Using the models, prediction, deciding
description
Transcript of Using the models, prediction, deciding
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Peter Fox
Data Analytics – ITWS-4963/ITWS-6965
Week 7b, March 7, 2014
Using the models, prediction, deciding
scatterplotMatrix
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Hierarchical clustering
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> dswiss <- dist(as.matrix(swiss))
> hs <- hclust(dswiss)
> plot(hs)
ctree
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require(party)
swiss_ctree <- ctree(Fertility ~ Agriculture + Education + Catholic, data = swiss)
plot(swiss_ctree)
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pairs(iris[1:4], main = "Anderson's Iris Data -- 3 species”, pch = 21, bg = c("red", "green3", "blue")[unclass(iris$Species)])
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splom extra!require(lattice)
super.sym <- trellis.par.get("superpose.symbol")
splom(~iris[1:4], groups = Species, data = iris,
panel = panel.superpose,
key = list(title = "Three Varieties of Iris",
columns = 3,
points = list(pch = super.sym$pch[1:3],
col = super.sym$col[1:3]),
text = list(c("Setosa", "Versicolor", "Virginica"))))
splom(~iris[1:3]|Species, data = iris,
layout=c(2,2), pscales = 0,
varnames = c("Sepal\nLength", "Sepal\nWidth", "Petal\nLength"),
page = function(...) {
ltext(x = seq(.6, .8, length.out = 4),
y = seq(.9, .6, length.out = 4),
labels = c("Three", "Varieties", "of", "Iris"),
cex = 2)
})
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parallelplot(~iris[1:4] | Species, iris)
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parallelplot(~iris[1:4], iris, groups = Species, horizontal.axis = FALSE, scales = list(x = list(rot = 90)))
hclust for iris
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plot(iris_ctree)
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Ctree> iris_ctree <- ctree(Species ~ Sepal.Length + Sepal.Width + Petal.Length + Petal.Width, data=iris)
> print(iris_ctree)
Conditional inference tree with 4 terminal nodes
Response: Species
Inputs: Sepal.Length, Sepal.Width, Petal.Length, Petal.Width
Number of observations: 150
1) Petal.Length <= 1.9; criterion = 1, statistic = 140.264
2)* weights = 50
1) Petal.Length > 1.9
3) Petal.Width <= 1.7; criterion = 1, statistic = 67.894
4) Petal.Length <= 4.8; criterion = 0.999, statistic = 13.865
5)* weights = 46
4) Petal.Length > 4.8
6)* weights = 8
3) Petal.Width > 1.7
7)* weights = 46 12
> plot(iris_ctree, type="simple”)
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New dataset to work with treesfitK <- rpart(Kyphosis ~ Age + Number + Start, method="class", data=kyphosis)
printcp(fitK) # display the results
plotcp(fitK) # visualize cross-validation results
summary(fitK) # detailed summary of splits
# plot tree
plot(fitK, uniform=TRUE, main="Classification Tree for Kyphosis")
text(fitK, use.n=TRUE, all=TRUE, cex=.8)
# create attractive postscript plot of tree
post(fitK, file = “kyphosistree.ps", title = "Classification Tree for Kyphosis") # might need to convert to PDF (distill)
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> pfitK<- prune(fitK, cp= fitK$cptable[which.min(fitK$cptable[,"xerror"]),"CP"])> plot(pfitK, uniform=TRUE, main="Pruned Classification Tree for Kyphosis")> text(pfitK, use.n=TRUE, all=TRUE, cex=.8)> post(pfitK, file = “ptree.ps", title = "Pruned Classification Tree for Kyphosis”)
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> fitK <- ctree(Kyphosis ~ Age + Number + Start, data=kyphosis)> plot(fitK, main="Conditional Inference Tree for Kyphosis”)
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> plot(fitK, main="Conditional Inference Tree for Kyphosis",type="simple")
randomForest> require(randomForest)
> fitKF <- randomForest(Kyphosis ~ Age + Number + Start, data=kyphosis)
> print(fitKF) # view results
Call:
randomForest(formula = Kyphosis ~ Age + Number + Start, data = kyphosis)
Type of random forest: classification
Number of trees: 500
No. of variables tried at each split: 1
OOB estimate of error rate: 20.99%
Confusion matrix:
absent present class.error
absent 59 5 0.0781250
present 12 5 0.7058824
> importance(fitKF) # importance of each predictor
MeanDecreaseGini
Age 8.654112
Number 5.584019
Start 10.168591 19
Random forests improve predictive accuracy by generating a large number of bootstrapped trees (based on random samples of variables), classifying a case using each tree in this new "forest", and deciding a final predicted outcome by combining the results across all of the trees (an average in regression, a majority vote in classification).
More on another dataset.# Regression Tree Example
library(rpart)
# build the tree
fitM <- rpart(Mileage~Price + Country + Reliability + Type, method="anova", data=cu.summary)
printcp(fitM) # display the results….
