question 3

Consider the Gini index, classification error, and entropy in a simple classification setting with two classes. Create a single plot that dis- plays each of these quantities as a function ofˆ pm1. The x-axis should displayˆ pm1, ranging from 0 to 1, and the y-axis should display the value of the Gini index, classification error, and entropy. Hint: In a setting with two classes,ˆ pm1 = 1− ˆ pm2. You could make this plot by hand, but it will be much easier to make in R.

library(ISLR)
library(tree)
library(rpart)
library(caret)
## Loading required package: ggplot2
## Loading required package: lattice
library(randomForest)
## randomForest 4.7-1.2
## Type rfNews() to see new features/changes/bug fixes.
## 
## Attaching package: 'randomForest'
## The following object is masked from 'package:ggplot2':
## 
##     margin
p = seq(0, 1, 0.001)
gini.index = 2 * p * (1 - p)
class.error = 1 - pmax(p, 1 - p)
cross.entropy = - (p * log(p) + (1 - p) * log(1 - p))
matplot(p, cbind(gini.index, class.error, cross.entropy), ylab = "gini.index, class.error, cross.entropy", col = c("green", "blue", "orange"))

#8. In the lab, a classification tree was applied to the Carseats data set after converting Sales into a qualitative response variable. Now we will seek to predict Sales using regression trees and related approaches, treating the response as a quantitative variable. (a) Split the data set into a training set and a test set.

  1. Fit a regression tree to the training set. Plot the tree, and interpret the results. What test MSE do you obtain?
## 
## Regression tree:
## tree(formula = Sales ~ ., data = strain)
## Variables actually used in tree construction:
## [1] "ShelveLoc"   "Price"       "Age"         "Advertising" "CompPrice"  
## [6] "US"         
## Number of terminal nodes:  18 
## Residual mean deviance:  2.167 = 394.3 / 182 
## Distribution of residuals:
##     Min.  1st Qu.   Median     Mean  3rd Qu.     Max. 
## -3.88200 -0.88200 -0.08712  0.00000  0.89590  4.09900

## [1] 4.922039
  1. Use cross-validation in order to determine the optimal level of tree complexity. Does pruning the tree improve the test MSE? Yes, pruning the tree to 10 improved the test MSE from 4.922 to 4.918

## [1] 4.918134
  1. Use the bagging approach in order to analyze this data. What test MSE do you obtain? Use the importance() function to determine which variables are most important. The test MSE is 2.60. The variables that are most important are Price and ShelveLoc.
## [1] 2.599099
##                 %IncMSE IncNodePurity
## CompPrice   26.18616309    170.781666
## Income       5.25063979     90.717958
## Advertising 13.25673204     97.498810
## Population  -2.14346969     58.289311
## Price       60.58241525    503.478806
## ShelveLoc   50.77308639    380.258594
## Age         19.03720001    158.282846
## Education    1.24264920     44.834257
## Urban       -0.08461165      9.883299
## US           4.71515903     17.907727
  1. Use random forests to analyze this data. What test MSE do you obtain? Use the importance() function to determine which variables are most important. Describe the effect of m, the number of variables considered at each split, on the error rate obtained. The test MSE is 2.61. The variables that are most important are still Price and ShelveLoc.
## [1] 2.605253
##                %IncMSE IncNodePurity
## CompPrice   24.8888481    170.182937
## Income       4.7121131     91.264880
## Advertising 12.7692401     97.164338
## Population  -1.8074075     58.244596
## Price       56.3326252    502.903407
## ShelveLoc   48.8886689    380.032715
## Age         17.7275460    157.846774
## Education    0.5962186     44.598731
## Urban        0.1728373      9.822082
## US           4.2172102     18.073863

#Question 9

  1. This problem involves the OJ data set which is part of the ISLR package.
  1. Create a training set containing a random sample of 800 observations, and a test set containing the remaining observations.

  2. Fit a tree to the training data, with Purchase as the response and the other variables as predictors. Use the summary() function to produce summary statistics about the tree, and describe the results obtained. What is the training error rate? How many terminal nodes does the tree have?

## 
## Classification tree:
## tree(formula = Purchase ~ ., data = OJtrain)
## Variables actually used in tree construction:
## [1] "LoyalCH"       "PriceDiff"     "SpecialCH"     "ListPriceDiff"
## [5] "PctDiscMM"    
## Number of terminal nodes:  9 
## Residual mean deviance:  0.7432 = 587.8 / 791 
## Misclassification error rate: 0.1588 = 127 / 800

  1. Type in the name of the tree object in order to get a detailed text output. Pick one of the terminal nodes, and interpret the information displayed.
## node), split, n, deviance, yval, (yprob)
##       * denotes terminal node
## 
##  1) root 800 1073.00 CH ( 0.60625 0.39375 )  
##    2) LoyalCH < 0.5036 365  441.60 MM ( 0.29315 0.70685 )  
##      4) LoyalCH < 0.280875 177  140.50 MM ( 0.13559 0.86441 )  
##        8) LoyalCH < 0.0356415 59   10.14 MM ( 0.01695 0.98305 ) *
##        9) LoyalCH > 0.0356415 118  116.40 MM ( 0.19492 0.80508 ) *
##      5) LoyalCH > 0.280875 188  258.00 MM ( 0.44149 0.55851 )  
##       10) PriceDiff < 0.05 79   84.79 MM ( 0.22785 0.77215 )  
##         20) SpecialCH < 0.5 64   51.98 MM ( 0.14062 0.85938 ) *
##         21) SpecialCH > 0.5 15   20.19 CH ( 0.60000 0.40000 ) *
##       11) PriceDiff > 0.05 109  147.00 CH ( 0.59633 0.40367 ) *
##    3) LoyalCH > 0.5036 435  337.90 CH ( 0.86897 0.13103 )  
##      6) LoyalCH < 0.764572 174  201.00 CH ( 0.73563 0.26437 )  
##       12) ListPriceDiff < 0.235 72   99.81 MM ( 0.50000 0.50000 )  
##         24) PctDiscMM < 0.196196 55   73.14 CH ( 0.61818 0.38182 ) *
##         25) PctDiscMM > 0.196196 17   12.32 MM ( 0.11765 0.88235 ) *
##       13) ListPriceDiff > 0.235 102   65.43 CH ( 0.90196 0.09804 ) *
##      7) LoyalCH > 0.764572 261   91.20 CH ( 0.95785 0.04215 ) *
  1. Create a plot of the tree, and interpret the results.

  1. Predict the response on the test data, and produce a confusion matrix comparing the test labels to the predicted test labels. What is the test error rate?
## [1] 0.1703704
  1. Apply the cv.tree() function to the training set in order to determine the optimal tree size.
## $size
## [1] 9 8 7 4 2 1
## 
## $dev
## [1] 150 150 149 158 172 315
## 
## $k
## [1]       -Inf   0.000000   3.000000   4.333333  10.500000 151.000000
## 
## $method
## [1] "misclass"
## 
## attr(,"class")
## [1] "prune"         "tree.sequence"
  1. Produce a plot with tree size on the x-axis and cross-validated classification error rate on the y-axis. Note that the echo = FALSE parameter was added to the code chunk to prevent printing of the R code that generated the plot.