Q10 This question should be answered using the Weekly data set, which is part of the ISRL package. This data is similar in nature to Smarket data from this chapter’s lab, except that it contains 1,089 weekly returns for 21 years, from the beginning of 1990 to the end of 2010.
library(ISLR)
data("Weekly")
dim(Weekly)
## [1] 1089 9
**(a)** Produce some numerical and graphical summaries of the weekly data. Do there appear to be any patterns?
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 Today
## Min. :-18.1950 Min. :-18.1950 Min. :0.08747 Min. :-18.1950
## 1st Qu.: -1.1580 1st Qu.: -1.1660 1st Qu.:0.33202 1st Qu.: -1.1540
## Median : 0.2380 Median : 0.2340 Median :1.00268 Median : 0.2410
## Mean : 0.1458 Mean : 0.1399 Mean :1.57462 Mean : 0.1499
## 3rd Qu.: 1.4090 3rd Qu.: 1.4050 3rd Qu.:2.05373 3rd Qu.: 1.4050
## Max. : 12.0260 Max. : 12.0260 Max. :9.32821 Max. : 12.0260
## Direction
## Down:484
## Up :605
##
##
##
##
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
attach(Weekly)
plot(Volume)
The correlations between the “lag” variables and today’s returns are close to zero. The only substantial correlation is between “Year” and “Volume”. When we plot “Volume”, we see that it is increasing over time.
(b) Use the full data set to perform a logistic regressino 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?
fit.glm <- glm(Direction ~ Lag1 + Lag2 + Lag3 + Lag4 + Lag5 + Volume, data = Weekly, family = binomial)
summary(fit.glm)
##
## 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
“Lag2” is the only predictor statistically significant as its p-value is less than 0.05.
(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(fit.glm, 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
The percentage of correct predictions on the training data is (54+557)/1089 wich is equal to 56.1065197%. In other words 43.8934803% is the training error rate, which is often overly optimistic. We could also say that for weeks when the market goes up, the model is right 92.0661157% of the time (557/(48+557)). For weeks when the market goes down, the model is right only 11.1570248% of the time (54/(54+430)).
(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
(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$class, Direction.20092010)
## Direction.20092010
## Down Up
## Down 9 5
## Up 34 56
In this case, we may conclude that the percentage of correct predictions on the test data is 62.5%. We could also say that for weeks when the market goes up, the model is right 91.8032787% of the time. For weeks when the market goes down, the model is right only 20.9302326% of the time. These results are very close to those obtained with the logistic regression model which is not surpising.
(f) Repeat (d) using QDA.
fit.qda <- qda(Direction ~ Lag2, data = Weekly, subset = train)
fit.qda
## Call:
## qda(Direction ~ Lag2, data = Weekly, subset = train)
##
## Prior probabilities of groups:
## Down Up
## 0.4477157 0.5522843
##
## Group means:
## Lag2
## Down -0.03568254
## Up 0.26036581
pred.qda <- predict(fit.qda, Weekly.20092010)
table(pred.qda$class, Direction.20092010)
## Direction.20092010
## Down Up
## Down 0 0
## Up 43 61
In this case, we may conclude that the percentage of correct predictions on the test data is 58.6538462%. We could say that for weeks when the market goes up, the model is right 100% of the time. For weeks when the market goes down, the model is right only 0% of the time. We may note, that QDA achieves a correctness of 58.6538462% even though the model chooses “Up” the whole time !
(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
In this case, we may conclude that the percentage of correct predictions on the test data is 50%. In other words 50% is the test error rate. We could also say that for weeks when the market goes up, the model is right 50.8196721% of the time. For weeks when the market goes down, the model is right only 48.8372093% of the time.
(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. The LDA model with Lag2 as its only predictor did the best. Furthermore it was the only model that beat the baseline of just guessing Direction == Test, which would give a score og 0.5865385
(i) Experiment with different combinations of predictors, includ- ing possible transformations and interactions, for each of the methods. Report the variables, method, and associated confu- sion 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.
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
fit.lda2 <- lda(Direction ~ Lag2:Lag1, data = Weekly, subset = train)
pred.lda2 <- predict(fit.lda2, Weekly.20092010)
mean(pred.lda2$class == Direction.20092010)
## [1] 0.5769231
fit.qda2 <- qda(Direction ~ Lag2 + sqrt(abs(Lag2)), data = Weekly, subset = train)
pred.qda2 <- predict(fit.qda2, Weekly.20092010)
table(pred.qda2$class, Direction.20092010)
## Direction.20092010
## Down Up
## Down 12 13
## Up 31 48
mean(pred.qda2$class == Direction.20092010)
## [1] 0.5769231
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
Out of these combinations, the original logistic regression and LDA have the best performance in terms of test error rates.
