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eval-performance.Rmd
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eval-performance.Rmd
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---
title: "Evaluation of performances"
output:
workflowr::wflow_html:
includes:
in_header: header.html
editor_options:
chunk_output_type: console
author: "Patrick Schratz"
---
```{r setup, include=FALSE}
knitr::opts_chunk$set(
fig.retina = 3,
fig.align = "center",
fig.width = 6.93,
fig.height = 6.13,
out.width = "100%",
echo = FALSE
)
R.utils::sourceDirectory("R")
library("drake")
# load drake objects
loadd(
bm_aggregated_new_buffer2
)
library("xtable")
library("flextable")
library("ggbeeswarm")
library("ggsci")
library("ggrepel")
library("ggpubr")
library("here")
library("mlr")
library("dplyr")
library("forcats")
```
Last update:
```{r}
date()
```
```{r}
df_perf <- getBMRPerformances(bm_aggregated_new_buffer2, as.df = T) %>%
mutate(task.id = recode_factor(task.id,
`hr_buffer2` = "HR",
`vi_buffer2` = "VI",
`nri_buffer2` = "NRI",
`nri_vi_buffer2` = "NRI_VI",
`hr_nri_buffer2` = "HR-NRI",
`hr_vi_buffer2` = "HR-VI",
`hr_nri_vi_buffer2` = "HR-NRI-VI",
)) %>%
tidyr::separate(learner.id, c("learner_group", "filter"),
remove = FALSE,
sep = " MBO "
)
```
Aggregate performances and add standard error column.
```{r aggr-perf}
df_perf %<>%
group_by(task.id, learner.id, filter) %>%
mutate(rmse_aggr = round(mean(rmse), 3)) %>%
mutate(se = round(sd(rmse), 3)) %>%
select(-rmse, iter) %>%
ungroup()
```
## (Table) T1 All leaner/filter/task combinations ordered by performance.
Overall leaderboard across all settings, sorted descending by performance.
```{r eval-performance-1, warning=FALSE}
table1 <- df_perf %>%
group_by(learner.id, task.id, filter) %>%
slice(which.min(rmse_aggr)) %>%
dplyr::rename(
"Model" = learner_group,
"Learner ID" = learner.id,
"Task" = task.id,
"Filter" = filter,
"RMSE" = rmse_aggr,
"SE" = se,
) %>%
ungroup() %>%
mutate(Filter = replace(Filter, is.na(Filter), "No Filter")) %>%
select(-iter, -`Learner ID`) %>%
arrange(RMSE)
# save as latex table
table1 %>%
ungroup() %>%
arrange(RMSE) %>%
slice(1:15) %>%
xtable(
type = "latex",
caption = "Top 15 results for any task/learner/filter combination, sorted by performance.",
label = "tab:perf-top-15"
) %>%
print(
file = here("docs/00-manuscripts/ieee/performance-top-20.tex"),
include.rownames = TRUE,
latex.environments = c("center"),
table.placement = "ht!",
caption.placement = "top",
timestamp = NULL
)
saveRDS(table1, here("docs/00-manuscripts/presentation/table-perf.rda"))
table1 %>%
flextable() %>%
autofit()
```
## (Table) T2 Best learner/filter/task combination
Learners: On which task and using which filter did every learner score their best result on?
*CV: L2 penalized regression using the internal 10-fold CV tuning of the `glmnet` package
*MBO: L2 penalized regression using using MBO for hyperparameter optimization.
