ami/caret-and-bigstatsr-workshop
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caret-and-bigstatsr-workshop/slides.html
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<!DOCTYPE html><html lang="en-US"><head><meta charset="UTF-8"><meta name="viewport" content="width=device-width,height=device-height,initial-scale=1.0"><meta name="apple-mobile-web-app-capable" content="yes"><meta http-equiv="X-UA-Compatible" content="ie=edge"><meta property="og:type" content="website"><meta name="twitter:card" content="summary"><style>@media screen{body[data-bespoke-view=""] .bespoke-marp-parent>.bespoke-marp-osc>button,body[data-bespoke-view=next] .bespoke-marp-parent>.bespoke-marp-osc>button,body[data-bespoke-view=presenter] .bespoke-marp-presenter-container .bespoke-marp-presenter-info-container button,body[data-bespoke-view=presenter] .bespoke-marp-presenter-container .bespoke-marp-presenter-note-container button{-webkit-tap-highlight-color:transparent;-webkit-appearance:none;-moz-appearance:none;appearance:none;background-color:transparent;border:0;color:inherit;cursor:pointer;font-size:inherit;opacity:.8;outline:none;padding:0;transition:opacity .2s 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slide">Next slide</button><button data-bespoke-marp-osc="fullscreen" tabindex="-1" title="Toggle fullscreen (f)">Toggle fullscreen</button><button data-bespoke-marp-osc="presenter" tabindex="-1" title="Open presenter view (p)">Open presenter view</button></div><div id="p"><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="1" data-theme="default" style="--theme:default;">
<p><img src="R_Logo.png" alt="" style="width:150px;" /></p>
<h1><code>caret</code> &amp; <code>bigstatsR</code> Workshop</h1>
</section>
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<h1>Required Libraries</h1>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># &quot;bigstatsR&quot; and related packages.</span>
install.packages(<span class="hljs-string">&quot;bigstatsr&quot;</span>)
install.packages(<span class="hljs-string">&quot;bigreadr&quot;</span>)
install.packages(<span class="hljs-string">&quot;data.table&quot;</span>)
<span class="hljs-comment"># &quot;impute&quot; library.</span>
install.packages(<span class="hljs-string">&quot;BiocManager&quot;</span>)
BiocManager::install(<span class="hljs-string">&quot;impute&quot;</span>)
<span class="hljs-comment"># &quot;caret&quot; library and sample models.</span>
install.packages(<span class="hljs-string">&quot;caret&quot;</span>)
install.packages(<span class="hljs-string">&quot;glmnet&quot;</span>)
</span></span></foreignObject></svg></code></pre>
</section>
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<h1>Getting Started</h1>
<ul>
<li>
<p>All files used in the workshop can be downloaded here:</p>
<ul>
<li><a href="https://cloud.ami.sc/s/gABPQGrrLa6cCiy">https://cloud.ami.sc/s/gABPQGrrLa6cCiy</a></li>
</ul>
</li>
<li>
<p>Throughout the workshop, you will need to fill out the missing code in the scripts, marked as <code>(...)</code>.</p>
</li>
</ul>
</section>
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<p><img src="R_Logo.png" alt="" style="width:150px;" /></p>
<h1><code>bigstatsR</code> Package</h1>
<blockquote>
<p>Provides functions for fast statistical analysis of large-scale data encoded as matrices. The package can handle matrices that are too large to fit in memory thanks to memory-mapping to binary files on disk.</p>
</blockquote>
</section>
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<h1>Reading Files with <code>bigstatsR</code> [1]</h1>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Read only the first row of the file.</span>
<span class="hljs-comment"># This allows us to obtain the number of columns.</span>
first_row &lt;- fread2(<span class="hljs-string">&quot;Test_Genotype_Data.csv&quot;</span>,
nrows = <span class="hljs-number">1</span>)
col_num &lt;- ncol(first_row)
<span class="hljs-comment"># Read the entire file using big_read.</span>
gen_data &lt;- big_read(<span class="hljs-string">&quot;Test_Genotype_Data.csv&quot;</span>, <span class="hljs-comment"># Our large data file.</span>
select = <span class="hljs-number">1</span>:col_num, <span class="hljs-comment"># The number of columns we want to read.</span>
backingfile = <span class="hljs-string">&quot;Data&quot;</span>, <span class="hljs-comment"># Path to the backing file.</span>
progress = <span class="hljs-literal">TRUE</span>, <span class="hljs-comment"># Show progress.</span>
type = <span class="hljs-string">&quot;double&quot;</span>) <span class="hljs-comment"># Data type of the contents.</span>
</span></span></foreignObject></svg></code></pre>
</section>
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<h1>Reading Files with <code>bigstatsR</code> [2]</h1>
<ul>
<li>Our file will be read as a Filebacked Big Matrix (FBM).</li>
<li>After executing the code, we should see the following:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap>&gt; gen_data
A Filebacked Big Matrix of type <span class="hljs-string">&#x27;double&#x27;</span> with <span class="hljs-number">1000</span> rows and <span class="hljs-number">1000</span> columns.
