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Support selected features in glmnet #200

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Aug 12, 2021
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51 changes: 24 additions & 27 deletions R/LearnerClassifCVGlmnet.R
Original file line number Diff line number Diff line change
Expand Up @@ -59,7 +59,7 @@ LearnerClassifCVGlmnet = R6Class("LearnerClassifCVGlmnet",
pmax = p_int(0L, tags = "train"),
pmin = p_dbl(0, 1, default = 1.0e-9, tags = "train"),
prec = p_dbl(default = 1e-10, tags = "train"),
predict.gamma = p_dbl(default = 1, tags = "predict"),
predict.gamma = p_dbl(default = "gamma.1se", special_vals = list("gamma.1se", "gamma.min"), tags = "predict"),
relax = p_lgl(default = FALSE, tags = "train"),
s = p_dbl(0, special_vals = list("lambda.1se", "lambda.min"), default = "lambda.1se", tags = "predict"),
standardize = p_lgl(default = TRUE, tags = "train"),
Expand All @@ -77,56 +77,53 @@ LearnerClassifCVGlmnet = R6Class("LearnerClassifCVGlmnet",
param_set = ps,
predict_types = c("response", "prob"),
feature_types = c("logical", "integer", "numeric"),
properties = c("weights", "twoclass", "multiclass"),
properties = c("weights", "twoclass", "multiclass", "selected_features"),
packages = "glmnet",
man = "mlr3learners::mlr_learners_classif.cv_glmnet"
)
},

#' @description
#' Returns the set of selected features as reported by [glmnet::predict.glmnet()]
#' with `type` set to `"nonzero"`.
#'
#' @param lambda (`numeric(1)`)\cr
#' Custom `lambda`, defaults to the active lambda depending on parameter set.
#'
#' @return (`character()`) of feature names.
selected_features = function(lambda = NULL) {
glmnet_selected_features(self, lambda)
}
),

private = list(
.train = function(task) {

pars = self$param_set$get_values(tags = "train")
data = as.matrix(task$data(cols = task$feature_names))
target = swap_levels(task$truth())
pv = self$param_set$get_values(tags = "train")
pv$family = ifelse(length(task$class_names) == 2L, "binomial", "multinomial")
if ("weights" %in% task$properties) {
pars$weights = task$weights$weight
pv$weights = task$weights$weight
}
pars$family = ifelse(length(task$class_names) == 2L, "binomial", "multinomial")

saved_ctrl = glmnet::glmnet.control()
on.exit(mlr3misc::invoke(glmnet::glmnet.control, .args = saved_ctrl))
glmnet::glmnet.control(factory = TRUE)
is_ctrl_pars = names(pars) %in% names(saved_ctrl)

if (any(is_ctrl_pars)) {
mlr3misc::invoke(glmnet::glmnet.control, .args = pars[is_ctrl_pars])
pars = pars[!is_ctrl_pars]
}

mlr3misc::invoke(glmnet::cv.glmnet, x = data, y = target, .args = pars)
glmnet_invoke(data, target, pv, cv = TRUE)
},

.predict = function(task) {
pars = self$param_set$get_values(tags = "predict")
newdata = as.matrix(ordered_features(task, glmnet_feature_names(self$model)))

if (!is.null(pars$predict.gamma)) {
pars$gamma = pars$predict.gamma
pars$predict.gamma = NULL
}
pv = self$param_set$get_values(tags = "predict")
pv = rename(pv, "predict.gamma", "gamma")

if (self$predict_type == "response") {
response = mlr3misc::invoke(predict, self$model,
response = invoke(predict, self$model,
newx = newdata, type = "class",
.args = pars)
.args = pv)

list(response = drop(response))
} else {
prob = mlr3misc::invoke(predict, self$model,
prob = invoke(predict, self$model,
newx = newdata, type = "response",
.args = pars)
.args = pv)

