[英]R caret: Tuning GLM boost prune parameter
我正在尝试调整GLM增强模型的参数。 根据有关此型号的Caret包文档 ,有2个参数可以调整,mstop和prune。
library(caret)
library(mlbench)
data(Sonar)
set.seed(25)
trainIndex = createDataPartition(Sonar$Class, p = 0.9, list = FALSE)
training = Sonar[ trainIndex,]
testing = Sonar[-trainIndex,]
### set training parameters
fitControl = trainControl(method = "repeatedcv",
number = 10,
repeats = 10,
## Estimate class probabilities
classProbs = TRUE,
## Evaluate a two-class performances
## (ROC, sensitivity, specificity) using the following function
summaryFunction = twoClassSummary)
### train the models
set.seed(69)
# Use the expand.grid to specify the search space
glmBoostGrid = expand.grid(mstop = c(50, 100, 150, 200, 250, 300),
prune = c('yes', 'no'))
glmBoostFit = train(Class ~ .,
data = training,
method = "glmboost",
trControl = fitControl,
tuneGrid = glmBoostGrid,
metric = 'ROC')
glmBoostFit
输出如下:
Boosted Generalized Linear Model
188 samples
60 predictors
2 classes: 'M', 'R'
No pre-processing
Resampling: Cross-Validated (10 fold, repeated 10 times)
Summary of sample sizes: 169, 169, 169, 169, 170, 169, ...
Resampling results across tuning parameters:
mstop ROC Sens Spec ROC SD Sens SD Spec SD
50 0.8261806 0.764 0.7598611 0.10208114 0.1311104 0.1539477
100 0.8265972 0.729 0.7625000 0.09459835 0.1391250 0.1385465
150 0.8282083 0.717 0.7726389 0.09570417 0.1418152 0.1382405
200 0.8307917 0.714 0.7769444 0.09484042 0.1439011 0.1452857
250 0.8306667 0.719 0.7756944 0.09452604 0.1436740 0.1535578
300 0.8278403 0.728 0.7722222 0.09794868 0.1425398 0.1576030
Tuning parameter 'prune' was held constant at a value of yes
ROC was used to select the optimal model using the largest value.
The final values used for the model were mstop = 200 and prune = yes.
prune参数保持不变( Tuning parameter 'prune' was held constant at a value of yes
),尽管glmBoostGrid
也包含prune == no
。 我在boost_control
方法中查看了mboost
包文档,只能访问mstop
参数,那么如何使用train
方法的tuneGrid
参数调整prune
参数?
不同之处在于glmboost的这部分调用:
if (param$prune == "yes") {
out <- if (is.factor(y))
out[mstop(AIC(out, "classical"))]
else out[mstop(AIC(out))]
}
不同之处在于如何计算aic。 但是在插入符号中使用glmboost运行各种测试我怀疑它是否表现得如预期的那样。 我在github中创建了一个问题,看看我的怀疑是否正确。 如果开发人员提供更多信息,我会编辑我的答案。
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