Data Mining Homework 3

Problem 10

This question should be answered using the “Weekly” data set, which is part of the “ISLR” package. This data is similar in nature to the “Smarket” data from this chapter’s lab, except that it contains 1089 weekly returns for 21 years, from the beginning of 1990 to the end of 2010.

Part A

Produce some numerical and graphical summaries of the Weekly data. Do there appear to be any patterns?

library(ISLR)
summary(Weekly)
##       Year           Lag1               Lag2               Lag3         
##  Min.   :1990   Min.   :-18.1950   Min.   :-18.1950   Min.   :-18.1950  
##  1st Qu.:1995   1st Qu.: -1.1540   1st Qu.: -1.1540   1st Qu.: -1.1580  
##  Median :2000   Median :  0.2410   Median :  0.2410   Median :  0.2410  
##  Mean   :2000   Mean   :  0.1506   Mean   :  0.1511   Mean   :  0.1472  
##  3rd Qu.:2005   3rd Qu.:  1.4050   3rd Qu.:  1.4090   3rd Qu.:  1.4090  
##  Max.   :2010   Max.   : 12.0260   Max.   : 12.0260   Max.   : 12.0260  
##       Lag4               Lag5              Volume       
##  Min.   :-18.1950   Min.   :-18.1950   Min.   :0.08747  
##  1st Qu.: -1.1580   1st Qu.: -1.1660   1st Qu.:0.33202  
##  Median :  0.2380   Median :  0.2340   Median :1.00268  
##  Mean   :  0.1458   Mean   :  0.1399   Mean   :1.57462  
##  3rd Qu.:  1.4090   3rd Qu.:  1.4050   3rd Qu.:2.05373  
##  Max.   : 12.0260   Max.   : 12.0260   Max.   :9.32821  
##      Today          Direction 
##  Min.   :-18.1950   Down:484  
##  1st Qu.: -1.1540   Up  :605  
##  Median :  0.2410             
##  Mean   :  0.1499             
##  3rd Qu.:  1.4050             
##  Max.   : 12.0260
pairs(Weekly)

cor(Weekly[, -9])
##               Year         Lag1        Lag2        Lag3         Lag4
## Year    1.00000000 -0.032289274 -0.03339001 -0.03000649 -0.031127923
## Lag1   -0.03228927  1.000000000 -0.07485305  0.05863568 -0.071273876
## Lag2   -0.03339001 -0.074853051  1.00000000 -0.07572091  0.058381535
## Lag3   -0.03000649  0.058635682 -0.07572091  1.00000000 -0.075395865
## Lag4   -0.03112792 -0.071273876  0.05838153 -0.07539587  1.000000000
## Lag5   -0.03051910 -0.008183096 -0.07249948  0.06065717 -0.075675027
## Volume  0.84194162 -0.064951313 -0.08551314 -0.06928771 -0.061074617
## Today  -0.03245989 -0.075031842  0.05916672 -0.07124364 -0.007825873
##                Lag5      Volume        Today
## Year   -0.030519101  0.84194162 -0.032459894
## Lag1   -0.008183096 -0.06495131 -0.075031842
## Lag2   -0.072499482 -0.08551314  0.059166717
## Lag3    0.060657175 -0.06928771 -0.071243639
## Lag4   -0.075675027 -0.06107462 -0.007825873
## Lag5    1.000000000 -0.05851741  0.011012698
## Volume -0.058517414  1.00000000 -0.033077783
## Today   0.011012698 -0.03307778  1.000000000

With data from the “Weekly” set we can observer that Year and Volume have some sort of relationship whereas the lags don’t appear to have one with anything, similarly Today does not have any substainstial relationship.