</span></span></foreignObject></svg></code></pre>
<ul>
<li>Be careful to remove the backing files before trying to re-read the same file.</li>
</ul>
</section>
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<h1>Working with FBMs [1]</h1>
<ul>
<li>We can interact with FBMs <em>in a similar manner</em> as we do with normal dataframes.</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Examine the data.</span>
gen_data
gen_data[<span class="hljs-number">1</span>:<span class="hljs-number">10</span>, <span class="hljs-number">1</span>:<span class="hljs-number">10</span>]
str(gen_data)
</span></span></foreignObject></svg></code></pre>
</section>
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<h1>Working with FBMs [2]</h1>
<ul>
<li>Functions need to be applied differently.</li>
<li>Say we wanted to find out the number of missing values in our data.</li>
<li>The following approach does not work anymore:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Will not work!</span>
<span class="hljs-built_in">sum</span>(<span class="hljs-built_in">is.na</span>(gen_data))
</span></span></foreignObject></svg></code></pre>
</section>
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<h1>Applying Functions [1]</h1>
<ul>
<li>In order for the function to be applied, we need to define it separately and use <code>big_apply</code>.</li>
<li>Our function <strong>must</strong> take the following as arguments:
<ul>
<li>An FBM object: <code>X</code></li>
<li>A vector of indices: <code>ind</code></li>
</ul>
</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Function for checking the number of missing values in the dataframe.</span>
check_na &lt;- <span class="hljs-keyword">function</span>(X, ind) {
<span class="hljs-built_in">sum</span>(<span class="hljs-built_in">is.na</span>(X[, ind]))
}
</span></span></foreignObject></svg></code></pre>
<ul>
<li><code>big_apply</code> will take care of splitting our data into subsets, applying our function to each subset, and combining the results.</li>
</ul>
</section>
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<h1>Applying Functions [2]</h1>
<ul>
<li>Now, we can find the number of missing values in our dataset.</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Check how many missing values we have.</span>
big_apply(gen_data, <span class="hljs-comment"># FBM to which we want to apply the function.</span>
a.FUN = check_na, <span class="hljs-comment"># The function that we want to apply.</span>
a.combine = <span class="hljs-string">&quot;+&quot;</span>, <span class="hljs-comment"># How the results of each subset should be combined.</span>
ncores = <span class="hljs-number">2</span>) <span class="hljs-comment"># Number of CPU cores to use.</span>
</span></span></foreignObject></svg></code></pre>
</section>
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<h1>Applying Functions [3]</h1>
<ul>
<li>If we <em>really</em> want to, we can manually create subsets and apply functions using a <code>for</code> loop.</li>
<li>First, we must get the indices for each subset:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Subset the dataframe into sets of 100 columns.</span>
sub_idx &lt;- split(<span class="hljs-number">1</span>:col_num, <span class="hljs-built_in">ceiling</span>(<span class="hljs-built_in">seq_along</span>(<span class="hljs-number">1</span>:col_num) / <span class="hljs-number">100</span>))
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="12" data-theme="default" style="--theme:default;">
<h1>Applying Functions [4]</h1>
<ul>
<li>Now, we can extract our subsets and apply our function:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-keyword">for</span> (i <span class="hljs-keyword">in</span> <span class="hljs-number">1</span>:<span class="hljs-built_in">length</span>(sub_idx)) {
<span class="hljs-comment"># Display current subset being evaluated.</span>
print(i)
<span class="hljs-comment"># Get the Genotype Data for the current subset.</span>
gen_subset &lt;- gen_data[, sub_idx[[i]]]
<span class="hljs-comment"># Impute missing data using KNN clustering.</span>
gen_imputed &lt;- <span class="hljs-built_in">round</span>(
t(impute::impute.knn(t(gen_subset), k = <span class="hljs-number">50</span>, rowmax = <span class="hljs-number">1</span>, colmax = <span class="hljs-number">1</span>)$data), <span class="hljs-number">0</span>)
<span class="hljs-comment"># &quot;Write back&quot; imputed data to the FBM.</span>
gen_data[, sub_idx[[i]]] &lt;- gen_imputed
}
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="13" data-theme="default" style="--theme:default;">
<h1>Applying Functions [5]</h1>
<ul>
<li>Check that the <code>impute</code> function worked:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Now, verify there are no missing values anymore.</span>
big_apply(gen_data,
a.FUN = check_na,
a.combine = <span class="hljs-string">&quot;+&quot;</span>,
