Type: | Package |
Title: | Searching Parsimony Models with Genetic Algorithms |
Version: | 0.9.5 |
Author: | F.J. Martinez-de-Pison <fjmartin@unirioja.es> |
Maintainer: | F.J. Martinez-de-Pison <fjmartin@unirioja.es> |
Description: | Methodology that combines feature selection, model tuning, and parsimonious model selection with Genetic Algorithms (GA) proposed in {Martinez-de-Pison} (2015) <doi:10.1016/j.asoc.2015.06.012>. To this objective, a novel GA selection procedure is introduced based on separate cost and complexity evaluations. |
Suggests: | parallel, doParallel, doRNG (≥ 1.6), knitr (≥ 1.8), lhs, MASS, caret, mlbench, e1071, nnet, kernlab |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Depends: | R (≥ 3.0), methods, foreach, iterators |
Imports: | stats, graphics, grDevices, utils |
URL: | https://github.com/jpison/GAparsimony |
Date/Publication: | 2023-04-07 17:00:08 UTC |
Repository: | CRAN |
NeedsCompilation: | no |
Packaged: | 2023-04-07 09:36:16 UTC; fjmartin |
GAparsimony
Description
Combines feature selection, model tuning, and parsimonious model selection with GA optimization. GA selection procedure is based on separate cost and complexity evaluations. Therefore, the best individuals are initially sorted by an error fitness function, and afterwards, models with similar costs are rearranged according to modelcomplexity measurement so as to foster models of lesser complexity. The algorithm can be run sequentially or in parallel using an explicit master-slave parallelisation.
Details
GAparsimony package is a new GA wrapper automatic method that efficiently generated prediction models with reduced complexity and adequate generalization capacity.
ga_parsimony
function is primarily based on combining feature selection and model parameter tuning with a second novel GA selection process (ReRank algorithm) in order to achieve better overall parsimonious models.
Unlike other GA methodologies that use a penalty parameter for combining loss and complexity measures into a unique fitness function, the main contribution of this package is that ga_parsimony
selects the best models by considering cost and complexity separately. For this purpose, the ReRank algorithm rearranges individuals by their complexity when there is not a significant difference between their costs. Thus, less complex models with similar accuracy are promoted. Furthermore, because the penalty parameter is unnecessary, there is no consequent uncertainty associated with assigning a correct value beforehand. As a result, with GA-PARSIMONY, an automatic method for obtaining parsimonious models is finally made possible.
References
Sanz-Garcia A., Fernandez-Ceniceros J., Antonanzas-Torres F., Pernia-Espinoza A.V., Martinez-de-Pison F.J. (2015). GA-PARSIMONY: A GA-SVR approach with feature selection and parameter optimization to obtain parsimonious solutions for predicting temperature settings in a continuous annealing furnace. Applied Soft Computing 35, 23-38. Fernandez-Ceniceros J., Sanz-Garcia A., Antonanzas-Torres F., Martinez-de-Pison F.J. (2015). A numerical-informational approach for characterising the ductile behaviour of the T-stub component. Part 2: Parsimonious soft-computing-based metamodel. Engineering Structures 82, 249-260. Antonanzas-Torres F., Urraca R., Antonanzas J., Fernandez-Ceniceros J., Martinez-de-Pison F.J. (2015). Generation of daily global solar irradiation with support vector machines for regression. Energy Conversion and Management 96, 277-286.
Author(s)
Francisco Javier Martinez de Pison Ascacibar fjmartin@unirioja.es
Internal GA functions
Description
Internal functions not intended to be called directly by users.
Usage
.printShortMatrix(x, head = 2, tail = 1, chead = 5, ctail = 1, ...)
clearConsoleLine()
is.RStudio()
startParallel(parallel = TRUE, ...)
parsimony_summary(object, ...)
parsimony_control(...)
GA-PARSIMONY
Description
A GA-based optimization method for searching accurate parsimonious models by combining feature selection, model tuning, and parsimonious model selection (PMS). PMS procedure is based on separate cost and complexity evaluations. The best individuals are initially sorted by an error fitness function, and afterwards, models with similar costs are rearranged according to their model complexity so as to foster models of lesser complexity. The algorithm can be run sequentially or in parallel using an explicit master-slave parallelisation.
