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svm.R
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library(dplyr)
Table1 <- function (x=NULL, y=NULL, rn=NULL, data=NULL, miss=3, catmiss=TRUE, formatted=TRUE, categorize=FALSE,
factorVars=NULL, maxcat=10, delzero=TRUE, decimals=1, messages=TRUE, excel=0, excel_file=NULL) {
### define sub-functions
options(warn=-1)
Del <- NULL
Pop <- NULL
n <- NULL
g1 <- function(var)c(Mean=mean(var,na.rm=TRUE), SD=stats::sd(var,na.rm=TRUE))
g2 <- function(var)c(Median=stats::median(var,na.rm=TRUE), IQR=stats::quantile(var,c(0.25,0.75),na.rm=TRUE))
msg <- NULL
### function for transforming variables to factors
setFactors <- function(data=data, factorVars=factorVars, catmiss=catmiss, maxcat=maxcat) {
#print(factorVars)
if(is.null(factorVars)==T) {
aa <- sapply(sapply(data, unique), length)
factorVars <- names(which(aa <= maxcat))
}
#print(factorVars)
for (v in factorVars) {
ct <- ifelse( ((is.null(factorVars)==F & (v %in% factorVars)) | (is.null(factorVars)==T & length(unique(data[[v]])) <= maxcat)),1,0)
if (ct == 1) {
data[[v]] <- factor(data[[v]])
if(catmiss == T & sum(is.na(data[[v]])==T) > 0) {
data[[v]] <- factor(data[[v]],levels=c(levels(data[[v]]),"Missing"))
data[[v]][which(is.na(data[[v]])==T)] <- "Missing"
}
}
}
return(data)
}
### proceed to convert varibles to factors
if (categorize == T | is.null(factorVars)==F ) {
data <- setFactors(data, factorVars, catmiss, maxcat)
}
getSimpleTable <- function(x=x, rn=rn, data=data, miss=miss, catmiss=catmiss,formatted=formatted,
categorize=categorize,maxcat=maxcat, delzero=delzero) {
if (is.null(x)==TRUE) { x <- names(data)}
if (is.null(rn)==TRUE) { rn <- x}
ln <- length(x)
pb <- utils::txtProgressBar(min=0,max=ln,style=3)
msg <- NULL
### define the column names
tableaaaa <- cbind(Del="Del",V1="Variables",V2="Categories",n="n","Population")
tablebbbb <- cbind(Del="Del",V1="Variables",V2="Categories",n="n",val1="val1",val2="val2",val3="val3")
tbl1 <- cbind(0,"Individuals","n",n=1, nrow(data))
tbl2 <- cbind(0,"Individuals","n",n=1, nrow(data),NA,NA)
tableaaaa <- rbind(tableaaaa,tbl1)
tablebbbb <- rbind(tablebbbb,tbl2)
q <- 1
n <- 1
ii <- 1
for (v in x)
{
if (v %in% names(data)) {
### define if the actual variable has to be treated as numeric or factor
ct <- ifelse(is.numeric(data[[v]])==T & categorize==T &
((is.null(factorVars)==F & (v %in% factorVars)) |
(is.null(factorVars)==T & length(unique(data[[v]])) <= maxcat)),1,0)
### treat as numeric
if (length(unique(data[v]))==0) {
if (messages==T) {
#print(paste("The variable",v,"has no data... avoided"))
msg <- c(msg, paste("The variable",v,"has no data... avoided"))
}
} else if (inherits(data[[v]], "Date")==TRUE) {
if (messages==T) {
msg <- c(msg, paste("The variable",v,"is a date. Dates are not allowed in Table1... avoided"))
}
} else if (is.numeric(data[[v]])==T & ct==0) {
## report mean and standard deviation
t_n <- g1(data[[v]])
tp <- paste(format(round(t_n[1],decimals),nsmall=1,big.mark=",")," (", format(round(t_n[2],decimals),nsmall=1,big.mark=","),")",sep="")
tbl1 <- cbind(0,rn[q],"Mean (SD)",n=1, tp)
tbl2 <- cbind(0,rn[q],"Mean (SD)",n=1,t_n[1],t_n[2],NA)
tableaaaa <- rbind(tableaaaa,tbl1)
tablebbbb <- rbind(tablebbbb,tbl2)
