Установка caret и визуальный анализ с featurePlot()

Установим и подключим пакет caret, необходимый для машинного обучения, просмотрим список доступных методов

names(getModelInfo())
##   [1] "ada"                 "AdaBag"              "AdaBoost.M1"        
##   [4] "adaboost"            "amdai"               "ANFIS"              
##   [7] "avNNet"              "awnb"                "awtan"              
##  [10] "bag"                 "bagEarth"            "bagEarthGCV"        
##  [13] "bagFDA"              "bagFDAGCV"           "bam"                
##  [16] "bartMachine"         "bayesglm"            "binda"              
##  [19] "blackboost"          "blasso"              "blassoAveraged"     
##  [22] "bridge"              "brnn"                "BstLm"              
##  [25] "bstSm"               "bstTree"             "C5.0"               
##  [28] "C5.0Cost"            "C5.0Rules"           "C5.0Tree"           
##  [31] "cforest"             "chaid"               "CSimca"             
##  [34] "ctree"               "ctree2"              "cubist"             
##  [37] "dda"                 "deepboost"           "DENFIS"             
##  [40] "dnn"                 "dwdLinear"           "dwdPoly"            
##  [43] "dwdRadial"           "earth"               "elm"                
##  [46] "enet"                "evtree"              "extraTrees"         
##  [49] "fda"                 "FH.GBML"             "FIR.DM"             
##  [52] "foba"                "FRBCS.CHI"           "FRBCS.W"            
##  [55] "FS.HGD"              "gam"                 "gamboost"           
##  [58] "gamLoess"            "gamSpline"           "gaussprLinear"      
##  [61] "gaussprPoly"         "gaussprRadial"       "gbm_h2o"            
##  [64] "gbm"                 "gcvEarth"            "GFS.FR.MOGUL"       
##  [67] "GFS.LT.RS"           "GFS.THRIFT"          "glm.nb"             
##  [70] "glm"                 "glmboost"            "glmnet_h2o"         
##  [73] "glmnet"              "glmStepAIC"          "gpls"               
##  [76] "hda"                 "hdda"                "hdrda"              
##  [79] "HYFIS"               "icr"                 "J48"                
##  [82] "JRip"                "kernelpls"           "kknn"               
##  [85] "knn"                 "krlsPoly"            "krlsRadial"         
##  [88] "lars"                "lars2"               "lasso"              
##  [91] "lda"                 "lda2"                "leapBackward"       
##  [94] "leapForward"         "leapSeq"             "Linda"              
##  [97] "lm"                  "lmStepAIC"           "LMT"                
## [100] "loclda"              "logicBag"            "LogitBoost"         
## [103] "logreg"              "lssvmLinear"         "lssvmPoly"          
## [106] "lssvmRadial"         "lvq"                 "M5"                 
## [109] "M5Rules"             "manb"                "mda"                
## [112] "Mlda"                "mlp"                 "mlpKerasDecay"      
## [115] "mlpKerasDecayCost"   "mlpKerasDropout"     "mlpKerasDropoutCost"
## [118] "mlpML"               "mlpSGD"              "mlpWeightDecay"     
## [121] "mlpWeightDecayML"    "monmlp"              "msaenet"            
## [124] "multinom"            "mxnet"               "mxnetAdam"          
## [127] "naive_bayes"         "nb"                  "nbDiscrete"         
## [130] "nbSearch"            "neuralnet"           "nnet"               
## [133] "nnls"                "nodeHarvest"         "null"               
## [136] "OneR"                "ordinalNet"          "ordinalRF"          
## [139] "ORFlog"              "ORFpls"              "ORFridge"           
## [142] "ORFsvm"              "ownn"                "pam"                
## [145] "parRF"               "PART"                "partDSA"            
## [148] "pcaNNet"             "pcr"                 "pda"                
## [151] "pda2"                "penalized"           "PenalizedLDA"       
## [154] "plr"                 "pls"                 "plsRglm"            
## [157] "polr"                "ppr"                 "pre"                
## [160] "PRIM"                "protoclass"          "qda"                
## [163] "QdaCov"              "qrf"                 "qrnn"               
## [166] "randomGLM"           "ranger"              "rbf"                
## [169] "rbfDDA"              "Rborist"             "rda"                
## [172] "regLogistic"         "relaxo"              "rf"                 
## [175] "rFerns"              "RFlda"               "rfRules"            
## [178] "ridge"               "rlda"                "rlm"                
## [181] "rmda"                "rocc"                "rotationForest"     
## [184] "rotationForestCp"    "rpart"               "rpart1SE"           
## [187] "rpart2"              "rpartCost"           "rpartScore"         
## [190] "rqlasso"             "rqnc"                "RRF"                
## [193] "RRFglobal"           "rrlda"               "RSimca"             
## [196] "rvmLinear"           "rvmPoly"             "rvmRadial"          
## [199] "SBC"                 "sda"                 "sdwd"               
## [202] "simpls"              "SLAVE"               "slda"               
## [205] "smda"                "snn"                 "sparseLDA"          
## [208] "spikeslab"           "spls"                "stepLDA"            
## [211] "stepQDA"             "superpc"             "svmBoundrangeString"
## [214] "svmExpoString"       "svmLinear"           "svmLinear2"         
## [217] "svmLinear3"          "svmLinearWeights"    "svmLinearWeights2"  
## [220] "svmPoly"             "svmRadial"           "svmRadialCost"      
## [223] "svmRadialSigma"      "svmRadialWeights"    "svmSpectrumString"  
## [226] "tan"                 "tanSearch"           "treebag"            
## [229] "vbmpRadial"          "vglmAdjCat"          "vglmContRatio"      
## [232] "vglmCumulative"      "widekernelpls"       "WM"                 
## [235] "wsrf"                "xgbDART"             "xgbLinear"          
## [238] "xgbTree"             "xyf"