Usage
ga_parsimony(fitness, ...,
min_param, max_param, nFeatures,
names_param=NULL, names_features=NULL,
object=NULL, iter_ini=NULL,
type_ini_pop="improvedLHS",
popSize = 50, pcrossover = 0.8, maxiter = 40,
feat_thres=0.90, rerank_error = 0.0, iter_start_rerank = 0,
pmutation = 0.10, feat_mut_thres=0.10, not_muted=3,
elitism = base::max(1, round(popSize * 0.20)),
population = parsimony_population,
selection = parsimony_nlrSelection,
crossover = parsimony_crossover,
mutation = parsimony_mutation,
keep_history = FALSE,
path_name_to_save_iter = NULL,
early_stop = maxiter, maxFitness = Inf, suggestions = NULL,
parallel = FALSE,
monitor = if (interactive()) parsimony_monitor else FALSE,
seed_ini = NULL, verbose=FALSE)
Arguments
fitness |
the fitness function, any allowable R function which takes as input an individual Note: the chromosome is a concatenated real vector with the model parameters (parameters-chromosome) and the binary selection of the input features (features-chromosome). For example, a chromosome defined as c(10, 0.01, 0,1,1,0,1,0,0) could corresponds to a SVR model parameters C=10 & gamma=0.01, and a selection of three input features (second, third and fifth) from a dataset of 7 features (0110100). |
... |
additional arguments to be passed to the fitness function. This allows to write fitness functions that keep some variables fixed during the search. |
min_param |
a vector of length equal to the model parameters providing the minimum of the search space. |
max_param |
a vector of length equal to the model parameters providing the maximum of the search space. |
nFeatures |
a value specifying the number of maximum input features. |
names_param |
a vector with the name of the model parameters. |
names_features |
a vector with the name of the input features. |
object |
object of 'ga_parsimony' class to continue GA process. 'ga_parsimony@history' must be provided. Note: all GA settings are obtained from 'object' in order to continue the GA process. |
iter_ini |
Iteration/generation of 'object@history' to be used when 'object' is provided. If 'iter_ini==NULL' uses the last iteration of 'object'. |
type_ini_pop |
method to create the first population with 'parsimony_population' function. This function is called when iter_ini==0 and 'suggestions' are not provided. Methods='randomLHS','geneticLHS','improvedLHS','maximinLHS','optimumLHS','random'. First 5 methods correspond with several latine hypercube sampling. |
popSize |
the population size. |
pcrossover |
the probability of crossover between pairs of chromosomes. Typically this is a large value and by default is set to 0.8. |
maxiter |
the maximum number of iterations to run before the GA process is halted. |
feat_thres |
proportion of selected features in the initial population. It is recommended a high percentage of selected features for the first generations. By default is set to 0.90. |
rerank_error |
when a value is provided, a second reranking process according to the model complexities is called by parsimony_rerank function. Its primary objective is to select individuals with high validation cost while maintaining the robustness of a parsimonious model. This function switches the position of two models if the first one is more complex than the latter and no significant difference is found between their fitness values in terms of cost. Therefore, if the absolute difference between the validation costs are lower than 'rerank_error' they are considered similar. Default value=0.01 |
iter_start_rerank |
iteration when ReRanking process is actived. Default=0. Sometimes is useful not to use ReRanking process in the first generations. |
pmutation |
the probability of mutation in a parent chromosome. Usually mutation occurs with a small probability. By default is set to 0.10. |
feat_mut_thres |
probability of the muted 'features-chromosome' to be one. Default value is set to 0.10. |
not_muted |
number of the best elitists that are not muted in each generation. Default value is set to 3. |
elitism |
the number of best individuals to survive at each generation. By default the top 20% individuals will survive at each iteration. |
population |
an R function for randomly generating an initial population. See |
selection |
an R function performing selection, i.e. a function which generates a new population of individuals from the current population probabilistically according to individual fitness. See |
crossover |
an R function performing crossover, i.e. a function which forms offsprings by combining part of the genetic information from their parents. See |
mutation |
an R function performing mutation, i.e. a function which randomly alters the values of some genes in a parent chromosome. See |
keep_history |
If it is TRUE keeps in the list |
path_name_to_save_iter |
If it is not NULL save the 'ga_parsimony' object to the 'path_name_to_save_iter' file at the end of each iteration. Note: use extension '.RData', example 'object.RData' |
early_stop |
the number of consecutive generations without any improvement in the best fitness value before the GA is stopped. |
maxFitness |
the upper bound on the fitness function after that the GA search is interrupted. Default value is set to +Inf |
suggestions |
a matrix of solutions strings to be included in the initial population. If provided the number of columns must match (object@nParams+object@nFeatures). Can be used a previous population, for example: 'ga_parsimony@history[[2]]$population'. |
parallel |
a logical argument specifying if parallel computing should be used ( |
monitor |
a logical or an R function which takes as input the current state of the |
seed_ini |
an integer value containing the random number generator state. This argument can be used to replicate the results of a GA search. Note that if parallel computing is required, the doRNG package must be installed. |
verbose |
if it is TRUE shows additional information for debugging. |
Details
GAparsimony package is a new GA wrapper automatic procedure that efficiently generated prediction models with reduced complexity and adequate generalization capacity.
ga_parsimony
function is primarily based on combining feature selection and model parameter tuning with a second novel GA selection process (parsimony_rerank
function), in order to achieve better overall parsimonious models.
