构建并调优随机森林模型

Tidyverse 中的机器学习

Dmitriy (Dima) Gorenshteyn

Lead Data Scientist, Memorial Sloan Kettering Cancer Center

交叉验证表现

线性回归模型

验证集平均绝对误差：

1.5 年

另一种模型

随机森林优势

处理非线性关系
处理特征交互

随机森林基础工具

建模

rf_model <- ranger(formula = ___, data = ___, seed = ___)

预测

prediction <- predict(rf_model, new_data)$predictions

构建基础随机森林模型

library(ranger)
cv_models_rf <- cv_data %>% 
 mutate(model = map(train, ~ranger(formula = life_expectancy~., 
                                    data = .x, seed = 42)))

cv_prep_rf <- cv_models_rf %>% 
 mutate(validate_predicted = map2(model, validate, 
                                  ~predict(.x, .y)$predictions))

ranger 超参数

建模

rf_model <- ranger(formula, data, seed, mtry, num.trees)

超参数

名称	范围	默认值
mtry	$1:number\ of\ features$	$\sqrt{number\ of\ feat}$
num.trees	$1:\infty$	$500$

调优超参数

cv_tune <- cv_data %>% 
  crossing(mtry = 1:5)

cv_tune

# A tibble: 25 x 5
   splits       id    train                validate            mtry
   <list>       <chr> <list>               <list>             <int>
 1 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [601 × 7]>     1
 2 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [601 × 7]>     2
 3 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [601 × 7]>     3
 4 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [601 × 7]>     4
 5 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [601 × 7]>     5
 6 <S3: rsplit> Fold2 <tibble [2,402 × 7]> <tibble [601 × 7]>     1
 7 <S3: rsplit> Fold2 <tibble [2,402 × 7]> <tibble [601 × 7]>     2

调优超参数

cv_model_tunerf <- cv_tune %>% 
  mutate(model = map2(train, mtry, ~ranger(formula = life_expectancy~., 
                                           data = .x, mtry = .y)))

cv_model_tunerf

# A tibble: 25 x 6
   splits       id    train                validate      mtry  model       
 * <list>       <chr> <list>               <list>        <int> <list>      
 1 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [60…   1    <S3: ranger>
 2 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [60…   2    <S3: ranger>
 3 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [60…   3    <S3: ranger>
 4 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [60…   4    <S3: ranger>
 5 <S3: rsplit> Fold1 <tibble [2,402 × 7]> <tibble [60…   5    <S3: ranger>
 6 <S3: rsplit> Fold2 <tibble [2,402 × 7]> <tibble [60…   1    <S3: ranger>
 7 <S3: rsplit> Fold2 <tibble [2,402 × 7]> <tibble [60…   2    <S3: ranger>

¡Vamos a practicar!

Tidyverse 中的机器学习