ncores = <span class="hljs-number">2</span>)
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="14" data-theme="default" style="--theme:default;">
<h1>Saving FBMs</h1>
<ul>
<li>How do we save our modified data back to a <code>.csv</code> file? Easy, use <code>big_write</code>:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Write the newly-imputed data to a new file.</span>
big_write(gen_data, <span class="hljs-comment"># Our FBM object.</span>
<span class="hljs-string">&quot;Test_Genotype_Data_Imputed.csv&quot;</span>, <span class="hljs-comment"># Name of the file.</span>
every_nrow = <span class="hljs-number">100</span>, <span class="hljs-comment"># How many rows do we want to save at once.</span>
progress = <span class="hljs-built_in">interactive</span>()) <span class="hljs-comment"># Show a fancy progress bar.</span>
</span></span></foreignObject></svg></code></pre>
</section>
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<h1>Removing Backing Files</h1>
<ul>
<li><code>big_read</code> will create backing files that are of no use after we saved our file.</li>
<li>They can be safely removed:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Remove backing files.</span>
system(<span class="hljs-string">&quot;rm *.bk&quot;</span>)
system(<span class="hljs-string">&quot;rm *.rds&quot;</span>)
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="16" data-theme="default" style="--theme:default;">
<p><img src="R_Logo.png" alt="" style="width:150px;" /></p>
<h1><code>caret</code> Package</h1>
<blockquote>
<p>Short for Classification And REgression Training. It is a set of functions that attempt to streamline the process for creating predictive models. The package started off as a way to provide a uniform interface for modeling functions, as well as a way to standardize common tasks (such parameter tuning and variable importance).</p>
</blockquote>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="17" data-theme="default" style="--theme:default;">
<h1>Loading Data</h1>
<ul>
<li>First, let's load our newly-imputed Genotype Data:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment">## Data Loading [Predictors]</span>
<span class="hljs-comment"># Genotype Data</span>
gen_path &lt;- <span class="hljs-string">&quot;Test_Genotype_Data_Imputed.csv&quot;</span>
gen_data &lt;- fread(gen_path, sep = <span class="hljs-string">&quot;,&quot;</span>, header = <span class="hljs-literal">FALSE</span>)
</span></span></foreignObject></svg></code></pre>
<ul>
<li>Let's load our Phenotype Data as well:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment">## Data Loading [Traits]</span>
<span class="hljs-comment"># Phenotype Data</span>
phn_path &lt;- <span class="hljs-string">&quot;Test_Phenotype_Data.csv&quot;</span>
phn_data &lt;- fread(phn_path, sep = <span class="hljs-string">&quot;,&quot;</span>, header = <span class="hljs-literal">FALSE</span>)
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="18" data-theme="default" style="--theme:default;">
<h1>Data Overview</h1>
<ul>
<li>Our Genotype Data is a large matrix of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>0</mn></mrow><annotation encoding="application/x-tex">0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>s and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>1</mn></mrow><annotation encoding="application/x-tex">1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span>s:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Preview of Genotype Data.</span>
str(gen_data)
gen_data[<span class="hljs-number">1</span>:<span class="hljs-number">10</span>, <span class="hljs-number">1</span>:<span class="hljs-number">10</span>]
</span></span></foreignObject></svg></code></pre>
<ul>
<li>Our Phenotype Data, which we want to predict, is a single column of <code>Plant Height (cm)</code> measurements:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Preview of Phenotype Data.</span>
str(phn_data)
phn_data[<span class="hljs-number">1</span>:<span class="hljs-number">10</span>, <span class="hljs-number">1</span>]
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="19" data-theme="default" style="--theme:default;">
<h1>The <code>createDataPartition</code> Function [1]</h1>
<ul>
<li>We can easily split our data into training and testing sets as follows:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># We want 80% of our data for training and 20% for testing.</span>
<span class="hljs-comment"># Get the indices for the rows to be used in the training data.</span>
train_index &lt;- createDataPartition(
phn_data$V1, <span class="hljs-comment"># Our Phenotype Data.</span>
p = <span class="hljs-number">0.8</span>, <span class="hljs-comment"># Percentage of data to be used for training.</span>
<span class="hljs-built_in">list</span> = <span class="hljs-literal">FALSE</span>) <span class="hljs-comment"># To return a matrix instead of a list.</span>
