R机器学习mlr3：模型评价和比较

前面一篇介绍了如何使用mlr3创建任务和学习器、拟合模型、预测和简单的评价，本篇将模型评价的一些细节问题，展示mlr3如何使得这些步骤变得更加简单！

二分类变量和ROC曲线

对于二分类变量，结果有阴性和阳性两种，而且判定阴性和阳性的阈值是可以认为设定的。ROC曲线可以很好的帮助我们确定最佳的分割点。

首先看一下如何获取一个分类变量的混淆矩阵：

library(mlr3verse)
## 载入需要的程辑包：mlr3
data("Sonar", package = "mlbench")
task <- as_task_classif(Sonar, target = "Class", positive = "M") # 指定阳性

learner <- lrn("classif.rpart", predict_type = "prob") # 指定预测类型
prediction <- learner$train(task)$predict(task)
conf <- prediction$confusion
print(conf)
##         truth
## response  M  R
##        M 95 10
##        R 16 87

绘制ROC曲线也是非常方便：

autoplot(prediction, type = "roc")

也可以非常方便的绘制PRC曲线：

autoplot(prediction, type = "prc")

重抽样

mlr3支持的重抽样方法：

cross validation ("cv"),
leave-one-out cross validation ("loo"),
repeated cross validation ("repeated_cv"),
otstrapping ("bootstrap"),
subsampling ("subsampling"),
holdout ("holdout"),
in-sample resampling ("insample"),
custom resampling ("custom").

查看重抽样的方法：

library(mlr3verse)
as.data.table(mlr_resamplings)
##            key        params iters
## 1:   bootstrap ratio,repeats    30
## 2:      custom                  NA
## 3:   custom_cv                  NA
## 4:          cv         folds    10
## 5:     holdout         ratio     1
## 6:    insample                   1
## 7:         loo                  NA
## 8: repeated_cv folds,repeats   100
## 9: subsampling ratio,repeats    30

还有一些特殊类型的重抽样方法可以通过扩展包实现，比如mlr3spatiotemporal包。

默认的方法是holdout：

resampling <- rsmp("holdout")
print(resampling)
## <ResamplingHoldout> with 1 iterations
## * Instantiated: FALSE
## * Parameters: ratio=0.6667

可以通过以下方法改变比例：

resampling$param_set$values <- list(ratio = 0.8)

# 或者
rsmp("holdout", ratio = 0.8)
## <ResamplingHoldout> with 1 iterations
## * Instantiated: FALSE
## * Parameters: ratio=0.8

下面一个例子使用5折交叉验证方法，建立一个决策树模型：

library(mlr3verse)
task <- tsk("penguins") # 创建任务
learner <- lrn("classif.rpart", predict_type = "prob") # 创建学习器，设定预测的结果是概率
resampling <- rsmp("cv", folds = 5) # 选择重抽样方法

rr <- resample(task, learner, resampling, store_models = T) # 1行代码搞定
## INFO  [20:47:12.966] [mlr3] Applying learner 'classif.rpart' on task 'penguins' (iter 5/5) 
## INFO  [20:47:12.996] [mlr3] Applying learner 'classif.rpart' on task 'penguins' (iter 1/5) 
## INFO  [20:47:13.010] [mlr3] Applying learner 'classif.rpart' on task 'penguins' (iter 2/5) 
## INFO  [20:47:13.019] [mlr3] Applying learner 'classif.rpart' on task 'penguins' (iter 4/5) 
## INFO  [20:47:13.029] [mlr3] Applying learner 'classif.rpart' on task 'penguins' (iter 3/5)
print(rr)
## <ResampleResult> of 5 iterations
## * Task: penguins
## * Learner: classif.rpart
## * Warnings: 0 in 0 iterations
## * Errors: 0 in 0 iterations

获得平均的模型表现

rr$aggregate(msr("classif.acc"))
## classif.acc 
##   0.9448423

获得单个模型的表现

rr$score(msr("classif.acc"))[,7:9]
##    iteration              prediction classif.acc
## 1:         1 <PredictionClassif[20]>   0.9710145
## 2:         2 <PredictionClassif[20]>   0.8985507
## 3:         3 <PredictionClassif[20]>   0.9130435
## 4:         4 <PredictionClassif[20]>   0.9710145
## 5:         5 <PredictionClassif[20]>   0.9705882

检查警告或者错误：

rr$warnings
## Empty data.table (0 rows and 2 cols): iteration,msg
rr$errors
## Empty data.table (0 rows and 2 cols): iteration,msg