Unlike other GA methodologies that use a penalty parameter for combining loss and complexity measures into a unique fitness function, the main contribution of this package is that ga_parsimony
selects the best models by considering cost and complexity separately. For this purpose, the ReRank algorithm rearranges individuals by their complexity when there is not a significant difference between their costs. Thus, less complex models with similar accuracy are promoted. Furthermore, because the penalty parameter is unnecessary, there is no consequent uncertainty associated with assigning a correct value beforehand. As a result, with GA-PARSIMONY, an automatic method for obtaining parsimonious models is finally made possible.
Value
Returns an object of class ga_parsimony-class. See ga_parsimony-class
for a description of available slots information.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
References
Urraca R., Sodupe-Ortega E., Antonanzas E., Antonanzas-Torres F., Martinez-de-Pison, F.J. (2017). Evaluation of a novel GA-based methodology for model structure selection: The GA-PARSIMONY. Neurocomputing, Online July 2017. https://doi.org/10.1016/j.neucom.2016.08.154
Sanz-Garcia A., Fernandez-Ceniceros J., Antonanzas-Torres F., Pernia-Espinoza A.V., Martinez-de-Pison F.J. (2015). GA-PARSIMONY: A GA-SVR approach with feature selection and parameter optimization to obtain parsimonious solutions for predicting temperature settings in a continuous annealing furnace. Applied Soft Computing 35, 23-38.
Fernandez-Ceniceros J., Sanz-Garcia A., Antonanzas-Torres F., Martinez-de-Pison F.J. (2015). A numerical-informational approach for characterising the ductile behaviour of the T-stub component. Part 2: Parsimonious soft-computing-based metamodel. Engineering Structures 82, 249-260.
Antonanzas-Torres F., Urraca R., Antonanzas J., Fernandez-Ceniceros J., Martinez-de-Pison F.J. (2015). Generation of daily global solar irradiation with support vector machines for regression. Energy Conversion and Management 96, 277-286.
See Also
ga_parsimony-class
,
summary.ga_parsimony
,
plot.ga_parsimony
,
parsimony_Population
,
parsimony_Selection
,
parsimony_Crossover
,
parsimony_Mutation
,
parsimony_importance
,
parsimony_rerank
.
Examples
## Not run:
#################################
### Example 1: Classification ###
#################################
# This a toy example that shows how to search, for the *iris* database,
# a parsimony classification NNET model with 'GAparsimony'
# and 'caret' packages. Validation errors and iterations have been
# reduced to speedup the process
library(GAparsimony)
# Training and testing Datasets
library(caret)
data(iris)
# Z-score of input features
iris_esc <- data.frame(scale(iris[,1:4]),Species=iris[,5])
# Define an 70
set.seed(1234)
inTraining <- createDataPartition(iris_esc$Species, p=.70, list=FALSE)
data_train <- iris_esc[ inTraining,]
data_test <- iris_esc[-inTraining,]
# Function to evaluate each SVM individual
# ----------------------------------------
fitness_SVM <- function(chromosome, ...)
{
# First two values in chromosome are 'C' & 'sigma' of 'svmRadial' method
tuneGrid <- data.frame(C=chromosome[1],sigma=chromosome[2])
# Next values of chromosome are the selected features (TRUE if > 0.50)
selec_feat <- chromosome[3:length(chromosome)]>0.50
# Return -Inf if there is not selected features
if (sum(selec_feat)<1) return(c(kappa_val=-Inf,kappa_test=-Inf,complexity=Inf))
# Extract features from the original DB plus response (last column)
data_train_model <- data_train[,c(selec_feat,TRUE)]
data_test_model <- data_test[,c(selec_feat,TRUE)]
