|
| 1 | +library(mlbench) |
| 2 | +data("PimaIndiansDiabetes2") |
| 3 | +dataset <- PimaIndiansDiabetes2 |> |
| 4 | + data.table::as.data.table() |> |
| 5 | + na.omit() |
| 6 | + |
| 7 | +seed <- 123 |
| 8 | +feature_cols <- colnames(dataset)[1:8] |
| 9 | + |
| 10 | +param_list_glmnet <- expand.grid( |
| 11 | + alpha = seq(0, 1, 0.05) |
| 12 | +) |
| 13 | + |
| 14 | +if (isTRUE(as.logical(Sys.getenv("_R_CHECK_LIMIT_CORES_")))) { |
| 15 | + # on cran |
| 16 | + ncores <- 2L |
| 17 | +} else { |
| 18 | + ncores <- ifelse( |
| 19 | + test = parallel::detectCores() > 4, |
| 20 | + yes = 4L, |
| 21 | + no = ifelse( |
| 22 | + test = parallel::detectCores() < 2L, |
| 23 | + yes = 1L, |
| 24 | + no = parallel::detectCores() |
| 25 | + ) |
| 26 | + ) |
| 27 | +} |
| 28 | + |
| 29 | +train_x <- model.matrix( |
| 30 | + ~ -1 + ., |
| 31 | + dataset[, .SD, .SDcols = feature_cols] |
| 32 | +) |
| 33 | +train_y <- as.integer(dataset[, get("diabetes")]) - 1L |
| 34 | + |
| 35 | +options("mlexperiments.bayesian.max_init" = 10L) |
| 36 | + |
| 37 | +fold_list <- splitTools::create_folds( |
| 38 | + y = train_y, |
| 39 | + k = 3, |
| 40 | + type = "stratified", |
| 41 | + seed = seed |
| 42 | +) |
| 43 | + |
| 44 | + |
| 45 | +# ########################################################################### |
| 46 | +# %% glmnet |
| 47 | +# ########################################################################### |
| 48 | + |
| 49 | +# ########################################################################### |
| 50 | +# %% NESTED CV |
| 51 | +# ########################################################################### |
| 52 | + |
| 53 | +test_that( |
| 54 | + desc = "test nested cv, grid, binary - glmnet", |
| 55 | + code = { |
| 56 | + |
| 57 | + skip_on_cran() |
| 58 | + |
| 59 | + glmnet_optimizer <- mlexperiments::MLNestedCV$new( |
| 60 | + learner = mllrnrs::LearnerGlmnet$new( |
| 61 | + metric_optimization_higher_better = FALSE |
| 62 | + ), |
| 63 | + strategy = "grid", |
| 64 | + fold_list = fold_list, |
| 65 | + k_tuning = 3L, |
| 66 | + ncores = ncores, |
| 67 | + seed = seed |
| 68 | + ) |
| 69 | + set.seed(seed) |
| 70 | + random_grid <- sample(seq_len(nrow(param_list_glmnet)), 3) |
| 71 | + glmnet_optimizer$parameter_grid <- kdry::mlh_subset( |
| 72 | + param_list_glmnet, |
| 73 | + random_grid |
| 74 | + ) |
| 75 | + glmnet_optimizer$split_type <- "stratified" |
| 76 | + |
| 77 | + glmnet_optimizer$learner_args <- list( |
| 78 | + family = "binomial", |
| 79 | + type.measure = "class", |
| 80 | + standardize = TRUE |
| 81 | + ) |
| 82 | + glmnet_optimizer$predict_args <- list(type = "response") |
| 83 | + glmnet_optimizer$performance_metric_args <- list( |
| 84 | + positive = "1", |
| 85 | + negative = "0" |
| 86 | + ) |
| 87 | + glmnet_optimizer$performance_metric <- mlexperiments::metric("AUC") |
| 88 | + |
| 89 | + # set data |
| 90 | + glmnet_optimizer$set_data( |
| 91 | + x = train_x, |
| 92 | + y = train_y |
| 93 | + ) |
| 94 | + |
| 95 | + cv_results <- glmnet_optimizer$execute() |
| 96 | + expect_type(cv_results, "list") |
| 97 | + expect_equal(dim(cv_results), c(3, 7)) |
| 98 | + expect_true(inherits( |
| 99 | + x = glmnet_optimizer$results, |