取出单个模型

rr$learners[[5]]$model
## n= 276 
## 
## node), split, n, loss, yval, (yprob)
##       * denotes terminal node
## 
## 1) root 276 158 Adelie (0.427536232 0.206521739 0.365942029)  
##   2) flipper_length< 206.5 170  54 Adelie (0.682352941 0.311764706 0.005882353)  
##     4) bill_length< 43.35 117   4 Adelie (0.965811966 0.034188034 0.000000000) *
##     5) bill_length>=43.35 53   4 Chinstrap (0.056603774 0.924528302 0.018867925) *
##   3) flipper_length>=206.5 106   6 Gentoo (0.018867925 0.037735849 0.943396226)  
##     6) bill_depth>=17.2 8   4 Chinstrap (0.250000000 0.500000000 0.250000000) *
##     7) bill_depth< 17.2 98   0 Gentoo (0.000000000 0.000000000 1.000000000) *

这个包也可以和其他决策树可视化R包无缝衔接，比如非常画图非常好看的rpart.plot:

library(rpart.plot)
## 载入需要的程辑包：rpart
rpart.plot(rr$learners[[5]]$model)

查看预测结果：

rr$prediction()
## <PredictionClassif> for 344 observations:
##     row_ids     truth  response prob.Adelie prob.Chinstrap prob.Gentoo
##           1    Adelie    Adelie  0.96969697     0.03030303  0.00000000
##           4    Adelie    Adelie  0.96969697     0.03030303  0.00000000
##          26    Adelie    Adelie  0.96969697     0.03030303  0.00000000
## ---                                                                   
##         333 Chinstrap Chinstrap  0.05660377     0.92452830  0.01886792
##         334 Chinstrap Chinstrap  0.05660377     0.92452830  0.01886792
##         335 Chinstrap Chinstrap  0.05660377     0.92452830  0.01886792

# 查看单个预测结果
rr$predictions()[[1]]
## <PredictionClassif> for 69 observations:
##     row_ids     truth  response prob.Adelie prob.Chinstrap prob.Gentoo
##           1    Adelie    Adelie  0.96969697     0.03030303  0.00000000
##           4    Adelie    Adelie  0.96969697     0.03030303  0.00000000
##          26    Adelie    Adelie  0.96969697     0.03030303  0.00000000
## ---                                                                   
##         338 Chinstrap Chinstrap  0.08888889     0.88888889  0.02222222
##         342 Chinstrap Chinstrap  0.08888889     0.88888889  0.02222222
##         344 Chinstrap Chinstrap  0.08888889     0.88888889  0.02222222

提取特定iteration的结果

rr$filter(c(3,5))
print(rr)
## <ResampleResult> of 2 iterations
## * Task: penguins
## * Learner: classif.rpart
## * Warnings: 0 in 0 iterations
## * Errors: 0 in 0 iterations

可视化结果：

task <- tsk("pima") # 非常著名的糖尿病数据集
task$select(c("glucose","mass"))
learner <- lrn("classif.rpart", predict_type = "prob")
resampling <- rsmp("cv")
rr <- resample(task, learner, resampling, store_models = T)
## INFO  [20:47:13.436] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 5/10) 
## INFO  [20:47:13.449] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 6/10) 
## INFO  [20:47:13.461] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 9/10) 
## INFO  [20:47:13.473] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 8/10) 
## INFO  [20:47:13.488] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 3/10) 
## INFO  [20:47:13.501] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 1/10) 
## INFO  [20:47:13.513] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 10/10) 
## INFO  [20:47:13.524] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 4/10) 
## INFO  [20:47:13.536] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 7/10) 
## INFO  [20:47:13.548] [mlr3] Applying learner 'classif.rpart' on task 'pima' (iter 2/10)

autoplot(rr, measure = msr("classif.auc"))

ROC曲线：10折交叉验证平均后的：

autoplot(rr, type = "roc")

树状图：

autoplot(rr, type = "prediction")

可视化单个模型：

rr1 <- rr$filter(1)

autoplot(rr1, type = "prediction")

所有支持的可视化类型可在此处找到：autoplot.ResampleResult

benchmark

用于比较多个模型，比如多个模型在单个任务的表现、多个模型在多个任务的表现等，使用不同的预处理进行的多个模型的表现等！

首先创建一个design

mlr3通过design进行比较多个模型，这个design是包含Task、Learner、Resampling的组合。

library(mlr3verse)

