In daya6489/DriveML: Self-Drive Machine Learning Projects

library(rmarkdown)
library(SmartEDA)
library(DriveML)
library(mlr)
library(knitr)
library(ggplot2)
library(tidyr)

1. Introduction

The document introduces the DriveML package and how it can help you to build effortless machine learning binary classification models in a short period.

DriveML is a series of functions such as AutoDataPrep, AutoMAR, autoMLmodel. DriveML automates some of the complicated machine learning functions such as exploratory data analysis, data pre-processing, feature engineering, model training, model validation, model tuning and model selection.

This package automates the following steps on any input dataset for machine learning classification problems

1. Data cleaning

   • Replacing NA, infinite values
   • Removing duplicates
   • Cleaning feature names

2. Feature engineering

   • Missing at random features
   • Missing variable imputation
   • Outlier treatment - Outlier flag and imputation with 5th or 95th percentile value
   • Date variable transformation
   • Bulk interactions for numerical features
   • Frequent transformer for categorical features
   • Categorical feature engineering - one hot encoding
   • Feature selection using zero variance, correlation and AUC method

3. Binary classification - Model training and validation

   • Automated test and validation set creations
   • Hyperparameter tuning using random search
   • Multiple binary classification algorithms like logistic regression, randomForest, xgboost, glmnet, rpart
   • Model validation using AUC value
   • Model plots like training and testing ROC curve, threshold plot
   • Probability scores and model objects

4. Model Explanation

   • Lift plot
   • Partial dependence plot
   • Feature importance plot

5. Model report

   • model output in rmarkdown html format

Additionally, we are providing a function SmartEDA for Exploratory data analysis that generates automated EDA report in HTML format to understand the distributions of the data. Please note there are some dependencies on some other R packages such as MLR, caret, data.table, ggplot2, etc. for some specific task.

To summarize, DriveML package helps in getting the complete Machine learning classification model just by running the function instead of writing lengthy r code.

Missing not at random features

Algorithm: Missing at random features

1. Select all the missing features X_i where i=1,2,…..,N.
2. For i=1 to N:
   • Define Y_i, which will have value of 1 if X_i has a missing value, 0 if X_i is not having missing value
   • Impute all X_(i+1 ) 〖to X〗_(N ) variables using imputation method
   • Fit binary classifier f_m to the training data using Y_i ~ X_(i+1 ) 〖+⋯+ X〗_(N )
   • Calculate AUC ∝_ivalue between actual Y_i and predicted Y ̂_i
   • If ∝_i is low then the missing values in X_i are missing at random,Y_i to be dropped
   • Repeat steps 1 to 4 for all the independent variables in the original dataset

2. Functionalities of DriveML

The DriveML R package has three unique functions

1. Data Pre-processing and Data Preparation

   • autoDataPrep function to generate a novel features based on the functional understanding of the dataset

2. Building Machine Learning Models

   • autoMLmodel function to develop baseline machine learning models using regression and tree based classification techniques

3. Generating Model Report

   • autoMLReport function to print the machine learning model outcome in HTML format

3. Machine learning classfication model use-case using DriveML

About the dataset

This database contains 76 attributes, but all published experiments refer to using a subset of 14 of them. In particular, the Cleveland database is the only one that has been used by ML researchers to this date. The "goal" field refers to the presence of heart disease in the patient. It is integer valued from 0 (no presence) to 4.

Data Source https://archive.ics.uci.edu/ml/datasets/Heart+Disease

Install the package "DriveML" to get the example data set.

library("DriveML")
library("SmartEDA")
## Load sample dataset from ISLR pacakge
data(heart)

more detailed attribute information is there in DriveML help page

3.1 Data Exploration

For data exploratory analysis used SmartEDA package

Overview of the data

Understanding the dimensions of the dataset, variable names, overall missing summary and data types of each variables

# Overview of the data - Type = 1
ExpData(data=heart,type=1)

# Structure of the data - Type = 2
ExpData(data=heart,type=2)

ovw_tabl <- ExpData(data=heart,type=1)
ovw_tab2 <- ExpData(data=heart,type=2)

• Overview of the data

kable(ovw_tabl, "html")

• Structure of the data

kable(ovw_tab2, "html")

Summary of numerical variables

snc = ExpNumStat(heart,by="GA",gp="target_var",Qnt=seq(0,1,0.1),MesofShape=2,Outlier=TRUE,round=2)
rownames(snc)<-NULL

ExpNumStat(heart,by="GA",gp="target_var",Qnt=seq(0,1,0.1),MesofShape=2,Outlier=TRUE,round=2)

paged_table(snc)

Distributions of Numerical variables

Box plots for all numerical variables vs categorical dependent variable - Bivariate comparison only with classes

