The qeML package: "Quick and easy" wrappers for machine learning

"Easy for learners, powerful for advanced users"

Norm Matloff, UC Davis,

I am a professor of computer science, and a former professor of statistics, highly active in the areas of machine learning and statistical computing, bio.

What this package is about

Functions and tutorials on the basic predictive functions of machine learning (ML).

• "Quick and Easy" ML

  • "Works right out of the box!"
  • much simpler interface than tidymodels, caret, mlr3, superlearner, SuperML etc.
  • easy for learners, powerful/convenient for experts

• Special Features for ML Learners/Instructors

  • includes tutorials on major ML predictive methods, and on special topics such as feature selection and dealing with missing values
  • includes a large number of datasets

• Special Features for Those Experienced in ML

  • many advanced features
  • variety of functions for feature selection and model development
  • large variety of ML algorithms, including some novel/unusual ones
  • advanced plotting utilities, e.g. Double Descent
  • includes tutorials on special topics

Overview

(Also see extensive Function List section below.)

The letters 'qe' in the package title stand for "quick and easy," alluding to the convenience goal of the package. We bring together a variety of machine learning (ML) tools from standard R packages, providing wrappers with a simple, uniform interface. Hence the term "quick and easy."

For instance, consider the mlb1 data included in the package, consisting of data on professional baseball players. Say we wish to predict weight of a player. For SVM, we would make the simple call

r qeSVM(mlb1,'Weight')

For gradient boosting, the call would be similar,

r qeGBoost(mlb1,'Weight')

and so on. It couldn't be easier!

Default values are used on the above calls, but nondefaults can be specified, e.g.

r qeSVM(mlb1,'Weight',gamma=0.8)

Prediction

Each qe-series function is paired with a predict method, e.g. predict player weight:

``` r

data(mlb1) z <- qeGBoost(mlb1,'Weight',holdout=NULL) predict(z,data.frame(Position='Catcher',Height=73,Age=28)) [1] 204.2406 ```

A catcher of height 73 and age 28 would be predicted to have weight about 204.

Categorical variables can be predicted too. Where possible, class probabilities are computed in addition to class:

``` r

w <- qeGBoost(mlb1,'Position',holdout=NULL) predict(w,data.frame(Height=73,Weight=185,Age=28)) $predClasses [1] "Relief_Pitcher"

$probs Catcher FirstBaseman Outfielder ReliefPitcher SecondBaseman [1,] 0.02396515 0.03167778 0.2369061 0.2830575 0.1421796 Shortstop StartingPitcher Third_Baseman [1,] 0.0592867 0.1824601 0.04046717

```

A player of height 73, weight 185 and age 28 would be predicted to be a relief pitcher, with probability 0.28.

Holdout sets

By default, the qe functions reserve a holdout set on which to assess accuracy.

``` r

z <- qeRF(mlb1,'Weight') holdout set has 101 rows Loading required package: randomForest randomForest 4.6-14 Type rfNews() to see new features/changes/bug fixes. z$testAcc [1] 14.45285 z$trainAcc [1] 8.23018 z$baseAcc [1] 17.22356 ```

The mean absolute prediction error on the holdout data was about 14.5 pounds. As is typical, it was much smaller on the training set, 8.2.

If one simply predicted every player using the overall mean weight, the MAPE would be about 17.2.

One can skip holdout by setting the holdout argument to NULL.

Of course, since the holdout set is random, the same is true for the accuracy numbers. To gauge the predictedive power of a model over many holdout sets, one can use replicMeans(), which is available in qeML by automatic loading of the regtools package. Say for 100 holdout sets:

``` r

replicMeans(100,"qeRF(mlb1,'Weight')$testAcc") [1] 13.6354 attr(,"stderr") [1] 0.1147791 ```

So the true MAPE for this model on new data is estimated to be 13.6. The standard error is also output, to gauge whether 100 replicates is enough.

Dimension reduction/Feature Selection

One can preprocess the data, both when fitting the training data and later when predicting new cases. For instance, consider the pef dataset included with the package. It consists of Census data on programmers and engineers in 2000.

``` r

head(pef) age educ occ sex wageinc wkswrkd 1 50.30082 zzzOther 102 2 75000 52 2 41.10139 zzzOther 101 1 12300 20 3 24.67374 zzzOther 102 2 15400 52 4 50.19951 zzzOther 100 1 0 52 5 51.18112 zzzOther 100 2 160 1 6 57.70413 zzzOther 100 1 0 0 ```

First, let's try PCA. The qePCA() function calculates the principal components, retains the major ones, then applies a specified ML method on the reduced dataset. We'll specify that we want as many principal components as will comprise 60% of the total variance, and will use k-Nearest Neighbor analysis.

``` r

data(pef) w <- qePCA(pef,'wageinc','qeKNN',pcaProp=0.6) holdout set has 1000 rows w$testAcc [1] 24351.91 w$baseAcc [1] 31444.26 ```

On average, our predictions were off about about $24K. If we were to just predict using the overall mean income, MAPE would be about $31K.

A much more powerful method of dimension reduction is FOCI (Feature Ordering by Conditional Independence). We have a wrapper.

Here we will use it on a 50K subset of the Million Songs dataset from the UCI Machine Language Data Repository. The goal is to predict the year of release of the song, based on 90 different audio measurements.

