R - 来自工作流程的部分依赖图

问题描述

我创建了以下配方来预测 R 中的随机森林：

set.seed(123456)
cv_folds <- Data_train %>% vfold_cv(v = 4,strata = Lead_week)

# Create a recipe
rf_mod_recipe <- recipe(Lead_week ~ Jaar + Aantal + Verzekering + Leeftijd + Retentie + 
                          Aantal_proeven + Geslacht + FLG_ADVERTISING + FLG_MAIL +
                          FLG_PHONE + FLG_EMAIL + Proef1 + Proef2 + Regio + 
                          Month + AC,data = Data_train) %>%
                        step_normalize(Leeftijd) 

# Specify the recipe
rf_mod <- rand_forest(mtry = tune(),min_n = tune(),trees = 200) %>%
  set_mode("regression") %>%
  set_engine("ranger",importance = "permutation")

# Create a workflow
rf_mod_workflow <-  workflow() %>%
  add_model(rf_mod) %>%
  add_recipe(rf_mod_recipe) 
rf_mod_workflow

# State our error metrics
class_metrics <- metric_set(rmse,mae)

rf_grid <- grid_regular(
  mtry(range = c(5,15)),min_n(range = c(10,200)),levels = 5
)

rf_grid

# Train the model
set.seed(654321)

rf_tune_res <- tune_grid(
  rf_mod_workflow,resamples = cv_folds,grid = rf_grid,metrics = class_metrics
)

# Collect the optimal hyperparameters
rf_tune_res %>%
  collect_metrics()

# Select the best number of mtry
best_rmse <- select_best(rf_tune_res,"rmse")
rf_final_wf <- finalize_workflow(rf_mod_workflow,best_rmse)
rf_final_wf

# Create a workflow
rf_mod_workflow <-  workflow() %>%
  add_model(rf_mod) %>%
  add_recipe(rf_mod_recipe) 
rf_mod_workflow

predict(rf_final_wf,grid) %>%
  bind_cols(rf_mod_recipe %>% select(AC)) %>%
  ggplot(aes(y = .pred,x = AC)) +
  geom_path()

在检索样本内性能后，我使用工作流对保持数据进行预测。

# Finalise the workflow
set.seed(56789)
rf_final_fit <- rf_final_wf %>%
  last_fit(splits,metrics = class_metrics)

# Collect predictions
summary_rf <- rf_final_fit %>% 
  collect_predictions()

summary(summary_rf$.pred)

# Collect metrics
rf_final_fit %>% 
  collect_metrics()

所以我使用交叉验证来微调并最终测试保持数据。但是，如何获得部分依赖图以“打开黑匣子”？

解决方法

我们建议将 DALEX 用于此类模型可解释性任务，因为存在 great support for tidymodels。

在获得最终拟合模型（例如随机森林）后，您需要：

• 创建一个 DALEX 解释器
• 计算 PDP

library(tidymodels)
#> Registered S3 method overwritten by 'tune':
#>   method                   from   
#>   required_pkgs.model_spec parsnip
library(DALEXtra)
#> Loading required package: DALEX
#> Welcome to DALEX (version: 2.2.0).
#> Find examples and detailed introduction at: http://ema.drwhy.ai/
#> Additional features will be available after installation of: ggpubr.
#> Use 'install_dependencies()' to get all suggested dependencies
#> 
#> Attaching package: 'DALEX'
#> The following object is masked from 'package:dplyr':
#> 
#>     explain

data(ames)
ames_train <- ames %>%
    transmute(Sale_Price = log10(Sale_Price),Gr_Liv_Area = as.numeric(Gr_Liv_Area),Year_Built,Bldg_Type)

rf_model <- 
    rand_forest(trees = 1000) %>% 
    set_engine("ranger") %>% 
    set_mode("regression")

rf_wflow <- 
    workflow() %>% 
    add_formula(
        Sale_Price ~ Gr_Liv_Area + Year_Built + Bldg_Type) %>% 
    add_model(rf_model) 

rf_fit <- rf_wflow %>% fit(data = ames_train)
explainer_rf <- explain_tidymodels(
    rf_fit,data = dplyr::select(ames_train,-Sale_Price),y = ames_train$Sale_Price,label = "random forest"
)
#> Preparation of a new explainer is initiated
#>   -> model label       :  random forest 
#>   -> data              :  2930  rows  3  cols 
#>   -> data              :  tibble converted into a data.frame 
#>   -> target variable   :  2930  values 
#>   -> predict function  :  yhat.workflow  will be used ( [33m default [39m )
#>   -> predicted values  :  No value for predict function target column. ( [33m default [39m )
#>   -> model_info        :  package tidymodels,ver. 0.1.3,task regression ( [33m default [39m ) 
#>   -> predicted values  :  numerical,min =  4.896018,mean =  5.220595,max =  5.518857  
#>   -> residual function :  difference between y and yhat ( [33m default [39m )
#>   -> residuals         :  numerical,min =  -0.8083636,mean =  4.509735e-05,max =  0.3590898  
#>  [32m A new explainer has been created! [39m

pdp_rf <- model_profile(explainer_rf,N = NULL,variables = "Gr_Liv_Area",groups = "Bldg_Type")

as_tibble(pdp_rf$agr_profiles) %>%
    mutate(`_label_` = stringr::str_remove(`_label_`,"random forest_")) %>%
    ggplot(aes(`_x_`,`_yhat_`,color = `_label_`)) +
    geom_line(size = 1.2,alpha = 0.8) +
    labs(x = "Gross living area",y = "Sale Price (log)",color = NULL,title = "Partial dependence profile for Ames housing sales",subtitle = "Predictions from a random forest model")

^{由 reprex package (v2.0.0) 于 2021 年 5 月 27 日创建}

看起来我应该把 x 轴放在对数刻度上。

您可以调用 plot(pdp_rf) 来使用 DALEX 的默认绘图方法，但我在这里展示了如何使用基础计算的 PDP 制作更自定义的绘图。