Merge pull request #3 from topepo/master

Catchup to upstream

RegressionTests/Code/gam.R

@@ -26,6 +26,14 @@ test_class_cv_model <- train(trainX, trainY,
                              metric = "ROC", 
                              preProc = c("center", "scale"))
 
+set.seed(849)
+test_class_cv_dist <- train(trainX, trainY, 
+                            method = "gam", 
+                            trControl = cctrl1,
+                            metric = "ROC", 
+                            preProc = c("center", "scale"),
+                            family = negbin(theta = 1))
+
 set.seed(849)
 test_class_cv_form <- train(Class ~ ., data = training, 
                             method = "gam", 
@@ -94,11 +102,18 @@ test_reg_cv_model <- train(trainX, trainY,
                            preProc = c("center", "scale"))
 test_reg_pred <- predict(test_reg_cv_model, testX)
 
+set.seed(849)
+test_reg_cv_dist <- train(trainX, trainY, 
+                          method = "gam", 
+                          trControl = rctrl1,
+                          preProc = c("center", "scale"),
+                          family = scat())
+
 set.seed(849)
 test_reg_cv_form <- train(y ~ ., data = training, 
-                           method = "gam", 
-                           trControl = rctrl1,
-                           preProc = c("center", "scale"))
+                          method = "gam", 
+                          trControl = rctrl1,
+                          preProc = c("center", "scale"))
 test_reg_pred_form <- predict(test_reg_cv_form, testX)
 
 set.seed(849)

RegressionTests/Code/gamSpline.R

@@ -26,6 +26,14 @@ test_class_cv_model <- train(trainX, trainY,
                              metric = "ROC", 
                              preProc = c("center", "scale"))
 
+set.seed(849)
+test_class_cv_dist <- train(trainX, trainY, 
+                            method = "gamSpline", 
+                            trControl = cctrl1,
+                            metric = "ROC", 
+                            preProc = c("center", "scale"),
+                            family = binomial(link = "cloglog"))
+
 set.seed(849)
 test_class_cv_form <- train(Class ~ ., data = training, 
                             method = "gamSpline", 
@@ -95,6 +103,13 @@ test_reg_cv_model <- train(trainX, trainY,
                            preProc = c("center", "scale"))
 test_reg_pred <- predict(test_reg_cv_model, testX)
 
+set.seed(849)
+test_reg_cv_dist <- train(trainX, abs(trainY), 
+                          method = "gamSpline", 
+                          trControl = rctrl1,
+                          preProc = c("center", "scale"),
+                          family = Gamma)
+
 set.seed(849)
 test_reg_cv_form <- train(y ~ ., data = training, 
                           method = "gamSpline", 

RegressionTests/Code/gbm.R

@@ -32,6 +32,17 @@ test_class_cv_model <- train(trainX, trainY,
                              tuneGrid = gbmGrid,
                              verbose = FALSE)
 
+set.seed(849)
+test_class_cv_dist <- train(trainX, trainY, 
+                            method = "gbm", 
+                            trControl = cctrl1,
+                            metric = "ROC", 
+                            preProc = c("center", "scale"),
+                            tuneGrid = gbmGrid,
+                            verbose = FALSE
+                            distribution = "adaboost")
+
+
 set.seed(849)
 test_class_cv_form <- train(Class ~ ., data = training, 
                             method = "gbm", 
@@ -108,6 +119,15 @@ test_reg_cv_model <- train(trainX, trainY,
                            verbose = FALSE)
 test_reg_pred <- predict(test_reg_cv_model, testX)
 
+set.seed(849)
+test_reg_cv_dist <- train(trainX, trainY, 
+                          method = "gbm", 
+                          trControl = rctrl1,
+                          preProc = c("center", "scale"),
+                          tuneGrid = gbmGrid,
+                          verbose = FALSE,
+                          distribution = "laplace")
+
 set.seed(849)
 test_reg_cv_form <- train(y ~ ., data = training, 
                           method = "gbm", 

