我想知道是否有办法在插入符train()
函数中指定哪个类的结果变量是正数。一个最小的例子:
# Settings
ctrl <- trainControl(method = "repeatedcv", number = 10, savePredictions = TRUE, summaryFunction = twoClassSummary, classProbs = TRUE)
# Data
data <- mtcars %>% mutate(am = factor(am, levels = c(0,1), labels = c("automatic", "manual"), ordered = T))
# Train
set.seed(123)
model1 <- train(am ~ disp + wt, data = data, method = "glm", family = "binomial", trControl = ctrl, tuneLength = 5)
# Data (factor ordering switched)
data <- mtcars %>% mutate(am = factor(am, levels = c(1,0), labels = c("manual", "automatic"), ordered = T))
# Train
set.seed(123)
model2 <- train(am ~ disp + wt, data = data, method = "glm", family = "binomial", trControl = ctrl, tuneLength = 5)
# Specifity and Sensitivity is switched
model1
model2
如果您运行代码,您会注意到特异性和敏感度指标是&#34;已切换&#34;在两个模型中。看起来train()
函数将因子结果变量的第一级作为积极结果。有没有办法在函数本身中指定一个正类,所以无论结果因子排序如何,我都会得到相同的结果?我尝试添加positive = "manual"
,但这会导致错误。
答案 0 :(得分:1)
我相信@Johannes是过度设计一个简单流程的例子。
只需还原因子的顺序:
df$target <- factor(df$target, levels=rev(levels(df$target)))
答案 1 :(得分:0)
问题不在函数train()
中,而在函数twoClassSummary
中,它看起来像这样:
function (data, lev = NULL, model = NULL)
{
lvls <- levels(data$obs)
[...]
out <- c(rocAUC,
sensitivity(data[, "pred"], data[, "obs"],
lev[1]), # Hard coded positive class
specificity(data[, "pred"], data[, "obs"],
lev[2])) # Hard coded negative class
names(out) <- c("ROC", "Sens", "Spec")
out
}
这是匹配的较小包装,所以我们可以修复它!将它们传递到sensitivity()
和specificity()
的级别顺序在此处进行了硬编码。要解决此问题,您可以基于twoClassSummary()
编写自己的摘要函数。
sensitivity()
和specificity()
分别采用positive
和negative
级别名称(次优设计选择)。因此,我们将这两个参数包含在自定义函数中。
再往下,我们将这些参数传递给相应的函数以解决问题。
customTwoClassSummary <- function(data, lev = NULL, model = NULL, positive = NULL, negative=NULL)
{
lvls <- levels(data$obs)
if (length(lvls) > 2)
stop(paste("Your outcome has", length(lvls), "levels. The twoClassSummary() function isn't appropriate."))
caret:::requireNamespaceQuietStop("ModelMetrics")
if (!all(levels(data[, "pred"]) == lvls))
stop("levels of observed and predicted data do not match")
rocAUC <- ModelMetrics::auc(ifelse(data$obs == lev[2], 0,
1), data[, lvls[1]])
out <- c(rocAUC,
# Only change happens here!
sensitivity(data[, "pred"], data[, "obs"], positive=positive),
specificity(data[, "pred"], data[, "obs"], negative=negative))
names(out) <- c("ROC", "Sens", "Spec")
out
}
但是如何在不更改程序包内更多代码的情况下指定这些选项?默认情况下,caret
不会将选项传递给摘要功能。我们在对trainControl()
的调用中将函数包装为匿名函数:
ctrl <- trainControl(method = "repeatedcv", number = 10, savePredictions = TRUE,
# This is a trick how to fix arguments for a function call
summaryFunction = function(...) customTwoClassSummary(...,
positive = "manual", negative="automatic"),
classProbs = TRUE)
...
参数确保将caret
传递给匿名函数的所有其他参数传递给customTwoClassSummary()
。