问题
I'm trying to maximise sensitivity in my model selection in caret using rpart. To this end, I tried to replicate the method given here (scroll down to the example with the user-defined function FourStat) caret's github page
# create own function so we can use "sensitivity" as our metric to maximise:
Sensitivity.fc <- function (data, lev = levels(data$obs), model = NULL) {
out <- c(twoClassSummary(data, lev = levels(data$obs), model = NULL))
c(out, Sensitivity = out["Sens"])
}
rpart_caret_fit <- train(outcome~pred1+pred2+pred3+pred4,
na.action = na.pass,
method = "rpart",
control=rpart.control(maxdepth = 6),
tuneLength = 20,
# maximise sensitivity
metric = "Sensitivity",
maximize = TRUE,
trControl = trainControl(classProbs = TRUE,
summaryFunction = Sensitivity.fc))
However when I get the summary with
rpart_caret_fit
it indicates that it still used the ROC criterion to select the final model:
CART
678282 samples
4 predictor
2 classes: 'yes', 'no'
No pre-processing
Resampling: Bootstrapped (25 reps)
Summary of sample sizes: 678282, 678282, 678282, 678282, 678282, 678282, ...
Resampling results across tuning parameters:
cp ROC Sens Spec Sensitivity.Sens
0.000001909738 0.7259486 0.4123547 0.8227382 0.4123547
0.000002864607 0.7259486 0.4123547 0.8227382 0.4123547
0.000005729214 0.7259489 0.4123622 0.8227353 0.4123622
0.000006684083 0.7258036 0.4123614 0.8227379 0.4123614
0.000007638953 0.7258031 0.4123576 0.8227398 0.4123576
0.000009548691 0.7258028 0.4123539 0.8227416 0.4123539
0.000010694534 0.7257553 0.4123589 0.8227332 0.4123589
0.000015277905 0.7257313 0.4123614 0.8227290 0.4123614
0.000032465548 0.7253456 0.4112838 0.8234272 0.4112838
0.000038194763 0.7252966 0.4112912 0.8234196 0.4112912
0.000076389525 0.7248774 0.4102792 0.8240339 0.4102792
0.000164237480 0.7244847 0.4093688 0.8246372 0.4093688
0.000194793290 0.7241532 0.4086596 0.8250930 0.4086596
0.000310650737 0.7237546 0.4087379 0.8250393 0.4087379
0.001625187154 0.7233805 0.4006570 0.8295729 0.4006570
0.001726403276 0.7233225 0.3983850 0.8308874 0.3983850
0.002173282000 0.7230906 0.3915758 0.8348320 0.3915758
0.002237258227 0.7230906 0.3915758 0.8348320 0.3915758
0.006140444689 0.7173854 0.4897494 0.7695558 0.4897494
0.055330843035 0.5730987 0.2710906 0.8545549 0.2710906
ROC was used to select the optimal model using the largest value.
The final value used for the model was cp = 0.000005729214.
How can I override the ROC selection method?
回答1:
You over-complicated things.
Two class summary already contains Sensitivity as output. The column name "Sens". It is enough to specify:
metric = "Sens" to train and
summaryFunction = twoClassSummary to trainControl
Full example:
library(caret)
library(mlbench)
data(Sonar)
rpart_caret_fit <- train(Class~.,
data = Sonar,
method = "rpart",
tuneLength = 20,
metric = "Sens",
maximize = TRUE,
trControl = trainControl(classProbs = TRUE,
method = "cv",
number = 5,
summaryFunction = twoClassSummary))
rpart_caret_fit
CART
208 samples
60 predictor
2 classes: 'M', 'R'
No pre-processing
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 167, 166, 166, 166, 167
Resampling results across tuning parameters:
cp ROC Sens Spec
0.0000000 0.7088298 0.7023715 0.7210526
0.0255019 0.7075400 0.7292490 0.6684211
0.0510038 0.7105388 0.7758893 0.6405263
0.0765057 0.6904202 0.7841897 0.6294737
0.1020076 0.7104681 0.8114625 0.6094737
0.1275095 0.7104681 0.8114625 0.6094737
0.1530114 0.7104681 0.8114625 0.6094737
0.1785133 0.7104681 0.8114625 0.6094737
0.2040152 0.7104681 0.8114625 0.6094737
0.2295171 0.7104681 0.8114625 0.6094737
0.2550190 0.7104681 0.8114625 0.6094737
0.2805209 0.7104681 0.8114625 0.6094737
0.3060228 0.7104681 0.8114625 0.6094737
0.3315247 0.7104681 0.8114625 0.6094737
0.3570266 0.7104681 0.8114625 0.6094737
0.3825285 0.7104681 0.8114625 0.6094737
0.4080304 0.7104681 0.8114625 0.6094737
0.4335323 0.7104681 0.8114625 0.6094737
0.4590342 0.6500135 0.8205534 0.4794737
0.4845361 0.6500135 0.8205534 0.4794737
Sens was used to select the optimal model using the largest value.
The final value used for the model was cp = 0.4845361.
Additionally I do not think you can specify This is not correct - caret passes any parameters forward using control = rpart.control(maxdepth = 6) to caret train..... So you can pass pretty much any argument.
If you are looking to write you own summary functions here is an example on the "Sens":
Sensitivity.fc <- function (data, lev = NULL, model = NULL) { #every summary function takes these three arguments
obs <- data[, "obs"] #these are the real values - always in column name "obs" in data
cls <- levels(obs) #there are the levels - you can also pass this to lev argument
probs <- data[, cls[2]] #these are the probabilities for the 2nd class - useful only if prob = TRUE
class <- as.factor(ifelse(probs > 0.5, cls[2], cls[1])) #calculate the classes based on some probability treshold
Sensitivity <- caret::sensitivity(class, obs) #do the calculation - I was lazy so I used a built in function to do it for me
names(Sensitivity) <- "Sens" #the name of the output
Sensitivity
}
and now:
rpart_caret_fit <- train(Class~.,
data = Sonar,
method = "rpart",
tuneLength = 20,
metric = "Sens", #because of this line: names(Sensitivity) <- "Sens"
maximize = TRUE,
trControl = trainControl(classProbs = TRUE,
method = "cv",
number = 5,
summaryFunction = Sensitivity.fc))
Lets check if both produce the same results:
set.seed(1)
fit_sens <- train(Class~.,
data = Sonar,
method = "rpart",
tuneLength = 20,
metric = "Sens",
maximize = TRUE,
trControl = trainControl(classProbs = TRUE,
method = "cv",
number = 5,
summaryFunction = Sensitivity.fc))
set.seed(1)
fit_sens2 <- train(Class~.,
data = Sonar,
method = "rpart",
tuneLength = 20,
metric = "Sens",
maximize = TRUE,
trControl = trainControl(classProbs = TRUE,
method = "cv",
number = 5,
summaryFunction = twoClassSummary))
all.equal(fit_sens$results[c("cp", "Sens")],
fit_sens2$results[c("cp", "Sens")])
TRUE
all.equal(fit_sens$bestTune,
fit_sens2$bestTune)
TRUE
来源：https://stackoverflow.com/questions/49265400/optimising-caret-for-sensitivity-still-seems-to-optimise-for-roc