In caret: Classification and Regression Training
Description Usage Arguments Details Value Author(s) References See Also Examples
Description
This function sets up a grid of tuning parameters for a number of classification and regression routines,fits each model and calculates a resampling based performance measure.
Usage
1 2 3 4 5 6 7 8 910111213141516 | train(x, ...)## Default S3 method:train(x, y, method = "rf", preProcess = NULL, ..., weights = NULL, metric = ifelse(is.factor(y), "Accuracy", "RMSE"), maximize = ifelse(metric == "RMSE", FALSE, TRUE), trControl = trainControl(), tuneGrid = NULL, tuneLength = 3)## S3 method for class 'formula'train(form, data, ..., weights, subset, na.action, contrasts = NULL) |
Arguments
x | a data frame containing training data where samples are in rows and features are in columns. |
y | a numeric or factor vector containing the outcome for each sample. |
form | A formula of the form |
data | Data frame from which variables specified in |
weights | a numeric vector of case weights. This argument will only affect models that allow case weights. |
subset | An index vector specifying the cases to be used in the training sample. (NOTE: If given, this argument must be named.) |
na.action | A function to specify the action to be taken if NAs are found. The default action is for the procedure to fail. An alternative is na.omit, which leads to rejection of cases with missing values on any required variable. (NOTE: If given, this argument must be named.) |
contrasts | a list of contrasts to be used for some or all of the factors appearing as variables in the model formula. |
method | a string specifying which classification or regression model to use. Possible values are found using |
... | arguments passed to the classification or regression routine (such as |
preProcess | a string vector that defines an pre-processing of the predictor data. Current possibilities are "BoxCox", "YeoJohnson", "expoTrans", "center", "scale", "range", "knnImpute", "bagImpute", "medianImpute", "pca", "ica" and "spatialSign". The default is no pre-processing. See |
metric | a string that specifies what summary metric will be used to select the optimal model. By default, possible values are "RMSE" and "Rsquared" for regression and "Accuracy" and "Kappa" for classification. If custom performance metrics are used (via the |
maximize | a logical: should the metric be maximized or minimized? |
trControl | a list of values that define how this function acts. See |
tuneGrid | a data frame with possible tuning values. The columns are named the same as the tuning parameters. Use |
tuneLength | an integer denoting the number of levels for each tuning parameters that should begenerated by |
Details
train
can be used to tune models by picking the complexity parameters that are associated with the optimal resampling statistics. For particular model, a grid of parameters (if any) is created and the model is trained on slightly different data for each candidate combination of tuning parameters. Across each data set, the performance of held-out samples is calculated and the mean and standard deviation is summarized for each combination. The combination with the optimal resampling statistic is chosen as the final model and the entire training set is used to fit a final model.
More details on this function can be found at http://caret.r-forge.r-project.org/training.html.
A variety of models are currently available and are enumerated by tag (i.e. their model characteristics) at http://caret.r-forge.r-project.org/bytag.html.
Value
A list is returned of class train
containing:
method | the chosen model. |
modelType | an identifier of the model type. |
results | a data frame the training error rate and values of the tuning parameters. |
bestTune | a data frame with the final parameters. |
call | the (matched) function call with dots expanded |
dots | a list containing any ... values passed to the original call |
metric | a string that specifies what summary metric will be used to select the optimal model. |
control | the list of control parameters. |
preProcess | either |
finalModel | an fit object using the best parameters |
trainingData | a data frame |
resample | A data frame with columns for each performancemetric. Each row corresponds to each resample. If leave-one-outcross-validation or out-of-bag estimation methods are requested,this will be |
perfNames | a character vector of performance metrics that are produced by the summary function |
maximize | a logical recycled from the function arguments. |
yLimits | the range of the training set outcomes. |
times | a list of execution times: |
Author(s)
Max Kuhn (the guts of train.formula
were based on Ripley's nnet.formula
)
References
http://caret.r-forge.r-project.org/training.html
Kuhn (2008), “Building Predictive Models in R Using the caret” (http://www.jstatsoft.org/v28/i05/)
See Also
models
, trainControl
, update.train
,modelLookup
,createFolds
Examples
1 2 3 4 5 6 7 8 910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091 | ## Not run: ######################################### Classification Exampledata(iris)TrainData <- iris[,1:4]TrainClasses <- iris[,5]knnFit1 <- train(TrainData, TrainClasses, method = "knn", preProcess = c("center", "scale"), tuneLength = 10, trControl = trainControl(method = "cv"))knnFit2 <- train(TrainData, TrainClasses, method = "knn", preProcess = c("center", "scale"), tuneLength = 10, trControl = trainControl(method = "boot"))library(MASS)nnetFit <- train(TrainData, TrainClasses, method = "nnet", preProcess = "range", tuneLength = 2, trace = FALSE, maxit = 100)######################################### Regression Examplelibrary(mlbench)data(BostonHousing)lmFit <- train(medv ~ . + rm:lstat, data = BostonHousing, method = "lm")library(rpart)rpartFit <- train(medv ~ ., data = BostonHousing, method = "rpart", tuneLength = 9)######################################### Example with a custom metricmadSummary <- function (data, lev = NULL, model = NULL) { out <- mad(data$obs - data$pred, na.rm = TRUE) names(out) <- "MAD" out}robustControl <- trainControl(summaryFunction = madSummary)marsGrid <- expand.grid(degree = 1, nprune = (1:10) * 2)earthFit <- train(medv ~ ., data = BostonHousing, method = "earth", tuneGrid = marsGrid, metric = "MAD", maximize = FALSE, trControl = robustControl)######################################### Parallel Processing Example via multicore package## library(doMC)## registerDoMC(2)## NOTE: don't run models form RWeka when using### multicore. The session will crash.## The code for train() does not change:set.seed(1)usingMC <- train(medv ~ ., data = BostonHousing, method = "glmboost")## or use:## library(doMPI) or ## library(doParallel) or ## library(doSMP) and so on## End(Not run) |
caret documentation built on May 2, 2019, 5:47 p.m.
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