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FeatureEngineering.R
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FeatureEngineering.R
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# @file FeatureEngineering.R
# Copyright 2021 Observational Health Data Sciences and Informatics
#
# This file is part of PatientLevelPrediction
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
featureEngineer <- function(data, featureEngineeringSettings){
ParallelLogger::logInfo('Starting Feature Engineering')
# if a single setting, make it a list
if(inherits(featureEngineeringSettings, 'featureEngineeringSettings')){
featureEngineeringSettings <- list(featureEngineeringSettings)
}
for(featureEngineeringSetting in featureEngineeringSettings){
fun <- attr(featureEngineeringSetting, "fun")
args <- list(trainData = data,
featureEngineeringSettings = featureEngineeringSetting)
ParallelLogger::logInfo(paste0('Applying ',fun))
data <- do.call(eval(parse(text = fun)), args)
}
attr(data, 'metaData')$featureEngineeringSettings <- featureEngineeringSettings
ParallelLogger::logInfo('Done Feature Engineering')
return(data)
}
#' Create the settings for defining any feature engineering that will be done
#'
#' @details
#' Returns an object of class \code{featureEngineeringSettings} that specifies the sampling function that will be called and the settings
#'
#' @param type (character) Choice of: \itemize{
#' \item'none' No feature engineering - this is the default
#' }
#'
#' @return
#' An object of class \code{featureEngineeringSettings}
#' @export
createFeatureEngineeringSettings <- function(type = 'none'){
featureEngineeringSettings <- list()
if(type == 'none'){
attr(featureEngineeringSettings, "fun") <- "sameData"
}
class(featureEngineeringSettings) <- "featureEngineeringSettings"
return(featureEngineeringSettings)
}
#' Create the settings for defining any feature selection that will be done
#'
#' @details
#' Returns an object of class \code{featureEngineeringSettings} that specifies the sampling function that will be called and the settings
#'
#' @param k This function returns the K features most associated (univariately) to the outcome
#'
#' @return
#' An object of class \code{featureEngineeringSettings}
#' @export
createUnivariateFeatureSelection <- function(k = 100){
if (inherits(k, 'numeric')) {
k <- as.integer(k)
}
checkIsClass(k, 'integer')
checkHigherEqual(k, 0)
featureEngineeringSettings <- list(k = k)
attr(featureEngineeringSettings, "fun") <- "univariateFeatureSelection"
class(featureEngineeringSettings) <- "featureEngineeringSettings"
return(featureEngineeringSettings)
}
#' Create the settings for random foreat based feature selection
#'
#' @details
#' Returns an object of class \code{featureEngineeringSettings} that specifies the sampling function that will be called and the settings
#'
#' @param ntrees number of tree in forest
#' @param maxDepth MAx depth of each tree
#'
#' @return
#' An object of class \code{featureEngineeringSettings}
#' @export
createRandomForestFeatureSelection <- function(ntrees = 2000, maxDepth = 17){
checkIsClass(ntrees, c('numeric','integer'))
checkIsClass(maxDepth, c('numeric','integer'))
checkHigher(ntrees, 0)
checkHigher(maxDepth, 0)
featureEngineeringSettings <- list(
ntrees = ntrees,
max_depth = maxDepth
)
attr(featureEngineeringSettings, "fun") <- "randomForestFeatureSelection"
class(featureEngineeringSettings) <- "featureEngineeringSettings"
return(featureEngineeringSettings)
}
#' Create the settings for adding a spline for continuous variables
#'
#' @details
