Machine Learning Models and Tools

Meta-package for statistical and machine learning with a unified interface for model fitting, prediction, performance assessment, and presentation of results. Approaches for model fitting and prediction of numerical, categorical, or censored time-to-event outcomes include traditional regression models, regularization methods, tree-based methods, support vector machines, neural networks, ensembles, data preprocessing, filtering, and model tuning and selection. Performance metrics are provided for model assessment and can be estimated with independent test sets, split sampling, cross-validation, or bootstrap resampling. Resample estimation can be executed in parallel for faster processing and nested in cases of model tuning and selection. Modeling results can be summarized with descriptive statistics; calibration curves; variable importance; partial dependence plots; confusion matrices; and ROC, lift, and other performance curves.


MachineShop: Machine Learning Models and Tools for R

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MachineShop is a meta-package for statistical and machine learning with a unified interface for model fitting, prediction, performance assessment, and presentation of results. Support is provided for predictive modeling of numerical, categorical, and censored time-to-event outcomes and for resample (bootstrap, cross-validation, and split training-test sets) estimation of model performance. This vignette introduces the package interface with a survival data analysis example, followed by supported methods of variable specification; applications to other response variable types; available performance metrics, resampling techniques, and graphical and tabular summaries; and modeling strategies.

Features

  • Unified and concise interface for model fitting, prediction, and performance assessment.
  • Current support for 49 established models from 25 R packages.
  • Ensemble modeling with stacked regression and super learners.
  • Modeling of response variables types: binary factors, multi-class nominal and ordinal factors, numeric vectors and matrices, and censored time-to-event survival.
  • Model specification with traditional formulas and with flexible pre-processing recipes.
  • Resample estimation of predictive performance, including cross-validation, bootstrap resampling, and split training-test set validation.
  • Parallel execution of resampling algorithms.
  • Choices of performance metrics: accuracy, areas under ROC and precision recall curves, Brier score, coefficient of determination (R2), concordance index, cross entropy, F score, Gini coefficient, unweighted and weighted Cohen’s kappa, mean absolute error, mean squared error, mean squared log error, positive and negative predictive values, precision and recall, and sensitivity and specificity.
  • Graphical and tabular performance summaries: calibration curves, confusion matrices, partial dependence plots, performance curves, lift curves, and variable importance.
  • Model tuning over automatically generated grids of parameter values and randomly sampled grid points.
  • Model selection and comparisons for any combination of models and model parameter values.
  • User-definable models and performance metrics.

Installation

# Current release from CRAN
install.packages("MachineShop")
 
# Development version from GitHub
# install.packages("devtools")
devtools::install_github("brian-j-smith/MachineShop", ref = "develop")
 
# Development version with vignettes
devtools::install_github("brian-j-smith/MachineShop", ref = "develop", build_vignettes = TRUE)

Getting Started

Once installed, the following R commands will load the package and display its help system documentation. Online documentation and examples are available at the MachineShop main website.

library(MachineShop)
 
# Package help summary
?MachineShop
 
# Vignette
RShowDoc("Introduction", package = "MachineShop")

News

News

Version Updates

1.2.0

  • Implement metrics: auc, fnr, fpr, rpp, tnr, tpr.
  • Implement performance curves, including ROC and precision recall.
  • Implement SurvMatrix classes for predicted survival events and probabilities to eliminate need for separate times arguments in calibration, confusion, metrics, and performance functions.
  • Add calibration curves for predicted survival means.
  • Add lift curves for predicted survival probabilities.
  • Add recipe support for survival and matrix outcomes.
  • Rename MLControl argument surv_times to times.
  • Fix identification of recipe case_weight and case_strata variables.
  • Launch package website.
  • Bring Introduction vignette up to date with package features.

1.1.0

  • Implement model: BARTModel.
  • Implement model tuning over automatically generated grids of parameter values and random sampling of grid points.
  • Add metrics for predicted survival times: accuracy, f_score, kappa2, npv, ppv, pr_auc, precision, recall, roc_index, sensitivity, specificity
  • Add metrics for predicted survival means: cindex, gini, mae, mse, msle, r2, rmse, rmsle.
  • Add performance and metric methods for ConfusionMatrix.
  • Add confusion matrices for predicted survival times.
  • Standardize predict functions to return mean survival when times are not specified.
  • Replace MLModel slot and constructor argument nvars with design.