Сгенерируем искусственные данные для анализа

x <- matrix(rnorm(50*5),ncol=5) 
y <- factor(rep(c("A", "B"), 25))
x
##              [,1]        [,2]        [,3]         [,4]         [,5]
##  [1,]  0.62974610 -0.35720080  0.02506068 -0.625223988  1.623193914
##  [2,] -0.27321789  0.88518083  1.36469115  0.372698060  1.678707118
##  [3,] -1.47668504 -1.78672079 -0.49120546  0.583666993 -2.028311988
##  [4,] -1.25377953  0.25563417  0.50470975  1.767352465 -0.771147800
##  [5,]  1.17496705 -1.37603316  0.45079959  0.194090963 -0.540206766
##  [6,] -0.86191037 -1.50043961  0.26111101  0.008013554  1.306285984
##  [7,] -0.57620266  0.75927778 -1.33530571 -0.988155753  0.094697932
##  [8,] -1.27967105 -0.55142810 -0.71855540  0.934718901  0.192682848
##  [9,]  0.37760382  0.67698885  0.05267832  0.592179459  0.314734356
## [10,] -1.41700778 -0.27753303  1.42151284  1.176206744 -0.600321221
## [11,] -1.59218148  0.01923164 -0.56516601  0.560495829 -0.484961396
## [12,] -1.75448498 -0.27431020  0.27494570  0.227504729 -0.003682436
## [13,]  0.69065679 -0.53102061  0.18584605 -0.755741169  0.763286034
## [14,]  0.50631516  0.49232200 -0.08369772  0.412795040 -1.799830947
## [15,]  0.25969543  2.07336529 -0.68897046  0.236250104  1.329843624
## [16,]  1.08688416  1.13032301  0.13063584 -2.372401974  1.245402433
## [17,] -0.15822223  0.70647330 -1.18950039 -0.655723797 -2.269251096
## [18,]  0.45178352 -0.59870858 -0.02288185 -0.332044220  0.062775926
## [19,]  0.18472623 -0.59622598  0.68579465 -1.394711408 -0.401875203
## [20,]  0.63610363 -0.01043734  0.85523476  0.721390794 -0.121809505
## [21,]  0.16477993  0.73244956  1.27532005  0.360845142  0.726798823
## [22,] -0.97530771  1.30743916  0.30986153  0.366481768 -1.111512269
## [23,] -0.57834030  0.15149534 -0.26507641  0.425736401 -1.920625615
## [24,] -1.24965061 -3.35989024  1.94438871 -0.284513175  0.069522088
## [25,]  0.64598203  0.81308425 -0.69640165  1.105965567  1.499167529
## [26,] -0.10069538 -1.47311452 -1.42726643 -2.065333277  1.519253618
## [27,] -0.73481813  0.49108292 -0.32328446 -0.078188562 -0.699044213
## [28,]  0.52604108 -0.22056729 -0.90922691 -0.666118731 -0.510434282
## [29,] -2.08870793 -1.02878875  0.60771492 -0.180805363 -0.352192985
## [30,]  0.29764928  0.23236206  1.36918889 -0.458439389 -0.277223261
## [31,]  2.35009327  0.94894477 -1.44912205 -2.143188897  1.745763154
## [32,] -1.44558951  0.89839689 -1.28331975 -0.487762560 -0.546385687
## [33,]  1.43665693  1.90100018  1.34454274 -1.117920742 -2.799194457
## [34,] -0.44507245  0.62048417  0.34374815  0.859727864  0.194833197
## [35,] -0.07259785 -0.37762487  0.97040991 -0.562754045 -0.161007392
## [36,]  1.24941157  0.42594728 -1.52130461 -0.855872497  1.400017937
## [37,] -0.84795658  0.31556506  0.27893736  0.397127459  0.748783663
## [38,]  1.52676266  1.44766598  0.24526448 -0.030231802 -0.437247330
## [39,]  0.37135578 -0.24087657  0.50742558  0.158630789  1.236352619
## [40,]  1.02519481 -2.06457397  0.89473230 -0.768035338  1.482394690
## [41,]  1.15821918  0.53462585  0.72936078 -1.239626002  2.826997712
## [42,] -0.30764155 -1.14064087  0.76275687 -0.159624742  0.513553258
## [43,]  1.13516705 -0.24282885  1.11545077  2.052373804  0.536276856
## [44,]  1.21463914  0.53454116 -0.67551491 -1.697920670 -0.974734927
## [45,]  0.17470662  1.74875933 -0.05155020 -1.121087747 -1.603510965
## [46,] -0.25221700 -1.06458073 -1.03311000 -1.697191387 -0.783125686
## [47,]  0.08610853 -0.37409116 -1.14829264  1.121149318  0.105695065
## [48,]  1.50868578 -0.33996715  0.45772768  1.865556702  2.645931187
## [49,] -0.75665623 -2.21927937  1.55512783 -1.002530095  1.372320128
## [50,]  0.50355775 -1.27287897  0.69747679 -0.160929477  1.568882941
y
##  [1] A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B
## [39] A B A B A B A B A B A B
## Levels: A B