# Validate each individual with only a 2-CV
# Yo obtain a robust validation measure
# use 'repeatedcv' with more folds and times
# (see 2nd and 3rd examples...)
train_control <- trainControl(method = "cv",number = 5)
# train the model
set.seed(1234)
model <- train(Species ~ ., data=data_train_model,
trControl=train_control,
method="svmRadial", metric="Kappa",
tuneGrid=tuneGrid, verbose=FALSE)
# Extract validation and test accuracy
accuracy_val <- model$results$Accuracy
accuracy_test <- postResample(pred=predict(model, data_test_model),
obs=data_test_model[,ncol(data_test_model)])[2]
# Obtain Complexity = Num_Features*1E6+Number of support vectors
complexity <- sum(selec_feat)*1E6+model$finalModel@nSV
# Return(validation accuracy, testing accuracy, model_complexity)
vect_errors <- c(accuracy_val=accuracy_val,
accuracy_test=accuracy_test,complexity=complexity)
return(vect_errors)
}
# ---------------------------------------------------------------------------------
# Search the best parsimonious model with GA-PARSIMONY by using Feature Selection,
# Parameter Tuning and Parsimonious Model Selection
# ---------------------------------------------------------------------------------
library(GAparsimony)
# Ranges of size and decay
min_param <- c(0.0001, 0.00001)
max_param <- c(0.9999, 0.99999)
names_param <- c("C","sigma")
# ga_parsimony can be executed with a different set of 'rerank_error' values
rerank_error <- 0.001
GAparsimony_model <- ga_parsimony(fitness=fitness_SVM,
min_param=min_param,
max_param=max_param,
names_param=names_param,
nFeatures=ncol(data_train)-1,
names_features=colnames(data_train)[-ncol(data_train)],
keep_history = TRUE,
rerank_error = rerank_error,
popSize = 20,
maxiter = 20,
early_stop=7,
feat_thres=0.90,# Perc selec features in first iter
feat_mut_thres=0.10,# Prob. feature to be 1 in mutation
not_muted=1,
parallel = FALSE, # speedup with 'n' cores or all with TRUE
seed_ini = 1234)
print(paste0("Best Parsimonious SVM with C=",
GAparsimony_model@bestsolution['C'],
" sigma=",
GAparsimony_model@bestsolution['sigma'],
" -> ",
" AccuracyVal=",
round(GAparsimony_model@bestsolution['fitnessVal'],6),
" AccuracyTest=",
round(GAparsimony_model@bestsolution['fitnessTst'],6),
" Num Features=",
round(GAparsimony_model@bestsolution['complexity']/1E6,0),
" Complexity=",
round(GAparsimony_model@bestsolution['complexity'],2)))
print(summary(GAparsimony_model))
print(parsimony_importance(GAparsimony_model))
#################################
### Example 2: Classification ###
#################################
#This example shows how to search, for the *Sonar* database,
#a parsimony classification SVM model with 'GAparsimony' and 'caret' packages.
# Training and testing Datasets
library(caret)
library(GAparsimony)
library(mlbench)
data(Sonar)
set.seed(1234)
inTraining <- createDataPartition(Sonar$Class, p=.80, list=FALSE)
data_train <- Sonar[ inTraining,]
data_test <- Sonar[-inTraining,]
# Function to evaluate each SVM individual
# ----------------------------------------
fitness_SVM <- function(chromosome, ...)
{
# First two values in chromosome are 'C' & 'sigma' of 'svmRadial' method
tuneGrid <- data.frame(C=chromosome[1],sigma=chromosome[2])
# Next values of chromosome are the selected features (TRUE if > 0.50)
selec_feat <- chromosome[3:length(chromosome)]>0.50
# Return -Inf if there is not selected features
if (sum(selec_feat)<1) return(c(kappa_val=-Inf,kappa_test=-Inf,complexity=Inf))
# Extract features from the original DB plus response (last column)
data_train_model <- data_train[,c(selec_feat,TRUE)]
data_test_model <- data_test[,c(selec_feat,TRUE)]
# How to validate each individual
# 'repeats' could be increased to obtain a more robust validation metric. Also,
# 'number' of folds could be adjusted to improve the measure.
train_control <- trainControl(method = "repeatedcv",number = 10,repeats = 10)
# train the model
set.seed(1234)
model <- train(Class ~ ., data=data_train_model, trControl=train_control,
method="svmRadial", metric="Kappa",
tuneGrid=tuneGrid, verbose=FALSE)
# Extract kappa statistics (repeated k-fold CV and testing kappa)
kappa_val <- model$results$Kappa
kappa_test <- postResample(pred=predict(model, data_test_model),
obs=data_test_model[,ncol(data_test_model)])[2]
# Obtain Complexity = Num_Features*1E6+Number of support vectors
complexity <- sum(selec_feat)*1E6+model$finalModel@nSV
# Return(validation error, testing error, model_complexity)
vect_errors <- c(kappa_val=kappa_val,kappa_test=kappa_test,complexity=complexity)
return(vect_errors)
}
# ---------------------------------------------------------------------------------
# Search the best parsimonious model with GA-PARSIMONY by using Feature Selection,
# Parameter Tuning and Parsimonious Model Selection
# ---------------------------------------------------------------------------------
library(GAparsimony)
# Ranges of size and decay
min_param <- c(00.0001, 0.00001)
max_param <- c(99.9999, 0.99999)
names_param <- c("C","sigma")