| 100 | + what = "mlexCV" |
| 101 | + )) |
| 102 | + } |
| 103 | +) |
| 104 | + |
| 105 | +test_that( |
| 106 | + desc = "test nested cv, grid - glmnet, errors", |
| 107 | + code = { |
| 108 | + |
| 109 | + glmnet_optimizer <- mlexperiments::MLNestedCV$new( |
| 110 | + learner = mllrnrs::LearnerGlmnet$new( |
| 111 | + metric_optimization_higher_better = FALSE |
| 112 | + ), |
| 113 | + strategy = "grid", |
| 114 | + fold_list = fold_list, |
| 115 | + k_tuning = 3L, |
| 116 | + ncores = ncores, |
| 117 | + seed = seed |
| 118 | + ) |
| 119 | + set.seed(seed) |
| 120 | + random_grid <- sample(seq_len(nrow(param_list_glmnet)), 3) |
| 121 | + glmnet_optimizer$parameter_grid <- kdry::mlh_subset( |
| 122 | + param_list_glmnet, |
| 123 | + random_grid |
| 124 | + ) |
| 125 | + glmnet_optimizer$split_type <- "stratified" |
| 126 | + |
| 127 | + glmnet_optimizer$learner_args <- list( |
| 128 | + type.measure = "class", |
| 129 | + standardize = TRUE |
| 130 | + ) |
| 131 | + glmnet_optimizer$predict_args <- list(type = "response") |
| 132 | + glmnet_optimizer$performance_metric_args <- list( |
| 133 | + positive = "1", |
| 134 | + negative = "0" |
| 135 | + ) |
| 136 | + glmnet_optimizer$performance_metric <- mlexperiments::metric("AUC") |
| 137 | + |
| 138 | + # set data |
| 139 | + glmnet_optimizer$set_data( |
| 140 | + x = train_x, |
| 141 | + y = train_y |
| 142 | + ) |
| 143 | + |
| 144 | + expect_error(glmnet_optimizer$execute()) |
| 145 | + } |
| 146 | +) |
| 147 | + |
| 148 | + |
| 149 | +# ########################################################################### |
| 150 | +# %% Lightgbm |
| 151 | +# ########################################################################### |
| 152 | + |
| 153 | +param_list_lightgbm <- expand.grid( |
| 154 | + bagging_fraction = seq(0.6, 1, .2), |
| 155 | + feature_fraction = seq(0.6, 1, .2), |
| 156 | + min_data_in_leaf = seq(2, 10, 2), |
| 157 | + learning_rate = seq(0.1, 0.2, 0.1), |
| 158 | + num_leaves = seq(2, 20, 4), |
| 159 | + max_depth = -1L, |
| 160 | + verbose = -1L |
| 161 | +) |
| 162 | + |
| 163 | +options("mlexperiments.bayesian.max_init" = 10L) |
| 164 | +options("mlexperiments.optim.lgb.nrounds" = 100L) |
| 165 | +options("mlexperiments.optim.lgb.early_stopping_rounds" = 10L) |
| 166 | + |
| 167 | +# ########################################################################### |
| 168 | +# %% TUNING |
| 169 | +# ########################################################################### |
| 170 | + |
| 171 | +lightgbm_bounds <- list( |
| 172 | + bagging_fraction = c(0.2, 1), |
| 173 | + feature_fraction = c(0.2, 1), |
| 174 | + min_data_in_leaf = c(2L, 12L), |
| 175 | + learning_rate = c(0.1, 0.2), |
| 176 | + num_leaves = c(2L, 20L) |
| 177 | +) |
| 178 | +optim_args <- list( |
| 179 | + iters.n = ncores, |
| 180 | + kappa = 3.5, |
| 181 | + acq = "ucb" |
| 182 | +) |
| 183 | + |
| 184 | +# ########################################################################### |
| 185 | +# %% NESTED CV |
| 186 | +# ########################################################################### |
| 187 | + |
| 188 | +test_that( |
| 189 | + desc = "test nested cv, bayesian, binary - lightgbm", |
