In Kuhn and Johnson do problems 6.2 and 6.3. There are only two but they consist of many parts.
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:
library(AppliedPredictiveModeling) data(permeability)
The matrix fingerprints contains the 1,107 binary
molecular predictors for the 165 compounds, while
permeability contains permeability response.
data(permeability)
dim(fingerprints)
## [1] 165 1107
dim(permeability)
## [1] 165 1
nearZeroVar
function from the caret package.?caret::nearZeroVar
## starting httpd help server ... done
fingerprints_var0_filtered <- fingerprints[,-nearZeroVar(fingerprints)]
dim(fingerprints_var0_filtered)
## [1] 165 388
How many predictors are left for modeling?
Answer:
There are 388 predictors left.
set.seed(6698)
# Gonna use the train/test split functions rec'ed by this text book
# Train-Test split
training_indices <- createDataPartition(permeability, p = 0.8, list = FALSE)
# I'm using createDatPartition even though I'm less familiar with it
# the book seems to rec it because it stratifies my sampling to have approx
# matching outcome distributions in the groups
train_x <- fingerprints_var0_filtered[training_indices, ]
train_y <- permeability[training_indices]
test_x <- fingerprints_var0_filtered[-training_indices, ]
test_y <- permeability[-training_indices]
# 10-fold cross validation
resamp_strat <- trainControl(method = "cv", number = 10)
# PLS model (Partial Least Squares)
pls_model <- train(x = train_x,
y = train_y,
method = "pls",
preProc = c("center", "scale"),
tuneLength = 20, # 1 to 20 PLS components
trControl = resamp_strat)
# View
pls_model
## Partial Least Squares
##
## 133 samples
## 388 predictors
##
## Pre-processing: centered (388), scaled (388)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 120, 120, 119, 118, 121, 121, ...
## Resampling results across tuning parameters:
##
## ncomp RMSE Rsquared MAE
## 1 12.83890 0.3502161 9.825724
## 2 11.42041 0.5186836 8.356922
## 3 11.38480 0.5204140 8.783389
## 4 11.67924 0.5030930 8.943898
## 5 11.65690 0.5083793 8.942920
## 6 11.80656 0.4942210 9.031041
## 7 11.77729 0.4937998 9.301009
## 8 11.87157 0.4800589 9.273800
## 9 11.66462 0.5002849 8.958239
## 10 11.98327 0.4878718 9.321489
## 11 12.28236 0.4779875 9.436134
## 12 12.66777 0.4599554 9.737932
## 13 13.19584 0.4409551 10.143841
## 14 13.60243 0.4263858 10.318696
## 15 14.14360 0.3991441 10.703807
## 16 14.44759 0.3898065 10.795502
## 17 15.33350 0.3570033 11.446246
## 18 15.60322 0.3538903 11.721214
## 19 16.16632 0.3421170 11.993775
## 20 16.76010 0.3337149 12.422636
##
## RMSE was used to select the optimal model using the smallest value.
## The final value used for the model was ncomp = 3.
Answer:
The optimal number of latent variables is 3. The resampled estimate of R squared is 0.5204140.
# predictions on the test set
pls_predictions <- predict(pls_model, newdata = test_x)
# Evaluate test set performance
postResample(pred = pls_predictions, obs = test_y)
## RMSE Rsquared MAE
## 12.2595322 0.3953602 9.2630208
Answer:
The test set estimate of R squared is 0.3953602.
# tuning grid for Ridge regression
ridge_grid <- data.frame(.lambda = seq(0, 0.1, length = 15))
# Tune the Ridge model
set.seed(123)
ridge_model <- train(x = train_x,
y = train_y,
method = "ridge",
preProc = c("center", "scale"),
tuneGrid = ridge_grid,
trControl = resamp_strat)
## Warning: model fit failed for Fold01: lambda=0.000000 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.
# View
ridge_model
## Ridge Regression
##
## 133 samples
## 388 predictors
##
## Pre-processing: centered (388), scaled (388)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 120, 119, 118, 120, 121, 119, ...