# ga_parsimony can be executed with a different set of 'rerank_error' values
rerank_error <- 0.001
# 40 individuals per population, 100 max generations with an early stopping
# of 10 generations (CAUTION! 7.34 minutes with 8 cores)!!!!!
GAparsimony_model <- ga_parsimony(fitness=fitness_SVM,
min_param=min_param,
max_param=max_param,
names_param=names_param,
nFeatures=ncol(data_train)-1,
names_features=colnames(data_train)[-ncol(data_train)],
keep_history = TRUE,
rerank_error = rerank_error,
popSize = 40,
maxiter = 100,
early_stop=10,
feat_thres=0.90,# Perc selec features in first iter
feat_mut_thres=0.10,# Prob. feature to be 1 in mutation
parallel = TRUE, seed_ini = 1234)
print(paste0("Best Parsimonious SVM with C=",
GAparsimony_model@bestsolution['C'],
" sigma=",
GAparsimony_model@bestsolution['sigma'],
" -> ",
" KappaVal=",
round(GAparsimony_model@bestsolution['fitnessVal'],6),
" KappaTst=",
round(GAparsimony_model@bestsolution['fitnessTst'],6),
" Num Features=",
round(GAparsimony_model@bestsolution['complexity']/1E6,0),
" Complexity=",
round(GAparsimony_model@bestsolution['complexity'],2)))
print(summary(GAparsimony_model))
# Plot GA evolution ('keep_history' must be TRUE)
elitists <- plot(GAparsimony_model)
# Percentage of appearance of each feature in elitists
print(parsimony_importance(GAparsimony_model))
#############################
### Example 3: Regression ###
#############################
# This example shows how to search, for the *Boston* database, a parsimony regressor ANN
# model with 'GAparsimony' and 'caret' packages.
# Load Boston database and scale it
library(MASS)
data(Boston)
Boston_scaled <- data.frame(scale(Boston))
# Define an 80
set.seed(1234)
trainIndex <- createDataPartition(Boston[,"medv"], p=0.80, list=FALSE)
data_train <- Boston_scaled[trainIndex,]
data_test <- Boston_scaled[-trainIndex,]
# Restore 'Response' to original values
data_train[,ncol(data_train)] <- Boston$medv[trainIndex]
data_test[,ncol(data_test)] <- Boston$medv[-trainIndex]
print(dim(data_train))
print(dim(data_test))
# Function to evaluate each ANN individual
# ----------------------------------------
fitness_NNET <- function(chromosome, ...)
{
# First two values in chromosome are 'size' & 'decay' of 'nnet' method
tuneGrid <- data.frame(size=round(chromosome[1]),decay=chromosome[2])
# Next values of chromosome are the selected features (TRUE if > 0.50)
selec_feat <- chromosome[3:length(chromosome)]>0.50
if (sum(selec_feat)<1) return(c(rmse_val=-Inf,rmse_test=-Inf,complexity=Inf))
# Extract features from the original DB plus response (last column)
data_train_model <- data_train[,c(selec_feat,TRUE)]
data_test_model <- data_test[,c(selec_feat,TRUE)]
# How to validate each individual
# 'repeats' could be increased to obtain a more robust validation metric. Also,
# 'number' of folds could be adjusted to improve the measure.
train_control <- trainControl(method = "repeatedcv",number = 10,repeats = 5)
# train the model
set.seed(1234)
model <- train(medv ~ ., data=data_train_model, trControl=train_control,
method="nnet", tuneGrid=tuneGrid, trace=FALSE, linout = 1)
# Extract errors
rmse_val <- model$results$RMSE
rmse_test <- sqrt(mean((unlist(predict(model, newdata = data_test_model)) -
data_test_model$medv)^2))
# Obtain Complexity = Num_Features*1E6+sum(neural_weights^2)
complexity <- sum(selec_feat)*1E6+sum(model$finalModel$wts*model$finalModel$wts)
# Return(-validation error, -testing error, model_complexity)
# errors are negative because GA-PARSIMONY tries to maximize values
vect_errors <- c(rmse_val=-rmse_val,rmse_test=-rmse_test,complexity=complexity)
return(vect_errors)
}
# ---------------------------------------------------------------------------------
# Search the best parsimonious model with GA-PARSIMONY by using Feature Selection,
# Parameter Tuning and Parsimonious Model Selection
# ---------------------------------------------------------------------------------
library(GAparsimony)
# Ranges of size and decay
min_param <- c(1, 0.0001)
max_param <- c(25 , 0.9999)
names_param <- c("size","decay")
