machinelearning-functions-ksvm.R

##' Classification parameter optimisation for the support vector
##' machine algorithm.
##'
##' Note that when performance scores precision, recall and (macro) F1
##' are calculated, any NA values are replaced by 0. This decision is
##' motivated by the fact that any class that would have either a NA
##' precision or recall would result in an NA F1 score and,
##' eventually, a NA macro F1 (i.e. mean(F1)). Replacing NAs by 0s
##' leads to F1 values of 0 and a reduced yet defined final macro F1
##' score.
##' 
##' @title ksvm parameter optimisation
##' @param object An instance of class \code{"\linkS4class{MSnSet}"}.
##' @param fcol The feature meta-data containing marker definitions.
##' Default is \code{markers}.
##' @param cost The hyper-parameter. Default values are \code{2^-4:4}.
##' @param times The number of times internal cross-validation is performed.
##' Default is 100.
##' @param test.size The size of test data. Default is 0.2 (20 percent).
##' @param xval The \code{n}-cross validation. Default is 5.
##' @param fun The function used to summarise the \code{xval} macro F1 matrices.
##' @param seed The optional random number generator seed.
##' @param verbose A \code{logical} defining whether a progress bar is displayed.
##' @param ... Additional parameters passed to \code{\link{ksvm}} from package \code{kernlab}.
##' @return An instance of class \code{"\linkS4class{GenRegRes}"}.
##' @seealso \code{\link{ksvmClassification}} and example therein.
##' @aliases ksvmRegularisation ksvmOptimization
##' @author Laurent Gatto
ksvmOptimisation <- function(object,
                             fcol = "markers",
                             cost = 2^(-4:4), 
                             times = 100,
                             test.size = .2,
                             xval = 5,                               
                             fun = mean,
                             seed,
                             verbose = TRUE,
                             ...) {

  nparams <- 1 ## 2 or 1, depending on the algorithm
  mydata <- subsetAsDataFrame(object, fcol, train = TRUE)

  if (missing(seed)) {
    seed <- sample(.Machine$integer.max, 1)
  }
  .seed <- as.integer(seed)  
  set.seed(.seed)

  tmp <- tempfile() ## to get rid of ksvm message
  con <- file(tmp, open = "wt")
  on.exit({
    close(con)
    unlink(tmp)
  })
  
  ## initialise output
  .warnings <- NULL
  .f1Matrices <- vector("list", length = times)
  .testPartitions <- .cmMatrices <- vector("list", length = times) ## NEW
  .results <- matrix(NA, nrow = times, ncol = nparams + 1)
  colnames(.results) <- c("F1", "cost") 
  
  if (verbose) {
    pb <- txtProgressBar(min = 0,
                         max = xval * times,
                         style = 3)
    ._k <- 0
  }
  for (.times in 1:times) {
    .size <- ceiling(table(mydata$markers) * test.size)
    ## size is ordered according to levels, but strata
    ## expects them to be ordered as they appear in the data
    .size <- .size[unique(mydata$markers)] 
    test.idx <- strata(mydata, "markers",
                       size = .size,
                       method = "srswor")$ID_unit
    .testPartitions[[.times]] <- test.idx ## NEW
    
    .test1   <- mydata[ test.idx, ] ## 'unseen' test set
    .train1  <- mydata[-test.idx, ] ## to be used for parameter optimisation
    
    xfolds <- createFolds(.train1$markers, xval, returnTrain = TRUE)
    ## stores the xval F1 matrices
    .matrixF1L <- vector("list", length = xval)  

    for (.xval in 1:xval) {    
        if (verbose) {
          setTxtProgressBar(pb, ._k)
          ._k <- ._k + 1
        }
        .train2 <- .train1[ xfolds[[.xval]], ]
        .test2  <- .train1[-xfolds[[.xval]], ]    

        ## The second argument in makeF1matrix will be
        ## used as rows, the first one for columns
        .matrixF1 <- makeF1matrix(list(cost = cost))
        ## grid search for parameter selection
          for (.cost in cost) {
            sink(con)
            model <- ksvm(markers ~ ., .train2, C = .cost, ...)
            sink()
            ans <- kernlab::predict(model, .test2, type = "response") 
            conf <- confusionMatrix(ans, .test2$markers)$table
            .p <- checkNumbers(MLInterfaces:::.precision(conf))
            .r <- checkNumbers(MLInterfaces:::.recall(conf))
            .f1 <- MLInterfaces:::.macroF1(.p, .r, naAs0 = TRUE)
            .matrixF1[1, as.character(.cost)] <- .f1
          }
        ## we have a complete grid to be saved
        .matrixF1L[[.xval]] <- .matrixF1
      }
    ## we have xval grids to be summerised
    .summaryF1 <- summariseMatList(.matrixF1L, fun)
    .f1Matrices[[.times]] <- .summaryF1
    .bestParams <- getBestParams(.summaryF1)[1:nparams, 1] ## takes a random best param
    sink(con)
    model <- ksvm(markers ~ ., .train1, C = .bestParams["cost"], ...)
    sink()
    ans <- kernlab::predict(model, .test1, type = "response") 
    .cmMatrices[[.times]] <- conf <- confusionMatrix(ans, .test1$markers)$table ## NEW    
    p <- checkNumbers(MLInterfaces:::.precision(conf),
                       tag = "precision", params = .bestParams)
    r <- checkNumbers(MLInterfaces:::.recall(conf),
                       tag = "recall", params = .bestParams)
    f1 <- MLInterfaces:::.macroF1(p, r, naAs0 = TRUE) ## macro F1 score for .time's iteration
    .results[.times, ] <- c(f1, .bestParams["cost"])
  }
  if (verbose) {
    setTxtProgressBar(pb, ._k)
    close(pb)
  }
  
