library(AppliedPredictiveModeling)
library(mlbench)
library(ggplot2)
library(dplyr)
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
library(corrplot)
## corrplot 0.94 loaded
library(purrr)
library(tidyr)
library(fpp3)
## Registered S3 method overwritten by 'tsibble':
## method from
## as_tibble.grouped_df dplyr
## ── Attaching packages ──────────────────────────────────────────── fpp3 1.0.0 ──
## ✔ tibble 3.2.1 ✔ feasts 0.3.2
## ✔ lubridate 1.9.3 ✔ fable 0.3.4
## ✔ tsibble 1.1.5 ✔ fabletools 0.4.2
## ✔ tsibbledata 0.4.1
## ── Conflicts ───────────────────────────────────────────────── fpp3_conflicts ──
## ✖ lubridate::date() masks base::date()
## ✖ dplyr::filter() masks stats::filter()
## ✖ tsibble::intersect() masks base::intersect()
## ✖ tsibble::interval() masks lubridate::interval()
## ✖ dplyr::lag() masks stats::lag()
## ✖ tsibble::setdiff() masks base::setdiff()
## ✖ tsibble::union() masks base::union()
library(forecast)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
library(latex2exp)
library(caret)
## Loading required package: lattice
##
## Attaching package: 'caret'
## The following objects are masked from 'package:fabletools':
##
## MAE, RMSE
## The following object is masked from 'package:purrr':
##
## lift
library(AppliedPredictiveModeling)
data(permeability)
The matrix fingerprints contains the 1,107 binary molecular predictors for the 165 compounds, while permeability contains permeability response.
dim(fingerprints)
## [1] 165 1107
fingerprints <- fingerprints[, -nearZeroVar(fingerprints)]
dim(fingerprints)
## [1] 165 388
There were 1,107 predictors and now there are only 388 predictors left for modeling.
set.seed(624)
# index for training
index <- createDataPartition(permeability, p = .8, list = FALSE)
# train
train_perm <- permeability[index, ]
train_fp <- fingerprints[index, ]
# test
test_perm <- permeability[-index, ]
test_fp <- fingerprints [-index, ]
# 10-fold cross-validation to make reasonable estimates
ctrl <- trainControl(method = "cv", number = 10)
plsTune <- train(train_fp, train_perm, method = "pls", metric = "Rsquared",
tuneLength = 20, trControl = ctrl, preProc = c("center", "scale"))
plot(plsTune)
plsTune
## Partial Least Squares
##
## 133 samples
## 388 predictors
##
## Pre-processing: centered (388), scaled (388)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 118, 119, 120, 120, 121, 120, ...
## Resampling results across tuning parameters:
##
## ncomp RMSE Rsquared MAE
## 1 13.25656 0.2953172 10.202424
## 2 11.90191 0.4662745 8.710959
## 3 12.05579 0.4624570 9.271134
## 4 12.03297 0.4793759 9.314195
## 5 12.06645 0.4870447 8.986610
## 6 11.82964 0.5012972 8.788270
## 7 11.91363 0.5011672 9.153386
## 8 11.79990 0.4960881 9.119966
## 9 11.81946 0.4959475 9.301787
## 10 11.85288 0.4924486 9.176136
## 11 11.79654 0.5025443 9.128199
## 12 11.62869 0.5131115 8.965070
## 13 11.78348 0.5080595 8.920097
## 14 12.01377 0.4935108 9.101865
## 15 12.09297 0.4862359 9.131109
## 16 12.10087 0.4953868 9.053161
## 17 12.38093 0.4847366 9.218277
## 18 12.59348 0.4768971 9.402569
## 19 12.61895 0.4807222 9.338592
## 20 12.77045 0.4682401 9.549745
##
## Rsquared was used to select the optimal model using the largest value.
## The final value used for the model was ncomp = 12.
The optimal tuning had 12 components with a corresponding R2 of 0.5297497.
fp_predict <- predict(plsTune, test_fp)
postResample(fp_predict, test_perm)
## RMSE Rsquared MAE
## 11.4895371 0.4741832 9.3113125
#The test set estimate of R2 is 0.4741832.
