Задание 1. Пакет caret: getModelInfo() и featurePlot()

Установим caret, посмотрим какие методы в нём есть, и построим графики для тестовых данных.

library(caret)
## Загрузка требуемого пакета: ggplot2
## Загрузка требуемого пакета: lattice
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"
set.seed(42)
x <- matrix(rnorm(50*5), ncol=5)
colnames(x) <- paste0("V", 1:5)
y <- factor(rep(c("A", "B"), 25))

featurePlot(x = x, y = y, plot = "box",
            scales = list(y = list(relation="free"), x = list(rot = 90)),
            layout = c(5,1))

featurePlot(x = x, y = y, plot = "density",
            scales = list(x = list(relation="free"), y = list(relation="free")),
            auto.key = list(columns = 2))

featurePlot(x = x, y = y, plot = "pairs",
            auto.key = list(columns = 2))

featurePlot(x = x, y = y, plot = "ellipse",
            auto.key = list(columns = 2))

Вывод: x и y создавались отдельно друг от друга (rnorm() никак не привязан к классам), поэтому на графиках классы A и B перекрываются везде — по этим признакам их не отличить. Так и должно быть, раз данные случайные.

Задание 2. Важность признаков через FSelector (data(iris))

Оценим важность признаков для классификации ирисов тремя разными метриками: information gain, gain ratio и chi-squared.

library(FSelector)
data(iris)

weights_ig <- information.gain(Species~., iris)
print(weights_ig)
##              attr_importance
## Sepal.Length       0.4521286
## Sepal.Width        0.2672750
## Petal.Length       0.9402853
## Petal.Width        0.9554360
subset_ig <- cutoff.k(weights_ig, 2)
print(subset_ig)
## [1] "Petal.Width"  "Petal.Length"
weights_gr <- gain.ratio(Species~., iris)
print(weights_gr)
##              attr_importance
## Sepal.Length       0.4196464
## Sepal.Width        0.2472972
## Petal.Length       0.8584937
## Petal.Width        0.8713692
weights_chi <- chi.squared(Species~., iris)
print(weights_chi)
##              attr_importance
## Sepal.Length       0.6288067
## Sepal.Width        0.4922162
## Petal.Length       0.9346311
## Petal.Width        0.9432359
comparison <- data.frame(
  Feature = rownames(weights_ig),
  InfoGain = weights_ig$attr_importance,
  GainRatio = weights_gr$attr_importance,
  ChiSquared = weights_chi$attr_importance
)
print(comparison)
##        Feature  InfoGain GainRatio ChiSquared
## 1 Sepal.Length 0.4521286 0.4196464  0.6288067
## 2  Sepal.Width 0.2672750 0.2472972  0.4922162
## 3 Petal.Length 0.9402853 0.8584937  0.9346311
## 4  Petal.Width 0.9554360 0.8713692  0.9432359

Задание 3. Дискретизация переменных: discretize() из пакета arules

Преобразуем непрерывный признак Sepal.Length набора iris в категориальный четырьмя разными способами.

library(arules)
## Загрузка требуемого пакета: Matrix
## 
## Присоединяю пакет: 'arules'
## Следующие объекты скрыты от 'package:base':
## 
##     abbreviate, write
data(iris)

x <- iris$Sepal.Length
hist(x, breaks = 20, main = "Исходное распределение Sepal.Length")

# Метод "interval" — интервалы равной ширины
disc_interval <- discretize(x, method = "interval", breaks = 3)
table(disc_interval)
## disc_interval
## [4.3,5.5) [5.5,6.7) [6.7,7.9] 
##        52        70        28
# Метод "frequency" — интервалы равной частоты (равное число наблюдений)
disc_frequency <- discretize(x, method = "frequency", breaks = 3)
table(disc_frequency)
## disc_frequency
## [4.3,5.4) [5.4,6.3) [6.3,7.9] 
##        46        53        51
# Метод "cluster" — границы через кластеризацию k-means
disc_cluster <- discretize(x, method = "cluster", breaks = 3)
table(disc_cluster)
## disc_cluster
##  [4.3,5.33) [5.33,6.27)  [6.27,7.9] 
##          46          53          51
# Метод "fixed" — границы задаются вручную
disc_fixed <- discretize(x, method = "fixed",
                          breaks = c(-Inf, 5.5, 6.5, Inf),
                          labels = c("short", "medium", "long"))
table(disc_fixed)
## disc_fixed
##  short medium   long 
##     52     63     35
# Сравнение всех четырёх методов в одной таблице
comparison_disc <- data.frame(
  Sepal.Length = x,
  Interval = disc_interval,
  Frequency = disc_frequency,
  Cluster = disc_cluster,
  Fixed = disc_fixed
)
head(comparison_disc, 10)
##    Sepal.Length  Interval Frequency     Cluster Fixed
## 1           5.1 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 2           4.9 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 3           4.7 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 4           4.6 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 5           5.0 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 6           5.4 [4.3,5.5) [5.4,6.3) [5.33,6.27) short
## 7           4.6 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 8           5.0 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 9           4.4 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short
## 10          4.9 [4.3,5.5) [4.3,5.4)  [4.3,5.33) short