```{r eval-performance-2, warning=FALSE}
table2 <- df_perf %>%
group_by(learner_group) %>%
slice(which.min(rmse_aggr)) %>%
mutate(filter = replace(filter, is.na(filter), "No Filter")) %>%
arrange(rmse_aggr) %>%
dplyr::rename(
"Model" = learner_group,
"Learner ID" = learner.id,
"Task" = task.id,
"Filter" = filter,
"RMSE" = rmse_aggr,
"SE" = se,
) %>%
select(-iter) %>%
select(-`Learner ID`)
# save as latex table
table2 %>%
xtable(
type = "latex",
caption = "Best performance of each learner across any task and filter method.",
label = "tab:best-learner-perf"
) %>%
print(
file = here("docs/00-manuscripts/ieee/performance-best-per-learner.tex"),
include.rownames = TRUE,
latex.environments = c("center"),
table.placement = "ht!",
scalebox = 0.90,
caption.placement = "top",
timestamp = NULL
)
saveRDS(table2, here("docs/00-manuscripts/presentation/table-best-learner-per-task.rda"))
table2 %>%
flextable() %>%
autofit()
```
## (Plot) P1 Best learner/filter combs for all tasks
```{r performance-results, warning=FALSE, dev = c("png", "pdf")}
results_aggr <- df_perf %>%
mutate(filter = replace(filter, is.na(filter), "NF")) %>%
mutate(learner_group = recode_factor(learner_group, `XG` = "XGBOOST")) %>%
group_by(learner_group, filter, task.id) %>%
### get the best performance per learner and task
# this group_by() & slice() approach is better than summarise() because we can
# keep additional columns
# in constrast to summarise which only keeps the grouping columns and the
# summarised one
slice(which.min(rmse_aggr)) %>% # this groups the CV iters
ungroup() %>%
group_by(task.id, learner_group) %>%
slice(which.min(rmse_aggr))
results_aggr %>%
ggplot(aes(x = rmse_aggr, y = task.id)) +
# geom_jitter(aes(color = learner_group), size = 2, width = 0, height = 0.3) +
# geom_dotplot(aes(fill = learner_group), binaxis="y",
# stackdir="up") +
geom_beeswarm(groupOnX = FALSE, aes(color = learner_group), size = 3) +
scale_color_nejm(breaks = sort(levels(results_aggr$learner_group))) +
labs(x = "RMSE", y = "Task", color = "Learner") +
guides(size = FALSE) +
scale_x_continuous(limits = c(27, 47)) +
geom_label_repel(
# subset data to remove out of bounds values
data = results_aggr[results_aggr$rmse_aggr < 100, ],
# from ggbeeswarm, avoid overlapping of points by labels
position = position_quasirandom(),
aes(label = paste0(filter, ",", round(rmse_aggr, 2))),
size = 2.8,
min.segment.length = 0.1,
seed = 123,
point.padding = 0.5
) +
theme_pubr() +
theme(
panel.grid.major.y = element_line(size = 0.1, linetype = "dashed"),
axis.title.y = element_blank(),
legend.text = element_text(size = 12),
legend.title = element_text(size = 12),
axis.text.y = element_text(angle = 45),
plot.margin = unit(c(6, 6, 6, 0), "pt")
)
```
## (Plot) P2 Best filter combination of each learner vs. no filter per task vs. Borda
**DEPRECATED**: Please see the scatterplots below for a better visulization
Showing the final effect of applying feature selection to a learner for each task.
The more left a certain filter appears for a given task compared to the purple dot (No Filter), the higher the effectivity of applying feature selection for that given learner on the given task.
