsio, Matrix | Reads SVMLight file format (sparse matrices) | | sparse.write | sparsio, Matrix | Writes SVMLight file format (sparse matrices) |

Fold functions

Fold functions allow to generate folds for cross-validation very quickly.

| Function | Packages | Description | | :--- | :--- | :--- | | kfold | None | Generate cross-validated folds (stratified, treatment, pseudo-random, random) | | nkfold | None | Generate Repeated cross-validated folds (stratified, treatment, pseudo-random, random) |

Optimized Metrics

Optimized metrics might help get an edge when you can.

| Function | Packages | Description | | :--- | :--- | :--- | | metrics.acc.max | data.table | Maximum Binary Accuracy | | metrics.f1.max | data.table | Maximum F1 Score (Precision with Sensitivity Harmonic Mean | | metrics.fallout;max | data.table | Minimum Fall-Out (False Positive Rate) | | metrics.kappa.max | data.table | Maximum Kappa Statistic | | metrics.mcc.max | data.table | Maximum Matthews Correlation Coefficient | | metrics.missrate.max | data.table | Minim Miss-rate (False Negative Rate) | | metrics.precision.max | data.table | Maximum Precision (Positive Predictive Rate) | | metrics.sensitivity.max | data.table | Maximum Sensitivity (True Positive Rate) | | metrics.specifity.max | data.table | Maximum Specificity (True Negative Rate) |

Metric Computation/Solving

Computing and/or solving metrics might help you understand what default values are the best for the metric.

| Function | Packages | Description | | :--- | :--- | :--- | | metrics.logloss | None | Logarithmic Loss (logloss) | | metrics.logloss.unsafe | None | Logarithmic Loss (logloss) without bound checking | | metrics.logloss.solve | stats | Logarithmic Loss Solver |

Machine Learning, Binary Matrices

Generating binary matrices never got easier if you can throw lists and data.frames directly.

| Function | Packages | Description | | :--- | :--- | :--- | | Laurae.xgb.dmat | xgboost, Matrix | Wrapper for extensible xgb.DMatrix generation. | | Laurae.lgb.dmat | lightgbm, Matrix | Wrapper for extensible lgb.Dataset generation. |

Machine Learning, Supervised

Not remembering every existing hyperparameters? Now you can by pressing Tab to autocomplete hyperparameters.

| Function | Packages | Description | | :--- | :--- | :--- | | Laurae.xgb.train | xgboost, Matrix | Wrapper for xgboost Models |

Machine Learning, Loss/Metrics Helpers

Creating loss/metrics can be a tedious task without templates. Use these as template wrappers: focus on loss/metrics, wrap them with a template quickly.

| Function | Packages | Description | | :--- | :--- | :--- | | xgb.wrap.loss | xgboost | Wrapper to make quick xgboost loss function. | | xgb.wrap.metric | xgboost | Wrapper to make quick xgboost metric function. | | lgb.wrap.loss | LightGBM | Wrapper to make quick LightGBM loss function. | | lgb.wrap.metric | LightGBM | Wrapper to make quick LightGBM metric function. |

Machine Learning, Loss/Metrics Functions

Need functions answering metrics quickly? Here are some.

| Function | Packages | Description | | :--- | :--- | :--- | | metrics.logloss | None | Computes the logarithmic loss. | | metrics.logloss.unsafe | None | Computes the logarithmic loss faster by skipping out of bounds checks. | | metrics.logloss.solve | stats | Solves for a parameter involving the logartihmic loss (minimal loss, constant prediction value, ratio). |

Laurae2/LauraeDS documentation built on May 29, 2019, 2:25 p.m.