<span class="hljs-comment"># Check out which rows will be used for training.</span>
train_index
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="20" data-theme="default" style="--theme:default;">
<h1>The <code>createDataPartition</code> Function [2]</h1>
<ul>
<li>Now that we know which indices will be used for training, we can extract the corresponding data:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># The values used as predictors [x].</span>
x_train &lt;- gen_data[train_index,]
x_test &lt;- gen_data[-train_index,]
<span class="hljs-comment"># The values to be predicted [y].</span>
y_train &lt;- phn_data[train_index,]
y_test &lt;- phn_data[-train_index,]
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="21" data-theme="default" style="--theme:default;">
<h1>Model Training and Tuning [1]</h1>
<blockquote>
<p><img src="R_Logo.png" alt="" style="width:50px;" /> <code>glmnet</code></p>
<hr />
<p>Fits generalized linear and similar models via penalized maximum likelihood. The regularization path is computed for the lasso or elastic net penalty at a grid of values (on the log scale) for the regularization parameter <code>lambda</code>.</p>
</blockquote>
<br />
<ul>
<li>We can perform this tuning automatically with <code>caret</code>. Let's first create a custom parameter grid:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Define a custom tuning grid.</span>
tune_grid &lt;- expand.grid(alpha = seq(<span class="hljs-number">0.0001</span>, <span class="hljs-number">1</span>, <span class="hljs-built_in">length</span> = <span class="hljs-number">5</span>), <span class="hljs-comment"># Values to try for &quot;alpha&quot;.</span>
lambda = <span class="hljs-number">5</span>) <span class="hljs-comment"># Values to try for &quot;lambda&quot;.</span>
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="22" data-theme="default" style="--theme:default;">
<h1>Model Training and Tuning [2]</h1>
<ul>
<li>The <code>trainControl</code> function allows us to further customize how our model is made:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Parameter tuning.</span>
param_tune &lt;- trainControl(method = <span class="hljs-string">&quot;repeatedcv&quot;</span>, <span class="hljs-comment"># Method to be used for resampling.</span>
number = <span class="hljs-number">2</span>, <span class="hljs-comment"># Numebr of folds (subsets) for cross-validation.</span>
repeats = <span class="hljs-number">5</span>, <span class="hljs-comment"># Number of iterations for cross-validation.</span>
trim = <span class="hljs-literal">TRUE</span>, <span class="hljs-comment"># Reduces memory consumption.</span>
search = <span class="hljs-string">&quot;grid&quot;</span>, <span class="hljs-comment"># How the tuning grid should be made.</span>
verboseIter = <span class="hljs-literal">TRUE</span>) <span class="hljs-comment"># To display additional information.</span>
</span></span></foreignObject></svg></code></pre>
<ul>
<li>Other methods are available, such as a single cross-validation (<code>cv</code>), a leave-one-out cross-validation (<code>LOOCV</code>), or <code>none</code>, which will only train a single model.</li>
<li>It is also possible to specify a <code>random</code> tuning grid.</li>
</ul>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="23" data-theme="default" style="--theme:default;">
<h1>Model Training and Tuning [3]</h1>
<ul>
<li>Now, we can finally train our model:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Train a model.</span>
glmnet_model &lt;- train(x_train, <span class="hljs-comment"># Our predictors.</span>
y_train$V1, <span class="hljs-comment"># What we want to predict.</span>
method = <span class="hljs-string">&quot;glmnet&quot;</span>, <span class="hljs-comment"># The model we want to use.</span>
metric = <span class="hljs-string">&quot;MAE&quot;</span>, <span class="hljs-comment"># What metric should we use to pick the best model.</span>
tuneGrid = tune_grid, <span class="hljs-comment"># Our custom tuning grid.</span>
trControl = param_tune) <span class="hljs-comment"># Our custom tuning method.</span>
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="24" data-theme="default" style="--theme:default;">
<h1>Model Evaluation [1]</h1>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap>&gt; glmnet
<span class="hljs-number">800</span> samples
<span class="hljs-number">1000</span> predictors
No pre-processing
Resampling: Cross-Validated (<span class="hljs-number">2</span> fold, repeated <span class="hljs-number">5</span> times)
Summary of sample sizes: <span class="hljs-number">400</span>, <span class="hljs-number">400</span>, <span class="hljs-number">400</span>, <span class="hljs-number">400</span>, <span class="hljs-number">400</span>, <span class="hljs-number">400</span>, ...