1.0.0

  • Implement models: BARTMachineModel, LARSModel.
  • Implement performance metrics: gini, multi-class pr_auc and roc_auc, multivariate rmse, msle, rmsle.
  • Implement smooth calibration curves.
  • Implement MLMetric class for performance metrics.
  • Add as.data.frame method for ModelFrame.
  • Add expand.model function.
  • Add label slot to MLModel.
  • Expand metricinfo/modelinfo support for mixed argument types.
  • Rename calibration argument n to breaks.
  • Rename modelmetrics function to performance.
  • Rename ModelMetrics/Diff classes to Performance/Diff.
  • Change MLModelTune slot resamples to performance.

0.4.0

  • Implement models: AdaBagModel, AdaBoostModel, BlackBoostModel, EarthModel, FDAModel, GAMBoostModel, GLMBoostModel, MDAModel, NaiveBayesModel, PDAModel, RangerModel, RPartModel, TreeModel
  • Implement user-specified performance metrics in modelmetrics function.
  • Implement metrics: accuracy, brier, cindex, cross_entropy, f_score, kappa2, mae, mse, npv, ppv, pr_auc, precision, r2, recall, roc_auc, roc_index, sensitivity, specificity, weighted_kappa2.
  • Add cutoff argument to confusion function.
  • Add modelinfo and metricinfo functions.
  • Add modelmetrics method for Resamples.
  • Add ModelMetrics class with print and summary methods.
  • Add response method for recipe.
  • Export Calibration constructor.
  • Export Confusion constructor.
  • Export Lift constructor.
  • Extend calibration arguments to observed and predicted responses.
  • Extend confusion arguments to observed and predicted responses.
  • Extend lift arguments to observed and predicted responses.
  • Extend metrics and stats function arguments to accept function names.
  • Extend Resamples to arguments with multiple models.
  • Change CoxModel, GLMModel, and SurvRegModel constructor definitions so that model control parameters are specified directly instead of with a separate control argument/structure.
  • Change predict(..., times = numeric()) function calls to survival model fits to return predicted values in the same direction as survival times.
  • Change predict(..., times = numeric()) function calls to CForestModel fits to return predicted means instead of medians.
  • Change tune function argument metrics to be defined in terms of a user-specified metric or metrics.
  • Deprecate MLControl arguments cutoff, cutoff_index, na.rm, and summary.

0.3.0

  • Implement linear models (LMModel), linear discriminant analysis (LDAModel), and quadratic discriminant analysis (QDAModel).
  • Implement confusion matrices.
  • Support matrix response variables.
  • Support user-specified stratification variables for resampling via the strata argument of ModelFrame or the role of "case_strata" for recipe variables.
  • Support user-specified case weights for model fitting via the role of "case_weight" for recipe variables.
  • Provide fallback for models with undefined variable importance.
  • Update the importing of prepper due to its relocation from rsample to recipes.

0.2.0

  • Implement partial dependence, calibration, and lift estimation and plotting.
  • Implement k-nearest neighbors model (KNNModel), stacked regression models (StackedModel), super learner models (SuperModel), and extreme gradient boosting (XGBModel).
  • Implement resampling constructors for training resubstitution (TrainControl) and split training and test sets (SplitControl).
  • Implement ModelFrame class for general model formula and dataset specification.
  • Add multi-class Brier score to modelmetrics().
  • Extend predict() to automatically preprocess recipes and to use training data as the newdata default.
  • Extend tune() to lists of models.
  • Extent summary() argument stats to functions.
  • Fix survival probability calculations in GBMModel and GLMNetModel.
  • Change MLControl argument na.rm default from FALSE to TRUE.
  • Removed na.rm argument from modelmetrics().

0.1

  • Initial public release

Reference manual

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