## report median and Interquartile ranges (25%,75%)
t_n <- g2(data[[v]])
tp <- paste(format(round(t_n[1],decimals),nsmall=1,big.mark=",")," (", format(round(t_n[2],decimals),nsmall=1,big.mark=","),"-", format(round(t_n[3],decimals),nsmall=1,big.mark=","), ")",sep="")
tbl1 <- cbind(0,rn[q],"Median (IQR)",n=2, format(tp,big.mark=","))
tbl2 <- cbind(0,rn[q],"Median (IQR)",n=2,t_n[1],t_n[2],t_n[3])
tableaaaa <- rbind(tableaaaa,tbl1)
tablebbbb <- rbind(tablebbbb,tbl2)
## report number and percent of missing
if (miss >= 1) {
datams <- subset(data,is.na(data[[v]])==T)
if (nrow(datams)>0) {
data$cnt <- 1
datams$cnt <- 1
t_n <- table(data$cnt)
t_m <- sum(datams$cnt)
tp <- paste(format(t_m,big.mark=",")," (",format(round((t_m/t_n)*100,decimals),nsmall=1,big.mark=","),"%)",sep="")
tbl1 <- cbind(0,rn[q],"Missing (%)",n=3, tp)
tbl2 <- cbind(0,rn[q],"Missing (%)",n=3, t_m, (t_m/t_n)*100, NA)
} else {
tbl1 <- cbind(1,rn[q],"Missing (%)",n=3, " -- ")
tbl2 <- cbind(1,rn[q],"Missing (%)",n=3, NA, NA, NA)
}
tableaaaa <- rbind(tableaaaa,tbl1)
tablebbbb <- rbind(tablebbbb,tbl2)
}
} else {
t_n <- table(data[[v]])
ttotal <- sum(t_n)
nm <- row.names(t_n)
for (f in 1:length(nm)) {
del1 <- ifelse(length(nm)==2 & (nm[f]=="No" | nm[f]=="no" | nm[f]==0 | nm[f]=="0" | nm[f]=="None" | nm[f]=="none"),1,0)
tp <- t_n[f] / ttotal * 100
pct <- paste(format(round(t_n[f],decimals),nsmall=0,big.mark=",")," (", format(round(tp,decimals),nsmall=1,big.mark=","), "%)",sep="")
tbl1 <- cbind(del1,rn[q],nm[f],n=f, pct) ########### delete rows 0/1 !!!!!!!!!
tbl2 <- cbind(del1,rn[q],nm[f],n=f, t_n[f], tp, NA) ########### delete rows 0/1 !!!!!!!!!
tableaaaa <- rbind(tableaaaa,tbl1)
tablebbbb <- rbind(tablebbbb,tbl2)
}
if (miss >= 2 & catmiss==F ) {
datams <- subset(data,is.na(data[[v]])==T)
if (nrow(datams)>0) {
data$cnt <- 1
datams$cnt <- 1
t_n <- table(data$cnt)
t_m <- sum(datams$cnt)
tp <- paste(format(t_m,big.mark=",")," (",format(round((t_m/t_n)*100,decimals),nsmall=1,big.mark=","),"%)",sep="")
tbl1 <- cbind(0,rn[q],"Missing (%)",n=f, tp)
tbl2 <- cbind(0,rn[q],"Missing (%)",n=f, t_m, (t_m/t_n)*100, NA)
} else {
tbl1 <- cbind(1,rn[q],"Missing (%)",n=f, " -- ")
tbl2 <- cbind(1,rn[q],"Missing (%)",n=f, NA, NA, NA)
}
tableaaaa <- rbind(tableaaaa,tbl1)
tablebbbb <- rbind(tablebbbb,tbl2)
}
}
} else {
if (messages==T) {
msg <- c(msg, paste("The variable",v,"doesn't exists in the dataset... avoiding"))
}
}
q <- q + 1
utils::setTxtProgressBar(pb,ii)
ii <- ii + 1
}
if(formatted==TRUE) {
return(tableaaaa)
} else {
return(tablebbbb)
}
close(pb)
}
pvals <- function(x=x,y=y,rn=rn,data=data,categorize=categorize,maxcat=maxcat) {
ptab <- NULL
if (is.null(y)==FALSE) {
if (y %in% names(data)) {
if (is.null(x)==TRUE) { x <- names(data)}
if (is.null(rn)==TRUE | length(rn)<2) {rn <- x}
q <- 1
ptab <- cbind(V="Variables",pval="pval", n="n")
for (v in x) {
if (v %in% names(data)) {
ct <- ifelse(is.numeric(data[[v]])==T & categorize==T & length(unique(data[[v]])) <= maxcat,1,0)
if (is.numeric(data[[y]])==T & categorize==T & length(unique(data[[y]])) <= maxcat) {
data[[y]] <- as.factor(data[[y]])
} else if (is.numeric(data[[y]])==T) {
if (messages==T) {
msg <- c(msg, paste("The variable",y,"is not a factor. Please convert to factor or change the 'categorize' flag to TRUE."))
