6.2. Developing a model to predict permeability (see Sect. 1.4) could save significant resources for a pharmaceutical company, while at the same time more rapidly identifying molecules that have a sufficient permeability to become a drug:
The matrix fingerprints contains the 1,107 binary molecular predictors for the 165 compounds, while permeability contains permeability response.
library("AppliedPredictiveModeling")
data(permeability)
predictors <- fingerprints %>% caret::nearZeroVar() %>% length()
paste0("There are ", predictors, " predictors left for modeling")
## [1] "There are 719 predictors left for modeling"
df <- as.data.frame(fingerprints[, nearZeroVar(fingerprints)]) %>%
mutate(y = permeability)
set.seed(42)
split_train <- caret::createDataPartition(df$y, times = 1, p = 0.8, list = FALSE)
train_fingers <- df[split_train, ]
test_fingers <- df[-split_train, ]
pls_model <- caret::train(
y ~ ., data = train_fingers, method = "pls",
# The preProcess class can be used for many operations on predictors, including centering
preProc = "center",
#Specify that we want Cross Validation
trControl = trainControl("cv", number = 10),
#An integer denoting the amount of granularity in the tuning parameter grid. By default, this argument is the number of levels for each tuning parameters that should be generated by train
tuneLength = 20
)
# Plot model RMSE vs different values of components
title <- paste("Training Set RMSE Minimized at", pls_model$bestTune$ncomp, "Components")
plot(pls_model, main = title)
pls_model$results %>%
filter(ncomp == pls_model$bestTune$ncomp) %>%
select(ncomp, RMSE, Rsquared)
## ncomp RMSE Rsquared
## 1 5 14.29229 0.263486
paste0("We capture ", round(pls_model$results %>% filter(ncomp == pls_model$bestTune$ncomp) %>% select(Rsquared)*100,2),"% of the variation")
## [1] "We capture 26.35% of the variation"
pls_predictions <- stats::predict(pls_model, test_fingers)
results <- data.frame(Model = "PLS",
RMSE = caret::RMSE(pls_predictions, test_fingers$y),
Rsquared = caret::R2(pls_predictions, test_fingers$y))
results
## Model RMSE Rsquared
## permeability PLS 13.23639 0.3016825
paste0("the r2 value is ", round(results$Rsquared,3))
## [1] "the r2 value is 0.302"
PCR
pcr_model <- train(
y ~ ., data = train_fingers, method = "pcr",
preProc = "center",
trControl = trainControl("cv", number = 10),
tuneLength = 20
)
title <- paste("Training Set RMSE Minimized at", pcr_model$bestTune, "Components")
plot(pcr_model, main = title)
pcr_predict <- predict(pcr_model, test_fingers)
# Model performance metrics
pcr_results <- data.frame(Model = "PCR",
RMSE = caret::RMSE(pcr_predict, test_fingers$y),
Rsquared = caret::R2(pcr_predict, test_fingers$y))
pcr_results
## Model RMSE Rsquared
## permeability PCR 15.40959 0.07299689
paste0("the r2 value is ", round(pcr_results$Rsquared,3))
## [1] "the r2 value is 0.073"
#since we already have y in the data, we can use model.matrix
x <- model.matrix(y ~ ., data = train_fingers)
x_test <- model.matrix(y ~ ., data = test_fingers)
# Choose optimal lambda
rr_cv <- glmnet::cv.glmnet(x, train_fingers$y, alpha = 0)
# Create model
rr_model <- glmnet::glmnet(x, train_fingers$y, alpha = 0, lambda = rr_cv$lambda.min)
# Run predictions
rr_predictions <- as.vector(predict(rr_model, x_test))
# Look at results
rr_results <- data.frame(Model = "Ridge Regression",
RMSE = caret::RMSE(rr_predictions, test_fingers$y),
Rsquared = caret::R2(rr_predictions, test_fingers$y))
rr_results
## Model RMSE Rsquared
## permeability Ridge Regression 14.59042 0.1426659
Lasso Regression
lr_cv <- glmnet::cv.glmnet(x, train_fingers$y, alpha = 1)
lr_model <- glmnet::glmnet(x, train_fingers$y, alpha = 1, lambda = lr_cv$lambda.min)
lr_predictions <- as.vector(predict(lr_model, x_test))
lr_results <- data.frame(Model = "Lasso Regression",
RMSE = caret::RMSE(lr_predictions, test_fingers$y),
Rsquared = caret::R2(lr_predictions, test_fingers$y))
lr_results
## Model RMSE Rsquared
## permeability Lasso Regression 13.98552 0.2417885
Elastic Net Regression
en_model <- train(y ~ ., data = train_fingers, method = "glmnet",
trControl = trainControl("cv", number = 10),
tuneLength = 20
)
