Resampling: Resampling Class

ResamplingR Documentation

Resampling Class

Description

This is the abstract base class for resampling objects like ResamplingCV and ResamplingBootstrap.

The objects of this class define how a task is partitioned for resampling (e.g., in resample() or benchmark()), using a set of hyperparameters such as the number of folds in cross-validation.

Resampling objects can be instantiated on a Task, which applies the strategy on the task and manifests in a fixed partition of row_ids of the Task.

Predefined resamplings are stored in the dictionary mlr_resamplings, e.g. cv or bootstrap.

Stratification

All derived classes support stratified sampling. The stratification variables are assumed to be discrete and must be stored in the Task with column role "stratum". In case of multiple stratification variables, each combination of the values of the stratification variables forms a strata.

First, the observations are divided into subpopulations based one or multiple stratification variables (assumed to be discrete), c.f. task$strata.

Second, the sampling is performed in each of the k subpopulations separately. Each subgroup is divided into iter training sets and iter test sets by the derived Resampling. These sets are merged based on their iteration number: all training sets from all subpopulations with iteration 1 are combined, then all training sets with iteration 2, and so on. Same is done for all test sets. The merged sets can be accessed via ⁠$train_set(i)⁠ and ⁠$test_set(i)⁠, respectively. Note that this procedure can lead to set sizes that are slightly different from those without stratification.

Grouping / Blocking

All derived classes support grouping of observations. The grouping variable is assumed to be discrete and must be stored in the Task with column role "group".

Observations in the same group are treated like a "block" of observations which must be kept together. These observations either all go together into the training set or together into the test set.

The sampling is performed by the derived Resampling on the grouping variable. Next, the grouping information is replaced with the respective row ids to generate training and test sets. The sets can be accessed via ⁠$train_set(i)⁠ and ⁠$test_set(i)⁠, respectively.

Public fields

id

(character(1))
Identifier of the object. Used in tables, plot and text output.

label

(character(1))
Label for this object. Can be used in tables, plot and text output instead of the ID.

param_set

(paradox::ParamSet)
Set of hyperparameters.

instance

(any)
During instantiate(), the instance is stored in this slot in an arbitrary format. Note that if a grouping variable is present in the Task, a Resampling may operate on the group ids internally instead of the row ids (which may lead to confusion).

It is advised to not work directly with the instance, but instead only use the getters ⁠$train_set()⁠ and ⁠$test_set()⁠.

task_hash

(character(1))
The hash of the Task which was passed to r$instantiate().

task_nrow

(integer(1))
The number of observations of the Task which was passed to r$instantiate().

duplicated_ids

(logical(1))
If TRUE, duplicated rows can occur within a single training set or within a single test set. E.g., this is TRUE for Bootstrap, and FALSE for cross-validation. Only used internally.

man

(character(1))
String in the format ⁠[pkg]::[topic]⁠ pointing to a manual page for this object. Defaults to NA, but can be set by child classes.

Active bindings

is_instantiated

(logical(1))
Is TRUE if the resampling has been instantiated.

hash

(character(1))
Hash (unique identifier) for this object.

Methods

Public methods


Method new()

Creates a new instance of this R6 class.

Usage
Resampling$new(
  id,
  param_set = ps(),
  duplicated_ids = FALSE,
  label = NA_character_,
  man = NA_character_
)
Arguments
id

(character(1))
Identifier for the new instance.

param_set

(paradox::ParamSet)
Set of hyperparameters.

duplicated_ids

(logical(1))
Set to TRUE if this resampling strategy may have duplicated row ids in a single training set or test set.

Note that this object is typically constructed via a derived classes, e.g. ResamplingCV or ResamplingHoldout.

label

(character(1))
Label for the new instance.

man

(character(1))
String in the format ⁠[pkg]::[topic]⁠ pointing to a manual page for this object. The referenced help package can be opened via method ⁠$help()⁠.


Method format()

Helper for print outputs.

Usage
Resampling$format(...)
Arguments
...

(ignored).


Method print()

Printer.

Usage
Resampling$print(...)
Arguments
...

(ignored).


Method help()

Opens the corresponding help page referenced by field ⁠$man⁠.

Usage
Resampling$help()

Method instantiate()

Materializes fixed training and test splits for a given task and stores them in r$instance in an arbitrary format.

Usage
Resampling$instantiate(task)
Arguments
task

(Task)
Task used for instantiation.

Returns

Returns the object itself, but modified by reference. You need to explicitly ⁠$clone()⁠ the object beforehand if you want to keeps the object in its previous state.


Method train_set()

Returns the row ids of the i-th training set.

Usage
Resampling$train_set(i)
Arguments
i

(integer(1))
Iteration.

Returns

(integer()) of row ids.


Method test_set()

Returns the row ids of the i-th test set.

Usage
Resampling$test_set(i)
Arguments
i

(integer(1))
Iteration.

Returns

(integer()) of row ids.


Method clone()

The objects of this class are cloneable with this method.

Usage
Resampling$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

See Also

Other Resampling: mlr_resamplings_bootstrap, mlr_resamplings_custom_cv, mlr_resamplings_custom, mlr_resamplings_cv, mlr_resamplings_holdout, mlr_resamplings_insample, mlr_resamplings_loo, mlr_resamplings_repeated_cv, mlr_resamplings_subsampling, mlr_resamplings

Examples

r = rsmp("subsampling")

# Default parametrization
r$param_set$values

# Do only 3 repeats on 10% of the data
r$param_set$values = list(ratio = 0.1, repeats = 3)
r$param_set$values

# Instantiate on penguins task
task = tsk("penguins")
r$instantiate(task)

# Extract train/test sets
train_set = r$train_set(1)
print(train_set)
intersect(train_set, r$test_set(1))

# Another example: 10-fold CV
r = rsmp("cv")$instantiate(task)
r$train_set(1)

# Stratification
task = tsk("pima")
prop.table(table(task$truth())) # moderately unbalanced
task$col_roles$stratum = task$target_names

r = rsmp("subsampling")
r$instantiate(task)
prop.table(table(task$truth(r$train_set(1)))) # roughly same proportion

mlr3 documentation built on Nov. 17, 2023, 5:07 p.m.