# 使用benchmark_grid函数创建
design <- benchmark_grid(
  tasks = tsks(c("spam", "german_credit", "sonar")),
  learners = lrns(c("classif.ranger", "classif.rpart", "classif.featureless"), predict_type = "prob"),
  resamplings = rsmps(c("holdout", "cv"))
)
print(design)
##                  task                         learner              resampling
##  1: <TaskClassif[49]>      <LearnerClassifRanger[37]> <ResamplingHoldout[19]>
##  2: <TaskClassif[49]>      <LearnerClassifRanger[37]>      <ResamplingCV[19]>
##  3: <TaskClassif[49]>       <LearnerClassifRpart[37]> <ResamplingHoldout[19]>
##  4: <TaskClassif[49]>       <LearnerClassifRpart[37]>      <ResamplingCV[19]>
##  5: <TaskClassif[49]> <LearnerClassifFeatureless[37]> <ResamplingHoldout[19]>
##  6: <TaskClassif[49]> <LearnerClassifFeatureless[37]>      <ResamplingCV[19]>
##  7: <TaskClassif[49]>      <LearnerClassifRanger[37]> <ResamplingHoldout[19]>
##  8: <TaskClassif[49]>      <LearnerClassifRanger[37]>      <ResamplingCV[19]>
##  9: <TaskClassif[49]>       <LearnerClassifRpart[37]> <ResamplingHoldout[19]>
## 10: <TaskClassif[49]>       <LearnerClassifRpart[37]>      <ResamplingCV[19]>
## 11: <TaskClassif[49]> <LearnerClassifFeatureless[37]> <ResamplingHoldout[19]>
## 12: <TaskClassif[49]> <LearnerClassifFeatureless[37]>      <ResamplingCV[19]>
## 13: <TaskClassif[49]>      <LearnerClassifRanger[37]> <ResamplingHoldout[19]>
## 14: <TaskClassif[49]>      <LearnerClassifRanger[37]>      <ResamplingCV[19]>
## 15: <TaskClassif[49]>       <LearnerClassifRpart[37]> <ResamplingHoldout[19]>
## 16: <TaskClassif[49]>       <LearnerClassifRpart[37]>      <ResamplingCV[19]>
## 17: <TaskClassif[49]> <LearnerClassifFeatureless[37]> <ResamplingHoldout[19]>
## 18: <TaskClassif[49]> <LearnerClassifFeatureless[37]>      <ResamplingCV[19]>