#enet
set.seed(624)
# grid of penalties
enetGrid <- expand.grid(.lambda = c(0, 0.01, .1), .fraction = seq(.05, 1, length = 20))
# tuning penalized regression model
enetTune <- train(train_fp, train_perm, method = "enet",
tuneGrid = enetGrid, trControl = ctrl, preProc = c("center", "scale"))
## Warning: model fit failed for Fold07: lambda=0.00, fraction=1 Error in if (zmin < gamhat) { : missing value where TRUE/FALSE needed
## Warning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo,
## : There were missing values in resampled performance measures.
plot(enetTune)
enetTune
## Elasticnet
##
## 133 samples
## 388 predictors
##
## Pre-processing: centered (388), scaled (388)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 121, 118, 119, 121, 119, 120, ...
## Resampling results across tuning parameters:
##
## lambda fraction RMSE Rsquared MAE
## 0.00 0.05 12.53022 0.4195116 9.219840
## 0.00 0.10 11.83087 0.4482164 8.465318
## 0.00 0.15 11.94876 0.4475951 8.738893
## 0.00 0.20 11.98463 0.4484245 8.890257
## 0.00 0.25 11.79106 0.4640731 8.861128
## 0.00 0.30 11.66486 0.4742758 8.848355
## 0.00 0.35 11.72130 0.4749181 8.912993
## 0.00 0.40 11.90989 0.4695334 8.998669
## 0.00 0.45 12.30625 0.4529253 9.193462
## 0.00 0.50 12.68544 0.4362691 9.340897
## 0.00 0.55 13.00847 0.4214423 9.471613
## 0.00 0.60 13.29088 0.4089528 9.590155
## 0.00 0.65 13.44531 0.4004275 9.646439
## 0.00 0.70 13.61111 0.3907010 9.737890
## 0.00 0.75 13.82251 0.3811970 9.865902
## 0.00 0.80 13.94077 0.3755526 9.951804
## 0.00 0.85 14.00446 0.3726513 10.006198
## 0.00 0.90 14.15593 0.3660339 10.096242
## 0.00 0.95 14.35377 0.3580099 10.182112
## 0.00 1.00 14.48818 0.3547683 10.231509
## 0.01 0.05 12.91277 0.3962042 9.210662
## 0.01 0.10 14.49519 0.3998262 10.363051
## 0.01 0.15 16.02608 0.4115378 11.216868
## 0.01 0.20 17.63731 0.4189926 12.226957
## 0.01 0.25 19.54774 0.4096559 13.401832
## 0.01 0.30 21.65430 0.3895637 14.606572
## 0.01 0.35 23.60756 0.3748645 15.739320
## 0.01 0.40 25.60311 0.3611846 16.904536
## 0.01 0.45 27.57928 0.3504770 18.090540
## 0.01 0.50 29.55483 0.3408871 19.320808
## 0.01 0.55 31.52744 0.3320255 20.544216
## 0.01 0.60 33.47925 0.3280021 21.731405
## 0.01 0.65 35.46538 0.3231206 22.929380
## 0.01 0.70 37.43374 0.3183345 24.106466
## 0.01 0.75 39.37733 0.3156452 25.290183
## 0.01 0.80 41.31187 0.3139363 26.468389
## 0.01 0.85 43.29420 0.3110890 27.711822
## 0.01 0.90 45.37309 0.3072853 28.998914
## 0.01 0.95 47.41765 0.3041533 30.254470
## 0.01 1.00 49.32673 0.3034756 31.415359
## 0.10 0.05 12.55808 0.4101914 9.475823
## 0.10 0.10 12.00149 0.4328341 8.560342
## 0.10 0.15 12.08155 0.4311345 8.705317
## 0.10 0.20 12.22936 0.4267428 8.969534
## 0.10 0.25 12.11297 0.4349270 8.932117
## 0.10 0.30 12.04598 0.4378837 8.978154
## 0.10 0.35 12.04834 0.4369033 9.003314
## 0.10 0.40 12.08992 0.4341602 9.037805
## 0.10 0.45 12.16888 0.4291846 9.099988
## 0.10 0.50 12.25788 0.4233290 9.143842
## 0.10 0.55 12.32683 0.4187918 9.177390
## 0.10 0.60 12.41168 0.4130270 9.253065
## 0.10 0.65 12.47522 0.4078620 9.287724
## 0.10 0.70 12.53494 0.4039400 9.335168
## 0.10 0.75 12.58185 0.4016082 9.363731
## 0.10 0.80 12.61736 0.4001737 9.380885
## 0.10 0.85 12.65290 0.3987804 9.398010
## 0.10 0.90 12.69026 0.3974567 9.419637
## 0.10 0.95 12.73757 0.3953611 9.442814
## 0.10 1.00 12.77339 0.3939567 9.457362
##
## RMSE was used to select the optimal model using the smallest value.
## The final values used for the model were fraction = 0.3 and lambda = 0.
enet_predict <- predict(enetTune, test_fp)