}
pval <- "Please rerun!!!"
}
if (is.numeric(data[[v]])==TRUE & length(unique(data[[v]])) > 1 & ct == 0) {
### first check for homoscedasticity
tryCatch({
if (stats::bartlett.test(data[[v]], data[[y]])[3] >= 0.05) {
pval <- round(as.numeric(car::Anova(stats::lm(data[[v]] ~ data[[y]]))[1, 4]), 3)
} else {
pval <- round(as.numeric(car::Anova(stats::lm(data[[v]] ~ data[[y]]), white.adjust = TRUE)[1, 3]), 3)
}
}, error = function(e) {
pval <- "---"
})
} else if (length(unique(data[[v]]))==1) {
pval <- NA
} else {
if (min(table(data[[v]],data[[y]])) > 5) {
pval <- round(as.numeric(stats::chisq.test(data[[v]],data[[y]])$p.val),3)
} else {
if(min(table(data[[v]],data[[y]]))==0) {
#in cases where there are cells with zero, we use Fisher's exact test
tryCatch(
pval <- round(as.numeric(stats::fisher.test(data[[v]],data[[y]], workspace=1e9)$p.val),3),
error = function(e) {msg <- c(msg,paste0("Unable to calcualte the Fisher test for variables ",v," and ",y))})
} else {
pval <- round(as.numeric(stats::kruskal.test(data[[v]],data[[y]], workspace=1e9)$p.val),3)
}
}
}
ptab <- rbind(ptab,cbind(V=rn[q],pval=pval,n=2))
}
q <- q + 1
}
}
}
return(ptab)
}
####################### Begin analysis
##### if y is null then make a simple table
tabaaa1 <- getSimpleTable(x=x, rn=rn, data=data, miss=miss, catmiss=catmiss,formatted=formatted,categorize=categorize,maxcat=maxcat, delzero=delzero)
tabaaa1 <- tibble::as.tibble(tabaaa1)
############################ CHANGE TO 5 !!!!!!!!!!!!!!
if(length(tabaaa1) > 5) {
names(tabaaa1) <- c("Del","V1","V2","n","Pop","pop2","pop3")
} else {
names(tabaaa1) <- c("Del","V1","V2","n","Pop")
}
##### if y has two levels, then make a compound comparison
if (is.null(y)==FALSE){
if (y %in% names(data)) {
if (is.factor(data[[y]])==F) {
if (length(levels(factor(data[[y]]))) > 8) {
if (messages==T) {
print("The dependent variable has more than 8 levels, table too large!")
}
} else if(min(table(data[[y]]))==0) {
print("The dependent variable has one or more levels with no individuals assigned!")