Root node error: 1354.6/60 = 22.576
n=60 (57 observations deleted due to missingness)
CP nsplit rel error xerror xstd
1 0.622885 0 1.00000 1.03165 0.176920
2 0.132061 1 0.37711 0.51693 0.102454
3 0.025441 2 0.24505 0.36063 0.079819
4 0.011604 3 0.21961 0.34878 0.080273
5 0.010000 4 0.20801 0.36392 0.075650 20
Mileage…plotcp(fitM) # visualize cross-validation results
summary(fitM) # detailed summary of splits
<we will leave this for Friday to look at> 21
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par(mfrow=c(1,2)) rsq.rpart(fitM) # visualize cross-validation results
# plot tree
plot(fitM, uniform=TRUE, main="Regression Tree for Mileage ")
text(fitM, use.n=TRUE, all=TRUE, cex=.8)
# prune the tree
pfitM<- prune(fitM, cp=0.01160389) # from cptable
# plot the pruned tree
plot(pfitM, uniform=TRUE, main="Pruned Regression Tree for Mileage")
text(pfitM, use.n=TRUE, all=TRUE, cex=.8)
post(pfitM, file = ”ptree2.ps", title = "Pruned Regression Tree for Mileage”)
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# Conditional Inference Tree for Mileage
fit2M <- ctree(Mileage~Price + Country + Reliability + Type, data=na.omit(cu.summary))
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Enough of trees!
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Bayes> cl <- kmeans(iris[,1:4], 3)
> table(cl$cluster, iris[,5])
setosa versicolor virginica
2 0 2 36
1 0 48 14
3 50 0 0
#
> m <- naiveBayes(iris[,1:4], iris[,5])
> table(predict(m, iris[,1:4]), iris[,5])
setosa versicolor virginica
setosa 50 0 0
versicolor 0 47 3
virginica 0 3 47 27
pairs(iris[1:4],main="Iris Data (red=setosa,green=versicolor,blue=virginica)", pch=21, bg=c("red","green3","blue")[unclass(iris$Species)])
Digging into irisclassifier<-naiveBayes(iris[,1:4], iris[,5])
table(predict(classifier, iris[,-5]), iris[,5], dnn=list('predicted','actual'))
actual
predicted setosa versicolor virginica
setosa 50 0 0
versicolor 0 47 3
virginica 0 3 47
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Digging into iris> classifier$apriori
iris[, 5]
setosa versicolor virginica
50 50 50
> classifier$tables$Petal.Length
Petal.Length
iris[, 5] [,1] [,2]
setosa 1.462 0.1736640
versicolor 4.260 0.4699110
virginica 5.552 0.551894729
Digging into irisplot(function(x) dnorm(x, 1.462, 0.1736640), 0, 8, col="red", main="Petal length distribution for the 3 different species")
curve(dnorm(x, 4.260, 0.4699110), add=TRUE, col="blue")
curve(dnorm(x, 5.552, 0.5518947 ), add=TRUE, col = "green")
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http://www.ugrad.stat.ubc.ca/R/library/mlbench/html/HouseVotes84.
html > require(mlbench)
> data(HouseVotes84)
> model <- naiveBayes(Class ~ ., data = HouseVotes84)
> predict(model, HouseVotes84[1:10,-1])
[1] republican republican republican democrat democrat democrat republican republican republican
[10] democrat
Levels: democrat republican 31
House Votes 1984> predict(model, HouseVotes84[1:10,-1], type = "raw")
democrat republican
[1,] 1.029209e-07 9.999999e-01
[2,] 5.820415e-08 9.999999e-01
[3,] 5.684937e-03 9.943151e-01
[4,] 9.985798e-01 1.420152e-03
[5,] 9.666720e-01 3.332802e-02
[6,] 8.121430e-01 1.878570e-01
[7,] 1.751512e-04 9.998248e-01
[8,] 8.300100e-06 9.999917e-01
[9,] 8.277705e-08 9.999999e-01
[10,] 1.000000e+00 5.029425e-1132
House Votes 1984
> pred <- predict(model, HouseVotes84[,-1])
> table(pred, HouseVotes84$Class)
pred democrat republican
democrat 238 13
republican 29 155
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So now you could complete this:> data(HairEyeColor)
> mosaicplot(HairEyeColor)
> margin.table(HairEyeColor,3)
Sex
Male Female
279 313
> margin.table(HairEyeColor,c(1,3))
Sex
Hair Male Female
Black 56 52
Brown 143 143
Red 34 37
Blond 46 81
Construct a naïve Bayes classifier and test. 34
Assignments to come…
• Term project (A6). Due ~ week 13. 30% (25% written, 5% oral; individual).
• Assignment 7: Predictive and Prescriptive Analytics. Due ~ week 9/10. 20% (15% written and 5% oral; individual);
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Coming weeks• I will be out of town Friday March 21 and 28• On March 21 you will have a lab –
attendance will be taken – to work on assignments (term (6) and assignment 7). Your project proposals (Assignment 5) are on March 18.
• On March 28 you will have a lecture on SVM, thus the Tuesday March 25 will be a lab.
• Back to regular schedule in April (except 18th)36
Admin info (keep/ print this slide)• Class: ITWS-4963/ITWS 6965• Hours: 12:00pm-1:50pm Tuesday/ Friday• Location: SAGE 3101• Instructor: Peter Fox• Instructor contact: [email protected], 518.276.4862 (do not
leave a msg)• Contact hours: Monday** 3:00-4:00pm (or by email appt)• Contact location: Winslow 2120 (sometimes Lally 207A
announced by email)• TA: Lakshmi Chenicheri [email protected] • Web site: http://tw.rpi.edu/web/courses/DataAnalytics/2014
– Schedule, lectures, syllabus, reading, assignments, etc.
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