```{r filter-effect-best-vs-no-filter, warning=FALSE, dev = c("png", "pdf")}
# we rbind two filtered data.frames
# doing the filtering in one step is (at least) complicated here
best_filter <- df_perf %>%
mutate(filter = replace(filter, is.na(filter), "No Filter")) %>%
dplyr::filter(filter != "No Filter") %>%
group_by(learner_group, task.id) %>%
dplyr::filter(learner_group == "SVM" | learner_group == "RF" | learner_group == "XGBoost") %>%
slice(which.min(rmse_aggr))
best_no_filter <- df_perf %>%
mutate(task.id = recode_factor(task.id,
`hr` = "HR",
`vi` = "VI",
`nri` = "NRI",
`nri_vi` = "NRI_VI",
`hr_nri` = "HR-NRI",
`hr_vi` = "HR-VI",
`hr_nri_vi` = "HR-NRI-VI",
)) %>%
tidyr::separate(learner.id, c("learner_group", "filter"),
remove = FALSE,
sep = " MBO "
) %>%
mutate(filter = replace(filter, is.na(filter), "No Filter")) %>%
dplyr::filter(filter == "No Filter") %>%
group_by(learner_group, task.id) %>%
dplyr::filter(learner_group == "SVM" | learner_group == "RF" | learner_group == "XGBoost") %>%
slice(which.min(rmse_aggr))
comb <- bind_rows(best_filter, best_no_filter)
comb %>%
ggplot(aes(x = rmse_aggr, y = learner_group)) +
geom_beeswarm(groupOnX = FALSE, aes(color = filter), size = 3) +
facet_wrap(~task.id) +
# scale_color_nejm() +
labs(x = "RMSE", y = "Task", color = "Filter") +
guides(size = FALSE) +
scale_x_continuous(limits = c(27, 47)) +
theme_pubr() +
theme(
panel.grid.major.y = element_line(size = 0.1, linetype = "dashed"),
axis.title.y = element_blank(),
axis.text.y = element_text(angle = 45),
legend.text = element_text(size = 12),
legend.title = element_text(size = 12),
plot.margin = unit(c(6, 6, 6, 0), "pt")
)
```
## (Plot) P3 Best filter combination of each learner vs. Borda filter
Showing the final effect of the ensemble Borda filter vs the best scoring simple filter.
```{r filter-effect-ensemble, warning=FALSE}
# we rbind two filtered data.frames
# doing the filtering in one step is (at least) complicated here
best_filter <- df_perf %>%
mutate(filter = replace(filter, is.na(filter), "No Filter")) %>%
dplyr::filter(filter != "No Filter") %>%
group_by(learner_group, task.id) %>%
dplyr::filter(learner_group == "SVM" | learner_group == "RF" | learner_group == "XGBoost") %>%
slice(which.min(rmse_aggr))
borda <- df_perf %>%
mutate(filter = replace(filter, is.na(filter), "No Filter")) %>%
dplyr::filter(filter == "Borda") %>%
group_by(learner_group, task.id) %>%
dplyr::filter(learner_group == "SVM" | learner_group == "RF" | learner_group == "XGBoost") %>%
slice(which.min(rmse_aggr))
comb_borda <- bind_rows(best_filter, borda)
comb_borda %>%
ggplot(aes(x = rmse_aggr, y = learner_group)) +
geom_beeswarm(groupOnX = FALSE, aes(color = filter), size = 3) +
facet_wrap(~task.id) +
scale_color_nejm() +
labs(x = "RMSE", y = "Task", color = "Filter") +
guides(size = FALSE) +
scale_x_continuous(limits = c(27, 47)) +
theme_pubr() +
theme(
panel.grid.major.y = element_line(size = 0.1, linetype = "dashed"),
axis.title.y = element_blank(),
axis.text.y = element_text(angle = 45),
legend.text = element_text(size = 12),
legend.title = element_text(size = 12),
plot.margin = unit(c(6, 6, 6, 0), "pt")
)
```
## (Plot) P4 Performances of all filter methods
```{r filter-perf-all, warning=FALSE, dev = c("png", "pdf")}
# perf_all_filters <- df_perf %>%
# mutate(filter = replace(filter, is.na(filter), "No Filter")) %>%
# dplyr::filter(filter != "No Filter") %>%
# group_by(learner_group, task.id) %>%
# dplyr::filter(learner_group == "SVM" | learner_group == "RF" | learner_group == "XGBoost") %>%
# slice(which.min(rmse_aggr))
# summarise(perf = mean(rmse_aggr), filter = as.character(filter))
#
# perf_all_filters %>%
# ggplot(aes(x = rmse_aggr, y = learner_group)) +
# geom_beeswarm(groupOnX = FALSE, aes(color = filter), size = 2) +
# facet_wrap(~task.id) +
# scale_color_nejm() +
# labs(x = "RMSE", y = "Task", color = "Filter") +
# guides(size = FALSE) +
# scale_x_continuous(limits = c(30, 45)) +
# theme_pubr() +
# theme(
# panel.grid.major.y = element_line(size = 0.1, linetype = "dashed"),
# axis.title.y = element_blank(),
# axis.text.y = element_text(angle = 45),
# legend.text = element_text(size = 12),
# legend.title = element_text(size = 12),
# plot.margin = unit(c(6, 6, 6, 0), "pt")
# )
```
## (Plot) P5 Scatterplots of filter methods vs. no filter for each learner and task
Showing the final effect of applying feature selection to a learner for each task.