models/files/gam.R

@@ -17,26 +17,22 @@ modelInfo <- list(label = "Generalized Additive Model using Splines",
                       dat$.outcome <- y
                       dist <- gaussian()
                     }
-                    out <- mgcv:::gam(modForm, data = dat, family = dist, 
+                    modelArgs <- list(formula = modForm,
+                                      data = dat,
                                       select = param$select, 
-                                      method = as.character(param$method), 
-                                      ...)
-#                     if(is.null(wts)) {
-# 
-#                     } else {
-#                       out <- mgcv:::gam(modForm, data = dat, family = dist, 
-#                                         select = param$select, 
-#                                         method = as.character(param$method), 
-#                                         weights = wts,
-#                                         ...)
-#                     }
+                                      method = as.character(param$method))
+                    ## Intercept family if passed in
+                    theDots <- list(...)
+                    if(!any(names(theDots) == "family")) modelArgs$family <- dist
+                    modelArgs <- c(modelArgs, theDots)
+
+                    out <- do.call(getFromNamespace("gam", "mgcv"), modelArgs)
                     out
 
                   },
                   predict = function(modelFit, newdata, submodels = NULL) {
                     if(!is.data.frame(newdata)) newdata <- as.data.frame(newdata)
-                    if(modelFit$problemType == "Classification")
-                    {
+                    if(modelFit$problemType == "Classification") {
                       probs <-  predict(modelFit, newdata, type = "response")
                       out <- ifelse(probs < .5,
                                     modelFit$obsLevel[1],

models/files/gamLoess.R

@@ -8,16 +8,21 @@ modelInfo <- list(label = "Generalized Additive Model using LOESS",
                   grid = function(x, y, len = NULL) 
                     expand.grid(span = .5, degree = 1),
                   fit = function(x, y, wts, param, lev, last, classProbs, ...) {
-                    dat <- if(is.data.frame(x)) x else as.data.frame(x)
-                    dat$.outcome <- y
+                    args <- list(data = if(is.data.frame(x)) x else as.data.frame(x))
+                    args$data$.outcome <- y
+                    args$formula <- caret:::smootherFormula(x,
+                                                            smoother = "lo",
+                                                            span = param$span,
+                                                            degree = param$degree)
+                    theDots <- list(...)
 
-                    gam:::gam(caret:::smootherFormula(x,
-                                              smoother = "lo",
-                                              span = param$span,
-                                              degree = param$degree),
-                              data = dat,
-                              family =  if(is.factor(y)) binomial() else  gaussian(),
-                              ...)
+
+                    if(!any(names(theDots) == "family")) 
+                      args$family <- if(is.factor(y)) binomial else gaussian
+
+                    if(length(theDots) > 0) args <- c(args, theDots)
+
+                    do.call(getFromNamespace("gam", "gam"), args)
                   },
                   predict = function(modelFit, newdata, submodels = NULL) {
                     if(!is.data.frame(newdata)) newdata <- as.data.frame(newdata)

models/files/gamSpline.R

@@ -14,9 +14,12 @@ modelInfo <- list(label = "Generalized Additive Model using Splines",
                     args$formula <- caret:::smootherFormula(x,
                                                             smoother = "s",
                                                             df = param$df)
-                    args$family <- if(is.factor(y)) binomial else gaussian
-
                     theDots <- list(...)
+
+
+                    if(!any(names(theDots) == "family")) 
+                      args$family <- if(is.factor(y)) binomial else gaussian
+
                     if(length(theDots) > 0) args <- c(args, theDots)
 
                     do.call(getFromNamespace("gam", "gam"), args)

models/files/gbm.R

@@ -29,8 +29,7 @@ modelInfo <- list(label = "Stochastic Gradient Boosting",
                       modDist <- theDots$distribution
                       theDots$distribution <- NULL
                     } else {
-                      if(is.numeric(y))
-                      {
+                      if(is.numeric(y)) {
                         modDist <- "gaussian"
                       } else modDist <- if(length(lev) == 2)  "bernoulli" else "multinomial"
                     }
@@ -45,6 +44,7 @@ modelInfo <- list(label = "Stochastic Gradient Boosting",
                                     n.trees = param$n.trees,
                                     shrinkage = param$shrinkage, 
                                     distribution = modDist)
+                    if(any(names(theDots) == "family")) modArgs$distribution <- NULL
 
                     if(length(theDots) > 0) modArgs <- c(modArgs, theDots)
 