if (length(task$class_names) == 2L) {
# the docs are really not clear here; before we tried to reorder the class
Expand Down
52 changes: 25 additions & 27 deletions R/LearnerClassifGlmnet.R
Original file line number Diff line number Diff line change
Expand Up @@ -74,6 +74,7 @@ LearnerClassifGlmnet = R6Class("LearnerClassifGlmnet",
pmax = p_int(0L, tags = "train"),
pmin = p_dbl(0, 1, default = 1.0e-9, tags = "train"),
prec = p_dbl(default = 1e-10, tags = "train"),
predict.gamma = p_dbl(default = 1, tags = "predict"),
relax = p_lgl(default = FALSE, tags = "train"),
s = p_dbl(0, default = 0.01, tags = "predict"),
standardize = p_lgl(default = TRUE, tags = "train"),
Expand All @@ -94,53 +95,49 @@ LearnerClassifGlmnet = R6Class("LearnerClassifGlmnet",
packages = "glmnet",
man = "mlr3learners::mlr_learners_classif.glmnet"
)
},

#' @description
#' Returns the set of selected features as reported by [glmnet::predict.glmnet()]
#' with `type` set to `"nonzero"`.
#'
#' @param lambda (`numeric(1)`)\cr
#' Custom `lambda`, defaults to the active lambda depending on parameter set.
#'
#' @return (`character()`) of feature names.
selected_features = function(lambda = NULL) {
glmnet_selected_features(self, lambda)
}
),

private = list(
.train = function(task) {

pars = self$param_set$get_values(tags = "train")
data = as.matrix(task$data(cols = task$feature_names))
target = swap_levels(task$truth())
pv = self$param_set$get_values(tags = "train")
pv$family = ifelse(length(task$class_names) == 2L, "binomial", "multinomial")
if ("weights" %in% task$properties) {
pars$weights = task$weights$weight
}
pars$family = ifelse(length(task$class_names) == 2L, "binomial", "multinomial")

saved_ctrl = glmnet::glmnet.control()
on.exit(mlr3misc::invoke(glmnet::glmnet.control, .args = saved_ctrl))
glmnet::glmnet.control(factory = TRUE)
is_ctrl_pars = names(pars) %in% names(saved_ctrl)

if (any(is_ctrl_pars)) {
mlr3misc::invoke(glmnet::glmnet.control, .args = pars[is_ctrl_pars])
pars = pars[!is_ctrl_pars]
pv$weights = task$weights$weight
}

mlr3misc::invoke(glmnet::glmnet, x = data, y = target, .args = pars)
glmnet_invoke(data, target, pv)
},

.predict = function(task) {
pars = self$param_set$get_values(tags = "predict")
newdata = as.matrix(ordered_features(task, glmnet_feature_names(self$model)))

# if model was fit with more then one lambda,
# set to default such that only one prediction is returned
if (is.null(pars$s) & length(self$model$lambda) > 1L) {
warning("Multiple lambdas have been fit. For prediction, lambda will be set to 0.01 (see parameter 's').")
pars$s = self$param_set$default$s
}
pv = self$param_set$get_values(tags = "predict")
pv = rename(pv, "predict.gamma", "gamma")
pv$s = glmnet_get_lambda(self, pv)

if (self$predict_type == "response") {
response = mlr3misc::invoke(predict, self$model,
response = invoke(predict, self$model,
newx = newdata, type = "class",
.args = pars)
.args = pv)
list(response = drop(response))
} else {
prob = mlr3misc::invoke(predict, self$model,
prob = invoke(predict, self$model,
newx = newdata, type = "response",
.args = pars)
.args = pv)

if (length(task$class_names) == 2L) {
# the docs are really not clear here; before we tried to reorder the class
Expand All @@ -151,6 +148,7 @@ LearnerClassifGlmnet = R6Class("LearnerClassifGlmnet",
} else {
prob = prob[, , 1L]
}