``` r

system.time(z <- qeFOCI(s50,'V1')) user system elapsed 1464.245 22.246 208.174 ```

It can be time-consuming. But it did reduce dimension:

``` r

dim(s50) [1] 50000 91 dim(z$newData) [1] 50000 9 ```

FOCI settled on a set of 8 of the original 90 predictors.

Let's try predicting using random forests, say the ranger version:

``` r

w <- qeRFranger(z$newData,'V1') holdout set has 1000 rows Loading required package: ranger w$testAcc [1] 6.661694 w$trainAcc [1] 3.39568 w$baseAcc [1] 8.169616

```

So, we seem to be able to predict release year of a song by about 6.7 years on average. If we were to simply use the overall average year as our prediction, on average we'd be off by about 8.2 years, so yes, the features do help. Of course, we might try the same on the full 500K dataset, but used a subset here to save time.

Note again the tiny value of the training set accuracy, about 3.4 years! This is a great reminder of the fact that training set accuracy tends to be overly optimistic.

Function list

• ML algorithms

  • qeAdaBoost(): Ada Boosting, wraps Jousboost pkg
  • qeDeepnet(): wraps deepnet pkg
  • qeDT(): decision trees, wraps party pkg
  • qeGBoost(): gradient boosting, wraps gbm pkg
  • qeKNN(): k-Nearest Neighbors, wraps regtools pkg; includes predictor importance settings; allows linear interpolation within a bin
  • qeLASSO(): LASSO and ridge regression, wraps glmment pkg
  • qeLightGBoost(): gradient boosting, wraps lightgbm pkg
  • qeliquidSVM: wraps liquidSVM pkg
  • qeLin(): wraps R's lm()
  • qeLinKNN(): first fits qeLin(), followed by k-NN on the residuals to correct deviations from linearity
  • qeLogit(): wraps R's glm()
  • qeNCVregCV: wraps ncvreg package, linear gen. linear regression regularized via SCAD etc.
  • qeNeural(): wraps keras package, including CNN
  • qePolyLASSO(): LASSO/ridge applied to polynomial regression; wraps glmnet, polyreg pkgs
  • qePolyLin(): polynomial regression on linear models; uses Moore-Penrose inverse if overfitting; wraps polyreg pkg
  • qePolyLog(): polynomial regression on logistic models; wraps polyreg pkg
  • qeRF(): random forests, wraps randomforest pkg
  • qeRFgrf: random forests, wraps grf pkg; allows linear interpolation within a bin
  • qeRpart(): decision trees, wraps Rpart pkg; colorful tree plot
  • qeRFranger(): random forests, wraps ranger pkg
  • qeskRF(): random forests, wraps Python Scilearn pkg
  • qeskSVM(): SVM, wraps Python Scilearn pkg
  • qeSVM(): SVM, wraps e1071 pkg
  • qeSVMliquid(): SVM, wraps liquid SVM pkg
  • qeXGBoost() wraps the xgboost pkg

• feature importance/selection

  • qeFOCI(), qeFOCIrand(): fully nonparametric method for feature selection
  • qeLASSO(): for feature importance, apply coef() to return value
  • qeLeaveOut1Var: fits full model, then with all features but 1, for each feature, reporting difference in predictive power; use with any qeML predictive function
  • qeRareLevels(): investigates whether rare levels of a feature that is an R factor should be included
  • qeRFranger: variable.importance component of return value

• model development

  • doubleD(): computation and plotting for exploring Double Descent
  • plotClassesUMAP(): plot first two UMAP components, color-coding classes
  • plotPairedResiduals(): plot residuals against pairs of features
  • qeCompare(): compare the accuracy various ML methods on a given dataset
  • qeFT(): automated grid hyperparameter search, with Bonferroni-Dunn corrected standard errors
  • qePCA(): find principal components, number specified by user, then fit the resulting model, according to qe* function specified by user
  • qeROC(): ROC computation and plotting, wraps pROC pkg
  • qeUMAP(): same as qePCA() but using UMAP
  • replicMeans(): (from regtools, included in qeML) averages output, e.g. testAcc, over many holdout sets

• application-specific functions (elementary)

  • qeText() text classification
  • qeTS(): time series

• prediction with missing values

  • qeLinMV(), qeLogitMV(), qeKNNMV(), associated predict() generics for use with toweranNA pkg

• utilities, exploratory tools

  • cartesianFactor(): with inputs of R factors of n1, n2... levels, creates a combined "superfactor" of n1n2... levels
  • dataToTopLevels(): applies factorToTopLevels() to all fadtors in the given data frame
  • factorToTopLevels(): removes rare levels from a factor
  • levelCounts(): performs a census of levels for each R factor in the dataset
  • newDFRow(): creates a new case to input to predict()
  • qeParallel(): apply "Software Alchemy" to parallelize **qe functions