compboost_class.R

# ============================================================================ #
#                                  compboost                                   #
# ============================================================================ #

# We want to model the miles per gallon (mpg) dependent of the horse power 
# (hp) as linear and quadratic learner and the weight (wt) just as linear 
# learner.

# We want to use a 500 iterations as maxium, a lerning rate of 0.05 and 
# quadratic loss.

# Prepare Data:
# -------------

df = mtcars

# Create new variable to check the polynomial baselearner with degree 2:
df$hp2 = df[["hp"]]^2

# Data for compboost:
X.hp = as.matrix(df[["hp"]], ncol = 1)
X.wt = as.matrix(df[["wt"]], ncol = 1)

y = df[["mpg"]]

# Hyperparameter for the algorithm:
learning.rate = 0.05
iter.max = 500


# Prepare compboost:
# ------------------

# Create new linear baselearner of hp and wt:
linear.factory.hp = PolynomialFactory$new(X.hp, "hp", 1)
linear.factory.wt = PolynomialFactory$new(X.wt, "wt", 1)

# Create new quadratic baselearner of hp:
quadratic.factory.hp = PolynomialFactory$new(X.hp, "hp", 2)

# Create new factory list:
factory.list = FactoryList$new()

# Register factorys:
factory.list$registerFactory(linear.factory.hp)
factory.list$registerFactory(linear.factory.wt)
factory.list$registerFactory(quadratic.factory.hp)

# Print the registered factorys:
factory.list$printRegisteredFactorys()

# Print model.frame:
factory.list$getModelFrame()

# Use quadratic loss:
loss.quadratic = QuadraticLoss$new()

# Use the greedy optimizer:
optimizer = GreedyOptimizer$new()

# Define logger. We want just the iterations as stopper but also track the
# time:
log.iterations = LogIterations$new(TRUE, iter.max)
log.time       = LogTime$new(FALSE, 500, "microseconds")

logger.list = LoggerList$new()
logger.list$registerLogger(log.iterations)
logger.list$registerLogger(log.time)

logger.list$printRegisteredLogger()

# Run compboost:
# --------------

# Initialize object (Response, learning rate, stop if all stopper are fulfilled?,
# factory list, used loss, logger list):
cboost = Compboost$new(
  response      = y, 
  learning_rate = learning.rate, 
  stop_if_all_stopper_fulfilled = TRUE, 
  factory_list = factory.list, 
  loss         = loss.quadratic, 
  logger_list  = logger.list,
  optimizer    = optimizer
)

# Train the model (we want to print the trace):
cboost$train(trace = TRUE)

# Get vector selected baselearner:
cboost$getSelectedBaselearner()

# Get estimated parameter:
cboost$getEstimatedParameter()

# Get estimated parameter of 200 iteration:
cboost$getEstimatedParameterOfIteration(200)

# Get logger data:
cboost$getLoggerData()

# Get parameter matrix:
param.matrix = cboost$getParameterMatrix()