#' Returns an object of class \code{featureEngineeringSettings} that specifies the sampling function that will be called and the settings
#'
#' @param continousCovariateId The covariateId to apply splines to
#' @param knots Either number of knots of vector of split values
#' @param analysisId The analysisId to use for the spline covariates
#'
#' @return
#' An object of class \code{featureEngineeringSettings}
#' @export
createSplineSettings <- function(
continousCovariateId,
knots,
analysisId = 683
){
checkIsClass(continousCovariateId, c('numeric','integer'))
checkIsClass(knots, c('numeric','integer'))
featureEngineeringSettings <- list(
continousCovariateId = continousCovariateId,
knots = knots,
analysisId = analysisId
)
attr(featureEngineeringSettings, "fun") <- "splineCovariates"
class(featureEngineeringSettings) <- "featureEngineeringSettings"
return(featureEngineeringSettings)
}
splineCovariates <- function(
trainData,
featureEngineeringSettings,
knots = NULL
){
ParallelLogger::logInfo('Starting splineCovariates')
if(is.null(knots)){
if (length(featureEngineeringSettings$knots) == 1) {
measurements <- trainData$covariateData$covariates %>%
dplyr::filter(.data$covariateId == !!featureEngineeringSettings$continousCovariateId) %>%
as.data.frame()
knots <- measurements$covariateValue %>%
stats::quantile(seq(0.01, 0.99, length.out = featureEngineeringSettings$knots))
} else {
knots <- featureEngineeringSettings$knots
}
}
# apply the spline mapping
trainData <- splineMap(
data = trainData,
covariateId = featureEngineeringSettings$continousCovariateId,
analysisId = featureEngineeringSettings$analysisId,
knots = knots
)
featureEngineering <- list(
funct = 'splineCovariates',
settings = list(
featureEngineeringSettings = featureEngineeringSettings,
knots = knots
)
)
# add the feature engineering in
attr(trainData, 'metaData')$featureEngineering = listAppend(
attr(trainData, 'metaData')$featureEngineering,
featureEngineering
)
ParallelLogger::logInfo('Finished splineCovariates')
return(trainData)
}
# create the spline map to add spline columns
splineMap <- function(
data,
covariateId,
analysisId,
knots
){
ParallelLogger::logInfo('Starting splineMap')
measurements <- data$covariateData$covariates %>%
dplyr::filter(.data$covariateId == !!covariateId) %>%
as.data.frame()
designMatrix <- splines::bs(
x = measurements$covariateValue,#knots[1]:knots[length(knots)],
knots = knots[2:(length(knots) - 1)],
Boundary.knots = knots[c(1, length(knots))]
)
data$covariateData$covariates <- data$covariateData$covariates %>%
dplyr::filter(.data$covariateId != !!covariateId)
# get the covariate name
details <- data$covariateData$covariateRef %>%
dplyr::filter(.data$covariateId == !!covariateId) %>%
as.data.frame()
covariateName <- details$covariateName
data$covariateData$covariateRef <- data$covariateData$covariateRef %>%
dplyr::filter(.data$covariateId != !!covariateId)
# remove last 3 numbers as this was old analysis id
covariateId <- floor(covariateId/1000)
# add the spline columns
for(i in 1:ncol(designMatrix)){
Andromeda::appendToTable(
tbl = data$covariateData$covariates,
data = data.frame(
rowId = measurements$rowId,
covariateId = covariateId*10000+i*1000+analysisId,
covariateValue = designMatrix[,i]
)
)
}
# add the covariates to the ref table
Andromeda::appendToTable(
tbl = data$covariateData$covariateRef,
data = data.frame(
covariateId = covariateId*10000+(1:(ncol(designMatrix)))*1000+analysisId,
covariateName = paste(
paste0(covariateName," spline component "),
1:ncol(designMatrix)
),
conceptId = 0,
analysisId = analysisId
)
)
# add analysisRef for the first time a spline is added
analysisRef <- data$covariateData$analysisRef %>% as.data.frame()
