CSMES.predictPareto {CSMES}

Generate predictions for all Pareto-optimal ensemble classifier candidates selected through CSMES

Description

This function generates predictions for all pareto-optimal ensemble classifier candidates as identified through the first training stage of CSMES (CSMES.ensSel).

Usage

CSMES.predictPareto(ensSelModel, newdata)

Arguments

ensSelModel

ensemble selection model (output of CSMES.ensSel)

newdata

data.frame or matrix containing data to be scored

Value

An object of the class CSMES.predictPareto which is a list with the following two components:

Pareto_predictions_c

A vector with class predictions.

Paret_predictions_p

A vector with probability predictions.

Author(s)

Koen W. De Bock, [e-mail]

References

De Bock, K.W., Lessmann, S. And Coussement, K., Cost-sensitive business failure prediction when misclassification costs are uncertain: A heterogeneous ensemble selection approach, European Journal of Operational Research (2020), doi: 10.1016/j.ejor.2020.01.052.

See Also

CSMES.ensSel, CSMES.predict, CSMES.ensNomCurve

Examples

##load data
library(rpart)
library(zoo)
library(ROCR)
library(mco)
data(BFP)
##generate random order vector
BFP_r<-BFP[sample(nrow(BFP),nrow(BFP)),]
size<-nrow(BFP_r)
##size<-300
train<-BFP_r[1:floor(size/3),]
val<-BFP_r[ceiling(size/3):floor(2*size/3),]
test<-BFP_r[ceiling(2*size/3):size,]
##generate a list containing model specifications for 100 CART decisions trees varying in the cp
##and minsplit parameters, and trained on bootstrap samples (bagging)
rpartSpecs<-list()
for (i in 1:100){
  data<-train[sample(1:ncol(train),size=ncol(train),replace=TRUE),]
  str<-paste("rpartSpecs$rpart",i,"=rpart(as.formula(Class~.),data,method=\"class\",
  control=rpart.control(minsplit=",round(runif(1, min = 1, max = 20)),",cp=",runif(1,
  min = 0.05, max = 0.4),"))",sep="")
  eval(parse(text=str))
}
##generate predictions for these models
hillclimb<-mat.or.vec(nrow(val),100)
for (i in 1:100){
  str<-paste("hillclimb[,",i,"]=predict(rpartSpecs[[i]],newdata=val)[,2]",sep="")
  eval(parse(text=str))
}
##score the validation set used for ensemble selection, to be used for ensemble selection
ESmodel<-CSMES.ensSel(hillclimb,val$Class,obj1="FNR",obj2="FPR",selType="selection",
generations=10,popsize=12,plot=TRUE)
## Create Ensemble nomination curve
enc<-CSMES.ensNomCurve(ESmodel,hillclimb,val$Class,curveType="costCurve",method="classPreds",
plot=FALSE)