## Resampling results across tuning parameters:
##
## lambda RMSE Rsquared MAE
## 0.000000000 2.427145e+11 0.2843079 8.726688e+10
## 0.007142857 2.297551e+02 0.2849035 1.775379e+02
## 0.014285714 1.663321e+01 0.3440606 1.235427e+01
## 0.021428571 1.563000e+01 0.3589179 1.162268e+01
## 0.028571429 1.504775e+01 0.3698597 1.117211e+01
## 0.035714286 1.470256e+01 0.3788302 1.093696e+01
## 0.042857143 1.431293e+01 0.3880294 1.067162e+01
## 0.050000000 1.417135e+01 0.3939735 1.055728e+01
## 0.057142857 1.392238e+01 0.4001279 1.041934e+01
## 0.064285714 1.378274e+01 0.4051858 1.031989e+01
## 0.071428571 1.363631e+01 0.4110406 1.023953e+01
## 0.078571429 1.356395e+01 0.4142743 1.018997e+01
## 0.085714286 1.343796e+01 0.4197286 1.012409e+01
## 0.092857143 1.337298e+01 0.4230017 1.009031e+01
## 0.100000000 1.335355e+01 0.4259993 1.007853e+01
##
## RMSE was used to select the optimal model using the smallest value.
## The final value used for the model was lambda = 0.1.
# Predict on the test set
ridge_predictions <- predict(ridge_model, newdata = test_x)
postResample(pred = ridge_predictions, obs = test_y)
## RMSE Rsquared MAE
## 11.0563060 0.5757314 7.9560411
The Ridge model performed quite well, with an R squared of 0.576 and an RMSE of 11.06.
# grid for Lasso
lasso_grid <- expand.grid(.lambda = 0,
.fraction = seq(0.05, 1, length = 20))
# Tune the Lasso model
set.seed(123)
lasso_model <- train(x = train_x,
y = train_y,
method = "enet",
preProc = c("center", "scale"),
tuneGrid = lasso_grid,
trControl = resamp_strat)
## Warning: model fit failed for Fold01: lambda=0, 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.
# View
lasso_model
## Elasticnet
##
## 133 samples
## 388 predictors
##
## Pre-processing: centered (388), scaled (388)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 120, 119, 118, 120, 121, 119, ...
## Resampling results across tuning parameters:
##
## fraction RMSE Rsquared MAE
## 0.05 2.272906e+01 0.2944987 1.567209e+01
## 0.10 2.335909e+01 0.3252556 1.570868e+01
## 0.15 2.378598e+01 0.3668277 1.596329e+01
## 0.20 2.414854e+01 0.4028806 1.625992e+01
## 0.25 2.689048e+01 0.4166470 1.749800e+01
## 0.30 1.769667e+10 0.4189902 6.362758e+09
## 0.35 3.415875e+10 0.4165742 1.228162e+10
## 0.40 5.028502e+10 0.4156407 1.807975e+10
## 0.45 6.635794e+10 0.4065313 2.385869e+10
## 0.50 8.240066e+10 0.3929474 2.962678e+10
## 0.55 9.843204e+10 0.3792638 3.539079e+10
## 0.60 1.144634e+11 0.3664525 4.115480e+10
## 0.65 1.304948e+11 0.3532798 4.691881e+10
## 0.70 1.465262e+11 0.3402426 5.268282e+10
## 0.75 1.625576e+11 0.3309746 5.844683e+10
## 0.80 1.785890e+11 0.3218986 6.421084e+10
## 0.85 1.946203e+11 0.3111412 6.997485e+10
## 0.90 2.106517e+11 0.3013610 7.573886e+10
## 0.95 2.266831e+11 0.2920677 8.150287e+10
## 1.00 2.427145e+11 0.2843079 8.726688e+10
##
## Tuning parameter 'lambda' was held constant at a value of 0
## RMSE was used to select the optimal model using the smallest value.
## The final values used for the model were fraction = 0.05 and lambda = 0.
# Predict on the test set
lasso_predictions <- predict(lasso_model, newdata = test_x)
postResample(pred = lasso_predictions, obs = test_y)
## RMSE Rsquared MAE
## 11.6793782 0.4291562 8.6132341
The Lasso model achieved an R squared of 0.429 and an RMSE of 11.68.*
Comparing Test Set Performance:
Both the Ridge and Lasso models had higher R squared values on the test set thatn PLS, explaining more of variance.
Answer:
I would recommend the Ridge model. It had the highest R squared and lowers MSE of the three models on the test data.
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)
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) # Required for knnImpute in caret
# the predictors (columns 2-58) and the response (column 1)
processPredictors <- ChemicalManufacturingProcess[, -1]
yield <- ChemicalManufacturingProcess$Yield
# Create the imputation model
impute_model <- preProcess(processPredictors, method = "knnImpute")
# Apply the imputation to the predictor matrix
imputedPredictors <- predict(impute_model, processPredictors)
I’m choosing PLS again.
