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benchmark_regression.R
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benchmark_regression.R
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options(java.parameters = "-Xmx16000m") # should avoid java gc overhead
library(OpenML)
# devtools::install_github("mlr-org/mlr")
library(mlr)
library(tuneRanger)
# devtools::install_github("ja-thomas/autoxgboost")
library(autoxgboost)
load("./benchmark/data/datasets.RData")
reg = rbind(reg, reg_syn)
bmr_tune <- list()
lrns = list(
makeLearner("regr.ranger", num.trees = 500, num.threads = 5),
makeLearner("regr.tuneRanger", num.threads = 5, time.budget = 3600),
makeLearner("regr.autoxgboost", nthread = 5),
makeLearner("regr.liquidSVM", threads = 5)
)
rdesc <- makeResampleDesc("CV", iters= 5)
for(i in c(1:nrow(reg))[-c(2,28)]) {
print(i)
task <- convertOMLTaskToMlr(getOMLTask(task.id = reg$task.id[i]))$mlr.task
set.seed(i + 321)
bmr_tune[[i]] <- benchmark(lrns, task, rdesc, keep.pred = FALSE, models = FALSE, measures = list(mse, mae, medse, medae, rsq, spearmanrho, kendalltau, timetrain))
save(bmr_tune, file = "./benchmark/data/bmr_tune.RData")
}
load("./benchmark/data/bmr_tune.RData")
# kendalls tau optimieren?
# publish them on the tuneRanger github page
# h2O?, autosklearn, AutoWeka?
# tuneRanger mit weniger Iterationen ausprobieren (?) (Achtung mit Overfitting...)
# if less than 20 percent NA, impute by the mean of the other iterations
# for(i in seq_along(bmr_tune)[-c(2, 28)]) {
# for(j in 1:nr.learners) {
# print(paste(i,j))
# for(k in 2:nr.measures) {
# na.percentage = mean(is.na(bmr_tune[[i]]$results[[1]][[j]]$measures.test[k]))
# if(na.percentage > 0 & na.percentage <= 0.2) {
# resis = unlist(bmr_tune[[i]]$results[[1]][[j]]$measures.test[k])
# bmr_tune[[i]]$results[[1]][[j]]$aggr[k-1] = mean(resis, na.rm = T)
# }
# }
# }
# }
# Analysis
load("./benchmark/data/bmr_tune.RData")
nr.learners = length(bmr_tune[[1]]$learners)
nr.measures = length(bmr_tune[[1]]$measures)
bmr_tune[[2]] = NULL
bmr_tune[[27]] = NULL
nr.learners = length(bmr_tune[[1]]$learners)
resi = list()
resi[[1]] = data.frame(getBMRAggrPerformances(bmr_tune[[1]]))
for(i in 1:length(bmr_tune)) {
if(!is.null(bmr_tune[[i]])) {
resi[[i]] = data.frame(getBMRAggrPerformances(bmr_tune[[i]]))
for(j in 1:nr.learners) {
print(paste(i,j))
for(k in 1:8) {
if(is.na(resi[[i]][k,j])) {
if(k %in% c(1:4, 8)) {
resi[[i]][k,j] = max(resi[[i]][k,], na.rm = T)
} else {
resi[[i]][k,j] = min(resi[[i]][k,], na.rm = T)
}
}
}
}
if(i == 1) {
res_aggr = resi[[1]]
res_aggr_rank = apply(resi[[1]], 1, rank)
} else {
res_aggr = res_aggr + resi[[i]]
res_aggr_rank = res_aggr_rank + apply(resi[[i]], 1, rank)
}
}
}
res_aggr = res_aggr/(length(bmr_tune))
res_aggr_rank = res_aggr_rank/(length(bmr_tune))
#for(i in 3:length(bmr_tune)) {
# resi[[i]] = round(cbind(resi[[i]], data.frame(getBMRAggrPerformances(bmr_autoxgboost[[i]]))), 4)
# resi[[i]] = round(cbind(resi[[i]], data.frame(getBMRAggrPerformances(bmr_liquidSVM[[i]]))), 4)
#}
lrn.names = sub('.*\\.', '', colnames(res_aggr))
meas.names = sub("\\..*", "", rownames(res_aggr))
tab1 = round(res_aggr[5:6,], 3)
tab2 = t(round(res_aggr_rank[,5:6], 3))
colnames(tab1) = colnames(tab2) = lrn.names
rownames(tab1) = rownames(tab2) = c("R-squared", "Spearman Rho")
library(xtable)
xtable(tab1)
xtable(tab2)
# R-squared
plot_results = function(j, log = FALSE, ylab = NULL, measure = NULL, legend.pos = NULL) {
ranger_res = matrix(NA, length(resi), 4)
ranger_res[1, ] = as.numeric(resi[[1]][j, ])
for(i in 1:length(resi))
ranger_res[i, ] = as.numeric(resi[[i]][j, ])
ranger_res = ranger_res[order(ranger_res[,1]),]
if(is.null(ylab))
ylab = sub("\\..*", "", rownames(resi[[1]])[j])
if(is.null(legend.pos))
legend.pos = "topleft"
if(log) {
plot(ranger_res[,1], type = "l", yaxt = "n", xlab = paste("Datasets ordered by", measure, "of ranger"), ylab = ylab, log = "y", lwd = 2, lty = 2, ylim = range(ranger_res))
ticks = seq(-1, 4, by=1)
labels = sapply(ticks, function(i) as.expression(bquote(10^ .(i))))
axis(2, at=c(0.1, 1, 10, 100, 1000, 10000), labels=labels)
axis(2, at = c(seq(0.1,1, 0.1), seq(1, 10, 1), seq(10, 100, 10), seq(100, 1000, 100), seq(1000, 10000, 1000), seq(10000, 100000, 10000)), tcl = -0.2, labels = F)
} else {
plot(ranger_res[,1], type = "l", xlab = paste("Datasets ordered by", ylab, "of ranger"), ylab = ylab, ylim = c(-0.05,1), lwd = 2, lty = 2)
}
lines(ranger_res[,2], col = "blue", lwd = 2)
lines(ranger_res[,3], col = "red")
lines(ranger_res[,4], col = "green")
legend(legend.pos, legend = lrn.names, col = c("black", "blue", "red", "green"), lwd = c(2,2,1,1), lty = c(2,1,1,1))
}
plot_results(5, ylab = "R-Squared")
plot_results(6, ylab = "Spearman-Rho")
plot_results(7)
plot_results(1, log = TRUE)
pdf("./benchmark/figure/rsq_results.pdf", height = 4)
par(mar = c(4, 4, 1, 2) + 0.1)
plot_results(5, ylab = "R-Squared")
dev.off()
pdf("./benchmark/figure/spearman_results.pdf", height = 4)
par(mar = c(4, 4, 1, 2) + 0.1)
plot_results(6, ylab = "Spearmans-Rho", legend.pos = "bottomright")
dev.off()
pdf("./benchmark/figure/time_results.pdf", height = 4)
par(mar = c(4, 4, 1, 2) + 0.1)
plot_results(8, ylab = "Training time in seconds (logarithmic scale)", measure = "training time", legend.pos = "bottomright", log = TRUE)
dev.off()
# mit seed nochmal neu laufen lassen
# Ergebnisse mit Janek besprechen; insbesondere Laufzeitbeschränkung...