# Random Forests are the best models for both types finalize grid searchs rm(list = ls(all.names = TRUE)) # Clear the memory of variables from previous run. cat("\014") # Clear the console # load packages ----------------------------------------------------------- box::use( magrittr[`%>%`] ,here[here] ,readr ,gp2 = ggplot2[ggplot, aes] ,rsample ,r = recipes ,wf = workflows ,p = parsnip[tune] ,ys = yardstick ,d = dials ,rsamp = rsample ) # globals ----------------------------------------------------------------- set.seed(070823) #set seed for reproducible research # load-data --------------------------------------------------------------- model_data <- readr$read_rds(here("ML","data-unshared","model_data.RDS")) %>% dplyr::select(-subject_id, -charttime) # split data -------------------------------------------------------------- model_data_split <- rsample$initial_split( model_data ,prop = 0.80 ,strata = ft4_dia ) ds_train <- rsample$training(model_data_split) ds_test <- rsample$testing(model_data_split) # verify distribution of data table(ds_train$ft4_dia) %>% prop.table() table(ds_test$ft4_dia) %>% prop.table() # random forest classification ----------------------------------------------------------- # base model - No Hyper Tuning rf_recipe <- r$recipe(ft4_dia ~ . , data = ds_train) %>% r$step_rm(FT4) %>% r$step_impute_bag(r$all_predictors()) rf_tuning_model <- p$rand_forest(trees = tune(), mtry = tune(), min_n = tune()) %>% p$set_engine("ranger") %>% p$set_mode("classification") rf_workflow <- wf$workflow() %>% wf$add_model(rf_tuning_model) %>% wf$add_recipe(rf_recipe) rf_param <- p$extract_parameter_set_dials(rf_tuning_model) rf_param <- rf_param %>% update(mtry = d$finalize(d$mtry(), ds_train)) data_fold <- rsamp$vfold_cv(ds_train, v = 5) # takes around 1 hr to run grid search. saving best params manaually # rf_tune <- rf_workflow %>% # tune::tune_grid( # data_fold # ,grid = rf_param %>% d$grid_regular() # ) rf_best_params <- tibble::tibble( mtry = 8 ,trees = 2000 ,min_n = 2 ) rf_best_params_screen <- tibble::tibble( mtry = 7 ,trees = 763 ,min_n = 15 ) final_rf_workflow <- rf_workflow %>% tune::finalize_workflow(rf_best_params_screen) # Final Fit training data final_rf_fit <- p$fit(final_rf_workflow, ds_train) final_rf_predict <- ds_train %>% dplyr::select(ft4_dia) %>% dplyr::bind_cols( predict(final_rf_fit, ds_train) ,predict(final_rf_fit, ds_train, type = "prob") ) ys$accuracy(final_rf_predict,truth = ft4_dia, estimate = .pred_class ) final_conf_rf <- ys$conf_mat(final_rf_predict, ft4_dia, .pred_class) # fitting test data class_test_results <- final_rf_fit %>% tune::last_fit(split = model_data_split) class_test_result_conf_matrix <- ys$conf_mat( class_test_results %>% tune::collect_predictions() ,truth = ft4_dia ,estimate = .pred_class ) # x-boost- class ---------------------------------------------------------- x_boost_rec <- r$recipe(ft4_dia ~ . , data = ds_train) %>% r$step_rm(FT4) %>% r$step_impute_bag(r$all_predictors()) %>% r$step_dummy(gender) xgb_spec <- p$boost_tree(tree_depth = tune(), learn_rate = tune(), loss_reduction = tune(), min_n = tune(), sample_size = tune(), trees = tune()) %>% p$set_engine("xgboost") %>% p$set_mode("classification") xboost_wf <- wf$workflow() %>% wf$add_model(xgb_spec) %>% wf$add_recipe(x_boost_rec) xboost_parms <- p$extract_parameter_set_dials(xgb_spec) # takes around 6 hours to tune # xboost_tune <- xboost_wf %>% # tune::tune_grid( # data_fold # ,grid = xboost_parms%>% d$grid_regular() # ,control = tune::control_grid(verbose = TRUE) # ) xboost_best_params <- readRDS(here::here("ML", "outputs", "xboosttune_class.rds")) %>% tune::select_best(metric = "accuracy") final_xboost_wf <- xboost_wf %>% tune::finalize_workflow(xboost_best_params) # fit training data to best model final_xboost_fit <- p$fit(final_xboost_wf, ds_train) final_xboost_predict <- ds_train %>% dplyr::select(ft4_dia) %>% dplyr::bind_cols( predict(final_xboost_fit, ds_train) ,predict(final_xboost_fit, ds_train, type = "prob") ) ys$accuracy(final_xboost_predict,truth = ft4_dia, estimate = .pred_class ) final_conf_xboost <- ys$conf_mat(final_xboost_predict, ft4_dia, .pred_class) # fitting test data class_test_results_boost <- final_xboost_fit %>% tune::last_fit(split = model_data_split) ys$accuracy(class_test_results_boost %>% tune::collect_predictions() ,truth = ft4_dia, estimate = .pred_class ) class_test_result_conf_matrix <- ys$conf_mat( class_test_results_boost %>% tune::collect_predictions() ,truth = ft4_dia ,estimate = .pred_class ) # random forest regression ------------------------------------------------ # reg_metrics <- ys$metric_set(ys$rmse, ys$rsq, ys$mae) rf_reg_tune_model <- p$rand_forest(trees = tune(), mtry = tune(), min_n = tune()) %>% p$set_engine("ranger") %>% p$set_mode("regression") rf_reg_recipe <- r$recipe(FT4 ~ . , data = reg_train) %>% r$step_rm(ft4_dia) %>% r$step_impute_bag(r$all_predictors()) rf_reg_workflow <- wf$workflow() %>% wf$add_model(rf_reg_tune_model) %>% wf$add_recipe(rf_reg_recipe) rf_reg_param <- p$extract_parameter_set_dials(rf_reg_tune_model) %>% update(mtry = d$finalize(d$mtry(), reg_train)) data_fold_reg <- rsamp$vfold_cv(reg_train, v = 5) # takes around 1 hr to run grid search. saving best params manaually # rf_reg_tune <- rf_reg_workflow %>% # tune::tune_grid( # data_fold_reg # ,grid = rf_reg_param %>% d$grid_regular() # ) rf_reg_best_params <- tibble::tibble( mtry = 8 ,trees = 1000 ,min_n = 2 ) final_rf_reg_workflow <- rf_reg_workflow %>% tune::finalize_workflow(rf_reg_best_params) final_rf_reg_fit <- p$fit(final_rf_reg_workflow, reg_train) # final_rf_reg_predict <- reg_train %>% dplyr::select(FT4) %>% dplyr::bind_cols( predict(final_rf_reg_fit, reg_train) ) reg_metrics(final_rf_reg_predict, truth = FT4, estimate = .pred) reg_test_results <- final_rf_reg_workflow %>% tune::last_fit()