Part B

Use the full data set to perform a logistic regression with Direction as the response and the five lag variables plus Volume as predictors. Use the summary function to print the results. Do any of the predictors appear to be statistically significant? If so, which ones?

attach(Weekly)
glm.fit = glm(Direction ~ Lag1 + Lag2 + Lag3 + Lag4 + Lag5 + Volume, data = Weekly, family = binomial)
summary(glm.fit)
## 
## Call:
## glm(formula = Direction ~ Lag1 + Lag2 + Lag3 + Lag4 + Lag5 + 
##     Volume, family = binomial, data = Weekly)
## 
## Deviance Residuals: 
##     Min       1Q   Median       3Q      Max  
## -1.6949  -1.2565   0.9913   1.0849   1.4579  
## 
## Coefficients:
##             Estimate Std. Error z value Pr(>|z|)   
## (Intercept)  0.26686    0.08593   3.106   0.0019 **
## Lag1        -0.04127    0.02641  -1.563   0.1181   
## Lag2         0.05844    0.02686   2.175   0.0296 * 
## Lag3        -0.01606    0.02666  -0.602   0.5469   
## Lag4        -0.02779    0.02646  -1.050   0.2937   
## Lag5        -0.01447    0.02638  -0.549   0.5833   
## Volume      -0.02274    0.03690  -0.616   0.5377   
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for binomial family taken to be 1)
## 
##     Null deviance: 1496.2  on 1088  degrees of freedom
## Residual deviance: 1486.4  on 1082  degrees of freedom
## AIC: 1500.4
## 
## Number of Fisher Scoring iterations: 4

With a significance level of .05, the only predictor that appears to be statistically significant is Lag2 with it’s value being less than .05.

Part C

Compute the confusion matrix and overall fraction of correct predictions. Explain what the confusion matrix is telling you about the types of mistakes made by logistic regression.

probs <- predict(glm.fit, type = "response")
pred.glm <- rep("Down", length(probs))
pred.glm[probs > 0.5] <- "Up"
table(pred.glm, Direction)
##         Direction
## pred.glm Down  Up
##     Down   54  48
##     Up    430 557

From our training data we can see that the percentage of correct predictions is (54+557)/(54+557+48+430) = 56.11%. This means we have training error rate of 43.89%. We could also see that when the market goes up the prediction rate becomes 557/(48+557) = 92.07% of the time. When the market goes down however, our model is right only 54/(54+430) = 11.16% of the time.

Part D

Now fit the logistic regression model using a training data period from 1990 to 2008, with Lag2 as the only predictor. Compute the confusion matrix and the overall fraction of correct predictions for the held out data (that is, the data from 2009 and 2010).

train <- (Year < 2009)
Weekly.20092010 <- Weekly[!train, ]
Direction.20092010 <- Direction[!train]
fit.glm2 <- glm(Direction ~ Lag2, data = Weekly, family = binomial, subset = train)
summary(fit.glm2)
## 
## Call:
## glm(formula = Direction ~ Lag2, family = binomial, data = Weekly, 
##     subset = train)
## 
## Deviance Residuals: 
##    Min      1Q  Median      3Q     Max  
## -1.536  -1.264   1.021   1.091   1.368  
## 
## Coefficients:
##             Estimate Std. Error z value Pr(>|z|)   
## (Intercept)  0.20326    0.06428   3.162  0.00157 **
## Lag2         0.05810    0.02870   2.024  0.04298 * 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for binomial family taken to be 1)
## 
##     Null deviance: 1354.7  on 984  degrees of freedom
## Residual deviance: 1350.5  on 983  degrees of freedom
## AIC: 1354.5
## 
## Number of Fisher Scoring iterations: 4
probs2 <- predict(fit.glm2, Weekly.20092010, type = "response")
pred.glm2 <- rep("Down", length(probs2))
pred.glm2[probs2 > 0.5] <- "Up"
table(pred.glm2, Direction.20092010)
##          Direction.20092010
## pred.glm2 Down Up
##      Down    9  5
##      Up     34 56

From our matrix we can calculate that the overall percentage of correct prediction from test data to be (9+54)/104 or 62.5%.