| 190 | + code = { |
| 191 | + |
| 192 | + lightgbm_optimizer <- mlexperiments::MLNestedCV$new( |
| 193 | + learner = mllrnrs::LearnerLightgbm$new( |
| 194 | + metric_optimization_higher_better = FALSE |
| 195 | + ), |
| 196 | + strategy = "bayesian", |
| 197 | + fold_list = fold_list, |
| 198 | + k_tuning = 3L, |
| 199 | + ncores = ncores, |
| 200 | + seed = seed |
| 201 | + ) |
| 202 | + |
| 203 | + lightgbm_optimizer$parameter_bounds <- lightgbm_bounds |
| 204 | + lightgbm_optimizer$parameter_grid <- param_list_lightgbm |
| 205 | + lightgbm_optimizer$split_type <- "stratified" |
| 206 | + lightgbm_optimizer$optim_args <- optim_args |
| 207 | + |
| 208 | + lightgbm_optimizer$learner_args <- list( |
| 209 | + objective = "binary", |
| 210 | + metric = "binary_logloss", |
| 211 | + cat_vars = c("pregnant", "pedigree") |
| 212 | + ) |
| 213 | + lightgbm_optimizer$performance_metric_args <- list( |
| 214 | + positive = "1", |
| 215 | + negative = "0" |
| 216 | + ) |
| 217 | + lightgbm_optimizer$performance_metric <- mlexperiments::metric("auc") |
| 218 | + |
| 219 | + # set data |
| 220 | + lightgbm_optimizer$set_data( |
| 221 | + x = train_x, |
| 222 | + y = train_y |
| 223 | + ) |
| 224 | + |
| 225 | + cv_results <- lightgbm_optimizer$execute() |
| 226 | + expect_type(cv_results, "list") |
| 227 | + expect_equal(dim(cv_results), c(3, 12)) |
| 228 | + expect_true(inherits( |
| 229 | + x = lightgbm_optimizer$results, |
| 230 | + what = "mlexCV" |
| 231 | + )) |
| 232 | + } |
| 233 | +) |
| 234 | + |
| 235 | + |
| 236 | +# ########################################################################### |
| 237 | +# %% Ranger |
| 238 | +# ########################################################################### |
| 239 | + |
| 240 | + |
| 241 | +param_list_ranger <- expand.grid( |
| 242 | + num.trees = seq(500, 1000, 500), |
| 243 | + mtry = seq(2, 6, 2), |
| 244 | + min.node.size = seq(1, 9, 4), |
| 245 | + max.depth = seq(1, 9, 4), |
| 246 | + sample.fraction = seq(0.5, 0.8, 0.3) |
| 247 | +) |
| 248 | + |
| 249 | +# ########################################################################### |
| 250 | +# %% NESTED CV |
| 251 | +# ########################################################################### |
| 252 | + |
| 253 | +test_that( |
| 254 | + desc = "test nested cv, grid, binary - ranger", |
| 255 | + code = { |
| 256 | + |
| 257 | + ranger_optimizer <- mlexperiments::MLNestedCV$new( |
| 258 | + learner = mllrnrs::LearnerRanger$new(), |
| 259 | + strategy = "grid", |
| 260 | + fold_list = fold_list, |
| 261 | + k_tuning = 3L, |
| 262 | + ncores = ncores, |
| 263 | + seed = seed |
| 264 | + ) |
| 265 | + set.seed(seed) |
| 266 | + random_grid <- sample(seq_len(nrow(param_list_ranger)), 3) |
| 267 | + ranger_optimizer$parameter_grid <- |
| 268 | + param_list_ranger[random_grid, ] |
| 269 | + ranger_optimizer$split_type <- "stratified" |
| 270 | + |
| 271 | + ranger_optimizer$learner_args <- list(probability = TRUE, |
| 272 | + cat_vars = c("pregnant", "pedigree")) |
| 273 | + ranger_optimizer$predict_args <- list(prob = TRUE, positive = "1") |
| 274 | + |
| 275 | + ranger_optimizer$performance_metric_args <- list( |
