Tune {ModTools}

Tune Classificators

Description

Some classifiers benefit more from adjusted parameters to a particular dataset than others. However, it is often not clear from the beginning how the parameters have to be determined. What often only remains is a grid search when several parameters have to be found in combination. The present function uses a grid search approch for the decisive arguments (typically for a neural network, a random forest or a classification tree). However it's not restricted to these models, any model fulfilling weak interface standards could be provided.

Usage

Tune(x, ..., testset = NULL, keepmod = TRUE)

Arguments

x

the model to be tuned, best (but not necessarily) trained with FitMod.

...

a list of parameters, containing the values to be used for a grid search.

testset

a testset containing all variables required in the model to be used for calculating independently the accuracy (normally a subset of the original dataset).

keepmod

logical, defining if all fitted models should be returned in the result set. Default is TRUE. (Keep an eye on your RAM!)

Details

The function creates a n-dimensional grid according to the given parameters and calculates the model with the combinations of all the parameters. The accuracy for the models are calculated insample and on a test set, if one has been provided.

It makes sense to avoid overfitting to provide a test set to also be evaluated. A matrix with all combination of the values for the given parameters, sorted by accuracy, either by the accuracy achieved in the test set or the insample accuracy is returned.

Value

a matrix with all supplied parameters and a column "acc" and "test_acc" (if a test set has been provided)

Author(s)

Andri Signorell <[e-mail]>

Examples

d.pim <- SplitTrainTest(d.pima, p = 0.2)
mdiab <- formula(diabetes ~ pregnant + glucose + pressure + triceps
                 + insulin + mass + pedigree + age)

# tune a neural network for size and decay
r.nn <- FitMod(mdiab, data=d.pim$train, fitfn="nnet")
(tu <- Tune(r.nn, size=12:17, decay = 10^(-4:-1), testset=d.pim$test))

# tune a random forest
r.rf <- FitMod(mdiab, data=d.pim$train, fitfn="randomForest")
(tu <- Tune(r.rf, mtry=seq(2, 20, 2), testset=d.pim$test))

# tune a SVM model
r.svm <- FitMod(mdiab, data=d.pim$train, fitfn="svm")

tu <- Tune(r.svm,
           kernel=c("radial", "sigmoid"),
           cost=c(0.1,1,10,100,1000),
           gamma=c(0.5,1,2,3,4), testset=d.pim$test)

# let's get some more quality measures
tu$modpar$Sens <- sapply(tu$mods, Sens)     # Sensitivity
tu$modpar$Spec <- sapply(tu$mods, Spec)     # Specificity
Sort(tu$modpar, ord="test_acc", decreasing=TRUE)