然后进行比较，也是1行代码即可！

bmr <- benchmark(design, store_models = T)
## INFO  [20:47:16.049] [mlr3] Running benchmark with 99 resampling iterations 
## INFO  [20:47:16.053] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 1/10) 
## INFO  [20:47:16.070] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 10/10) 
## INFO  [20:47:16.280] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 3/10) 
## INFO  [20:47:16.290] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 6/10) 
## INFO  [20:47:16.300] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 9/10) 
## INFO  [20:47:16.309] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 2/10) 
## INFO  [20:47:16.506] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 8/10) 
## INFO  [20:47:18.070] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 8/10) 
## INFO  [20:47:18.149] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 1/10) 
## INFO  [20:47:18.159] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 7/10) 
## INFO  [20:47:18.176] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 3/10) 
## INFO  [20:47:18.193] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 1/1) 
## INFO  [20:47:18.203] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 8/10) 
## INFO  [20:47:18.400] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 4/10) 
## INFO  [20:47:18.410] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 4/10) 
## INFO  [20:47:18.486] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 5/10) 
## INFO  [20:47:19.873] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 6/10) 
## INFO  [20:47:19.950] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 5/10) 
## INFO  [20:47:19.967] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 10/10) 
## INFO  [20:47:19.976] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 1/10) 
## INFO  [20:47:19.994] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 8/10) 
## INFO  [20:47:20.002] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 10/10) 
## INFO  [20:47:20.019] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 4/10) 
## INFO  [20:47:20.027] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 9/10) 
## INFO  [20:47:20.103] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 8/10) 
## INFO  [20:47:20.113] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 3/10) 
## INFO  [20:47:20.189] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 1/10) 
## INFO  [20:47:20.379] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 4/10) 
## INFO  [20:47:20.397] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 6/10) 
## INFO  [20:47:20.423] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 7/10) 
## INFO  [20:47:20.440] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 5/10) 
## INFO  [20:47:20.448] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 10/10) 
## INFO  [20:47:20.456] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 6/10) 
## INFO  [20:47:20.473] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 3/10) 
## INFO  [20:47:20.703] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 3/10) 
## INFO  [20:47:20.714] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 6/10) 
## INFO  [20:47:20.731] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 1/1) 
## INFO  [20:47:20.738] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 7/10) 
## INFO  [20:47:20.748] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 9/10) 
## INFO  [20:47:20.794] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 5/10) 
## INFO  [20:47:20.989] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 1/1) 
## INFO  [20:47:21.006] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 2/10) 
## INFO  [20:47:21.024] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 4/10) 
## INFO  [20:47:21.225] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 1/10) 
## INFO  [20:47:21.234] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 9/10) 
## INFO  [20:47:22.618] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 1/10) 
## INFO  [20:47:22.695] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 9/10) 
## INFO  [20:47:22.704] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 1/10) 
## INFO  [20:47:24.109] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 4/10) 
## INFO  [20:47:24.117] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 2/10) 
## INFO  [20:47:25.675] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 8/10) 
## INFO  [20:47:25.726] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 3/10) 
## INFO  [20:47:27.115] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 1/1) 
## INFO  [20:47:28.155] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 5/10) 
## INFO  [20:47:28.165] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 3/10) 
## INFO  [20:47:28.186] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 6/10) 
## INFO  [20:47:28.233] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 10/10) 
## INFO  [20:47:28.458] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 7/10) 
## INFO  [20:47:29.832] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 6/10) 
## INFO  [20:47:29.841] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 5/10) 
## INFO  [20:47:29.859] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 3/10) 
## INFO  [20:47:29.878] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 2/10) 
## INFO  [20:47:29.898] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 7/10) 
## INFO  [20:47:29.950] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 10/10) 
## INFO  [20:47:31.332] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 9/10) 
## INFO  [20:47:31.342] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 8/10) 
## INFO  [20:47:31.360] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 10/10) 
## INFO  [20:47:31.439] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 2/10) 
## INFO  [20:47:31.513] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 4/10) 
## INFO  [20:47:32.917] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 7/10) 
## INFO  [20:47:32.994] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 8/10) 
## INFO  [20:47:33.003] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 3/10) 
## INFO  [20:47:33.194] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 1/10) 
## INFO  [20:47:33.212] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 2/10) 
## INFO  [20:47:33.221] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 10/10) 
## INFO  [20:47:33.495] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 8/10) 
## INFO  [20:47:33.512] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 9/10) 
## INFO  [20:47:33.704] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 4/10) 
## INFO  [20:47:33.753] [mlr3] Applying learner 'classif.ranger' on task 'spam' (iter 6/10) 
## INFO  [20:47:35.136] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 10/10) 
## INFO  [20:47:35.147] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 6/10) 
## INFO  [20:47:35.332] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 5/10) 
## INFO  [20:47:35.380] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 7/10) 
## INFO  [20:47:35.581] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 1/1) 
## INFO  [20:47:35.643] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 2/10) 
## INFO  [20:47:35.653] [mlr3] Applying learner 'classif.ranger' on task 'german_credit' (iter 1/1) 
## INFO  [20:47:35.826] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 7/10) 
## INFO  [20:47:35.835] [mlr3] Applying learner 'classif.ranger' on task 'sonar' (iter 5/10) 
## INFO  [20:47:35.910] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 1/1) 
## INFO  [20:47:35.951] [mlr3] Applying learner 'classif.rpart' on task 'german_credit' (iter 9/10) 
## INFO  [20:47:35.969] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 5/10) 
## INFO  [20:47:35.980] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 1/1) 
## INFO  [20:47:35.997] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 4/10) 
## INFO  [20:47:36.257] [mlr3] Applying learner 'classif.featureless' on task 'sonar' (iter 1/1) 
## INFO  [20:47:36.264] [mlr3] Applying learner 'classif.featureless' on task 'spam' (iter 2/10) 
## INFO  [20:47:36.274] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 1/10) 
## INFO  [20:47:36.322] [mlr3] Applying learner 'classif.rpart' on task 'spam' (iter 2/10) 
## INFO  [20:47:36.366] [mlr3] Applying learner 'classif.featureless' on task 'german_credit' (iter 7/10) 
## INFO  [20:47:36.375] [mlr3] Applying learner 'classif.rpart' on task 'sonar' (iter 9/10) 
## INFO  [20:47:36.414] [mlr3] Finished benchmark