list(prob = prob)
}
}
Expand Down
4 changes: 2 additions & 2 deletions R/LearnerClassifLDA.R
Original file line number Diff line number Diff line change
Expand Up @@ -55,7 +55,7 @@ LearnerClassifLDA = R6Class("LearnerClassifLDA",
private = list(
.train = function(task) {
formula = task$formula()
mlr3misc::invoke(MASS::lda, formula,
invoke(MASS::lda, formula,
data = task$data(),
.args = self$param_set$get_values(tags = "train"))
},
Expand All @@ -71,7 +71,7 @@ LearnerClassifLDA = R6Class("LearnerClassifLDA",
pars$predict.prior = NULL
}
newdata = task$data(cols = task$feature_names)
p = mlr3misc::invoke(predict, self$model,
p = invoke(predict, self$model,
newdata = newdata,
.args = self$param_set$get_values(tags = "predict"))

Expand Down
2 changes: 1 addition & 1 deletion R/LearnerClassifLogReg.R
Original file line number Diff line number Diff line change
Expand Up @@ -74,7 +74,7 @@ LearnerClassifLogReg = R6Class("LearnerClassifLogReg",
data = task$data()
data[[tn]] = swap_levels(data[[tn]])

mlr3misc::invoke(stats::glm,
invoke(stats::glm,
formula = task$formula(), data = data,
family = "binomial", model = FALSE, .args = pars, .opts = opts_default_contrasts)
},
Expand Down
6 changes: 3 additions & 3 deletions R/LearnerClassifMultinom.R
Original file line number Diff line number Diff line change
Expand Up @@ -57,18 +57,18 @@ LearnerClassifMultinom = R6Class("LearnerClassifMultinom",
pars$summ = as.integer(pars$summ)
}

mlr3misc::invoke(nnet::multinom, data = data, .args = pars)
invoke(nnet::multinom, data = data, .args = pars)
},

.predict = function(task) {
newdata = task$data(cols = task$feature_names)
levs = task$class_names

if (self$predict_type == "response") {
response = mlr3misc::invoke(predict, self$model, newdata = newdata, type = "class")
response = invoke(predict, self$model, newdata = newdata, type = "class")
list(response = drop(response))
} else {
prob = mlr3misc::invoke(predict, self$model, newdata = newdata, type = "probs")
prob = invoke(predict, self$model, newdata = newdata, type = "probs")
if (length(levs) == 2L) {
prob = matrix(c(1 - prob, prob), ncol = 2L, byrow = FALSE)
colnames(prob) = levs
Expand Down
6 changes: 3 additions & 3 deletions R/LearnerClassifNaiveBayes.R
Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,7 @@ LearnerClassifNaiveBayes = R6Class("LearnerClassifNaiveBayes",
.train = function(task) {
y = task$truth()
x = task$data(cols = task$feature_names)
mlr3misc::invoke(e1071::naiveBayes,
invoke(e1071::naiveBayes,
x = x, y = y,
.args = self$param_set$get_values(tags = "train"))
},
Expand All @@ -52,12 +52,12 @@ LearnerClassifNaiveBayes = R6Class("LearnerClassifNaiveBayes",
newdata = task$data(cols = task$feature_names)

if (self$predict_type == "response") {
response = mlr3misc::invoke(predict, self$model,
response = invoke(predict, self$model,
newdata = newdata,
type = "class", .args = pars)
list(response = response)
} else {
prob = mlr3misc::invoke(predict, self$model, newdata = newdata,
prob = invoke(predict, self$model, newdata = newdata,
type = "raw", .args = pars)
list(prob = prob)
}
Expand Down
8 changes: 4 additions & 4 deletions R/LearnerClassifNnet.R
Original file line number Diff line number Diff line change
Expand Up @@ -81,21 +81,21 @@ LearnerClassifNnet = R6Class("LearnerClassifNnet",
.train = function(task) {
pars = self$param_set$get_values(tags = "train")
if ("weights" %in% task$properties) {
pars = mlr3misc::insert_named(pars, list(weights = task$weights$weight))
pars = insert_named(pars, list(weights = task$weights$weight))
}
f = task$formula()
data = task$data()
mlr3misc::invoke(nnet::nnet.formula, formula = f, data = data, .args = pars)
invoke(nnet::nnet.formula, formula = f, data = data, .args = pars)
},