models/files/rpartCost.R

@@ -87,23 +87,6 @@ modelInfo <- list(label = "Cost-Sensitive CART",
                     }
                     out
                   },
-                  prob = function(modelFit, newdata, submodels = NULL) {
-                    if(!is.data.frame(newdata)) newdata <- as.data.frame(newdata)
-                    out <- predict(modelFit, newdata, type = "prob")
-
-                    if(!is.null(submodels))
-                    {
-                      tmp <- vector(mode = "list", length = nrow(submodels) + 1)
-                      tmp[[1]] <- out
-                      for(j in seq(along = submodels$cp))
-                      {
-                        prunedFit <- prune.rpart(modelFit, cp = submodels$cp[j])
-                        tmpProb <- predict(prunedFit, newdata, type = "prob")
-                        tmp[[j+1]] <- as.data.frame(tmpProb[, modelFit$obsLevels, drop = FALSE])
-                      }
-                      out <- tmp
-                    }                              
-                    out
-                  },
+                  prob = NULL,
                   tags = c("Tree-Based Model", "Implicit Feature Selection", "Cost Sensitive Learning"),
                   sort = function(x) x[order(-x$cp, -x$Cost),])

pkg/caret/DESCRIPTION

@@ -1,6 +1,6 @@
 Package: caret
-Version: 6.0-43
-Date: 2015-01-27
+Version: 6.0-44
+Date: 2015-04-01
 Title: Classification and Regression Training
 Author: Max Kuhn. Contributions from Jed Wing, Steve Weston, Andre
     Williams, Chris Keefer, Allan Engelhardt, Tony Cooper, Zachary Mayer,

pkg/caret/R/aaa.R

@@ -220,7 +220,7 @@ twoClassSummary <- function (data, lev = NULL, model = NULL)
   requireNamespaceQuietStop('pROC')
   if (!all(levels(data[, "pred"]) == levels(data[, "obs"]))) 
     stop("levels of observed and predicted data do not match")
-  rocObject <- try(pROC::roc.default(data$obs, data[, lev[1]]), silent = TRUE)
+  rocObject <- try(pROC::roc(data$obs, data[, lev[1]]), silent = TRUE)
   rocAUC <- if(class(rocObject)[1] == "try-error") NA else rocObject$auc
   out <- c(rocAUC,
            sensitivity(data[, "pred"], data[, "obs"], lev[1]),

pkg/caret/R/extractProb.R

@@ -1,4 +1,4 @@
-
+## TODO use foreach to parallelize
 
 extractProb <- function(models, 
                         testX = NULL, 
@@ -39,17 +39,15 @@ extractProb <- function(models,
   for(i in seq(along = models))
   {
     if(verbose) cat("starting ", models[[i]]$method, "\n"); flush.console()         
-    if(!unkOnly)
-    {        
-      tempTrainPred <- predictionFunction(models[[i]]$modelInfo,
-                                          models[[i]]$finalModel, 
-                                          trainX, 
-                                          models[[i]]$preProcess)    
+    if(!unkOnly) {        
       tempTrainProb <- probFunction(models[[i]]$modelInfo,
                                     models[[i]]$finalModel, 
                                     trainX, 
                                     models[[i]]$preProcess)    
-
+      tempTrainPred <- apply(tempTrainProb, 1, which.max)
+      tempTrainPred <- colnames(tempTrainProb)[tempTrainPred]
+      tempTrainPred <- factor(tempTrainPred, 
+                              levels = models[[i]]$modelInfo$levels(models[[i]]$finalModel))
 
       if(verbose) cat(models[[i]]$method, ":", length(tempTrainPred), "training predictions were added\n"); flush.console()         
 
@@ -61,21 +59,20 @@ extractProb <- function(models,
       dataType <- c(dataType, rep("Training", length(tempTrainPred)))         
 
       # Test Data         
-      if(!is.null(testX) & !is.null(testY))
-      {
+      if(!is.null(testX) & !is.null(testY)) {
         if(!is.data.frame(testX)) testX <- as.data.frame(testX)
         tempX <- testX
         tempY <- testY
-        tempX$.outcome <- NULL
-        tempTestPred <- predictionFunction(models[[i]]$modelInfo,
-                                           models[[i]]$finalModel, 
-                                           tempX, 
-                                           models[[i]]$preProcess)    
+        tempX$.outcome <- NULL  
         tempTestProb <- probFunction(models[[i]]$modelInfo,
                                      models[[i]]$finalModel, 
                                      tempX, 
-                                     models[[i]]$preProcess)   
-
+                                     models[[i]]$preProcess)  
+        tempTestPred <- apply(tempTestProb, 1, which.max)
+        tempTestPred <- colnames(tempTestProb)[tempTestPred]
+        tempTestPred <- factor(tempTestPred, 
+                                levels = models[[i]]$modelInfo$levels(models[[i]]$finalModel))
+
         if(verbose) cat(models[[i]]$method, ":", length(tempTestPred), "test predictions were added\n")         
 