查看模型的表现，使用多种度量指标：

measures <- msrs(c("classif.acc", "classif.mcc"))

tab <- bmr$aggregate(measures)
print(tab)
##     nr      resample_result       task_id          learner_id resampling_id
##  1:  1 <ResampleResult[22]>          spam      classif.ranger       holdout
##  2:  2 <ResampleResult[22]>          spam      classif.ranger            cv
##  3:  3 <ResampleResult[22]>          spam       classif.rpart       holdout
##  4:  4 <ResampleResult[22]>          spam       classif.rpart            cv
##  5:  5 <ResampleResult[22]>          spam classif.featureless       holdout
##  6:  6 <ResampleResult[22]>          spam classif.featureless            cv
##  7:  7 <ResampleResult[22]> german_credit      classif.ranger       holdout
##  8:  8 <ResampleResult[22]> german_credit      classif.ranger            cv
##  9:  9 <ResampleResult[22]> german_credit       classif.rpart       holdout
## 10: 10 <ResampleResult[22]> german_credit       classif.rpart            cv
## 11: 11 <ResampleResult[22]> german_credit classif.featureless       holdout
## 12: 12 <ResampleResult[22]> german_credit classif.featureless            cv
## 13: 13 <ResampleResult[22]>         sonar      classif.ranger       holdout
## 14: 14 <ResampleResult[22]>         sonar      classif.ranger            cv
## 15: 15 <ResampleResult[22]>         sonar       classif.rpart       holdout
## 16: 16 <ResampleResult[22]>         sonar       classif.rpart            cv
## 17: 17 <ResampleResult[22]>         sonar classif.featureless       holdout
## 18: 18 <ResampleResult[22]>         sonar classif.featureless            cv
##     iters classif.acc classif.mcc
##  1:     1   0.9445893   0.8835453
##  2:    10   0.9495723   0.8943582
##  3:     1   0.8917862   0.7725102
##  4:    10   0.8934967   0.7765629
##  5:     1   0.6069100   0.0000000
##  6:    10   0.6059511   0.0000000
##  7:     1   0.7567568   0.4358851
##  8:    10   0.7670000   0.3927548
##  9:     1   0.6996997   0.2847394
## 10:    10   0.7290000   0.2984376
## 11:     1   0.6516517   0.0000000
## 12:    10   0.7000000   0.0000000
## 13:     1   0.7971014   0.6247458
## 14:    10   0.8221429   0.6390361
## 15:     1   0.6956522   0.3981439
## 16:    10   0.6545238   0.3098052
## 17:     1   0.4782609   0.0000000
## 18:    10   0.5340476   0.0000000

可视化结果

library(ggplot2)
autoplot(bmr) + theme_bw() + 
  theme(axis.text.x = element_text(angle = 45,hjust = 1))

上面的图给出了多个模型在不同数据集中的平均表现，我们也可以查看多个模型在某一个特定数据集中的表现：

bmr_german <- bmr$clone(deep = T)$filter(task_ids = "german_credit",resampling_ids = "holdout")
autoplot(bmr_german, type = "roc")

当然也可以只提取其中一个结果：

tab <- bmr$aggregate(measures)
rr <- tab[task_id == "german_credit" & learner_id ==  "classif.ranger"]$resample_result[[1]]
print(rr)
## <ResampleResult> of 1 iterations
## * Task: german_credit
## * Learner: classif.ranger
## * Warnings: 0 in 0 iterations
## * Errors: 0 in 0 iterations

查看一个结果的表现：

rr$aggregate(msr("classif.auc"))
## classif.auc 
##   0.8085969

合并多个BenchmarkResult，比如在2台电脑上做了2个不同的benchmarks，可以直接合并成一个更大的对象：

task <- tsk("iris")
resampling <- rsmp("holdout")$instantiate(task)

rr1 <- resample(task, lrn("classif.rpart"), resampling)
## INFO  [20:47:40.585] [mlr3] Applying learner 'classif.rpart' on task 'iris' (iter 1/1)
rr2 <- resample(task, lrn("classif.featureless"), resampling)
## INFO  [20:47:40.606] [mlr3] Applying learner 'classif.featureless' on task 'iris' (iter 1/1)

# 通过以下代码合并结果
bmr1 <- as_benchmark_result(rr1)
bmr2 <- as_benchmark_result(rr2)

bmr1$combine(bmr2)

bmr1
## <BenchmarkResult> of 2 rows with 2 resampling runs
##  nr task_id          learner_id resampling_id iters warnings errors
##   1    iris       classif.rpart       holdout     1        0      0
##   2    iris classif.featureless       holdout     1        0      0

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R机器学习mlr3：模型评价和比较

二分类变量和ROC曲线

重抽样

benchmark

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