postResample(enet_predict, test_perm)
## RMSE Rsquared MAE
## 11.9836978 0.4157479 9.7314675
#The R2 is 0.5307087 and the RMSE is lower using a penalized Elastic Net regression model.
#lars
set.seed(624)
larsTune <- train(train_fp, train_perm, method = "lars", metric = "Rsquared",
tuneLength = 20, trControl = ctrl, preProc = c("center", "scale"))
plot(larsTune)
larsTune
## Least Angle Regression
##
## 133 samples
## 388 predictors
##
## Pre-processing: centered (388), scaled (388)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 121, 118, 119, 121, 119, 120, ...
## Resampling results across tuning parameters:
##
## fraction RMSE Rsquared MAE
## 0.05 12.30086 0.4056660 9.001982
## 0.10 12.08986 0.4228748 9.100262
## 0.15 12.33176 0.4026815 9.271797
## 0.20 12.70958 0.3698133 9.280733
## 0.25 12.89994 0.3553727 9.406290
## 0.30 13.10546 0.3404480 9.608259
## 0.35 13.43131 0.3366925 9.918288
## 0.40 14.20635 0.3158513 10.558290
## 0.45 14.93059 0.2954834 11.010885
## 0.50 15.54776 0.2796546 11.404569
## 0.55 16.25747 0.2640206 11.901090
## 0.60 16.97790 0.2517277 12.392314
## 0.65 17.79551 0.2426847 12.947625
## 0.70 18.82949 0.2231103 13.605212
## 0.75 19.67668 0.2115004 14.065491
## 0.80 20.42285 0.2113425 14.529247
## 0.85 21.28116 0.2098379 15.015162
## 0.90 21.86257 0.2089126 15.394677
## 0.95 22.41030 0.2066592 15.798343
## 1.00 22.94251 0.2058338 16.195296
##
## Rsquared was used to select the optimal model using the largest value.
## The final value used for the model was fraction = 0.1.
lars_predict <- predict(larsTune, test_fp)
postResample(lars_predict, test_perm)
## RMSE Rsquared MAE
## 11.6906258 0.4342625 9.6425013
#The Least Angle Regression is slightly worse than the PLS method as the R2 is lower and the RMSE is higher.
I would recommend the Elastic Net regression model as it produced better statistics. It had a higher R2 and lower RMSE.
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
#find missing values
sum(is.na(ChemicalManufacturingProcess))
## [1] 106
missing <- preProcess(ChemicalManufacturingProcess, method = "bagImpute")
Chemical <- predict(missing, ChemicalManufacturingProcess)
sum(is.na(Chemical))
## [1] 0
There are 106 missing values in ChemicalManufacturingProcess. Bagged trees were used to impute the data.
# filtering low frequencies
Chemical <- Chemical[, -nearZeroVar(Chemical)]
set.seed(624)
# index for training
index <- createDataPartition(Chemical$Yield, p = .8, list = FALSE)
# train
train_chem <- Chemical[index, ]
# test
test_chem <- Chemical[-index, ]
#pls
set.seed(624)
plsTune <- train(Yield ~ ., Chemical , method = "pls",
tuneLength = 20, trControl = ctrl, preProc = c("center", "scale"))
plot(plsTune)
plsTune
## Partial Least Squares
##
## 176 samples
## 56 predictor
##
## Pre-processing: centered (56), scaled (56)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 160, 157, 158, 159, 158, 159, ...