Задание 4*. Отбор признаков алгоритмом Boruta (data(“Ozone”))

используем алгоритм Boruta, чтобы определить, какие признаки значимо влияют на концентрацию озона (V4), а какие — нет

library(Boruta)
library(mlbench)
data("Ozone")

ozone <- na.omit(Ozone)
summary(ozone)
##        V1           V2      V3           V4              V5      
##  3      :21   9      :  9   1:37   Min.   : 1.00   Min.   :5320  
##  4      :21   12     :  9   2:45   1st Qu.: 5.00   1st Qu.:5690  
##  12     :21   13     :  8   3:43   Median : 9.00   Median :5760  
##  10     :18   14     :  8   4:36   Mean   :11.37   Mean   :5746  
##  1      :17   15     :  8   5:42   3rd Qu.:16.00   3rd Qu.:5830  
##  2      :17   22     :  8   6: 0   Max.   :38.00   Max.   :5950  
##  (Other):88   (Other):153   7: 0                                 
##        V6               V7              V8              V9       
##  Min.   : 0.000   Min.   :19.00   Min.   :25.00   Min.   :27.68  
##  1st Qu.: 3.000   1st Qu.:46.00   1st Qu.:51.50   1st Qu.:49.64  
##  Median : 5.000   Median :64.00   Median :61.00   Median :56.48  
##  Mean   : 4.867   Mean   :57.61   Mean   :61.11   Mean   :56.54  
##  3rd Qu.: 6.000   3rd Qu.:73.00   3rd Qu.:71.00   3rd Qu.:66.20  
##  Max.   :11.000   Max.   :93.00   Max.   :93.00   Max.   :82.58  
##                                                                  
##       V10            V11              V12             V13       
##  Min.   : 111   Min.   :-69.00   Min.   :27.50   Min.   :  0.0  
##  1st Qu.: 869   1st Qu.:-14.00   1st Qu.:51.26   1st Qu.: 60.0  
##  Median :2083   Median : 18.00   Median :60.98   Median :100.0  
##  Mean   :2602   Mean   : 14.43   Mean   :60.69   Mean   :122.2  
##  3rd Qu.:5000   3rd Qu.: 43.00   3rd Qu.:70.88   3rd Qu.:150.0  
##  Max.   :5000   Max.   :107.00   Max.   :90.68   Max.   :350.0  
## 
set.seed(123)
Boruta.Ozone <- Boruta(V4 ~ ., data = ozone, doTrace = 0)
print(Boruta.Ozone)
## Boruta performed 18 iterations in 0.261224 secs.
##  9 attributes confirmed important: V1, V10, V11, V12, V13 and 4 more;
##  3 attributes confirmed unimportant: V2, V3, V6;
plot(Boruta.Ozone, las = 2, cex.axis = 0.7,
     main = "Важность признаков по алгоритму Boruta (Ozone)")

Вывод: алгоритм Boruta делит все признаки на три группы: Confirmed (значимо важные — зелёные на графике), Rejected (незначимые — красные) и Tentative (не удалось однозначно определить — жёлтые). Boruta работает надёжнее, чем разовая оценка важности (например, через один Random Forest), потому что сравнивает каждый признак с его “теневой” перемешанной копией много раз подряд, отсекая случайные совпадения. Confirmed-признаки — это те, что стоит оставить в модели, Rejected — можно смело убрать без потери качества предсказания.