Q11 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.
data("Auto")
(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.
attach(Auto)
mpg01 <- rep(0, length(mpg))
mpg01[mpg > median(mpg)] <- 1
Auto <- data.frame(Auto, mpg01)
(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 predictiong “mpg01” ? Scatterplots and boxplots may be useful tools to answer this question. Describe your findings.
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")
par(mfrow=c(2,3))
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")
There appears to be some association between “mpg01” and “cylinders”, “weight”, “displacement” and “horsepower”.
(c) Split the data into a training set and a test set.
set.seed(123)
train <- sample(1:dim(Auto)[1], dim(Auto)[1]*.7, rep=FALSE)
test <- -train
training_data<- Auto[train, ]
testing_data= Auto[test, ]
mpg01.test <- mpg01[test]
(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?
library(MASS)
lda_model <- lda(mpg01 ~ cylinders + weight + displacement + horsepower, data = training_data)
lda_model
## Call:
## lda(mpg01 ~ cylinders + weight + displacement + horsepower, data = training_data)
##
## Prior probabilities of groups:
## 0 1
## 0.4963504 0.5036496
##
## Group means:
## cylinders weight displacement horsepower
## 0 6.786765 3641.022 275.2941 130.96324
## 1 4.188406 2314.000 114.5290 78.00725
##
## Coefficients of linear discriminants:
## LD1
## cylinders -0.3974647924
## weight -0.0009670704
## displacement -0.0029615583
## horsepower 0.0049004106
lda_pred = predict(lda_model, testing_data)
names(lda_pred)
## [1] "class" "posterior" "x"
pred.lda <- predict(lda_model, testing_data)
table(pred.lda$class, mpg01.test)
## mpg01.test
## 0 1
## 0 50 3
## 1 10 55
mean(pred.lda$class != mpg01.test)
## [1] 0.1101695
We conclude that we have a test error rate of 11.86%
(e) Perform QDA on the training data in order to predict mpg01 using the variables that seemed most associated with mpg01 in (b). What is the test error of the model obtained?
qda_model = qda(mpg01 ~ cylinders + horsepower + weight + acceleration, data=training_data)
qda_model
## Call:
## qda(mpg01 ~ cylinders + horsepower + weight + acceleration, data = training_data)
##
## Prior probabilities of groups:
## 0 1
## 0.4963504 0.5036496
##
## Group means:
## cylinders horsepower weight acceleration
## 0 6.786765 130.96324 3641.022 14.55588
## 1 4.188406 78.00725 2314.000 16.55072
qda.class=predict(qda_model, testing_data)$class
table(qda.class, testing_data$mpg01)
##
## qda.class 0 1
## 0 53 4
## 1 7 54
mean(qda.class != testing_data$mpg01)
## [1] 0.09322034
We may conclude that we have a test error rate of 0.093%.
(f) Perform logistic regression on the training data in order to pre- dict mpg01 using the variables that seemed most associated with mpg01 in (b). What is the test error of the model obtained?
glm_model <- glm(mpg01 ~ cylinders + weight + displacement + horsepower, data = training_data, family = binomial)
summary(glm_model)
##
## Call:
## glm(formula = mpg01 ~ cylinders + weight + displacement + horsepower,
## family = binomial, data = training_data)
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -2.44120 -0.17870 0.08712 0.31147 3.05303
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) 11.8103006 2.0819718 5.673 1.41e-08 ***
## cylinders 0.1869071 0.3972245 0.471 0.63797
## weight -0.0020251 0.0008573 -2.362 0.01817 *
## displacement -0.0164493 0.0095899 -1.715 0.08629 .
## horsepower -0.0443408 0.0172072 -2.577 0.00997 **
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for binomial family taken to be 1)
##
## Null deviance: 379.83 on 273 degrees of freedom
## Residual deviance: 138.27 on 269 degrees of freedom
## AIC: 148.27
##
## Number of Fisher Scoring iterations: 7
probs <- predict(glm_model, testing_data, 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 53 6
## 1 7 52
mean(pred.glm != mpg01.test)
## [1] 0.1101695
Test error rate in logistic regression is 11.01695%.