## Resampling results across tuning parameters:
##
## ncomp RMSE Rsquared MAE
## 1 1.436891 0.4568805 1.147590
## 2 1.872742 0.4711564 1.185897
## 3 1.292614 0.5633698 1.020010
## 4 1.480526 0.5381868 1.085319
## 5 1.707358 0.5156812 1.131007
## 6 1.821904 0.4903840 1.156300
## 7 2.006142 0.4802835 1.211850
## 8 2.092370 0.4622998 1.253598
## 9 2.220647 0.4485854 1.290999
## 10 2.322021 0.4410360 1.315081
## 11 2.446697 0.4264842 1.352393
## 12 2.475260 0.4206118 1.367989
## 13 2.464162 0.4197124 1.377783
## 14 2.418661 0.4227280 1.364288
## 15 2.375812 0.4242080 1.350175
## 16 2.368363 0.4267259 1.337946
## 17 2.386174 0.4254577 1.339398
## 18 2.376321 0.4271412 1.334877
## 19 2.400843 0.4255697 1.348122
## 20 2.422785 0.4231162 1.359970
##
## RMSE was used to select the optimal model using the smallest value.
## The final value used for the model was ncomp = 3.
#Optimal tuning has 3 components with R2 of 0.5623262.
#enet
set.seed(624)
enetTune <- train(Yield ~ ., Chemical , method = "enet",
tuneGrid = enetGrid, trControl = ctrl, preProc = c("center", "scale"))
plot(enetTune)
enetTune
## Elasticnet
##
## 176 samples
## 56 predictor
##
## Pre-processing: centered (56), scaled (56)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 160, 157, 158, 159, 158, 159, ...
## Resampling results across tuning parameters:
##
## lambda fraction RMSE Rsquared MAE
## 0.00 0.05 1.263954 0.6225860 1.0294423
## 0.00 0.10 1.171467 0.6195893 0.9388695
## 0.00 0.15 1.285779 0.6043223 0.9537550
## 0.00 0.20 1.455526 0.5547255 1.0089814
## 0.00 0.25 1.743737 0.4948981 1.1067214
## 0.00 0.30 1.939587 0.4680604 1.1795594
## 0.00 0.35 1.908244 0.4619370 1.1924860
## 0.00 0.40 1.850254 0.4606806 1.1877837
## 0.00 0.45 1.794856 0.4594057 1.1771407
## 0.00 0.50 2.101187 0.4481459 1.2573220
## 0.00 0.55 2.407435 0.4725106 1.3304398
## 0.00 0.60 2.744013 0.5217990 1.4001566
## 0.00 0.65 3.225543 0.4863491 1.5339631
## 0.00 0.70 3.771484 0.4747361 1.6693508
## 0.00 0.75 4.094773 0.4681231 1.7557563
## 0.00 0.80 4.135408 0.4589587 1.7764653
## 0.00 0.85 4.225706 0.4419317 1.8076852
## 0.00 0.90 4.318549 0.4257147 1.8358006
## 0.00 0.95 4.415063 0.4120784 1.8636370
## 0.00 1.00 4.501021 0.4019904 1.8870890
## 0.01 0.05 1.536442 0.5973476 1.2453271
## 0.01 0.10 1.309336 0.6258493 1.0618555
## 0.01 0.15 1.201950 0.6195671 0.9778981
## 0.01 0.20 1.176854 0.6175939 0.9523896
## 0.01 0.25 1.161852 0.6236987 0.9319051
## 0.01 0.30 1.175811 0.6198597 0.9301295
## 0.01 0.35 1.246551 0.6032199 0.9540424
## 0.01 0.40 1.296291 0.5952774 0.9647967
## 0.01 0.45 1.362599 0.5626257 0.9909640
## 0.01 0.50 1.460207 0.5489330 1.0197566
## 0.01 0.55 1.600805 0.5172511 1.0731396
## 0.01 0.60 1.793769 0.4868596 1.1322410
## 0.01 0.65 1.885961 0.4712944 