chi2_iter: Wrapper function for the chi2 function from the...

In adimajo/scoring: Credit Scoring Tools

Wrapper function for the chi2 function from the discretization package.

Description

This function discretizes a training set using the chi2 method and the user-provided parameters and chooses the best discretization scheme among them based on a user-provided criterion and eventually a test set.

Usage

chi2_iter(
  predictors,
  labels,
  test = FALSE,
  validation = FALSE,
  proportions = c(0.3, 0.3),
  criterion = "gini",
  param = list(list(alp = 0.001, del = 0.5))
)

Arguments

predictors	The matrix array containing the numeric attributes to discretize.
labels	The actual labels of the provided predictors (0/1).
test	Boolean : True if the algorithm should use predictors to construct a test set on which to search for the best discretization scheme using the provided criterion (default: TRUE).
validation	Boolean : True if the algorithm should use predictors to construct a validation set on which to calculate the provided criterion using the best discretization scheme (chosen thanks to the provided criterion on either the test set (if true) or the training set (otherwise)) (default: TRUE).
proportions	The list of the (2) proportions wanted for test and validation set. Only the first is used when there is only one of either test or validation that is set to TRUE. Produces an error when the sum is greater to one. Useless if both test and validation are set to FALSE. Default: list(0.2,0.2).
criterion	The criterion ('gini','aic','bic') to use to choose the best discretization scheme among the generated ones (default: 'gini'). Nota Bene: it is best to use 'gini' only when test is set to TRUE and 'aic' or 'bic' when it is not. When using 'aic' or 'bic' with a test set, the likelihood is returned as there is no need to penalize for generalization purposes.
param	List providing the parameters to test (see ?discretization::chi2, default=list(list(alp=0.001, del=0.5))).

Author(s)

Adrien Ehrhardt

References

Enea, M. (2015), speedglm: Fitting Linear and Generalized Linear Models to Large Data Sets, https://CRAN.R-project.org/package=speedglm

HyunJi Kim (2012). discretization: Data preprocessing, discretization for classification. R package version 1.0-1. https://CRAN.R-project.org/package=discretization

Liu, H. and Setiono, R. (1995). Chi2: Feature selection and discretization of numeric attributes, Tools with Artificial Intelligence, 388–391.

Examples

# Simulation of a discretized logit model
x <- matrix(runif(300), nrow = 100, ncol = 3)
cuts <- seq(0, 1, length.out = 4)
xd <- apply(x, 2, function(col) as.numeric(cut(col, cuts)))
theta <- t(matrix(c(0, 0, 0, 2, 2, 2, -2, -2, -2), ncol = 3, nrow = 3))
log_odd <- rowSums(t(sapply(seq_along(xd[, 1]), function(row_id) {
  sapply(
    seq_along(xd[row_id, ]),
    function(element) theta[xd[row_id, element], element]
  )
})))
y <- stats::rbinom(100, 1, 1 / (1 + exp(-log_odd)))

chi2_iter(x, y)

adimajo/scoring documentation built on March 7, 2024, 11:18 p.m.