Part E

Repeat (d) using LDA.

library(MASS)
fit.lda <- lda(Direction ~ Lag2, data = Weekly, subset = train)
fit.lda
## Call:
## lda(Direction ~ Lag2, data = Weekly, subset = train)
## 
## Prior probabilities of groups:
##      Down        Up 
## 0.4477157 0.5522843 
## 
## Group means:
##             Lag2
## Down -0.03568254
## Up    0.26036581
## 
## Coefficients of linear discriminants:
##            LD1
## Lag2 0.4414162
pred.lda <- predict(fit.lda, Weekly.20092010)
table(pred.lda$class, Direction.20092010)
##       Direction.20092010
##        Down Up
##   Down    9  5
##   Up     34 56

From our matrix we can calculate that the overall percentage of correct prediction from test data to be 62.5%.

Part F

Repeat (d) using QDA.

fit.qda <- qda(Direction ~ Lag2, data = Weekly, subset = train)
fit.qda
## Call:
## qda(Direction ~ Lag2, data = Weekly, subset = train)
## 
## Prior probabilities of groups:
##      Down        Up 
## 0.4477157 0.5522843 
## 
## Group means:
##             Lag2
## Down -0.03568254
## Up    0.26036581
pred.qda <- predict(fit.qda, Weekly.20092010)
table(pred.qda$class, Direction.20092010)
##       Direction.20092010
##        Down Up
##   Down    0  0
##   Up     43 61

From our matrix we can calculate that the overall percentage of correct prediction from test data to be 58.65%.

Part G

Repeat (d) using KNN with K = 1.

library(class)
train.X <- as.matrix(Lag2[train])
test.X <- as.matrix(Lag2[!train])
train.Direction <- Direction[train]
set.seed(1)
pred.knn <- knn(train.X, test.X, train.Direction, k = 1)
table(pred.knn, Direction.20092010)
##         Direction.20092010
## pred.knn Down Up
##     Down   21 30
##     Up     22 31

From our matrix we can calculate that the overall percentage of correct prediction from test data to be 50%.

Part H

Which of these methods appears to provide the best results on this data?

If we compare the test error rates, we see that logistic regression and LDA have the minimum error rates, followed by QDA and KNN. This is seen by the fact that the LDA and logistic regression have the highest correct prediction rate so their error rates are smaller.

Part I

Experiment with different combinations of predictors, including possible transformations and interactions, for each of the methods. Report the variables, method, and associated confusion matrix that appears to provide the best results on the held out data. Note that you should also experiment with values for K in the KNN classifier.

# Logistic regression with Lag2:Lag1
fit.glm3 <- glm(Direction ~ Lag2:Lag1, data = Weekly, family = binomial, subset = train)
probs3 <- predict(fit.glm3, Weekly.20092010, type = "response")
pred.glm3 <- rep("Down", length(probs3))
pred.glm3[probs3 > 0.5] = "Up"
table(pred.glm3, Direction.20092010)
##          Direction.20092010
## pred.glm3 Down Up
##      Down    1  1
##      Up     42 60
mean(pred.glm3 == Direction.20092010)
## [1] 0.5865385
# LDA with Lag2 interaction with Lag1
fit.lda2 <- lda(Direction ~ Lag2:Lag1, data = Weekly, subset = train)
pred.lda2 <- predict(fit.lda2, Weekly.20092010)
mean(pred.lda2$class == Direction.20092010)
## [1] 0.5769231
# QDA with sqrt(abs(Lag2))
fit.qda2 <- qda(Direction ~ Lag2 + sqrt(abs(Lag2)), data = Weekly, subset = train)
pred.qda2 <- predict(fit.qda2, Weekly.20092010)
table(pred.qda2$class, Direction.20092010)
##       Direction.20092010
##        Down Up
##   Down   12 13
##   Up     31 48
mean(pred.qda2$class == Direction.20092010)
## [1] 0.5769231
# KNN k = 10, 100, 200

pred.knn2 <- knn(train.X, test.X, train.Direction, k = 10)
table(pred.knn2, Direction.20092010)
##          Direction.20092010
## pred.knn2 Down Up
##      Down   17 18
##      Up     26 43
mean(pred.knn2 == Direction.20092010)
## [1] 0.5769231
pred.knn3 <- knn(train.X, test.X, train.Direction, k = 100)
table(pred.knn3, Direction.20092010)
##          Direction.20092010
## pred.knn3 Down Up
##      Down    9 12
##      Up     34 49
mean(pred.knn3 == Direction.20092010)
## [1] 0.5576923
pred.knn4 <- knn(train.X, test.X, train.Direction, k = 200)
table(pred.knn4, Direction.20092010)
##          Direction.20092010
## pred.knn4 Down Up
##      Down    3  0
##      Up     40 61
mean(pred.knn4 == Direction.20092010)
## [1] 0.6153846

