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r_regress_classify.Rmd
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r_regress_classify.Rmd
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# Regression and Classification in R
Parv Joshi
This is a video tutorial, which can be found at [https://youtu.be/J2rnDy9PB3E](https://youtu.be/J2rnDy9PB3E). The code I created as part of this video is given as the contents of this file, for reference. Here are the links I used in my data set:
1. [Data.csv](https://drive.google.com/file/d/1dN3Tsrzx33Q-rBf5a-t-wQWPAcr9HNnp/view?usp=sharing)
2. [Titanic.csv](https://drive.google.com/file/d/1_SLRD9V7KEWd2fD3Gk3-F_E5pSyh3410/view?usp=sharing)
3. [Ames_Housing_data.csv](https://drive.google.com/file/d/1amJOqQhxo8TxGT65uIIfhPhs-Z2rMEWu/view?usp=sharing)
4. [Boxcox Implementation in R - 1](https://www.youtube.com/watch?v=vGOpEpjz2Ks)
5. [Boxcox Implementation in R - 2](https://www.statology.org/box-cox-transformation-in-r/)
6. [Peanalized Regression](https://towardsdatascience.com/what-is-regularization-and-how-do-i-use-it-f7008b5a68c6)
7. [Stepwise Selection Method](https://quantifyinghealth.com/stepwise-selection/)
8. [Accuracy Metrics](http://www.sthda.com/english/articles/38-regression-model-validation/158-regression-model-accuracy-metrics-r-square-aic-bic-cp-and-more/)
9. [Rmd Cheatsheet](https://www.rstudio.com/wp-content/uploads/2015/02/rmarkdown-cheatsheet.pdf)
### Libraries and Warnings
```{r, warning = FALSE, message = FALSE}
# Removing messages and warnings from knited version
knitr::opts_chunk$set(warning = FALSE, message = FALSE)
# Libraries
# Make sure these are installed before running them. They all are a part of CRAN.
library(RCurl)
library(tidyverse)
library(randomForest)
library(caTools)
library(car)
library(MASS)
library(leaps)
library(caret)
library(bestglm)
library(rpart)
library(rattle)
```
### Reading Data
```{r}
# Importing the dataset
dataset = read.csv("https://raw.githubusercontent.com/Parv-Joshi/EDAV_CC_Datasets/main/Data.csv")
# str(dataset)
# View(dataset)
```
### Data Preprocessing
```{r}
# Mean Imputation for Missing Data
dataset$Age = ifelse(is.na(dataset$Age),
ave(dataset$Age, FUN = function(x) mean(x, na.rm = T)),
dataset$Age)
dataset$Salary = ifelse(is.na(dataset$Salary),
ave(dataset$Salary, FUN = function(x) mean(x, na.rm = T)),
dataset$Salary)
# Encoding Categorical Variables
dataset$Country = factor(dataset$Country,
labels = c("France", "Spain", "Germany"),
levels = c("France", "Spain", "Germany"))
dataset$Purchased = factor(dataset$Purchased,
levels = c("Yes", "No"),
labels = c(1, 0))
# Splitting Data into Training and Testing
set.seed(123)
split = sample.split(dataset$Purchased, SplitRatio = 0.8)
training_set = subset(dataset, split == T)
test_set = subset(dataset, split == F)
# Feature Scaling
training_set[, 2:3] = scale(training_set[, 2:3])
test_set[, 2:3] = scale(test_set[, 2:3])
```
### Regression
```{r}
# Data
data("Salaries", package = "carData")
# force(Salaries)
attach(Salaries)
detach(Salaries)
# str(Salaries)
# View(Salaries)
# Simple Variable Regression
model = lm(Salaries$salary ~ Salaries$yrs.since.phd)
model = lm(salary ~ yrs.since.phd, data = Salaries)
model
summary(model)
stargazer::stargazer(model, type = "text")
# Multiple Variable Regression
model1 = lm(salary ~ yrs.since.phd + yrs.service, data = Salaries)
summary(model1)
### Model:
### salary = 89912.2 + 1562.9 * yrs.since.phd + (-629.1) * yrs.service
# Categorical Variables
contrasts(Salaries$sex)