Выполним разведочный графический анализ с помощью featurePlot()

featurePlot(x = x, y = y, plot = "density", auto.key = TRUE)

Оценка важности признаков через FSelector

Оценим информационный прирост признаков для набора данных iris

data(iris)
information.gain(Species ~ ., iris)
##              attr_importance
## Sepal.Length       0.4521286
## Sepal.Width        0.2672750
## Petal.Length       0.9402853
## Petal.Width        0.9554360

Чем больше информационный прирост, тем важнее признак для разбиения классов

Преобразование непрерывной переменной в категориальную

Выполним преобразование 4 разными способами

interval - разбивает данные на равные интервалы, то есть длина интервала не зависит от количества значений, которые в него попадают

iris$PetalLength_interval <- discretize(iris$Petal.Length, method = "interval", breaks = 3)
table(iris$PetalLength_interval)
## 
##    [1,2.97) [2.97,4.93)  [4.93,6.9] 
##          50          54          46

frequency - разбивает данные так, чтобы в каждом интервале было одинаковое количество наблюдений, то есть интервалы будут иметь разную длину чтобы содержать равное количество данных

iris$PetalLength_frequency <- discretize(iris$Petal.Length, method = "frequency", breaks = 3)
table(iris$PetalLength_frequency)
## 
##   [1,2.63) [2.63,4.9)  [4.9,6.9] 
##         50         49         51

cluster - разбивает данные с использованием метода кластеризации, то есть метод ищет естественные группы данных и делит их на несколько категорий в зависимости от схожести значений

iris$PetalLength_cluster <- discretize(iris$Petal.Length, method = "cluster", breaks = 3)
table(iris$PetalLength_cluster)
## 
##    [1,2.88) [2.88,4.96)  [4.96,6.9] 
##          50          54          46

fixed - позволяет задавать собственные границы интервалам

iris$PetalLength_fixed <- discretize(iris$Petal.Length, method = "fixed", breaks = c(0, 2, 5, 7))
table(iris$PetalLength_fixed)
## 
## [0,2) [2,5) [5,7] 
##    50    54    46

Пакет Boruta и выбор признаков

Удалим строки с нулевыми значениями и выполним функцию выборки важных признаков, по результатам её выполнения построим boxplot

data("Ozone")
ozone_data <- na.omit(Ozone)
boruta_output <- Boruta(V4 ~ ., data = ozone_data, doTrace = 1)
## After 11 iterations, +1.4 secs:
##  confirmed 9 attributes: V1, V10, V11, V12, V13 and 4 more;
##  rejected 1 attribute: V3;
##  still have 2 attributes left.
## After 18 iterations, +1.9 secs:
##  rejected 1 attribute: V2;
##  still have 1 attribute left.
## After 27 iterations, +2.6 secs:
##  rejected 1 attribute: V6;
##  no more attributes left.
plot(boruta_output, las = 2, cex.axis = 0.7)