Out of all of these we can see that the KNN with k=200 is the best predictor found.

Problem 11

In this problem, you will develop a model to predict whether a given car gets high or low gas mileage based on the Auto data set.

Part A

Create a binary variable, mpg01, that contains a 1 if mpg contains a value above its median, and a 0 if mpg contains a value below its median. You can compute the median using the median() function. Note you may find it helpful to use the data.frame() function to create a single data set containing both mpg01 and the other Auto variables.

library(ISLR)
summary(Auto)
##       mpg          cylinders      displacement     horsepower   
##  Min.   : 9.00   Min.   :3.000   Min.   : 68.0   Min.   : 46.0  
##  1st Qu.:17.00   1st Qu.:4.000   1st Qu.:105.0   1st Qu.: 75.0  
##  Median :22.75   Median :4.000   Median :151.0   Median : 93.5  
##  Mean   :23.45   Mean   :5.472   Mean   :194.4   Mean   :104.5  
##  3rd Qu.:29.00   3rd Qu.:8.000   3rd Qu.:275.8   3rd Qu.:126.0  
##  Max.   :46.60   Max.   :8.000   Max.   :455.0   Max.   :230.0  
##                                                                 
##      weight      acceleration        year           origin     
##  Min.   :1613   Min.   : 8.00   Min.   :70.00   Min.   :1.000  
##  1st Qu.:2225   1st Qu.:13.78   1st Qu.:73.00   1st Qu.:1.000  
##  Median :2804   Median :15.50   Median :76.00   Median :1.000  
##  Mean   :2978   Mean   :15.54   Mean   :75.98   Mean   :1.577  
##  3rd Qu.:3615   3rd Qu.:17.02   3rd Qu.:79.00   3rd Qu.:2.000  
##  Max.   :5140   Max.   :24.80   Max.   :82.00   Max.   :3.000  
##                                                                
##                  name    
##  amc matador       :  5  
##  ford pinto        :  5  
##  toyota corolla    :  5  
##  amc gremlin       :  4  
##  amc hornet        :  4  
##  chevrolet chevette:  4  
##  (Other)           :365
attach(Auto)
l=length(mpg)
mpg01<-rep(0,l)
mpg01[mpg > median(mpg)]<- 1
Auto<-data.frame(Auto,mpg01)

Part B

Explore the data graphically in order to investigate the association between mpg01 and the other features. Which of the other features seem most likely to be useful in predicting mpg01? Scatterplots and boxplots may be useful tools to answer this question. Describe your findings.

pairs(Auto)

cor(Auto[,-9])
##                     mpg  cylinders displacement horsepower     weight
## mpg           1.0000000 -0.7776175   -0.8051269 -0.7784268 -0.8322442
## cylinders    -0.7776175  1.0000000    0.9508233  0.8429834  0.8975273
## displacement -0.8051269  0.9508233    1.0000000  0.8972570  0.9329944
## horsepower   -0.7784268  0.8429834    0.8972570  1.0000000  0.8645377
## weight       -0.8322442  0.8975273    0.9329944  0.8645377  1.0000000
## acceleration  0.4233285 -0.5046834   -0.5438005 -0.6891955 -0.4168392
## year          0.5805410 -0.3456474   -0.3698552 -0.4163615 -0.3091199
## origin        0.5652088 -0.5689316   -0.6145351 -0.4551715 -0.5850054
## mpg01         0.8369392 -0.7591939   -0.7534766 -0.6670526 -0.7577566
##              acceleration       year     origin      mpg01
## mpg             0.4233285  0.5805410  0.5652088  0.8369392
## cylinders      -0.5046834 -0.3456474 -0.5689316 -0.7591939
## displacement   -0.5438005 -0.3698552 -0.6145351 -0.7534766
## horsepower     -0.6891955 -0.4163615 -0.4551715 -0.6670526
## weight         -0.4168392 -0.3091199 -0.5850054 -0.7577566
## acceleration    1.0000000  0.2903161  0.2127458  0.3468215
## year            0.2903161  1.0000000  0.1815277  0.4299042
## origin          0.2127458  0.1815277  1.0000000  0.5136984
## mpg01           0.3468215  0.4299042  0.5136984  1.0000000
boxplot(cylinders ~ mpg01, data = Auto, main = "Cylinders vs mpg01")