         predProb <- if(is.null(predProb)) tempTestProb else rbind(predProb, tempTestProb)             
@@ -94,16 +91,16 @@ extractProb <- function(models,
       if(!is.data.frame(unkX)) unkX <- as.data.frame(unkX)
       tempX <- unkX
       tempX$.outcome <- NULL
-
-      tempUnkPred <- predictionFunction(models[[i]]$modelInfo,
-                                        models[[i]]$finalModel, 
-                                        tempX, 
-                                        models[[i]]$preProcess)    
+
       tempUnkProb <- probFunction(models[[i]]$modelInfo,
                                   models[[i]]$finalModel, 
                                   tempX, 
                                   models[[i]]$preProcess)  
-
+      tempUnkPred <- apply(tempUnkProb, 1, which.max)
+      tempUnkPred <- colnames(tempUnkProb)[tempUnkPred]
+      tempUnkPred <- factor(tempUnkPred, 
+                            levels = models[[i]]$modelInfo$levels(models[[i]]$finalModel))
+
       if(verbose) cat(models[[i]]$method, ":", length(tempUnkPred), "unknown predictions were added\n")         
 
       predProb <- if(is.null(predProb)) tempUnkProb else rbind(predProb, tempUnkProb)      

pkg/caret/R/misc.R

@@ -42,6 +42,7 @@ evalSummaryFunction <- function(y, wts, ctrl, lev, metric, method) {
       stop("train()'s use of ROC codes requires class probabilities. See the classProbs option of trainControl()")
   }
   if(!is.null(wts)) testOutput$weights <- sample(wts, min(10, length(wts)))
+  testOutput$rowIndex <- sample(seq(along = y), size = nrow(testOutput))
   ctrl$summaryFunction(testOutput, lev, method)
 }
 

pkg/caret/R/print.varImp.train.R

@@ -16,7 +16,7 @@ function(x, top = min(20, dim(x$importance)[1]), digits = max(3, getOption("digi
       printObj <- printObj[,1,drop = FALSE]
       names(printObj) <- "Importance"
    }
-   print.data.frame(printObj, digits = digits, ...)
+   print(printObj, digits = digits, ...)
    invisible(x)
 }
 

pkg/caret/R/rfe.R

@@ -535,7 +535,7 @@ gamFuncs <- list(summary = defaultSummary,
                  },
                  pred = function(object, x)
                  {
-                                        #browser()
+                   if(!is.data.frame(x)) x <- as.data.frame(x)
                    loaded <- search()
                    gamLoaded <- any(loaded == "package:gam")
                    if(gamLoaded) detach(package:gam)
@@ -625,12 +625,13 @@ rfFuncs <-  list(summary = defaultSummary,
 lmFuncs <- list(summary = defaultSummary,
                 fit = function(x, y, first, last, ...)
                 {
-                  tmp <- as.data.frame(x)
+                  tmp <- if(is.data.frame(x)) x else as.data.frame(x)
                   tmp$y <- y
                   lm(y~., data = tmp)
                 },
                 pred = function(object, x)
                 {
+                  if(!is.data.frame(x)) x <- as.data.frame(x)
                   predict(object, x)
                 },
                 rank = function(object, x, y)
@@ -688,12 +689,13 @@ nbFuncs <- list(summary = defaultSummary,
 lrFuncs <- ldaFuncs
 lrFuncs$fit <- function (x, y, first, last, ...) 
 {
-  tmp <- x
+  tmp <- if(is.data.frame(x)) x else as.data.frame(x)
   tmp$Class <- y
   glm(Class ~ ., data = tmp, family = "binomial")
 }
 lrFuncs$pred <- function (object, x) 
 {
+  if(!is.data.frame(x)) x <- as.data.frame(x)
   lvl <- levels(object$data$Class)
   tmp <- predict(object, x, type = "response")
   out <- data.frame(1-tmp, tmp)