} else {
data[[y]] <- factor(data[[y]])
}
}
if (length(levels(data[[y]])) >= 2) {
for (lv in levels(data[[y]])) {
dtsub <- subset(data, data[[y]]==lv)
tab <- getSimpleTable(x=x, rn=rn, data=dtsub, miss=miss, catmiss=catmiss, formatted=formatted,categorize=categorize,maxcat=maxcat, delzero=delzero)
tab <- data.frame(tab)
############################ CHANGE TO 5 !!!!!!!!!!!!!!
if(length(tab) > 5) {
names(tab) <- c("Del","V1","V2","n",paste0(lv,"_1"),paste0(lv,"_2"),paste0(lv,"_3"))
} else {
names(tab) <- c("Del","V1","V2","n",lv)
}
############################ CHANGE TO 5 !!!!!!!!!!!!!!
tab[1,5] <- lv
tabaaa1 <- suppressMessages(dplyr::left_join(tabaaa1, tab))
}
# what to do with dichotomous variables? We remove the "Zero" label...
# clean unnecesary rows
if (delzero == TRUE) {
tabaaa1 <- tabaaa1 %>%
dplyr::filter(Del==0)
}
### calculate the p-value
ptab <- data.frame(pvals(x=x,y=y,rn=rn,data=data,categorize=categorize,maxcat=maxcat))
names(ptab) <- c("V1","pval","n")
tabaaa1 <- suppressMessages(dplyr::left_join(tabaaa1, ptab))
tabaaa1 <- tabaaa1 %>% dplyr::filter(Pop != " -- ") #%>%
}
}
}
tabaaa1 <- tabaaa1 %>% dplyr::select(-n) %>% dplyr::select(-Del)
##### Join the tables...
Sys.setenv(JAVA_HOME="")
if (excel==1) {
wb <- xlsx::createWorkbook()
sheet1 <- xlsx::createSheet(wb, sheetName="Table 1")
xlsx::addDataFrame(tabaaa1,sheet1)
#### save and close the workbook
xlsx::saveWorkbook(wb, excel_file)
return(tabaaa1)
} else {
return(tabaaa1)
}
}
train_test <- function(data=NULL,train_name=NULL,test_name=NULL,prop=NULL,seed=123,tableone=FALSE)
{
pval <- NULL
checkTrainTest <- function(train=NULL,test=NULL) {
train[["traintest_ind_"]] <- 1
test[["traintest_ind_"]] <- 2
df <- rbind(train, test)
tab <- Table1(data=df, y="traintest_ind_",messages = F)
vars <- subset(tab, pval < 0.05)$V1
vars <- setdiff(vars,"traintest_ind_")
if (length(vars)==0) {
message("You got a perfectly balanced training and test datasets")
message(" ")
} else {
message("WARNING: The following variables are not balanced between the training and test datasets:")
for (v in vars) { message(paste("*",v)) }
message("You can try to change the seed value until you get a balanced partition.")
message("Alternatively, you can ommit this warning and exclude those variables from your model")
message(" ")
}
return(tab)
}
nm <- 1
ttenv = as.environment(nm)
## set the seed to make your partition reproductible
set.seed(seed)
smp_size <- floor(prop * nrow(data))
train_ind <- sample(seq_len(nrow(data)), size = smp_size)
assign(train_name, data[train_ind, ], envir=ttenv)
assign(test_name, data[-train_ind, ], envir=ttenv)
message(paste("Dataset partitioned into:"))
message(paste(" + Train dataset:", train_name))
message(paste(" + Test dataset:", test_name))
if(tableone==TRUE) {
tab = checkTrainTest(get(train_name),get(test_name))
return(tab)
}
}
############################################################
setwd("C://Users//Cherch//DataScience//kaggle")
df<-read.csv("train_enriched.csv")
tdf<-read.csv("test_enriched.csv")
dim(df)
str(df)
bx.hum<-boxplot(df$hum)
df[df$hum %in% bx.hum$out, 'hum']<-NA
bx.windspeed<-boxplot(df$windspeed)
df[df$windspeed %in% bx.windspeed$out, 'windspeed']<-NA
df<-na.omit(df)
dim(dd)
require(MissMech)
miss1 <- TestMCARNormality(data=as.matrix(df[c('hum', 'windspeed')]), del.lesscases = 3)
head(df)
####################################### Data Transformation ############################################################################
dts.weekly <- ts(df$cnt, start=1, end=365, frequency=7)
stationary_dts.weekly<-decompose(dts.weekly)