boxplot(displacement ~ mpg01, data = Auto, main = "Displacement vs mpg01")

boxplot(horsepower ~ mpg01, data = Auto, main = "Horsepower vs mpg01")

boxplot(weight ~ mpg01, data = Auto, main = "Weight vs mpg01")

boxplot(acceleration ~ mpg01, data = Auto, main = "Acceleration vs mpg01")

boxplot(year ~ mpg01, data = Auto, main = "Year vs mpg01")

Through various boxplots and the pairs along with correlations, we can see that there is a correlation between mpg01 and: cylinders, weight, horsepower and displacement.

Part C

Split the data into a training set and a test set.

train <- (year %% 2 == 0)
Auto.train <- Auto[train, ]
Auto.test <- Auto[!train, ]
mpg01.test <- mpg01[!train]

Part D

Perform LDA on the training data in order to predict mpg01 using the variables that seemed most associated with mpg01 in (b). What is the test error of the model obtained?

fit.lda <- lda(mpg01 ~ cylinders + weight + displacement + horsepower, data = Auto, subset = train)
fit.lda
## Call:
## lda(mpg01 ~ cylinders + weight + displacement + horsepower, data = Auto, 
##     subset = train)
## 
## Prior probabilities of groups:
##         0         1 
## 0.4571429 0.5428571 
## 
## Group means:
##   cylinders   weight displacement horsepower
## 0  6.812500 3604.823     271.7396  133.14583
## 1  4.070175 2314.763     111.6623   77.92105
## 
## Coefficients of linear discriminants:
##                        LD1
## cylinders    -0.6741402638
## weight       -0.0011465750
## displacement  0.0004481325
## horsepower    0.0059035377
pred.lda <- predict(fit.lda, Auto.test)
table(pred.lda$class, mpg01.test)
##    mpg01.test
##      0  1
##   0 86  9
##   1 14 73
mean(pred.lda$class != mpg01.test)
## [1] 0.1263736

From out output we can see that performing LDA on our data will have a test error rate of 12.64%.

Part E

Perform QDA on the training data in order to predict mpg01 using the variables that seemed most associated with mpg01 in (b). What is the test error of the model obtained?

fit.qda <- qda(mpg01 ~ cylinders + weight + displacement + horsepower, data = Auto, subset = train)
fit.qda
## Call:
## qda(mpg01 ~ cylinders + weight + displacement + horsepower, data = Auto, 
##     subset = train)
## 
## Prior probabilities of groups:
##         0         1 
## 0.4571429 0.5428571 
## 
## Group means:
##   cylinders   weight displacement horsepower
## 0  6.812500 3604.823     271.7396  133.14583
## 1  4.070175 2314.763     111.6623   77.92105
pred.qda <- predict(fit.qda, Auto.test)
table(pred.qda$class, mpg01.test)
##    mpg01.test
##      0  1
##   0 89 13
##   1 11 69
mean(pred.qda$class != mpg01.test)
## [1] 0.1318681

Using QDA with our data shows us that we’d have a test error rate of 13.19%

Part F

Perform logistic regression on the training data in order to predict mpg01 using the variables that seemed most associated with mpg01 in (b). What is the test error of the model obtained?