# ga_parsimony can be executed with a different set of 'rerank_error' values
rerank_error <- 0.01
# 40 individuals per population, 100 max generations with an early stopping
# of 10 generations (CAUTION! 33.89 minutes with 8 cores)!!!!!
GAparsimony_model <- ga_parsimony(fitness=fitness_NNET,
min_param=min_param,
max_param=max_param,
names_param=names_param,
nFeatures=ncol(data_train)-1,
names_features=colnames(data_train)[-ncol(data_train)],
keep_history = TRUE,
rerank_error = rerank_error,
popSize = 40,
maxiter = 100, # Change to 100
early_stop=10,
feat_thres=0.90,# Perc selec features in first iter
feat_mut_thres=0.10,# Prob. feature to be 1 in mutation
not_muted=2,
parallel = TRUE, seed_ini = 1234)
print(paste0("Best Parsimonious ANN with ",
round(GAparsimony_model@bestsolution['size']),
" hidden neurons and decay=",
GAparsimony_model@bestsolution['decay'],
" -> ",
" RMSEVal=",
round(-GAparsimony_model@bestsolution['fitnessVal'],6),
" RMSETst=",
round(-GAparsimony_model@bestsolution['fitnessTst'],6)))
print(summary(GAparsimony_model))
# Plot GA evolution ('keep_history' must be TRUE)
elitists <- plot(GAparsimony_model)
# Percentage of appearance of each feature in elitists
print(parsimony_importance(GAparsimony_model))
## End(Not run)
Class "ga_parsimony"
Description
An S4 class for searching parsimonious models by feature selection and parameter tuning with genetic algorithms.
Objects from the Class
Objects can be created by calls to the ga_parsimony
function.
Slots
call
an object of class
"call"
representing the matched call;min_param
a vector of length equal to the model parameters providing the minimum of the search space;
max_param
a vector of length equal to the model parameters providing the maximum of the search space;
nParams
a value specifying the number of model parameter to be tuned;
feat_thres
proportion of selected features in the initial population. It is recommended a high percentage of selected features for the first generations;
feat_mut_thres
threshold to consider a random number between 0 and 1 is considered one if a value of the parameters-chromosome is muted. Default value is set to 0.5;
not_muted
number of the best elitists that are not muted. Default value is set to 3;
rerank_error
when a value distinct to zero is provided a second reranking process according to the model complexities is called by 'parsimonyReRank' function. Its primary objective is to select individuals with high validation cost while maintaining the robustness of a parsimonious model. This function switches the position of two models if the first one is more complex than the latter and no significant difference is found between their fitness values in terms of cost. Therefore, if the absolute difference between the validation costs are lower than 'rerank_error' they are considered similar. Default value=0.01;
nFeatures
a value specifying the number of maximum input features;
names_param
a vector with the name of the model parameters;
names_features
a vector with the name of the input features;
popSize
the population size;
iter
the actual (or final) iteration of GA search;
iter_start_rerank
iteration when ReRanking process is actived. Default=0. Sometimes is useful not to use ReRanking process in the first generations;
early_stop
the number of consecutive generations without any improvement in the best fitness value before the GA is stopped;
maxiter
the maximum number of iterations to run before the GA search is halted;
minutes_gen
elapsed time of this generation (in minutes);
minutes_total
total elapsed time (in minutes);
suggestions
a matrix of user provided solutions and included in the initial population;
population
the current (or final) population;
elitism
the number of best fitness individuals to survive at each generation;
pcrossover
the crossover probability;
pmutation
the mutation probability;
best_score
the best validation score in the whole GA process;
solution_best_score
Solution with the best validation score in the whole GA process;
fitnessval
the values of validation cost for the current (or final) population;
fitnesstst
the values of testing cost for the current (or final) population;
complexity
the values of model complexities for the current (or final) population;
summary
a matrix of summary statistics for fitness values at each iteration (along the rows);
bestSolList
a list with the best solution of all iterations;
bestfitnessVal
the validation cost of the best solution at the last iteration;
bestfitnessTst
the testing cost of the best solution at the last iteration;
bestcomplexity
the model complexity of the best solution at the last iteration;
bestsolution
the best solution at the last iteration;
history
a list with the population of all iterations;
Author(s)
Francisco Javier Martinez-de-Pison. fjmartin@unirioja.es. EDMANS Group. http://www.mineriadatos.com
See Also
For examples of usage see ga_parsimony
.