## Warning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo,
## : There were missing values in resampled performance measures.
# Best tuning parameters
en_model$bestTune
## alpha lambda
## 330 0.8578947 1.472981
# Use the matrix from Ridge Regression
en_predictions <- en_model %>% predict(x_test)
en_results <- data.frame(Model = "Elastic Net Regression",
RMSE = caret::RMSE(en_predictions, test_fingers$y),
Rsquared = caret::R2(en_predictions, test_fingers$y))
en_results
## Model RMSE Rsquared
## permeability Elastic Net Regression 14.11518 0.1991924
pls_model$results %>%
filter(ncomp == pls_model$bestTune$ncomp) %>%
mutate("Model" = "PLS") %>%
select(Model, RMSE, Rsquared) %>%
bind_rows(pcr_results) %>%
bind_rows(rr_results) %>%
bind_rows(lr_results) %>%
bind_rows(en_results) %>%
select(Model, RMSE, Rsquared)
## Model RMSE Rsquared
## ...1 PLS 14.29229 0.26348596
## permeability...2 PCR 15.40959 0.07299689
## permeability...3 Ridge Regression 14.59042 0.14266587
## permeability...4 Lasso Regression 13.98552 0.24178847
## permeability...5 Elastic Net Regression 14.11518 0.19919242
We can still see that PLS had the highest R2 so the most explainable data components but ENS had the best RMSE. But overall, the low \(R^2\) mean these models are junk. You could do better flipping a coin.
Yes, they all could work as we can see with the RMSEs.
A chemical manufacturing process for a pharmaceutical product was discussed in Sect. 1.4. In this problem, the objective is to understand the relationship between biological measurements of the raw materials (predictors), measurements of the manufacturing process (predictors), and the response of product yield. Biological predictors cannot be changed but can be used to assess the quality of the raw material before processing. On the other hand, manufacturing process predictors can be changed in the manufacturing process. Improving product yield by 1% will boost revenue by approximately one hundred thousand dollars per batch:
library("AppliedPredictiveModeling")
data("ChemicalManufacturingProcess")
The matrix processPredictors contains the 57 predictors (12 describing the input biological material and 45 describing the process predictors) for the 176 manufacturing runs. yield contains the percent yield for each run.
library("RANN")
impute <- preProcess(ChemicalManufacturingProcess, "knnImpute")
chem_data <- predict(impute, ChemicalManufacturingProcess)
set.seed(27)
# We want to filter out all the ones near 0 again
chem_data_f <- chem_data %>% select(!nearZeroVar(.))
# Split into train and test
train_split <- createDataPartition(chem_data_f$Yield , p=.8, list=F)
train_chem <- chem_data_f[train_split,]
test_chem <- chem_data_f[-train_split,]
pls_model_chem <- train(Yield ~ ., data = train_chem, method = "pls",
trControl = trainControl("cv", number = 10),
tuneLength = 20
)
title <- paste("Training Set RMSE Minimized at", pls_model_chem$bestTune$ncomp, "Components")
pls_model_chem$results %>% filter(ncomp == pls_model_chem$bestTune$ncomp)
## ncomp RMSE Rsquared MAE RMSESD RsquaredSD MAESD
## 1 5 0.6210586 0.5998084 0.5024646 0.1124813 0.1619742 0.09422711
plot(pls_model_chem, main = title)
We can see that 5 is the optimal number giving us an R2 or .59 and a
RMSE of .62
postResample(pred = predict(pls_model_chem,test_chem), obs = test_chem$Yield)
## RMSE Rsquared MAE
## 0.7354498 0.4978613 0.6285760
The low R2 of .49 tells us that our model would be better as a coin flip.
plot(varImp(pls_model_chem), top = 10)
##
## Attaching package: 'pls'
## The following object is masked from 'package:caret':
##
## R2
## The following object is masked from 'package:corrplot':
##
## corrplot
## The following object is masked from 'package:stats':
##
## loadings
chem_cor <- chem_data %>% select(Yield, ends_with(c("32","13","17","09","36","33","11","08")))
corr <- round(cor(chem_cor), 1)
ggcorrplot::ggcorrplot(corr, hc.order = TRUE, lab = TRUE, show.legend = TRUE, legend.title = "Corr Plot for top 10 Manufacturing")
This corr plot can show us both the manufacturing processes that are associated with low yield when combined together and vice versa for high yield manufacturing.