Resampling results across tuning parameters:
alpha RMSE Rsquared MAE
<span class="hljs-number">0.000100</span> <span class="hljs-number">61.23760</span> <span class="hljs-number">0.002033470</span> <span class="hljs-number">52.85568</span>
<span class="hljs-number">0.250075</span> <span class="hljs-number">61.83544</span> <span class="hljs-number">0.002543141</span> <span class="hljs-number">52.85747</span>
<span class="hljs-number">0.500050</span> <span class="hljs-number">60.02843</span> <span class="hljs-number">0.002118089</span> <span class="hljs-number">52.03982</span>
<span class="hljs-number">0.750025</span> <span class="hljs-number">59.16487</span> <span class="hljs-number">0.001651774</span> <span class="hljs-number">51.61048</span>
<span class="hljs-number">1.000000</span> <span class="hljs-number">58.81907</span> <span class="hljs-number">0.002781994</span> <span class="hljs-number">51.40225</span>
Tuning parameter <span class="hljs-string">&#x27;lambda&#x27;</span> was held constant at a value of <span class="hljs-number">5</span>
MAE was used to select the optimal model using the smallest value.
The final values used <span class="hljs-keyword">for</span> the model were alpha = <span class="hljs-number">1</span> and lambda = <span class="hljs-number">5.</span>
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="25" data-theme="default" style="--theme:default;">
<h1>Model Evaluation [2]</h1>
<ul>
<li>Now, let's predict on our testing data:</li>
</ul>
<pre><code class="language-r"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap><span class="hljs-comment"># Predict on testing data.</span>
glmnet_prediction &lt;- predict(glmnet_model, x_test)
<span class="hljs-comment"># Check prediction accuracy.</span>
postResample(pred = glmnet_prediction, <span class="hljs-comment"># Our predicted values.</span>
obs = y_test$V1) <span class="hljs-comment"># Our expected vaues.</span>
</span></span></foreignObject></svg></code></pre>
<ul>
<li>This gives us a nice summary of the prediction:</li>
</ul>
<pre><code class="language-text"><svg data-marp-fitting="svg" data-marp-fitting-code><foreignObject><span data-marp-fitting-svg-content><span data-marp-fitting-svg-content-wrap> RMSE Rsquared MAE
5.649786e+01 6.306793e-06 4.883650e+01
</span></span></foreignObject></svg></code></pre>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="26" data-theme="default" style="--theme:default;">
<h1>More Models</h1>
<ul>
<li><code>caret</code> supports <em>a lot</em> of models (last time I checked, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>238</mn></mrow><annotation encoding="application/x-tex">238</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">238</span></span></span></span>).</li>
<li>More examples are given in the file for you to try:
<ul>
<li><code>earth</code></li>
<li><code>keras</code></li>
<li><code>xgboost</code></li>
</ul>
</li>
<li>You can also define your own models as well.</li>
</ul>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="27" data-theme="default" style="--theme:default;">
<p><img src="Models.png" alt="" style="width:650px;" /></p>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="28" data-theme="default" style="--theme:default;">
<h1>References</h1>
<ul>
<li>
<p><code>bigstatsR</code> Package:</p>
<p>[1] <a href="https://github.com/privefl/bigstatsr">https://github.com/privefl/bigstatsr</a><br />
[2] <a href="https://privefl.github.io/bigstatsr/articles/read-FBM-from-file.html">https://privefl.github.io/bigstatsr/articles/read-FBM-from-file.html</a></p>
</li>
<li>
<p><code>caret</code> Package:</p>
<p>[1] <a href="https://topepo.github.io/caret/">https://topepo.github.io/caret/</a><br />
[2] <a href="https://topepo.github.io/caret/available-models.html">https://topepo.github.io/caret/available-models.html</a></p>
</li>
</ul>
</section>
</foreignObject></svg><svg data-marpit-svg="" viewBox="0 0 1280 720"><foreignObject width="1280" height="720"><section id="29" data-theme="default" style="--theme:default;">
<h1>Thank You!</h1>
</section>
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