(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?
str(Auto)
## 'data.frame': 392 obs. of 10 variables:
## $ mpg : num 18 15 18 16 17 15 14 14 14 15 ...
## $ cylinders : num 8 8 8 8 8 8 8 8 8 8 ...
## $ displacement: num 307 350 318 304 302 429 454 440 455 390 ...
## $ horsepower : num 130 165 150 150 140 198 220 215 225 190 ...
## $ weight : num 3504 3693 3436 3433 3449 ...
## $ acceleration: num 12 11.5 11 12 10.5 10 9 8.5 10 8.5 ...
## $ year : num 70 70 70 70 70 70 70 70 70 70 ...
## $ origin : num 1 1 1 1 1 1 1 1 1 1 ...
## $ name : Factor w/ 304 levels "amc ambassador brougham",..: 49 36 231 14 161 141 54 223 241 2 ...
## $ mpg01 : num 0 0 0 0 0 0 0 0 0 0 ...
data = scale(Auto[,-c(9,10)])
set.seed(1234)
train <- sample(1:dim(Auto)[1], 392*.7, rep=FALSE)
#train <- sample(1:dim(Auto)[1], dim(Auto)[1]*.7, rep=FALSE)
test <- -train
training_data = data[train,c("cylinders","horsepower","weight","acceleration")]
testing_data = data[test, c("cylinders", "horsepower","weight","acceleration")]
## KNN take the training response variable seperately
train.mpg01 = Auto$mpg01[train]
## we also need the have the testing_y seperately for assesing the model later on
test.mpg01= Auto$mpg01[test]
library(class)
set.seed(1234)
knn_pred_y = knn(training_data, testing_data, train.mpg01, k = 1)
table(knn_pred_y, test.mpg01)
## test.mpg01
## knn_pred_y 0 1
## 0 57 5
## 1 7 49
mean(knn_pred_y != test.mpg01)
## [1] 0.1016949
Test error rate is 8.47% for K=1
knn_pred_y = NULL
error_rate = NULL
for(i in 1:dim(testing_data)[1]){
set.seed(1234)
knn_pred_y = knn(training_data,testing_data,train.mpg01,k=i)
error_rate[i] = mean(test.mpg01 != knn_pred_y)
}
### find the minimum error rate
min_error_rate = min(error_rate)
print(min_error_rate)
## [1] 0.09322034
K = which(error_rate == min_error_rate)
print(K)
## [1] 4
When we train a KNN model with k=4, then we get the lowest misclassification error rate of 6.77%.
(Q13)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 sub- sets 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.glm <- glm(crim01 ~ . - crim01 - crim, data = Boston, family = binomial, subset = train)
## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred
probs <- predict(fit.glm, Boston.test, type = "response")
pred.glm <- rep(0, length(probs))
pred.glm[probs > 0.5] <- 1
table(pred.glm, crim01.test)
## crim01.test
## pred.glm 0 1
## 0 68 24
## 1 22 139
mean(pred.glm != crim01.test)
## [1] 0.1818182
We may conclude that, for this logistic regression, we have a test error rate of 18.1818182%.
fit.glm <- glm(crim01 ~ . - crim01 - crim - chas - nox, data = Boston, family = binomial, subset = train)
## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred
probs <- predict(fit.glm, Boston.test, type = "response")
pred.glm <- rep(0, length(probs))
pred.glm[probs > 0.5] <- 1
table(pred.glm, crim01.test)
## crim01.test
## pred.glm 0 1
## 0 78 28
## 1 12 135
mean(pred.glm != crim01.test)
## [1] 0.1581028
We may conclude that, for this logistic regression, we have a test error rate of 15.8102767%.
fit.lda <- lda(crim01 ~ . - crim01 - crim, data = Boston, subset = train)
pred.lda <- predict(fit.lda, Boston.test)
table(pred.lda$class, crim01.test)
## crim01.test
## 0 1
## 0 80 24
## 1 10 139
mean(pred.lda$class != crim01.test)
## [1] 0.1343874
We may conclude that, for this LDA, we have a test error rate of 15.0197628%.
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.knn <- knn(train.X, test.X, train.crim01, k = 1)
table(pred.knn, crim01.test)
## crim01.test
## pred.knn 0 1
## 0 85 111
## 1 5 52
mean(pred.knn != crim01.test)
## [1] 0.458498
We may conclude that, for this KNN (k=1), we have a test error rate of 45.8498024%.
pred.knn <- knn(train.X, test.X, train.crim01, k = 10)
table(pred.knn, crim01.test)
## crim01.test
## pred.knn 0 1
## 0 83 23
## 1 7 140
mean(pred.knn != crim01.test)
## [1] 0.1185771
We may conclude that, for this KNN (k=10), we have a test error rate of 11.8577075%
pred.knn <- knn(train.X, test.X, train.crim01, k = 100)
table(pred.knn, crim01.test)
## crim01.test
## pred.knn 0 1
## 0 86 120
## 1 4 43
mean(pred.knn != crim01.test)
## [1] 0.4901186
We may conclude that, for this KNN (k=100), we have a test error rate of 49.0118577%.