Boxplot for all the numerical attributes by each class of the target variable

plot4 <- ExpNumViz(heart,target="target_var",type=1,nlim=3,fname=NULL,Page=c(2,2),sample=8)
plot4[[1]]

Summary of categorical variables

et100 <- ExpCTable(heart,Target="target_var",margin=1,clim=10,nlim=3,round=2,bin=NULL,per=F)
rownames(et100)<-NULL

Cross tabulation with target_var variable

Custom tables between all categorical independent variables and the target variable

ExpCTable(Carseats,Target="Urban",margin=1,clim=10,nlim=3,round=2,bin=NULL,per=F)

kable(et100,"html")

Distributions of categorical variables

Stacked bar plot with vertical or horizontal bars for all categorical variables

plot5 <- ExpCatViz(heart,target = "target_var", fname = NULL, clim=5,col=c("slateblue4","slateblue1"),margin=2,Page = c(2,1),sample=2)
plot5[[1]]

Outlier analysis using boxplot

ana1 <- ExpOutliers(heart, varlist = c("oldpeak","trestbps","chol"), method = "boxplot",  treatment = "mean", capping = c(0.1, 0.9))
outlier_summ <- ana1[[1]]

ExpOutliers(heart, varlist = c("oldpeak","trestbps","chol"), method = "boxplot",  treatment = "mean", capping = c(0.1, 0.9))

kable(outlier_summ,"html")

3.2 Data preparations using autoDataprep

Data preparation using DriveML autoDataprep function with default options

dateprep <- autoDataprep(data = heart, 
                         target = 'target_var',
                         missimpute = 'default',
                         auto_mar = FALSE,
                             mar_object = NULL,
                             dummyvar = TRUE,
                             char_var_limit = 15,
                             aucv = 0.002,
                             corr = 0.98,
                             outlier_flag = TRUE,
                             uid = NULL,
                             onlykeep = NULL,
                             drop = NULL)

train_data <- dateprep$master_data

We can use different types of missing imputation using mlr::impute function

myimpute <- list(classes=list(factor = imputeMode(),
                              integer = imputeMean(),
                              numeric = imputeMedian(),
                              character = imputeMode()))
dateprep <- autoDataprep(data = heart, 
                         target = 'target_var',
                         missimpute = myimpute,
                         auto_mar = FALSE,
                             mar_object = NULL,
                             dummyvar = TRUE,
                             char_var_limit = 15,
                             aucv = 0.002,
                             corr = 0.98,
                             outlier_flag = TRUE,
                             uid = NULL,
                             onlykeep = NULL,
                             drop = NULL)

train_data <- dateprep$master_data

Adding Missing at Random features using autoMAR function

marobj <- autoMAR (heart, aucv = 0.9, strataname = NULL, stratasize = NULL, mar_method = "glm")

dateprep <- autoDataprep(data = heart, 
                         target = 'target_var',
                         missimpute = myimpute,
                         auto_mar = TRUE,
                             mar_object = marobj,
                             dummyvar = TRUE,
                             char_var_limit = 15,
                             aucv = 0.002,
                             corr = 0.98,
                             outlier_flag = TRUE,
                             uid = NULL,
                             onlykeep = NULL,
                             drop = NULL)

train_data <- dateprep$master_data

3.3 Machine learning models using autoMLmodel

Automated training, tuning and validation of machine learning models. This function includes the following binary classification techniques

+ Logistic regression - logreg
+ Regularised regression - glmnet
+ Extreme gradient boosting - xgboost
+ Random forest - randomForest
+ Random forest - ranger
+ Decision tree - rpart

mymodel <- autoMLmodel( train = heart,
                        test = NULL,
                        target = 'target_var',
                        testSplit = 0.2,
                        tuneIters = 100,
                        tuneType = "random",
                        models = "all",
                        varImp = 10,
                        liftGroup = 50,
                        maxObs = 4000,
                        uid = NULL,
                        htmlreport = FALSE,
                        seed = 1991)

mymodel <- heart.model

3.3 Model output

Model performance

performance <- mymodel$results
kable(performance, "html")

Randomforest model Receiver Operating Characteristic (ROC) and the variable Importance

Training dataset ROC

TrainROC <- mymodel$trainedModels$randomForest$modelPlots$TrainROC
TrainROC

Test dataset ROC

TestROC <- mymodel$trainedModels$randomForest$modelPlots$TestROC
TestROC

Variable importance

VarImp <- mymodel$trainedModels$randomForest$modelPlots$VarImp
VarImp

Threshold

Threshold <- mymodel$trainedModels$randomForest$modelPlots$Threshold
Threshold

daya6489/DriveML documentation built on July 22, 2021, 4:21 a.m.