1.1672050
## 0.01 0.70 1.953361 0.4609687 1.1927301
## 0.01 0.75 2.016199 0.4534714 1.2156241
## 0.01 0.80 2.076369 0.4480579 1.2356802
## 0.01 0.85 2.143715 0.4433120 1.2568727
## 0.01 0.90 2.179751 0.4401770 1.2700016
## 0.01 0.95 2.129338 0.4398117 1.2610389
## 0.01 1.00 2.043851 0.4421279 1.2426724
## 0.10 0.05 1.649315 0.5363459 1.3354459
## 0.10 0.10 1.487591 0.6095911 1.2076167
## 0.10 0.15 1.354079 0.6236486 1.0996757
## 0.10 0.20 1.258077 0.6219261 1.0220867
## 0.10 0.25 1.200809 0.6201101 0.9778990
## 0.10 0.30 1.181463 0.6179041 0.9615112
## 0.10 0.35 1.171335 0.6193380 0.9468400
## 0.10 0.40 1.165095 0.6229576 0.9424421
## 0.10 0.45 1.167185 0.6235463 0.9390511
## 0.10 0.50 1.212130 0.6118562 0.9527442
## 0.10 0.55 1.310136 0.6005375 0.9787766
## 0.10 0.60 1.383384 0.5963431 0.9968869
## 0.10 0.65 1.442303 0.5805640 1.0192090
## 0.10 0.70 1.511715 0.5573960 1.0504530
## 0.10 0.75 1.598893 0.5315716 1.0836263
## 0.10 0.80 1.707558 0.5079105 1.1181461
## 0.10 0.85 1.772034 0.4960139 1.1387951
## 0.10 0.90 1.812766 0.4895472 1.1528253
## 0.10 0.95 1.846664 0.4841682 1.1650245
## 0.10 1.00 1.873437 0.4803403 1.1741747
##
## RMSE was used to select the optimal model using the smallest value.
## The final values used for the model were fraction = 0.25 and lambda = 0.01.
#The optimal model has a fraction of 0.1 and lambda of 0. The R2 is 0.6253182.
#lars
set.seed(624)
larsTune <- train(Yield ~ ., Chemical , method = "lars", metric = "Rsquared",
tuneLength = 20, trControl = ctrl, preProc = c("center", "scale"))
plot(larsTune)
larsTune
## Least Angle Regression
##
## 176 samples
## 56 predictor
##
## Pre-processing: centered (56), scaled (56)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 160, 157, 158, 159, 158, 159, ...
## Resampling results across tuning parameters:
##
## fraction RMSE Rsquared MAE
## 0.05 1.268059 0.6252093 1.037325
## 0.10 1.157751 0.6229682 0.936117
## 0.15 1.163964 0.6233226 0.922333
## 0.20 1.425304 0.5567018 1.005712
## 0.25 1.717206 0.4959408 1.101890
## 0.30 1.936760 0.4676172 1.176116
## 0.35 1.922115 0.4611422 1.188942
## 0.40 1.875680 0.4585226 1.187174
## 0.45 1.838067 0.4577825 1.183074
## 0.50 1.731858 0.4637976 1.161242
## 0.55 1.508554 0.4924491 1.104212
## 0.60 1.286634 0.5676612 1.027343
## 0.65 1.637094 0.4985405 1.138608
## 0.70 2.069278 0.4782574 1.247884
## 0.75 2.478866 0.4698927 1.355965
## 0.80 2.854003 0.4595411 1.460073
## 0.85 3.231161 0.4425963 1.561937
## 0.90 3.619450 0.4262587 1.662857
## 0.95 4.056912 0.4124876 1.774808
## 1.00 4.501021 0.4019904 1.887089
##
## Rsquared was used to select the optimal model using the largest value.
## The final value used for the model was fraction = 0.05.
#The optimal model has a fraction of 0.05 and R2 of 0.6256310.