set.seed(6698)
# Train-Test split
training_indices_3 <- createDataPartition(yield, p = 0.8, list = FALSE)
train_3x <- imputedPredictors[training_indices_3, ]
train_3y <- yield[training_indices_3]
test_3x <- imputedPredictors[-training_indices_3, ]
test_3y <- yield[-training_indices_3]
# 10-fold cross validation
resamp_strat_3 <- trainControl(method = "cv", number = 10) # same sef as I used in 6.2 honestly
# PLS model (Partial Least Squares)
pls_model_3 <- train(x = train_3x,
y = train_3y,
method = "pls",
preProc = c("center", "scale"),
tuneLength = 20, # 1 to 20 PLS components
trControl = resamp_strat_3)
# View
pls_model_3
## Partial Least Squares
##
## 144 samples
## 57 predictor
##
## Pre-processing: centered (57), scaled (57)
## Resampling: Cross-Validated (10 fold)
## Summary of sample sizes: 130, 130, 130, 129, 130, 129, ...
## Resampling results across tuning parameters:
##
## ncomp RMSE Rsquared MAE
## 1 1.345551 0.4861716 1.089909
## 2 1.471664 0.5247170 1.069696
## 3 1.410657 0.5822645 1.042906
## 4 1.684913 0.5499083 1.134243
## 5 1.995138 0.5311975 1.229277
## 6 2.426637 0.5142106 1.354588
## 7 2.757757 0.4978192 1.463980
## 8 2.978351 0.4921191 1.530142
## 9 3.082827 0.4875135 1.572579
## 10 3.104231 0.4822510 1.586137
## 11 3.094592 0.4761268 1.582941
## 12 3.083765 0.4694793 1.588063
## 13 2.885535 0.4713323 1.532257
## 14 2.868825 0.4733060 1.532938
## 15 2.790373 0.4742011 1.508876
## 16 2.719785 0.4824434 1.487661
## 17 2.636087 0.4767597 1.466501
## 18 2.611807 0.4776051 1.456602
## 19 2.646141 0.4738674 1.470119
## 20 2.636634 0.4746611 1.467546
##
## RMSE was used to select the optimal model using the smallest value.
## The final value used for the model was ncomp = 1.
Answer:
The optimal ncomp was 1, becuase this is where the RMSE is lowest. (Though it’s worth noting that the R squared peaked at ncomp = 3)
# Predict on the test set
pls_predictions3 <- predict(pls_model_3, newdata = test_3x)
# performance metrics
testMetrics <- postResample(pred = pls_predictions3, obs = test_3y)
print(testMetrics)
## RMSE Rsquared MAE
## 2.1865026 0.2026449 1.3854237
This PLS model has an R squared is 0.2026449 on the test set. The optimal R squared from the training set was actually 0.4861716
# variable importance for the PLS model
pls_importance <- varImp(pls_model_3)
# top 20 most important predictors
plot(pls_importance, top = 20, main = "Top 20 Predictors for Yield (PLS)")
The Manufacturing Process predictors are generally most important
variables; they take up the top 5 spots and 12/20 spots. So yes, I think
one could argue that they dominate the list. There are 8 Biological
Material predictors that appear in the top 20 as well though, which is
worth pointing out. ManufacturingProcess32 ranks as the top
predictor here but a pretty decent margin..
# top
imp_df <- as.data.frame(varImp(pls_model_3)$importance)
imp_df$Feature <- rownames(imp_df)
top_15_features <- head(imp_df[order(-imp_df$Overall), "Feature"], 15)
# yield and predictors in data frame
top_data <- cbind(Yield = train_3y, train_3x[, top_15_features])
# correlation matrix
cor_matrix <- cor(top_data)
# corr matrix
corrplot(cor_matrix,
method = "circle", # Uses circles whose size/color represent the correlation
type = "lower", # Only shows the lower triangle to avoid redundancy
tl.col = "black", # Black text labels
tl.cex = 0.8, # Adjust text size to fit
col = colorRampPalette(c("darkred", "white", "steelblue"))(100),
title = "Correlation: Yield and Top 15 Predictors",
mar = c(0,0,2,0)) # Margin adjustment for the title
Positive Process Drivers: ManufacturingProcess32 and
ManufacturingProcess09 have the strongest positive
correlations with yield. Increasing these parameters tends to lead to
higher yields.
Negative Process Drivers: ManufacturingProcess36 and
ManufacturingProcess13 show strong negative correlations,
meaning higher levels of these parameters actively decrease the
yield.
Raw Material Screening: Biological materials like
BiologicalMaterial02 and BiologicalMaterial06
also show moderate positive correlations. Of course I can’t change
materials mid process, but this is good to know for selecting materials
up front.
Also I like how this matrix reveals some multicollinearity among
predictors. For instance, ManufacturingProcess32 and
ManufacturingProcess36 are highly negatively correlated
with each other .Maybe these two processes are somewhat inverse from one
another.
These insights could be very helpful for trying to optimize around higher yields.