| 276 | + positive = "1", |
| 277 | + negative = "0" |
| 278 | + ) |
| 279 | + ranger_optimizer$performance_metric <- mlexperiments::metric("AUC") |
| 280 | + |
| 281 | + # set data |
| 282 | + ranger_optimizer$set_data( |
| 283 | + x = train_x, |
| 284 | + y = factor(train_y) |
| 285 | + ) |
| 286 | + |
| 287 | + cv_results <- ranger_optimizer$execute() |
| 288 | + expect_type(cv_results, "list") |
| 289 | + expect_equal(dim(cv_results), c(3, 8)) |
| 290 | + expect_true(inherits( |
| 291 | + x = ranger_optimizer$results, |
| 292 | + what = "mlexCV" |
| 293 | + )) |
| 294 | + } |
| 295 | +) |
| 296 | + |
| 297 | + |
| 298 | +# ########################################################################### |
| 299 | +# %% xgboost |
| 300 | +# ########################################################################### |
| 301 | + |
| 302 | +param_list_xgboost <- expand.grid( |
| 303 | + subsample = seq(0.6, 1, .2), |
| 304 | + colsample_bytree = seq(0.6, 1, .2), |
| 305 | + min_child_weight = seq(1, 5, 4), |
| 306 | + learning_rate = seq(0.1, 0.2, 0.1), |
| 307 | + max_depth = seq(1, 5, 4) |
| 308 | +) |
| 309 | + |
| 310 | +ncores <- 2L |
| 311 | + |
| 312 | +options("mlexperiments.bayesian.max_init" = 10L) |
| 313 | +options("mlexperiments.optim.xgb.nrounds" = 100L) |
| 314 | +options("mlexperiments.optim.xgb.early_stopping_rounds" = 10L) |
| 315 | + |
| 316 | +# ########################################################################### |
| 317 | +# %% NESTED CV |
| 318 | +# ########################################################################### |
| 319 | + |
| 320 | +test_that( |
| 321 | + desc = "test nested cv, grid, binary:logistic - xgboost", |
| 322 | + code = { |
| 323 | + |
| 324 | + xgboost_optimizer <- mlexperiments::MLNestedCV$new( |
| 325 | + learner = mllrnrs::LearnerXgboost$new( |
| 326 | + metric_optimization_higher_better = FALSE |
| 327 | + ), |
| 328 | + strategy = "grid", |
| 329 | + fold_list = fold_list, |
| 330 | + k_tuning = 3L, |
| 331 | + ncores = ncores, |
| 332 | + seed = seed |
| 333 | + ) |
| 334 | + set.seed(seed) |
| 335 | + random_grid <- sample(seq_len(nrow(param_list_xgboost)), 3) |
| 336 | + xgboost_optimizer$parameter_grid <- |
| 337 | + param_list_xgboost[random_grid, ] |
| 338 | + xgboost_optimizer$split_type <- "stratified" |
| 339 | + |
| 340 | + xgboost_optimizer$learner_args <- list( |
| 341 | + objective = "binary:logistic", |
| 342 | + eval_metric = "logloss" |
| 343 | + ) |
| 344 | + xgboost_optimizer$performance_metric_args <- list( |
| 345 | + positive = "1", |
| 346 | + negative = "0" |
| 347 | + ) |
| 348 | + xgboost_optimizer$performance_metric <- mlexperiments::metric("auc") |
| 349 | + |
| 350 | + # set data |
| 351 | + xgboost_optimizer$set_data( |
| 352 | + x = train_x, |
| 353 | + y = train_y |
| 354 | + ) |
| 355 | + |
| 356 | + cv_results <- xgboost_optimizer$execute() |
| 357 | + expect_type(cv_results, "list") |
| 358 | + expect_equal(dim(cv_results), c(3, 10)) |
| 359 | + expect_true(inherits( |
| 360 | + x = xgboost_optimizer$results, |
| 361 | + what = "mlexCV" |
| 362 | + )) |
| 363 | + } |
| 364 | +) |
| 365 | + |
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