Задача 1. Пакет CARET и графический разведочный анализ

if(!require(caret)) install.packages('caret', dependencies = TRUE)
library(caret)

Выведем доступные методы модели/методы выбора признаков:

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"

Создадим тестовый набор данных и выполним графический разведочный анализ с помощью featurePlot() из пакета caret.

x <- matrix(rnorm(50*5), ncol = 5)
colnames(x) <- paste0('V', 1:5)
y <- factor(rep(c('A','B'), each = 25))
df <- data.frame(x, Class = y)

# Пары
featurePlot(x = x, y = y, plot = 'pairs')

# Boxplots
featurePlot(x = x, y = y, plot = 'box')

# Плотности
featurePlot(x = x, y = y, plot = 'density')

Выводы:

Графики помогают визуально оценить различия признаков между классами. Признаки с явными различиями распределений полезны для классификации.

Задача 2. FSelector (iris)

if(!require(FSelector)) install.packages('FSelector')
library(FSelector)
data(iris)

Рассчитаем несколько метрик важности:

ig <- information.gain(Species ~ ., iris)
gr <- gain.ratio(Species ~ ., iris)
chi <- chi.squared(Species ~ ., iris)

res <- data.frame(InformationGain = ig$attr_importance,
                  GainRatio = gr$attr_importance,
                  ChiSquared = chi$attr_importance,
                  row.names = rownames(ig))
res
##              InformationGain GainRatio ChiSquared
## Sepal.Length       0.4521286 0.4196464  0.6288067
## Sepal.Width        0.2672750 0.2472972  0.4922162
## Petal.Length       0.9402853 0.8584937  0.9346311
## Petal.Width        0.9554360 0.8713692  0.9432359
barplot(ig$attr_importance[order(ig$attr_importance, decreasing = TRUE)],
        main = 'Information Gain (iris)', las = 2)

Выводы:

Petal.Length и Petal.Width являются наиболее информативными признаками для определения Species.

Задача 3. Дискретизация с помощью arules::discretize() (iris)

if(!require(arules)) install.packages('arules')
library(arules)

vec <- iris$Sepal.Length

# interval: равная ширина интервалов
int_cut <- discretize(vec, method = 'interval', categories = 3)
# frequency: равная частота
freq_cut <- discretize(vec, method = 'frequency', categories = 3)
# cluster: кластеризация (kmeans)
clust_cut <- discretize(vec, method = 'cluster', categories = 3)
# fixed: задаём границы (пример)
fixed_cut <- discretize(vec, method = 'fixed', categories = c(4.3, 5.8))

table(int_cut)
## int_cut
## [4.3,5.5) [5.5,6.7) [6.7,7.9] 
##        52        70        28
table(freq_cut)
## freq_cut
## [4.3,5.4) [5.4,6.3) [6.3,7.9] 
##        46        53        51
table(clust_cut)
## clust_cut
##  [4.3,5.42) [5.42,6.39)  [6.39,7.9] 
##          52          56          42
table(fixed_cut)
## fixed_cut
## [4.3,5.8] 
##        80
plot(int_cut, main='interval')

plot(freq_cut, main='frequency')

plot(clust_cut, main='cluster')

plot(fixed_cut, main='fixed')

Выводы:

interval может дать неравномерные по численности категории; frequency — равные по численности; cluster — полезно при выраженной кластерной структуре; fixed — для семантически интерпретируемых границ.

Задача 4. Boruta и набор Ozone (или airquality)

if(!require(Boruta)) install.packages('Boruta')
library(Boruta)

# Убедимся, что каталог plots существует
if(!dir.exists('plots')) dir.create('plots')

# Попытка загрузить data('Ozone'); если нет — используем airquality
data_found <- tryCatch({ 
  data(Ozone)
  exists('Ozone')
}, error = function(e) FALSE)

if(!data_found){
  message('data("Ozone") не найдена — используем airquality')
  data_df <- na.omit(airquality)
  target <- 'Ozone'
} else {
  data_df <- na.omit(get('Ozone'))
  target <- names(data_df)[1]
}

# Бинаризуем целевую переменную по медиане для задачи классификации
median_val <- median(data_df[[target]], na.rm = TRUE)
data_df$TargetBin <- factor(ifelse(data_df[[target]] > median_val, 'High', 'Low'))

boruta_formula <- as.formula('TargetBin ~ .')
# Убираем исходную числовую целевую колонку, если она присутствует
boruta_data <- data_df[, !(names(data_df) %in% c(target))]

# Запуск Boruta с установкой случайного семени для воспроизводимости
set.seed(123)
bor <- Boruta(boruta_formula, data = boruta_data, doTrace = 0, maxRuns = 100)

# Получение статистики признаков
final <- TentativeRoughFix(bor)
print(attStats(final))
##           meanImp medianImp    minImp    maxImp normHits  decision
## Solar.R 10.606715 10.549115  9.140416 12.059908        1 Confirmed
## Wind    10.357017 10.428487  9.040677 12.175220        1 Confirmed
## Temp    33.300052 32.838303 31.929518 35.973780        1 Confirmed
## Month    6.087695  5.661576  4.933978  8.146074        1 Confirmed
## Day      4.582321  4.291928  3.281392  5.742789        1 Confirmed
plot(bor, las = 2, cex.axis = 0.7)

Выводы:

Boruta даёт основанные на случайном лесе оценки важности и позволяет определить подтверждённые и отклонённые признаки.