tune.spls: Tuning functions for sPLS and PLS functions

In mixOmicsTeam/mixOmics: Omics Data Integration Project

Tuning functions for sPLS and PLS functions

Description

This function uses repeated cross-validation to tune hyperparameters such as the number of features to select and possibly the number of components to extract.

Usage

tune.spls(
  X,
  Y,
  test.keepX = NULL,
  test.keepY = NULL,
  ncomp,
  validation = c("Mfold", "loo"),
  nrepeat = 1,
  folds,
  mode = c("regression", "canonical", "classic"),
  measure = NULL,
  BPPARAM = SerialParam(),
  progressBar = FALSE,
  limQ2 = 0.0975,
  ...
)

Arguments

X	numeric matrix of predictors with the rows as individual observations. missing values (NAs) are allowed.
Y	numeric matrix of response(s) with the rows as individual observations matching X. missing values (NAs) are allowed.
test.keepX	numeric vector for the different number of variables to test from the X data set.
test.keepY	numeric vector for the different number of variables to test from the Y data set. Default to ncol(Y).
ncomp	Positive Integer. The number of components to include in the model. Default to 2.
validation	character. What kind of (internal) validation to use, matching one of "Mfold" or "loo" (Leave-One-out). Default is "Mfold".
nrepeat	Positive integer. Number of times the Cross-Validation process should be repeated. nrepeat > 2 is required for robust tuning. See details.
folds	Positive Integer, The folds in the Mfold cross-validation.
mode	Character string indicating the type of PLS algorithm to use. One of "regression", "canonical", "invariant" or "classic". See Details.
measure	The tuning measure to use. See details.
BPPARAM	A BiocParallelParam object indicating the type of parallelisation. See examples in ?tune.spca.
progressBar	Logical. If TRUE a progress bar is shown as the computation completes. Default to FALSE.
limQ2	Q2 threshold for recommending optimal ncomp.
...	Optional parameters passed to spls

Value

A list that contains:

cor.pred	The correlation of predicted vs actual components from X (t) and Y (u) for each component
RSS.pred	The Residual Sum of Squares of predicted vs actual components from X (t) and Y (u) for each component
choice.keepX	returns the number of variables selected for X (optimal keepX) on each component.
choice.keepY	returns the number of variables selected for Y (optimal keepY) on each component.
choice.ncomp	returns the optimal number of components for the model fitted with $choice.keepX and $choice.keepY
call	The functioncal call including the parameteres used.

folds

During a cross-validation (CV), data are randomly split into M subgroups (folds). M-1 subgroups are then used to train submodels which would be used to predict prediction accuracy statistics for the held-out (test) data. All subgroups are used as the test data exactly once. If validation = "loo", leave-one-out CV is used where each group consists of exactly one sample and hence M == N where N is the number of samples.

nrepeat

The cross-validation process is repeated nrepeat times and the accuracy measures are averaged across repeats. If validation = "loo", the process does not need to be repeated as there is only one way to split N samples into N groups and hence nrepeat is forced to be 1.

measure

• For PLS2 Two measures of accuracy are available: Correlation (cor, used as default), as well as the Residual Sum of Squares (RSS). For cor, the parameters which would maximise the correlation between the predicted and the actual components are chosen. The RSS measure tries to predict the held-out data by matrix reconstruction and seeks to minimise the error between actual and predicted values. For mode='canonical', The X matrix is used to calculate the RSS, while for others modes the Y matrix is used. This measure gives more weight to any large errors and is thus sensitive to outliers. It also intrinsically selects less number of features on the Y block compared to measure='cor'.

• For PLS1 Four measures of accuracy are available: Mean Absolute Error (MAE), Mean Square Error (MSE, used as default), Bias and R2. Both MAE and MSE average the model prediction error. MAE measures the average magnitude of the errors without considering their direction. It is the average over the fold test samples of the absolute differences between the Y predictions and the actual Y observations. The MSE also measures the average magnitude of the error. Since the errors are squared before they are averaged, the MSE tends to give a relatively high weight to large errors. The Bias is the average of the differences between the Y predictions and the actual Y observations and the R2 is the correlation between the predictions and the observations.

Optimisation Process

The optimisation process 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 incrementing the number of features or components in the model. However, it will assess all the provided grid through pair-wise comparisons as the performance criteria do not always change linearly with respect to the added number of features or components.

more

See also ?perf for more details.

Author(s)

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

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

PLS and PLS citeria for PLS regression: Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris: Editions Technic.

Chavent, Marie and Patouille, Brigitte (2003). Calcul des coefficients de regression et du PRESS en regression PLS1. Modulad n, 30 1-11. (this is the formula we use to calculate the Q2 in perf.pls and perf.spls)

Mevik, B.-H., Cederkvist, H. R. (2004). Mean Squared Error of Prediction (MSEP) Estimates for Principal Component Regression (PCR) and Partial Least Squares Regression (PLSR). Journal of Chemometrics 18(9), 422-429.

sparse PLS regression mode:

Lê Cao, K. A., Rossouw D., Robert-Granie, C. and Besse, P. (2008). A sparse PLS for variable selection when integrating Omics data. Statistical Applications in Genetics and Molecular Biology 7, article 35.

One-sided t-tests (suppl material):

Rohart F, Mason EA, Matigian N, Mosbergen R, Korn O, Chen T, Butcher S, Patel J, Atkinson K, Khosrotehrani K, Fisk NM, Lê Cao K-A&, Wells CA& (2016). A Molecular Classification of Human Mesenchymal Stromal Cells. PeerJ 4:e1845.

See Also

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

Examples

## Not run: 
data(liver.toxicity)
X <- liver.toxicity$gene
Y <- liver.toxicity$clinic
set.seed(42)
tune.res = tune.spls( X, Y, ncomp = 3,
                  test.keepX = c(5, 10, 15),
                  test.keepY = c(3, 6, 8), measure = "cor",
                  folds = 5, nrepeat = 3, progressBar = TRUE)
tune.res$choice.ncomp
tune.res$choice.keepX
tune.res$choice.keepY
# plot the results
plot(tune.res)

## End(Not run)

mixOmicsTeam/mixOmics documentation built on Oct. 26, 2023, 6:48 a.m.