days <- data.frame(weekday=(0:6),seasonal_days=stationary_dts.weekly$seasonal[2:8])
df2 <- inner_join(df,days)
tdf2<- inner_join(tdf, days)
#############################################################################################
dfm<-df %>% group_by(mnth) %>% summarise(month_sum=sum(cnt))
dfm.ts<-ts(dfm$month_sum, start = 1, end = 12, frequency = 12)
stationary_dfm<-decompose(dfm.ts)
plot(stationary_dfm)
monthes <- data.frame(mnth=(1:12),seasonal_monthes=stationary_dfm$seasonal[1:12])
df3 <- inner_join(df2,monthes)
tdf3<- inner_join(tdf2, monthes)
#############################################################################################
dfs<-df %>% group_by(season) %>% summarise(season_sum=sum(cnt))
dfs.ts<-ts(dfs$season_sum, start = 1, end = 4, frequency = 4)
stationary_dfs<-decompose(dfs.ts)
plot(stationary_dfs)
seasons <- data.frame(season=(1:4),seasonal_season=stationary_dfs$seasonal[1:4])
df4 <- inner_join(df3,seasons)
tdf4<- inner_join(tdf3, seasons)
#############################################################################################
##to do
#arima
#add seasonality as another columne
#try lm (linear regression)
#fine a cheatsheet adn looks for another modles
#run unsuperwised clustering and add as another colm (find number of clusters with the elbow approach)
#############################################################################################
# Data Split
#############################################################################################
train_test(data = df4, train_name = 'train', test_name = 'test', prop = 0.7, tableone = TRUE)
head(train)
drops<-c("X", "id", "cluster")
train<-train[ , !(names(train) %in% drops)]
test<-test[ , !(names(test) %in% drops)]
str(train)
rownames(train)
tdf<-tdf[ , !(names(df) %in% drops)]
####################### Models ###################################################################
### The error we will use is the RMSE and RMSLE
rmse <- function(y,y_hat) {
err <- sqrt(sum((y_hat-y)^2,na.rm=T)/length(y))
return(err)
}
rmsle <- function(y,y_hat) {
err <- sqrt(sum((log(y_hat+1)-log(y+1))^2,na.rm=T)/length(y))
return(err)
}
### Table of resulting errors
### Name, Model, RMSE, RMSLE
#err_res <- NULL
####################### SVM ###################################################################
#install.packages("liquidSVM")
library(liquidSVM)
mod9 <- svm(cnt ~., train)
pred9 <- predict(mod9, newdata=test)
rmse(test$cnt,pred9)
rmsle(test$cnt,pred9)
err_res <- rbind(err_res, data.frame(Name="SVM", Model="mod9",
RMSE=rmse(test$cnt,pred9),
RMSLE=rmsle(test$cnt,pred9)))
err_res
head(train)
##########################################################################################
# Upload the real test
##########################################################################################
pred.res<-NULL
pred.res$id<-tdf4$id
pred.res$cnt<-round(predict(mod9, newdata=tdf4))
write.csv(file = "result_SVM_wo_unsuperwised_columns.csv", pred.res, row.names = FALSE)
#------------------------------------------------------------------------------------------
pred.res<-NULL
pred.res$id<-tdf4$id
pred.res$cnt<-round(predict(mod7, newdata=as.matrix(tdf4)))
write.csv(file = "result_XBoost_wo_unsuperwised_columns.csv", pred.res, row.names = FALSE)
#------------------------------------------------------------------------------------------
pred.res<-NULL
pred.res$id<-tdf4$id
tdf4<-tdf4[ , !(names(tdf4) %in% drops)]
pred.res$cnt<-round(predict(mod9, newdata=tdf4))
write.csv(file = "result_SVM_with_hcluster.csv", pred.res, row.names = FALSE)
#------------------------------------------------------------------------------------------