tune.plsda: Tuning functions for PLS-DA method

tune.plsdaR Documentation

Tuning functions for PLS-DA method

Description

Computes M-fold or Leave-One-Out Cross-Validation scores on a user-input grid to determine optimal values for the parameters in plsda.

Usage

tune.plsda(
  X,
  Y,
  ncomp = 1,
  scale = TRUE,
  logratio = c("none", "CLR"),
  max.iter = 100,
  tol = 1e-06,
  near.zero.var = FALSE,
  multilevel = NULL,
  validation = "Mfold",
  folds = 10,
  nrepeat = 1,
  signif.threshold = 0.01,
  dist = "all",
  auc = FALSE,
  progressBar = FALSE,
  light.output = TRUE,
  BPPARAM = SerialParam(),
  seed = NULL
)

Arguments

X

numeric matrix of predictors. NAs are allowed.

Y

if(method = 'spls') numeric vector or matrix of continuous responses (for multi-response models) NAs are allowed.

ncomp

the number of components to include in the model.

scale

Logical. If scale = TRUE, each block is standardized to zero means and unit variances (default: TRUE)

logratio

one of ('none','CLR'). Default to 'none'

max.iter

integer, the maximum number of iterations.

tol

Convergence stopping value.

near.zero.var

Logical, see the internal nearZeroVar function (should be set to TRUE in particular for data with many zero values). Default value is FALSE

multilevel

Design matrix for multilevel analysis (for repeated measurements) that indicates the repeated measures on each individual, i.e. the individuals ID. See Details.

validation

character. What kind of (internal) validation to use, matching one of "Mfold" or "loo" (short for 'leave-one-out'). Default is "Mfold".

folds

the folds in the Mfold cross-validation. See Details.

nrepeat

Number of times the Cross-Validation process is repeated.

signif.threshold

numeric between 0 and 1 indicating the significance threshold required for improvement in error rate of the components. Default to 0.01.

dist

Distance metric. Should be a subset of "max.dist", "centroids.dist", "mahalanobis.dist" or "all". Default is "all"

auc

if TRUE calculate the Area Under the Curve (AUC)

progressBar

by default set to TRUE to output the progress bar of the computation.

light.output

if set to FALSE, the prediction/classification of each sample for each of test.keepX and each comp is returned.

BPPARAM

A BiocParallelParam object indicating the type of parallelisation. See examples in ?tune.spca.

seed

set a number here if you want the function to give reproducible outputs. Not recommended during exploratory analysis. Note if RNGseed is set in 'BPPARAM', this will be overwritten by 'seed'.

Details

This tuning function should be used to tune the parameters in the plsda function (number of components and distance metric to select).

For a PLS-DA, M-fold or LOO cross-validation is performed with stratified subsampling where all classes are represented in each fold.

If validation = "loo", leave-one-out cross-validation is performed. By default folds is set to the number of unique individuals.

The function outputs the optimal number of components that achieve the best performance based on the overall error rate or BER. The assessment is data-driven and similar to the process detailed in (Rohart et al., 2016), where one-sided t-tests assess whether there is a gain in performance when adding a component to the model. Our experience has shown that in most case, the optimal number of components is the number of categories in Y - 1, but it is worth tuning a few extra components to check (see our website and case studies for more details).

For PLS-DA multilevel one-factor analysis, M-fold or LOO cross-validation is performed where all repeated measurements of one sample are in the same fold. Note that logratio transform and the multilevel analysis are performed internally and independently on the training and test set.

For a PLS-DA multilevel two-factor analysis, the correlation between components from the within-subject variation of X and the cond matrix is computed on the whole data set. The reason why we cannot obtain a cross-validation error rate as for the pls-DA one-factor analysis is because of the difficulty to decompose and predict the within matrices within each fold.

For a PLS two-factor analysis a PLS canonical mode is run, and the correlation between components from the within-subject variation of X and Y is computed on the whole data set.

If validation = "Mfold", M-fold cross-validation is performed. How many folds to generate is selected by specifying the number of folds in folds.

If auc = TRUE and there are more than 2 categories in Y, the Area Under the Curve is averaged using one-vs-all comparison. Note however that the AUC criteria may not be particularly insightful as the prediction threshold we use in PLS-DA differs from an AUC threshold (PLS-DA relies on prediction distances for predictions, see ?predict.plsda for more details) and the supplemental material of the mixOmics article (Rohart et al. 2017).

BER is appropriate in case of an unbalanced number of samples per class as it calculates the average proportion of wrongly classified samples in each class, weighted by the number of samples in each class. BER is less biased towards majority classes during the performance assessment.

More details about the prediction distances in ?predict and the supplemental material of the mixOmics article (Rohart et al. 2017).

The tune.plsda() function calls older function perf() to perform this cross-validation, for more details see the perf() help pages.

Value

matrix of classification error rate estimation. The dimensions correspond to the components in the model and to the prediction method used, respectively.

auc

Averaged AUC values over the nrepeat

cor.value

only if multilevel analysis with 2 factors: correlation between latent variables.

Author(s)

Kim-Anh Lê Cao, Benoit Gautier, Francois Bartolo, Florian Rohart, Al J Abadi

References

mixOmics article:

Rohart F, Gautier B, Singh A, Lê Cao K-A. mixOmics: an R package for 'omics feature selection and multiple data integration. PLoS Comput Biol 13(11): e1005752

See Also

splsda, predict.splsda and http://www.mixOmics.org for more details.

Examples

## Example: analysis with PLS-DA
data(breast.tumors)

# tune components and distance
tune = tune.plsda(breast.tumors$gene.exp, as.factor(breast.tumors$sample$treatment), 
                  ncomp = 5, logratio = "none",
                  nrepeat = 10, folds = 10,
                  progressBar = TRUE,
                  seed = 20) # set for reproducibility of example only
plot(tune) # optimal distance = centroids.dist
tune$choice.ncomp # optimal component number = 3

## Example: multilevel PLS-DA
data(vac18)
design <- data.frame(sample = vac18$sample) # set the multilevel design

tune1 <- tune.plsda(vac18$genes, vac18$stimulation, 
                    ncomp = 5, multilevel = design,
                   nrepeat = 10, folds = 10,
                   seed = 20)
plot(tune1)

mixOmicsTeam/mixOmics documentation built on Dec. 3, 2024, 11:15 p.m.