fit.glm <- glm(mpg01 ~ cylinders + weight + displacement + horsepower, data = Auto, family = binomial, subset = train)
summary(fit.glm)
## 
## Call:
## glm(formula = mpg01 ~ cylinders + weight + displacement + horsepower, 
##     family = binomial, data = Auto, subset = train)
## 
## Deviance Residuals: 
##      Min        1Q    Median        3Q       Max  
## -2.48027  -0.03413   0.10583   0.29634   2.57584  
## 
## Coefficients:
##               Estimate Std. Error z value Pr(>|z|)    
## (Intercept)  17.658730   3.409012   5.180 2.22e-07 ***
## cylinders    -1.028032   0.653607  -1.573   0.1158    
## weight       -0.002922   0.001137  -2.569   0.0102 *  
## displacement  0.002462   0.015030   0.164   0.8699    
## horsepower   -0.050611   0.025209  -2.008   0.0447 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for binomial family taken to be 1)
## 
##     Null deviance: 289.58  on 209  degrees of freedom
## Residual deviance:  83.24  on 205  degrees of freedom
## AIC: 93.24
## 
## Number of Fisher Scoring iterations: 7
probs <- predict(fit.glm, Auto.test, type = "response")
pred.glm <- rep(0, length(probs))
pred.glm[probs > 0.5] <- 1
table(pred.glm, mpg01.test)
##         mpg01.test
## pred.glm  0  1
##        0 89 11
##        1 11 71
mean(pred.glm != mpg01.test)
## [1] 0.1208791

Using a Logistic regression on our data will result in a test error rate of 12.09%, lower than both KDA and QDA.

Part G

Perform KNN on the training data, with several values of K, in order to predict mpg01. Use only the variables that seemed most associated with mpg01 in (b). What test errors do you obtain? Which value of K seems to perform the best on this data set?

train.X <- cbind(cylinders, weight, displacement, horsepower)[train, ]
test.X <- cbind(cylinders, weight, displacement, horsepower)[!train, ]
train.mpg01 <- mpg01[train]
set.seed(1)
#Use K= 1, 10, 100, 200
pred.knn1 <- knn(train.X, test.X, train.mpg01, k = 1)
table(pred.knn1, mpg01.test)
##          mpg01.test
## pred.knn1  0  1
##         0 83 11
##         1 17 71
mean(pred.knn1 != mpg01.test)
## [1] 0.1538462
pred.knn10 <- knn(train.X, test.X, train.mpg01, k = 10)
table(pred.knn10, mpg01.test)
##           mpg01.test
## pred.knn10  0  1
##          0 77  7
##          1 23 75
mean(pred.knn10 != mpg01.test)
## [1] 0.1648352
pred.knn100 <- knn(train.X, test.X, train.mpg01, k = 100)
table(pred.knn100, mpg01.test)
##            mpg01.test
## pred.knn100  0  1
##           0 81  7
##           1 19 75
mean(pred.knn100 != mpg01.test)
## [1] 0.1428571
pred.knn200 <- knn(train.X, test.X, train.mpg01, k = 200)
table(pred.knn200, mpg01.test)
##            mpg01.test
## pred.knn200   0   1
##           0   0   0
##           1 100  82
mean(pred.knn200 != mpg01.test)
## [1] 0.5494505

We can see for various K values we have lower and lower test error rates untill we go to 200. Our Lowest test error rate being for K=100 at 14.29% versus, K=1 with 15.38%, K=10 with 16.48% and significantly better than K=200 with a 54.95% error rate.

