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library(caret) | ||
library(mlbench) | ||
library(randomForest) | ||
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set.seed(200) | ||
simulated <- mlbench.friedman1(200,sd=1) | ||
simulated <- cbind(simulated$x,simulated$y) | ||
simulated <- as.data.frame(simulated) | ||
colnames(simulated)[ncol(simulated)] <- "y" | ||
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model1 = randomForest(y ~ .,data=simulated, importance=TRUE,ntree = 1000) | ||
rfImp1 = varImp(model1,scale = FALSE) | ||
rfImp1 = rfImp1[ order(-rfImp1), ,drop = FALSE] | ||
print("random forest ( no correlatedpredictors") | ||
print(rfImp1) | ||
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## part b now add an additional predictor that is highly correlated with one of the informative predctors | ||
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simulated$duplicate1 = simulated$V1 + rnorm(200) * 0.1 | ||
cor(simulated$duplicate1, simulated$V1) | ||
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model2 = randomForest( y ~ ., data = simulated, importance = TRUE, ntree = 1000) | ||
rfImp2 = varImp(model2, scale = FALSE) | ||
rfImp2 = rfImp2[order(-rfImp2), , drop = FALSE] | ||
print("random forest - one correlated predictor") | ||
print(rfImp2) | ||
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simulated$duplicate2 = simulated$V1 + rnorm(200) * 0.1 | ||
cor(simulated$duplicate2, simulated$V1) | ||
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model3 = randomForest( y ~ ., data = simulated, importance = TRUE, ntree = 1000) | ||
rfImp3 = varImp(model3, scale = FALSE) | ||
rfImp3 = rfImp3[order(-rfImp3), , drop = FALSE] | ||
print("random forest - two correlated predictor") | ||
print(rfImp3) | ||
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##-------------- QUESTION 8.4 (A-B) ---------------- | ||
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library(caret) | ||
library(AppliedPredictiveModeling) | ||
library(rpart) | ||
library(randomForest) | ||
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set.seed(0) | ||
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data(solubility) | ||
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## solTrainX - training set predictors in natural units | ||
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## solTrainXTrans - training set predictors after transformation for skewness and centering/scaling | ||
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## solTrainY - vector of a log10 solubility values for the training set | ||
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## solTestX - test set predictors in their natural units | ||
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## solTestXtrans - test set predictors after the same transofrmations used on the training | ||
## set are applied | ||
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## solTestY - a vector of log10 solubiliy values for the training set | ||
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## we dont want to use the unscaled variables by accident so let's just remove them at the beginning | ||
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rm(solTrainx) | ||
rm(solTestx) | ||
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trainData = data.frame( x = solTrainXtrans$MolWeight, y = solTrainY) | ||
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plot( trainData$x, trainData$y, xlab = 'MolWeight', ylab = 'log10(solubility') | ||
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lmModel = lm(y ~ ., data = trainData) | ||
lm_yhat = predict(lmModel, newdata = data.frame(x = solTestXtrans$MolWeight) ) | ||
plot ( solTestY, lm_yhat) | ||
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### PART A - fit a simple regression tree | ||
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rPartModel = rpart( y ~ ., data=trainData, | ||
method = "anova", | ||
control = rpart.control(cp=0.01,maxdepth = 30)) | ||
### decreasing cp makes deeper trees, increasing maxdepth | ||
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plotcp(rPartModel) | ||
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## plot the regression tree | ||
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plot(rPartModel); text(rPartModel) | ||
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rPart_yHat = predict(rPartModel, newdata = data.frame(x = solTestXtrans$MolWeight)) | ||
plot(solTestXtrans$MolWeight, rPart_yHat, col = 'red', xlab = 'MolWeight', | ||
ylab = 'log10(solubility)', main = 'rpart test set predict') | ||
lines(solTestXtrans$MolWeight, solTestY, type = 'p') | ||
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## part B - fit a random forest | ||
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rfModel = randomForest( y ~ ., data=trainData, ntree = 500) | ||
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# predict solubility | ||
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rf_yHat = predict(rfModel, newdata = data.frame(x=solTestXtrans$MolWeight)) | ||
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plot( solTestXtrans$MolWeight, rf_yHat, col = 'red', xlab = 'MolWeight', | ||
ylab = 'log10(solubility)', main = 'randomForest test set predictions') | ||
lines (solTestXtrans$MolWeight, solTestY, type = 'p') | ||
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