# sex = relevel(sex, ref = "Male")
model2 = lm(salary ~ yrs.since.phd + yrs.service + sex, data = Salaries)
summary(model2)
car::Anova(model2)
model3 = lm(salary ~ ., data = Salaries)
car::Anova(model3)
summary(model3)
# Transformations and Interaction Terms
model4 = lm(salary ~ yrs.since.phd^2 + yrs.service, data = Salaries)
summary(model4)
model4 = lm(salary ~ yrs.since.phd + I(yrs.since.phd^2) + yrs.service, data = Salaries)
summary(model4)
model4 = lm(salary ~ yrs.since.phd + I(yrs.since.phd^2) + I(yrs.since.phd^3) + yrs.service, data = Salaries)
summary(model4)
model4 = lm(I(log(salary)) ~ yrs.since.phd + I(yrs.since.phd^2) + I(yrs.since.phd^3) + yrs.service, data = Salaries)
summary(model4)
model5 = lm(salary ~ yrs.since.phd:yrs.service, data = Salaries)
summary(model5)
#### Boxcox
sal = Salaries[, c(3,4,6)]
shapiro.test(Salaries$salary)
# Null: Data is normally distributed
# p-value = 6.076e-09 < 0.05, reject null -> NOT Normal.
model1 = lm(salary ~ yrs.since.phd + yrs.service, data = Salaries)
summary(model1)
bc = boxcox(model1)
best.lam = bc$x[which(bc$y == max(bc$y))]
best.lam
model6 = lm(I(salary^best.lam) ~ yrs.since.phd + yrs.service, data = Salaries)
summary(model6)
### Adj. R^2 increased
# Predictions using Training and Testing data
set.seed(123)
split = sample.split(Salaries$salary, SplitRatio = 0.8)
training_set = subset(Salaries, split == T)
test_set = subset(Salaries, split == F)
model7 = lm(salary ~ ., data = training_set)
y_pred = predict(model7, test_set)
# y_pred
data.frame(y_pred, test_set$salary)
# Variable Selection
# data
data("swiss")
attach(swiss)
# ?swiss
# Best Subsets regression
models = leaps::regsubsets(Fertility ~ ., data = swiss, nvmax = 5)
summary(models)
### Therefore,
### Best 1-variable model: Fertility ~ Education
### Best 2-variables model: Fertility ~ Education + Catholic
### Best 3-variables model: Fertility ~ Education + Catholic + Infant.Mortality
### Best 4-variables model: Fertility ~ Agriculture + Education + Catholic + Infant.Mortality
### Best 5-variables model: Fertility ~ Agriculture + Examination + Education + Catholic + Infant.Mortality
models.summary = summary(models)
data.frame(Adj.R2 = which.max(models.summary$adjr2),
CP = which.min(models.summary$cp),
BIC = which.min(models.summary$bic))
### Fertility ~ Agriculture + Education + Catholic + Infant.Mortality
# Stepwise Variable Selection
fit = lm(Fertility ~ ., data = swiss)
step = MASS::stepAIC(fit, direction = "both", trace = F) # change both to forward and backward
step
detach(swiss)
# Penalized Regression
ames = read.csv("https://raw.githubusercontent.com/Parv-Joshi/EDAV_CC_Datasets/main/Ames_Housing_Data.csv")
# str(ames)
anyNA(ames)
set.seed(123)
training.samples = createDataPartition(ames$SalePrice, p = 0.75, list = FALSE)
train.data = ames[training.samples,]
test.data = ames[-training.samples,]
lambda = 10^seq(-3, 3, length = 100)
# Ridge Regression
set.seed(123)
ridge = train(SalePrice ~ ., data = train.data, method = "glmnet",
trControl = trainControl("cv", number = 10),
tuneGrid = expand.grid(alpha = 0, lambda = lambda))
# LASSO
set.seed(123)
lasso = train(SalePrice ~ ., data = train.data, method = "glmnet",
trControl = trainControl("cv", number = 10),
tuneGrid = expand.grid(alpha = 1, lambda = lambda))
# Elastic Net
set.seed(123)
elastic = train(SalePrice ~ ., data = train.data, method = "glmnet",
trControl = trainControl("cv", number = 10),
tuneLength = 10)
# Comparison
models = list(ridge = ridge, lasso = lasso, elastic = elastic)
resamples(models) %>% summary(metric = "RMSE")