Virtual Class "matrixNULL" - Simple Class for matrix or NULL
Description
The class "matrixNULL"
is a simple class union
(setClassUnion
) of "matrix"
and "NULL"
.
Objects from the Class
Since it is a virtual Class, no objects may be created from it.
Examples
showClass("matrixNULL")
Virtual Class "numericOrNA" - Simple Class for subassignment Values
Description
The class "numericOrNA"
is a simple class union
(setClassUnion
) of "numeric"
and "logical"
.
Objects from the Class
Since it is a virtual Class, no objects may be created from it.
Examples
showClass("numericOrNA")
Mutation operators in GA-PARSIMONY
Description
Functions implementing mutation genetic operator for GA-PARSIMONY. Method mutes a object@pmutation
percentage of them. If the value corresponds to a model parameter, algorithm uses uniform random mutation. For binary select features, method sets to one if the random value between [0,1] is lower or equal to object@feat_mut_thres
.
Usage
parsimony_mutation(object, ...)
Arguments
object |
An object of class |
... |
Further arguments passed to or from other methods. |
Value
Return object
with the population muted.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
Population initialization in GA-PARSIMONY with a combined chromosome of model parameters and selected features
Description
Functions for creating an initial population to be used in the GA-PARSIMONY process.
Usage
parsimony_population(object, type_ini_pop="randomLHS", ...)
Arguments
object |
An object of class |
type_ini_pop |
How to create the initial population. 'random' optiom initialize a random population between the predefined ranges. Values 'randomLHS', 'geneticLHS', 'improvedLHS', 'maximinLHS' & 'optimumLHS' corresponds with several methods of the Latin Hypercube Sampling (see 'lhs' package for more details). |
... |
Further arguments passed to or from other methods. |
Details
parsimony_population
generates a random population of object@popSize
individuals. For each individual a random chromosome is generated with object@nParams
real values in the range [object@min_param
, object@max_param
] plus object@nFeatures
random binary values for feature selection.
'random' or Latin Hypercube Sampling can be used to create a efficient spread initial population.
Value
Return a matrix of dimension object@popSize
rows and object@nParams
+object@nFeatures
columns.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
Selection operators in GA-PARSIMONY
Description
Functions implementing selection genetic operator in GA-PARSIMONY after parsimony_rerank process. Linear-rank or Nonlinear-rank selection (Michalewicz (1996)).
Usage
parsimony_lrSelection(object, r = 2/(object@popSize*(object@popSize-1)),
q = 2/object@popSize, ...)
parsimony_nlrSelection(object, q = 0.25, ...)
Arguments
object |
An object of class |
r |
A tuning parameter for the specific selection operator. |
q |
A tuning parameter for the specific selection operator. |
... |
Further arguments passed to or from other methods. |
Value
Return a list with four elements:
population |
a matrix of dimension |
fitnessval |
a vector of length |
fitnesstst |
a vector of length |
complexity |
a vector of length |
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
Crossover operators in GA-PARSIMONY
Description
Functions implementing particular crossover genetic operator for GA-PARSIMONY. Method uses for model parameters Heuristic Blending and random swapping for binary selected features.
Usage
parsimony_crossover(object, parents, alpha=0.1, perc_to_swap=0.5, ...)
Arguments
object |
An object of class |
parents |
A two-rows matrix of values indexing the parents from the current population. |
alpha |
A tuning parameter for the Heuristic Blending outer bounds [Michalewicz, 1991]. Typical and default value is 0.1. |
perc_to_swap |
Percentage of features for swapping in the crossovering process. |
... |
Further arguments passed to or from other methods. |
Value
Return a list with two elements:
children |
Matrix of dimension 2 times the number of decision variables containing the generated offsprings; |
fitnessval |
Vector of length 2 containing the fitness validation values for the offsprings. A value |
fitnesstst |
Vector of length 2 containing the fitness with the test database (if it was supplied), for the offsprings. A value |
complexity |
Vector of length 2 containing the model complexity for the offsprings. A value |
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
Percentage of appearance of each feature in elitist population
Description
Shows the percentage of appearance of each feature in the whole GA-PARSIMONY process but only for the elitist-population.
Usage
parsimony_importance(object, verbose=FALSE, ...)
Arguments
object |
An object of class |
verbose |
If it is TRUE shows additional information. |
... |
Further arguments passed to or from other methods. |
Details
parsimony_importance
extracts elistist population from all generations. Obtains the percentage of appearance of each feature in the all GA process. Return the features higher-ordered.