if(!analysisId %in% analysisRef$analysisId){
Andromeda::appendToTable(
tbl = data$covariateData$analysisRef,
data = data.frame(
analysisId = analysisId,
analysisName = 'splines',
domainId = 'feature engineering',
startDay = 0,
endDay = 0,
isBinary = 'N',
missingMeansZero = 'N'
)
)
}
ParallelLogger::logInfo('Finished splineMap')
return(data)
}
#' Create the settings for adding a spline for continuous variables
#'
#' @details
#' Returns an object of class \code{featureEngineeringSettings} that specifies how to do stratified imputation
#'
#' @param covariateId The covariateId that needs imputed values
#' @param ageSplits A vector of age splits in years to create age groups
#'
#' @return
#' An object of class \code{featureEngineeringSettings}
#' @export
createStratifiedImputationSettings <- function(
covariateId,
ageSplits = NULL
){
checkIsClass(covariateId, c('numeric','integer'))
checkIsClass(ageSplits, c('numeric','integer'))
featureEngineeringSettings <- list(
covariateId = covariateId,
ageSplits = ageSplits
)
attr(featureEngineeringSettings, "fun") <- "stratifiedImputeCovariates"
class(featureEngineeringSettings) <- "featureEngineeringSettings"
return(featureEngineeringSettings)
}
stratifiedImputeCovariates <- function(
trainData,
featureEngineeringSettings,
stratifiedMeans = NULL
){
if(is.null(stratifiedMeans)){
stratifiedMeans <- calculateStratifiedMeans(
trainData = trainData,
featureEngineeringSettings = featureEngineeringSettings
)
}
trainData <- imputeMissingMeans(
trainData = trainData,
covariateId = featureEngineeringSettings$covariateId,
ageSplits = featureEngineeringSettings$ageSplits,
stratifiedMeans = stratifiedMeans
)
return(trainData)
}
calculateStratifiedMeans <- function(
trainData,
featureEngineeringSettings
){
if(is.null(featureEngineeringSettings$ageSplits)){
trainData$cohorts$ageGroup <- floor(trainData$cohorts$ageYear/5)
} else{
trainData$cohorts$ageGroup <- rep(0, length(trainData$cohorts$ageYear))
for(i in 1:length(featureEngineeringSettings$ageSplits)){
trainData$cohorts$ageGroup[trainData$cohorts$ageYear > featureEngineeringSettings$ageSplits[i]] <- i
}
}
trainData$covariateData$cohorts <- trainData$cohorts[,c('rowId', 'ageGroup', 'gender')]
stratifiedMeans <- trainData$covariateData$covariates %>%
dplyr::filter(.data$covariateId == !!featureEngineeringSettings$covariateId) %>%
dplyr::inner_join(
y = trainData$covariateData$cohorts,
by = c('rowId')
) %>%
dplyr::group_by(.data$ageGroup, .data$gender) %>%
dplyr::summarise(covariateValue = mean(.data$covariateValue, na.rm = TRUE)) %>%
as.data.frame()
return(stratifiedMeans)
}
imputeMissingMeans <- function(
trainData,
covariateId,
ageSplits,
stratifiedMeans
){
if(is.null(ageSplits)){
trainData$cohorts$ageGroup <- floor(trainData$cohorts$ageYear/5)
} else{
trainData$cohorts$ageGroup <- rep(0, length(trainData$cohorts$ageYear))
for(i in 1:length(ageSplits)){
trainData$cohorts$ageGroup[trainData$cohorts$ageYear > ageSplits[i]] <- i
}
}
rowIdsWithValues <- trainData$covariateData$covariates %>%
dplyr::filter(.data$covariateId == !! covariateId) %>%
dplyr::select('rowId') %>%
dplyr::pull()
rowIdsWithMissingValues <- trainData$cohorts$rowId[!trainData$cohorts$rowId %in% rowIdsWithValues]
imputedData <- trainData$cohorts %>%
dplyr::filter(.data$rowId %in% rowIdsWithMissingValues) %>%
dplyr::select('rowId', 'ageGroup', 'gender') %>%
dplyr::left_join(
y = stratifiedMeans,
by = c('ageGroup', 'gender')
) %>%
dplyr::mutate(
covariateId = !!covariateId,
covariateValue = .data$covariateValue
) %>%
dplyr::select('rowId', 'covariateId', 'covariateValue')