Problem 13

Using the Boston data set, fit classification models in order to predict whether a given suburb has a crime rate above or below the median. Explore logistic regression, LDA, and KNN models using various subsets of the predictors. Describe your findings.

library(MASS)
attach(Boston)
crim01 <- rep(0, length(crim))
crim01[crim > median(crim)] <- 1
Boston <- data.frame(Boston, crim01)

train <- 1:(length(crim) / 2)
test <- (length(crim) / 2 + 1):length(crim)
Boston.train <- Boston[train, ]
Boston.test <- Boston[test, ]
crim01.test <- crim01[test]
fit.glm1 <- glm(crim01 ~ . - crim01 - crim, data = Boston, family = binomial, subset = train)
## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred
probs1 <- predict(fit.glm1, Boston.test, type = "response")
pred.glm1 <- rep(0, length(probs1))
pred.glm1[probs1 > 0.5] <- 1
table(pred.glm1, crim01.test)
##          crim01.test
## pred.glm1   0   1
##         0  68  24
##         1  22 139
mean(pred.glm1 != crim01.test)
## [1] 0.1818182

For a Logistic Regression with the data in regards to Crime Rates the test error rate is 18.18%.

fit.glm2 <- glm(crim01 ~ . - crim01 - crim - chas - nox, data = Boston, family = binomial, subset = train)
## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred
probs2 <- predict(fit.glm2, Boston.test, type = "response")
pred.glm2 <- rep(0, length(probs2))
pred.glm2[probs2 > 0.5] <- 1
table(pred.glm2, crim01.test)
##          crim01.test
## pred.glm2   0   1
##         0  78  28
##         1  12 135
mean(pred.glm2 != crim01.test)
## [1] 0.1581028

For this Logistic Regression were were able to get the test error rate lower to 15.81%

fit.lda1 <- lda(crim01 ~ . - crim01 - crim, data = Boston, subset = train)
pred.lda1 <- predict(fit.lda1, Boston.test)
table(pred.lda1$class, crim01.test)
##    crim01.test
##       0   1
##   0  80  24
##   1  10 139
mean(pred.lda1$class != crim01.test)
## [1] 0.1343874

Using LDA we can find a test error rate of 13.44%

fit.lda2 <- lda(crim01 ~ . - crim01 - crim - chas - nox, data = Boston, subset = train)
pred.lda2 <- predict(fit.lda2, Boston.test)
table(pred.lda2$class, crim01.test)
##    crim01.test
##       0   1
##   0  82  30
##   1   8 133
mean(pred.lda2$class != crim01.test)
## [1] 0.1501976

Using LDA a second time with additions, we get a test error rate of 15.02%

train.X <- cbind(zn, indus, chas, nox, rm, age, dis, rad, tax, ptratio, black, lstat, medv)[train, ]
test.X <- cbind(zn, indus, chas, nox, rm, age, dis, rad, tax, ptratio, black, lstat, medv)[test, ]
train.crim01 <- crim01[train]
set.seed(1)
pred.knn1 <- knn(train.X, test.X, train.crim01, k = 1)
table(pred.knn1, crim01.test)
##          crim01.test
## pred.knn1   0   1
##         0  85 111
##         1   5  52
mean(pred.knn1 != crim01.test)
## [1] 0.458498
pred.knn10 <- knn(train.X, test.X, train.crim01, k = 10)
table(pred.knn10, crim01.test)
##           crim01.test
## pred.knn10   0   1
##          0  83  23
##          1   7 140
mean(pred.knn10 != crim01.test)
## [1] 0.1185771
pred.knn100 <- knn(train.X, test.X, train.crim01, k = 100)
table(pred.knn100, crim01.test)
##            crim01.test
## pred.knn100   0   1
##           0  86 120
##           1   4  43
mean(pred.knn100 != crim01.test)
## [1] 0.4901186
pred.knn200 <- knn(train.X, test.X, train.crim01, k = 200)
table(pred.knn200, crim01.test)
##            crim01.test
## pred.knn200   0   1
##           0  90 163
##           1   0   0
mean(pred.knn200 != crim01.test)
## [1] 0.6442688

Using KNN with various Ks, we get the following errors rates:

K=1 : 45.85%

K=10 : 11.86%

K=100 : 49.01%

K=200 : 64.43%

With these tests we can see that the best testing model we had was KNN with K=10. The rest of the tests were also good test values except for the other KNN models we did. This means we can predict with 88.14% accuracy if a specific suburb has a crime rate above or below the median.