详解R语言caret包trainControl函数
trainControl参数详解
源码
caret::trainControl <- function (method = "boot", number = ifelse(grepl("cv", method), 10, 25), repeats = ifelse(grepl("[d_]cv$", method), 1, NA), p = 0.75, search = "grid", initialWindow = NULL, horizon = 1, fixedWindow = TRUE, skip = 0, verboseIter = FALSE, returnData = TRUE, returnResamp = "final", savePredictions = FALSE, classProbs = FALSE, summaryFunction = defaultSummary, selectionFunction = "best", preProcOptions = list(thresh = 0.95, ICAcomp = 3, k = 5, freqCut = 95/5, uniqueCut = 10, cutoff = 0.9), sampling = NULL, index = NULL, indexOut = NULL, indexFinal = NULL, timingSamps = 0, predictionBounds = rep(FALSE, 2), seeds = NA, adaptive = list(min = 5, alpha = 0.05, method = "gls", complete = TRUE), trim = FALSE, allowParallel = TRUE) { if (is.null(selectionFunction)) stop("null selectionFunction values not allowed") if (!(returnResamp %in% c("all", "final", "none"))) stop("incorrect value of returnResamp") if (length(predictionBounds) > 0 && length(predictionBounds) != 2) stop("'predictionBounds' should be a logical or numeric vector of length 2") if (any(names(preProcOptions) == "method")) stop("'method' cannot be specified here") if (any(names(preProcOptions) == "x")) stop("'x' cannot be specified here") if (!is.na(repeats) & !(method %in% c("repeatedcv", "adaptive_cv"))) warning("`repeats` has no meaning for this resampling method.", call. = FALSE) if (!(adaptive$method %in% c("gls", "BT"))) stop("incorrect value of adaptive$method") if (adaptive$alpha < 1e-07 | adaptive$alpha > 1) stop("incorrect value of adaptive$alpha") if (grepl("adapt", method)) { num <- if (method == "adaptive_cv") number * repeats else number if (adaptive$min >= num) stop(paste("adaptive$min should be less than", num)) if (adaptive$min <= 1) stop("adaptive$min should be greater than 1") } if (!(search %in% c("grid", "random"))) stop("`search` should be either 'grid' or 'random'") if (method == "oob" & any(names(match.call()) == "summaryFunction")) { warning("Custom summary measures cannot be computed for out-of-bag resampling. ", "This value of `summaryFunction` will be ignored.", call. = FALSE) } list(method = method, number = number, repeats = repeats, search = search, p = p, initialWindow = initialWindow, horizon = horizon, fixedWindow = fixedWindow, skip = skip, verboseIter = verboseIter, returnData = returnData, returnResamp = returnResamp, savePredictions = savePredictions, classProbs = classProbs, summaryFunction = summaryFunction, selectionFunction = selectionFunction, preProcOptions = preProcOptions, sampling = sampling, index = index, indexOut = indexOut, indexFinal = indexFinal, timingSamps = timingSamps, predictionBounds = predictionBounds, seeds = seeds, adaptive = adaptive, trim = trim, allowParallel = allowParallel) }
参数详解
trainControl | 所有参数详解 |
---|---|
method | 重抽样方法:Bootstrap(有放回随机抽样) 、Bootstrap632(有放回随机抽样扩展)、LOOCV(留一交叉验证)、LGOCV(蒙特卡罗交叉验证)、cv(k折交叉验证)、repeatedcv(重复的k折交叉验证)、optimism_boot(Efron, B., & Tibshirani, R. J. (1994). “An introduction to the bootstrap”, pages 249-252. CRC press.)、none(仅使用一个训练集拟合模型)、oob(袋外估计:随机森林、多元自适应回归样条、树模型、灵活判别分析、条件树) |
number | 控制K折交叉验证的数目或者Bootstrap和LGOCV的抽样迭代次数 |
repeats | 控制重复交叉验证的次数 |
p | LGOCV:控制训练比例 |
verboseIter | 输出训练日志的逻辑变量 |
returnData | 逻辑变量,把数据保存到trainingData中(str(trainControl)查看) |
search | search = grid(网格搜索),random(随机搜索) |
returnResamp | 包含以下值的字符串:final、all、none,设定有多少抽样性能度量被保存。 |
classProbs | 是否计算类别概率 |
summaryFunction | 根据重抽样计算模型性能的函数 |
selectionFunction | 选择最优参数的函数 |
index | 指定重抽样样本(使用相同的重抽样样本评估不同的算法、模型) |
allowParallel | 是否允许并行 |
示例
library(mlbench) #使用包中的数据 Warning message: 程辑包‘mlbench'是用R版本4.1.3 来建造的 > data(Sonar) > str(Sonar[, 1:10]) 'data.frame': 208 obs. of 10 variables: $ V1 : num 0.02 0.0453 0.0262 0.01 0.0762 0.0286 0.0317 0.0519 0.0223 0.0164 ... $ V2 : num 0.0371 0.0523 0.0582 0.0171 0.0666 0.0453 0.0956 0.0548 0.0375 0.0173 ... $ V3 : num 0.0428 0.0843 0.1099 0.0623 0.0481 ... $ V4 : num 0.0207 0.0689 0.1083 0.0205 0.0394 ... $ V5 : num 0.0954 0.1183 0.0974 0.0205 0.059 ... $ V6 : num 0.0986 0.2583 0.228 0.0368 0.0649 ... $ V7 : num 0.154 0.216 0.243 0.11 0.121 ... $ V8 : num 0.16 0.348 0.377 0.128 0.247 ... $ V9 : num 0.3109 0.3337 0.5598 0.0598 0.3564 ... $ V10: num 0.211 0.287 0.619 0.126 0.446 ...
数据分割:
library(caret) set.seed(998) inTraining <- createDataPartition(Sonar$Class, p = .75, list = FALSE) training <- Sonar[ inTraining,] #训练集 testing <- Sonar[-inTraining,] #测试集
模型拟合:
fitControl <- trainControl(## 10折交叉验证 method = "repeatedcv", number = 10, ## 重复10次 repeats = 1) set.seed(825) gbmFit1 <- train(Class ~ ., data = training, method = "gbm", # 助推树 trControl = fitControl, verbose = FALSE) gbmFit1 Stochastic Gradient Boosting 157 samples 60 predictor 2 classes: 'M', 'R' No pre-processing Resampling: Cross-Validated (10 fold, repeated 10 times) Summary of sample sizes: 141, 142, 141, 142, 141, 142, ... Resampling results across tuning parameters: interaction.depth n.trees Accuracy Kappa 1 50 0.7935784 0.5797839 1 100 0.8171078 0.6290208 1 150 0.8219608 0.6383173 2 50 0.8041912 0.6027771 2 100 0.8296176 0.6544713 2 150 0.8283627 0.6520181 3 50 0.8110343 0.6170317 3 100 0.8301275 0.6551379 3 150 0.8310343 0.6577252 Tuning parameter 'shrinkage' was held constant at a value of 0.1 Tuning parameter 'n.minobsinnode' was held constant at a value of 10 Accuracy was used to select the optimal model using the largest value. The final values used for the model were n.trees = 150, interaction.depth = 3, shrinkage = 0.1 and n.minobsinnode = 10.
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