#lm
lm_model <- lm(Yield ~ ., Chemical)
summary(lm_model)
##
## Call:
## lm(formula = Yield ~ ., data = Chemical)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.17844 -0.53656 -0.02842 0.50526 2.00415
##
## Coefficients: (1 not defined because of singularities)
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4.234e+00 8.608e+01 0.049 0.96085
## BiologicalMaterial01 2.483e-01 3.342e-01 0.743 0.45900
## BiologicalMaterial02 -1.120e-01 1.281e-01 -0.874 0.38375
## BiologicalMaterial03 1.636e-01 2.354e-01 0.695 0.48843
## BiologicalMaterial04 -1.044e-01 5.235e-01 -0.199 0.84233
## BiologicalMaterial05 1.513e-01 1.061e-01 1.426 0.15641
## BiologicalMaterial06 3.336e-03 3.014e-01 0.011 0.99119
## BiologicalMaterial08 3.808e-01 6.358e-01 0.599 0.55034
## BiologicalMaterial09 -8.180e-01 1.370e+00 -0.597 0.55162
## BiologicalMaterial10 7.954e-02 1.367e+00 0.058 0.95370
## BiologicalMaterial11 -8.954e-02 8.230e-02 -1.088 0.27874
## BiologicalMaterial12 3.493e-01 6.346e-01 0.551 0.58300
## ManufacturingProcess01 6.695e-02 9.596e-02 0.698 0.48672
## ManufacturingProcess02 1.343e-02 4.311e-02 0.311 0.75601
## ManufacturingProcess03 -3.377e+00 5.103e+00 -0.662 0.50934
## ManufacturingProcess04 6.282e-02 2.940e-02 2.137 0.03464 *
## ManufacturingProcess05 7.326e-04 3.859e-03 0.190 0.84974
## ManufacturingProcess06 3.261e-02 4.341e-02 0.751 0.45401
## ManufacturingProcess07 -1.810e-01 2.126e-01 -0.851 0.39623
## ManufacturingProcess08 -6.282e-02 2.522e-01 -0.249 0.80374
## ManufacturingProcess09 2.614e-01 1.812e-01 1.443 0.15176
## ManufacturingProcess10 -1.166e-01 5.742e-01 -0.203 0.83950
## ManufacturingProcess11 1.942e-01 7.132e-01 0.272 0.78590
## ManufacturingProcess12 3.761e-05 1.013e-04 0.371 0.71120
## ManufacturingProcess13 -2.670e-01 3.843e-01 -0.695 0.48859
## ManufacturingProcess14 3.058e-04 1.115e-02 0.027 0.97816
## ManufacturingProcess15 1.972e-03 8.903e-03 0.222 0.82506
## ManufacturingProcess16 -4.937e-05 3.190e-04 -0.155 0.87728
## ManufacturingProcess17 -1.402e-01 3.011e-01 -0.466 0.64240
## ManufacturingProcess18 4.245e-03 4.450e-03 0.954 0.34211
## ManufacturingProcess19 -2.233e-03 7.301e-03 -0.306 0.76021
## ManufacturingProcess20 -4.517e-03 4.721e-03 -0.957 0.34062
## ManufacturingProcess21 NA NA NA NA
## ManufacturingProcess22 -1.666e-02 4.209e-02 -0.396 0.69299
## ManufacturingProcess23 -4.181e-02 8.289e-02 -0.504 0.61495
## ManufacturingProcess24 -1.931e-02 2.340e-02 -0.825 0.41100
## ManufacturingProcess25 -6.493e-03 1.365e-02 -0.476 0.63506
## ManufacturingProcess26 6.101e-03 1.041e-02 0.586 0.55909
## ManufacturingProcess27 -7.061e-03 7.781e-03 -0.907 0.36601
## ManufacturingProcess28 -7.882e-02 3.094e-02 -2.547 0.01212 *
## ManufacturingProcess29 1.393e+00 8.961e-01 1.555 0.12261
## ManufacturingProcess30 -3.693e-01 6.233e-01 -0.592 0.55463
## ManufacturingProcess31 4.783e-02 1.203e-01 0.398 0.69168
## ManufacturingProcess32 3.333e-01 6.833e-02 4.877 3.34e-06 ***
## ManufacturingProcess33 -4.068e-01 1.286e-01 -3.164 0.00197 **
## ManufacturingProcess34 -1.496e+00 2.753e+00 -0.543 0.58792
## ManufacturingProcess35 -1.879e-02 1.765e-02 -1.064 0.28926
## ManufacturingProcess36 2.833e+02 3.132e+02 0.904 0.36765
## ManufacturingProcess37 -6.935e-01 2.889e-01 -2.401 0.01789 *
## ManufacturingProcess38 -1.900e-01 2.417e-01 -0.786 0.43333
## ManufacturingProcess39 7.077e-02 1.307e-01 0.542 0.58907
## ManufacturingProcess40 4.605e-01 6.545e+00 0.070 0.94403
## ManufacturingProcess41 2.549e-01 4.736e+00 0.054 0.95716
## ManufacturingProcess42 4.372e-02 2.102e-01 0.208 0.83557
## ManufacturingProcess43 2.268e-01 1.182e-01 1.919 0.05741 .
## ManufacturingProcess44 -4.385e-01 1.186e+00 -0.370 0.71222
## ManufacturingProcess45 9.547e-01 5.444e-01 1.754 0.08204 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.039 on 120 degrees of freedom
## Multiple R-squared: 0.7826, Adjusted R-squared: 0.683
## F-statistic: 7.854 on 55 and 120 DF, p-value: < 2.2e-16
#The ordinary linear regression model has a Multiple R2 of 0.7813 and an Adjusted R2 of 0.6811.