# Since Elastic model has the lowest mean RMSE, we can conclude that the Elastic model is the best.
```
### Classification
```{r}
# Data
data("PimaIndiansDiabetes2", package = "mlbench")
# str(PimaIndiansDiabetes2)
# View(PimaIndiansDiabetes2)
PimaIndiansDiabetes2$diabetes = as.factor(PimaIndiansDiabetes2$diabetes)
PimaIndiansDiabetes2 = na.omit(PimaIndiansDiabetes2)
attach(PimaIndiansDiabetes2)
# Training and Testing
set.seed(123)
training.samples = createDataPartition(diabetes, p = 0.8, list = FALSE)
train.data = PimaIndiansDiabetes2[training.samples,]
test.data = PimaIndiansDiabetes2[-training.samples,]
# Logistic Regression
model = glm(diabetes ~ ., data = train.data, family = binomial)
summary(model)
probabilities = predict(model, test.data, type = "response")
probabilities
contrasts(diabetes)
predicted.classes = ifelse(probabilities > 0.5, "pos", "neg")
predicted.classes
caret::confusionMatrix(factor(predicted.classes),
factor(test.data$diabetes),
positive = "pos")
# Stepwise regression
step = MASS::stepAIC(model, direction = "both", k = log(nrow(PimaIndiansDiabetes2)), trace = FALSE)
step$anova
# Best subset regression
cv_data = model.matrix( ~ ., PimaIndiansDiabetes2)[,-1]
cv_data = data.frame(cv_data)
best = bestglm(cv_data, IC = "BIC", family = binomial)
best
detach(PimaIndiansDiabetes2)
# Decision Tree Classification
data = read.csv("https://raw.githubusercontent.com/Parv-Joshi/EDAV_CC_Datasets/main/Titanic.csv")
attach(data)
# str(data)
# Excluding Variables
data = subset(data, select = -c(Name, Ticket, Cabin))
# Removing Missing Data
data = subset(data, !is.na(Age))
# Testing and Training set
set.seed(123)
training.samples = data$Survived %>%
createDataPartition(p = 0.8, list = FALSE)
train.data = data[training.samples,]
test.data = data[-training.samples,]
# Factoring Survived
train.data$Survived = as.factor(train.data$Survived)
test.data$Survived = as.factor(test.data$Survived)
# Decision Trees
model = rpart::rpart(Survived ~ ., data = train.data, control = rpart.control(cp = 0))
rattle::fancyRpartPlot(model, cex = 0.5)
set.seed(123)
train.data$Survived = as.factor(train.data$Survived)
model2 = train(Survived ~ .,
data = train.data,
method = "rpart",
trControl = trainControl("cv", number = 10),
tuneLength = 100)
fancyRpartPlot(model2$finalModel, cex = 0.6)
probabilities = predict(model2, newdata = test.data)
# we don't need to do contrasts since Survived is already given in o and 1.
predicted.classes = ifelse(probabilities == 1, "1", "0")
caret::confusionMatrix(factor(predicted.classes),
factor(test.data$Survived),
positive = "1")
# Random Forest
set.seed(123)
model3 = train(Survived ~ .,
data = train.data,
method = "rf",
trControl = trainControl("cv", number = 10),
importance = TRUE)
probabilities = predict(model3, newdata = test.data)
predicted.classes = ifelse(probabilities == 1, "1", "0")
caret::confusionMatrix(factor(predicted.classes),
factor(test.data$Survived),
positive = "1")
randomForest::varImpPlot(model3$finalModel, type = 1) # MeanDecreaseAccuracy
caret::varImp(model3, type = 1)
randomForest::varImpPlot(model3$finalModel, type = 2) # MeanDecreaseGini
caret::varImp(model3, type = 2)
detach(data)
```