Andromeda::appendToTable(
tbl = trainData$covariateData$covariates,
data = imputedData
)
return(trainData)
}
univariateFeatureSelection <- function(
trainData,
featureEngineeringSettings,
covariateIdsInclude = NULL){
if(is.null(covariateIdsInclude)){
#convert data into matrix:
mappedData <- toSparseM(trainData, trainData$labels)
matrixData <- mappedData$dataMatrix
labels <- mappedData$labels
covariateMap <- mappedData$covariateMap
X <- reticulate::r_to_py(matrixData)
y <- reticulate::r_to_py(labels[,'outcomeCount'])
np <- reticulate::import('numpy')
os <- reticulate::import('os')
sys <- reticulate::import('sys')
math <- reticulate::import('math')
scipy <- reticulate::import('scipy')
sklearn <- reticulate::import('sklearn')
SelectKBest <- sklearn$feature_selection$SelectKBest
chi2 <- sklearn$feature_selection$chi2
kbest <- SelectKBest(chi2, k = featureEngineeringSettings$k)$fit(X, y$outcomeCount)
kbest$scores_ <- np$nan_to_num(kbest$scores_)
# taken from sklearn code, matches the application during transform call
k <- featureEngineeringSettings$k
mask <- np$zeros(length(kbest$scores_), dtype='bool')
mask[np$argsort(kbest$scores_, kind="mergesort")+1][(length(kbest$scores_)-k+1):length(kbest$scores_)] <- TRUE
covariateIdsInclude <- covariateMap[mask,]$covariateId
}
trainData$covariateData$covariates <- trainData$covariateData$covariates %>%
dplyr::filter(.data$covariateId %in% covariateIdsInclude)
trainData$covariateData$covariateRef <- trainData$covariateData$covariateRef %>%
dplyr::filter(.data$covariateId %in% covariateIdsInclude)
featureEngineering <- list(
funct = 'univariateFeatureSelection',
settings = list(
featureEngineeringSettings = featureEngineeringSettings,
covariateIdsInclude = covariateIdsInclude
)
)
attr(trainData, 'metaData')$featureEngineering = listAppend(
attr(trainData, 'metaData')$featureEngineering,
featureEngineering
)
return(trainData)
}
randomForestFeatureSelection <- function(
trainData,
featureEngineeringSettings,
covariateIdsInclude = NULL
){
if(is.null(covariateIdsInclude)){
#convert data into matrix:
mappedData <- toSparseM(trainData)
matrixData <- mappedData$dataMatrix
labels <- mappedData$labels
covariateMap <- mappedData$covariateMap
X <- reticulate::r_to_py(matrixData)
y <- reticulate::r_to_py(matrix(labels$outcomeCount, ncol=1))
np <- reticulate::import('numpy')
os <- reticulate::import('os')
sys <- reticulate::import('sys')
math <- reticulate::import('math')
scipy <- reticulate::import('scipy')
sklearn <- reticulate::import('sklearn')
ntrees = featureEngineeringSettings$ntrees #2000
max_depth = featureEngineeringSettings$max_depth #17
rf = sklearn$ensemble$RandomForestClassifier(
max_features = 'sqrt',
n_estimators = as.integer(ntrees),
max_depth = as.integer(max_depth),
min_samples_split = as.integer(2),
random_state = as.integer(10), # make this an imput for consistency
n_jobs = as.integer(-1),
bootstrap = F
)
rf = rf$fit(X, y$ravel())
inc <- rf$feature_importances_ > 0
covariateIdsInclude <- covariateMap$covariateId[inc]
}
trainData$covariateData$covariates <- trainData$covariateData$covariates %>%
dplyr::filter(.data$covariateId %in% covariateIdsInclude)
trainData$covariateData$covariateRef <- trainData$covariateData$covariateRef %>%
dplyr::filter(.data$covariateId %in% covariateIdsInclude)
featureEngeering <- list(
funct = 'randomForestFeatureSelection',
settings = list(
featureEngineeringSettings = featureEngineeringSettings,
covariateIdsInclude = covariateIdsInclude
)
)
attr(trainData, 'metaData')$featureEngineering = listAppend(
attr(trainData, 'metaData')$featureEngineering,
featureEngeering
)
return(trainData)
}