All filters are colored in the same way whereas using "no filter" appears in a different color.
```{r filter-effect-all-vs-no-filter, warning=FALSE, dev = c("png", "pdf")}
results_aggr1 <- df_perf %>%
filter(learner_group != "Ridge-CV") %>%
filter(learner_group != "Lasso-CV") %>%
# mutate(filter = replace(filter, "No Filter", "NF")) %>%
mutate(learner_group = as.factor(learner_group)) %>%
mutate(learner_group = recode(learner_group, `XGBoost` = "XG")) %>%
mutate(filter = recode(filter, `No Filter` = "NF")) %>%
mutate(learner_group = fct_rev(learner_group)) %>%
group_by(learner_group, task.id, filter) %>%
# we actually took the mean already in chunk 'aggr-perf'. This is only to get
# summarise() working
summarise(perf = mean(rmse_aggr))
results_aggr1 %>%
ggplot(aes(x = perf, y = learner_group)) +
geom_beeswarm(
data = results_aggr1[results_aggr1$filter != "NF", ], size = 1.1, shape = 3,
groupOnX = FALSE, aes(color = "Filter")
) +
geom_point(
data = results_aggr1[results_aggr1$filter == "NF", ],
size = 2, shape = 19, aes(color = "No Filter")
) +
facet_wrap(~task.id) +
scale_color_nejm(guide = guide_legend(override.aes = list(shape = c(3, 19)))) +
labs(x = "RMSE", y = "Task", colour = NULL) +
guides(size = FALSE) +
scale_x_continuous(limits = c(27, 51)) +
theme_pubr() +
theme(
panel.grid.major.y = element_line(size = 0.1, linetype = "dashed"),
axis.title.y = element_blank(),
legend.text = element_text(size = 12),
legend.title = element_text(size = 12),
)
```
## (Plot) P6 Scatterplots of filter methods vs. Borda for each learner and task
Showing the final effect of applying feature selection to a learner for each task.
All filters are summarized into a a single color whereas the "Borda" filter appears in its own color.
```{r filter-effect-all-vs-borda-filter, warning=FALSE, dev = c("png", "pdf")}
results_aggr2 <- df_perf %>%
na.omit() %>%
filter(learner_group != "Ridge-CV") %>%
filter(learner_group != "Lasso-CV") %>%
mutate(learner_group = recode_factor(learner_group, `XGBoost` = "XG")) %>%
group_by(learner_group, task.id, filter) %>%
# we actually took the mean already in chunk 'aggr-perf'. This is only to get
# summarise() working
summarise(perf = mean(rmse_aggr)) %>%
ungroup()
results_aggr2 %>%
ggplot(aes(x = perf, y = fct_reorder(learner_group, -perf))) +
geom_beeswarm(
data = results_aggr2[results_aggr2$filter != "Borda", ],
shape = 3, size = 1.1, aes(color = "Filter"),
groupOnX = FALSE
) +
geom_point(
data = results_aggr2[results_aggr2$filter == "Borda", ],
shape = 19, size = 2, aes(color = "Borda Filter")
) +
facet_wrap(~task.id) +
scale_color_manual(
guide = guide_legend(override.aes = list(shape = c(19, 3))),
values = c(
"Filter" = "#BC3C29FF",
"Borda Filter" = "#0072B5FF"
)
) +
labs(x = "RMSE", y = "Task", colour = NULL) +
guides(size = FALSE) +
scale_x_continuous(limits = c(27, 51)) +
theme_pubr() +
theme(
panel.grid.major.y = element_line(size = 0.1, linetype = "dashed"),
axis.title.y = element_blank(),
legend.text = element_text(size = 12),
legend.title = element_text(size = 12),
)
```