.predict = function(task) {
newdata = task$data(cols = task$feature_names)

if (self$predict_type == "response") {
response = mlr3misc::invoke(predict, self$model, newdata = newdata, type = "class")
response = invoke(predict, self$model, newdata = newdata, type = "class")
return(list(response = response))
} else {
prob = mlr3misc::invoke(predict, self$model, newdata = newdata, type = "raw")
prob = invoke(predict, self$model, newdata = newdata, type = "raw")
if (length(self$model$lev) == 2L) {
prob = cbind(1 - prob, prob)
colnames(prob) = self$model$lev
Expand Down
4 changes: 2 additions & 2 deletions R/LearnerClassifQDA.R
Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,7 @@ LearnerClassifQDA = R6Class("LearnerClassifQDA",

private = list(
.train = function(task) {
mlr3misc::invoke(MASS::qda, task$formula(),
invoke(MASS::qda, task$formula(),
data = task$data(),
.args = self$param_set$get_values(tags = "train"))
},
Expand All @@ -69,7 +69,7 @@ LearnerClassifQDA = R6Class("LearnerClassifQDA",
}

newdata = task$data(cols = task$feature_names)
p = mlr3misc::invoke(predict, self$model, newdata = newdata, .args = pars)
p = invoke(predict, self$model, newdata = newdata, .args = pars)

if (self$predict_type == "response") {
list(response = p$class)
Expand Down
4 changes: 2 additions & 2 deletions R/LearnerClassifRanger.R
Original file line number Diff line number Diff line change
Expand Up @@ -109,7 +109,7 @@ LearnerClassifRanger = R6Class("LearnerClassifRanger",
private = list(
.train = function(task) {
pars = self$param_set$get_values(tags = "train")
mlr3misc::invoke(ranger::ranger,
invoke(ranger::ranger,
dependent.variable.name = task$target_names,
data = task$data(),
probability = self$predict_type == "prob",
Expand All @@ -121,7 +121,7 @@ LearnerClassifRanger = R6Class("LearnerClassifRanger",
.predict = function(task) {
pars = self$param_set$get_values(tags = "predict")
newdata = task$data(cols = task$feature_names)
p = mlr3misc::invoke(predict, self$model,
p = invoke(predict, self$model,
data = newdata,
predict.type = "response", .args = pars)

Expand Down
2 changes: 1 addition & 1 deletion R/LearnerClassifSVM.R
Original file line number Diff line number Diff line change
Expand Up @@ -76,7 +76,7 @@ LearnerClassifSVM = R6Class("LearnerClassifSVM",
pars = self$param_set$get_values(tags = "predict")
newdata = as_numeric_matrix(task$data(cols = task$feature_names))
newdata = newdata[, self$state$feature_names, drop = FALSE]
p = mlr3misc::invoke(predict, self$model,
p = invoke(predict, self$model,
newdata = newdata,
probability = (self$predict_type == "prob"), .args = pars)

Expand Down
4 changes: 2 additions & 2 deletions R/LearnerClassifXgboost.R
Original file line number Diff line number Diff line change
Expand Up @@ -182,7 +182,7 @@ LearnerClassifXgboost = R6Class("LearnerClassifXgboost",
pars$watchlist = list(train = data)
}

mlr3misc::invoke(xgboost::xgb.train, data = data, .args = pars)
invoke(xgboost::xgb.train, data = data, .args = pars)
},

.predict = function(task) {
Expand All @@ -199,7 +199,7 @@ LearnerClassifXgboost = R6Class("LearnerClassifXgboost",

newdata = data.matrix(task$data(cols = task$feature_names))
newdata = newdata[, model$feature_names, drop = FALSE]
pred = mlr3misc::invoke(predict, model, newdata = newdata, .args = pars)
pred = invoke(predict, model, newdata = newdata, .args = pars)

if (nlvls == 2L) { # binaryclass
if (pars$objective == "multi:softprob") {
Expand Down
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