Value
Return a vector with the higher-ordered percentage of appearance of each feature in the elitist-population and in the whole GA process.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
Functions for monitoring GA-PARSIMONY algorithm evolution
Description
Functions to print summary statistics of fitness values at each iteration of a GA search.
Usage
parsimony_monitor(object, digits = getOption("digits"), ...)
Arguments
object |
An object of class |
digits |
minimal number of significant digits. |
... |
Further arguments passed to or from other methods. |
Value
These functions print a summary of current GA-PARSIMONY step on the console.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
Function for reranking by complexity in parsimonious model selection process
Description
Promotes models with similar fitness but lower complexity to top positions.
Usage
parsimony_rerank(object, verbose=FALSE, ...)
Arguments
object |
An object of class |
verbose |
If it is TRUE shows additional information. |
... |
Further arguments passed to or from other methods. |
Details
This method corresponds with the second step of parsimonious model selection (PMS) procedure. PMS works in the following way: in each GA generation, best solutions are first sorted by their cost, J.
Then, in a second step, individuals with less complexity are moved to the top positions when the absolute difference of their J is lower than a object@rerank_error
threshold value.
Therefore, the selection of less complex solutions among those with similar accuracy promotes the evolution of robust solutions with better generalization capabilities.
Value
Return a vector with the new position of the individuals.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
Examples
library(GAparsimony)
object <- new("ga_parsimony",
rerank_error=0.2,
best_score = 2.0,
popSize = 4,
fitnessval = c(2.0, 1.9, 1.1, 1.0),
complexity=c(2,1,2,1))
pop_ini <- data.frame(fitnessval=object@fitnessval,
complexity=object@complexity)
print("INITIAL POPULATION:")
print(pop_ini)
print("POPULATION ORDERED BY COMPLEXITY")
print(paste0("WHEN abs(diff(fitnessval)) < ",
object@rerank_error,":"))
pop_ini[parsimony_rerank(object),]
Plot of GA evolution of elitists
Description
The plot
method for ga_parsimony-class
objects gives a evolution plot of the
validation and testing errors, and the number of model features selected of elitists.
Usage
## S4 method for signature 'ga_parsimony'
plot(x, general_cex = 0.7, min_ylim=NULL, max_ylim=NULL,
min_iter=NULL, max_iter=NULL,
main_label="Boxplot cost evolution",
iter_auto_ylim=3, steps=5, pos_cost_num=-3.1,
pos_feat_num=-1.7, digits_plot=4, width_plot=12,
height_plot=6, window=TRUE, ...)
Arguments
x |
An object of class |
general_cex |
Main text scale. |
min_ylim |
Min limit on the y-axis. |
max_ylim |
Max limit on the y-axis. |
min_iter |
Min GA iteration to visualize. |
max_iter |
Max GA iteration to visualize. |
main_label |
Main plot title. |
iter_auto_ylim |
If it is not NULL, GA iteration to choose the min limit of y-axis. |
steps |
Number of divisions in y-axis. |
pos_cost_num |
Relative position of numbers in cost axis. |
pos_feat_num |
Relative position of numbers in feature axis. |
digits_plot |
Number of digits to visualize. |
width_plot |
Figure width in inches. |
height_plot |
Figure height in inches. |
window |
If TRUE shows a new window. |
... |
Further arguments, currently not used. |
Details
Plot method shows the evolution of validation and testing errors, and the number of model features selected of elitists. White and grey box-plots represent validation and testing errors of elitists evolution, respectively. Continuous and dashed-dotted lines show the validation and testing error of the best individual for each generation, respectively. Finally, the shaded area delimits the maximum and minimum number of features, and the dashed line, the number fo features of the best individual.
Value
The method invisibly return a list with the elistists validation error, testing error and model complexity in the whole GA process.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/
See Also
ga_parsimony
, ga_parsimony-class
.
Summary for GA-PARSIMONY
Description
Summary method for class ga_parsimony-class
.
Usage
## S4 method for signature 'ga_parsimony'
summary(object, ...)
## S3 method for class 'summary.ga_parsimony'
print(x, digits = getOption("digits"), ...)
Arguments
object |
an object of class |
x |
an object of class |
digits |
number of significant digits. |
... |
further arguments passed to or from other methods. |
Value
The summary
function returns an object of class ga_parsimony-class
which can be printed by the corresponding print
method. The function also returns invisibly a list with the information from the genetic algorithm search.
Author(s)
Francisco Javier Martinez de Pison. fjmartin@unirioja.es. EDMANS Group. https://edmans.webs.com/