  .hyperparams <- list(cost = cost)
  .design <- c(xval = xval,
               test.size = test.size,
               times = times)
  
  ans <- new("GenRegRes",
             algorithm = "ksvm",
             seed = .seed,
             hyperparameters = .hyperparams,
             design = .design,
             results = .results,
             f1Matrices = .f1Matrices,
             cmMatrices = .cmMatrices, ## NEW
             testPartitions = .testPartitions, ## NEW
             datasize = list(
               "data" = dim(mydata),
               "data.markers" = table(mydata[, "markers"]),
               "train1" = dim(.train1),
               "test1" = dim(.test1),
               "train1.markers" = table(.train1[, "markers"]),
               "train2" = dim(.train2),
               "test2" = dim(.test2),
               "train2.markers" = table(.train2[, "markers"])))

  if (!is.null(.warnings)) {
    ans@log <- list(warnings = .warnings)
    sapply(.warnings, warning)
  }
  return(ans)
}

ksvmOptimization <-
  ksvmOptimisation

ksvmRegularisation <- function(...) {
  .Deprecated(msg = "This function has been replaced by 'ksvmOptimisation'.")
  ksvmOptimisation(...)  
}
  

##' Classification using the support vector
##' machine algorithm.
##'
##' @title ksvm classification
##' @param object An instance of class \code{"\linkS4class{MSnSet}"}.
##' @param assessRes An instance of class
##'     \code{"\linkS4class{GenRegRes}"}, as generated by
##'     \code{\link{ksvmOptimisation}}.
##' @param scores One of \code{"prediction"}, \code{"all"} or
##'     \code{"none"} to report the score for the predicted class
##'     only, for all classes or none.
##' @param cost If \code{assessRes} is missing, a \code{cost} must be
##'     provided.
##' @param fcol The feature meta-data containing marker definitions.
##'     Default is \code{markers}.
##' @param ... Additional parameters passed to \code{\link{ksvm}} from
##'     package \code{kernlab}.
##' @return An instance of class \code{"\linkS4class{MSnSet}"} with
##'     \code{ksvm} and \code{ksvm.scores} feature variables storing
##'     the classification results and scores respectively.
##' @author Laurent Gatto
##' @aliases ksvmPrediction
##' @examples
##' library(pRolocdata)
##' data(dunkley2006)
##' ## reducing parameter search space and iterations 
##' params <- ksvmOptimisation(dunkley2006, cost = 2^seq(-1,4,5), times = 3)
##' params
##' plot(params)
##' f1Count(params)
##' levelPlot(params)
##' getParams(params)
##' res <- ksvmClassification(dunkley2006, params)
##' getPredictions(res, fcol = "ksvm")
##' getPredictions(res, fcol = "ksvm", t = 0.75)
##' plot2D(res, fcol = "ksvm")
ksvmClassification <- function(object,
                               assessRes,
                               scores = c("prediction", "all", "none"),
                               cost,
                               fcol = "markers",
                               ...) {
  scores <- match.arg(scores)  
  if (missing(assessRes)) {
    if (missing(cost))
      stop("First run 'ksvmOptimisation' or set 'cost' manually.")
    params <- c("cost" = cost)
  } else {
    params <- getParams(assessRes)
    if (is.na(params["cost"]))
      stop("No 'cost' found.")
  }
  trainInd <- which(fData(object)[, fcol] != "unknown")
  form <- as.formula(paste0(fcol, " ~ ."))
  ans <- MLearn(form, t(object), ksvmI, trainInd,
                C = params["cost"], ...)
  fData(object)$ksvm <- predictions(ans)
  if (scores == "all") {
    scoreMat <- predScores(ans)
    colnames(scoreMat) <- paste0(colnames(scoreMat), ".ksvm.scores")
    fData(object)$svm.all.scores <- scoreMat
  } else if (scores == "prediction") {
    fData(object)$ksvm.scores <- predScore(ans)
  } ## else scores is "none" 
  object@processingData@processing <- c(processingData(object)@processing,
                                        paste0("Performed ksvm prediction (", 
                                               paste(paste(names(params), params, sep = "="),
                                                     collapse = " "), ") ",
                                               date()))
  if (validObject(object))
    return(object)
}

ksvmPrediction <- function(...) {
  .Deprecated(msg = "This function has been replaced by 'ksvmClassification'.")
  ksvmClassification(...)
}