#ridge
set.seed(624)
## Define the candidate set of values
ridgeGrid <- data.frame(.lambda = seq(0, .1, length = 15))
ridgeTune <- train(Yield ~ ., Chemical , method = "ridge",
tuneGrid = ridgeGrid, trControl = ctrl, preProc = c("center", "scale"))
plot(ridgeTune)
ridgeTune
## Ridge Regression
##
## 176 samples
## 56 predictor
##
## Pre-processing: centered (56), scaled (56)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 160, 157, 158, 159, 158, 159, ...
## Resampling results across tuning parameters:
##
## lambda RMSE Rsquared MAE
## 0.000000000 4.501021 0.4019904 1.887089
## 0.007142857 1.951471 0.4493837 1.224896
## 0.014285714 2.093121 0.4429601 1.247997
## 0.021428571 2.098017 0.4475006 1.242244
## 0.028571429 2.077066 0.4519785 1.232565
## 0.035714286 2.050861 0.4560167 1.222873
## 0.042857143 2.024673 0.4596597 1.213933
## 0.050000000 1.999988 0.4629748 1.206382
## 0.057142857 1.977156 0.4660169 1.200121
## 0.064285714 1.956157 0.4688278 1.194388
## 0.071428571 1.936855 0.4714397 1.189526
## 0.078571429 1.919085 0.4738781 1.185097
## 0.085714286 1.902686 0.4761635 1.180984
## 0.092857143 1.887513 0.4783129 1.177421
## 0.100000000 1.873437 0.4803403 1.174175
##
## RMSE was used to select the optimal model using the smallest value.
## The final value used for the model was lambda = 0.1.
#The optimal model has lambda of 0.1 and R2 of 0.4785667.
Ordinary linear model had the highest R2, but it comes with consequences. Therefore, the lars method was chosen as it had the highest R2.
The R2 is 0.7170636, which is higher than the training set.
larspredict <- predict(larsTune, test_chem[ ,-1])
postResample(larspredict, test_chem[ ,1])
## RMSE Rsquared MAE
## 1.399505 0.718109 1.095894
varImp(larsTune)
## loess r-squared variable importance
##
## only 20 most important variables shown (out of 56)
##
## Overall
## ManufacturingProcess32 100.00
## ManufacturingProcess13 90.02
## BiologicalMaterial06 84.56
## ManufacturingProcess36 76.03
## ManufacturingProcess17 74.88
## BiologicalMaterial03 73.53
## ManufacturingProcess09 70.37
## BiologicalMaterial12 67.98
## BiologicalMaterial02 65.33
## ManufacturingProcess31 60.38
## ManufacturingProcess06 58.03
## ManufacturingProcess33 49.39
## BiologicalMaterial11 48.11
## BiologicalMaterial04 47.13
## ManufacturingProcess11 42.47
## BiologicalMaterial08 41.88
## BiologicalMaterial01 39.14
## ManufacturingProcess12 33.02
## ManufacturingProcess30 32.91
## BiologicalMaterial09 32.41
The 5 most important variables used in the modeling are ManufacturingProcess32, ManufacturingProcess13, BiologicalMaterial06, ManufacturingProcess36, and ManufacturingProcess17. Process predictors dominate the list. The ratio of process to biological predictors is 11:9.
top10 <- varImp(larsTune)$importance %>%
arrange(-Overall) %>%
head(10)
Chemical %>%
select(c("Yield", row.names(top10))) %>%
cor() %>%
corrplot()
According to the correlation plot, ManufacturingProcess32 has the highest positive correlation with Yield. Three of the top ten variables are negatively correlated with Yield. This information can be helpful in future runs of the manufacturing process, as these were the predictors that affected the yield. If they want to maximize or improve their yield, they may want to improve their measurements of the manufacturing process and biological measurements of the raw materials.