mlr: retrieve output of generateFilterValuesData within CV loop

问题

If I fuse a learner with a filter method using makeFilterWrapper, then I know I can perform feature selection using that filter within a cross-validation loop. As I understand it, filterFeatures is called before each model fit and it calls generateFilterValuesData. But is it possible to retrieve the values generated by generateFilterValuesData, using that filter, within each iteration of cross validation?

For example:

library(survival)
library(mlr)

data(veteran)
set.seed(24601)
configureMlr(show.learner.output=TRUE, show.info=TRUE)

task_id = "MAS"
mas.task <- makeSurvTask(id = task_id, data = veteran, target = c("time", "status"))
mas.task <- createDummyFeatures(mas.task)

inner = makeResampleDesc("CV", iters=2, stratify=TRUE)  # Tuning
outer = makeResampleDesc("CV", iters=3, stratify=TRUE)  # Benchmarking

cox.lrn <- makeLearner(cl="surv.coxph", id = "coxph", predict.type="response")
cox.filt.uni.abs.lrn = 
  makeFilterWrapper(
    makeLearner(cl="surv.coxph", id = "cox.filt.uni.abs", predict.type="response"), 
    fw.method="univariate.model.score", 
    fw.abs=7,
    perf.learner=cox.lrn
  )

learners = list( cox.filt.uni.abs.lrn )  
bmr = benchmark(learners=learners, tasks=mas.task, resamplings=outer, measures=list(cindex), show.info = TRUE)

mods = getBMRModels(bmr, learner.ids = c('cox.filt.uni.abs.filtered'))
for (i in 1:length(mods[[task_id]]$cox.filt.uni.abs.filtered)) {
  mod = mods$MAS$cox.filt.uni.abs.filtered[[i]]$learner.model[[1]]
  print(str(mod, max.level=1))
  **#Retrieve output of generateFilterValuesData here?**
}

回答1:

You can use the extract slot within resample() in combination with getFilteredFeatures().

library(mlr)
#> Loading required package: ParamHelpers

lrn = makeFilterWrapper(learner = "classif.ksvm", fw.method = "variance",
                        fw.abs = 5)
rdesc = makeResampleDesc("CV", iters = 2)
res = resample(lrn, spam.task, rdesc, extract = getFilteredFeatures)
#> Resampling: cross-validation
#> Measures:             mmce
#> [Resample] iter 1:    0.1808696
#> [Resample] iter 2:    0.1994785
#> 
#> Aggregated Result: mmce.test.mean=0.1901740
#> 
res$extract
#> [[1]]
#> [1] "you"          "george"       "capitalAve"   "capitalLong" 
#> [5] "capitalTotal"
#> 
#> [[2]]
#> [1] "you"          "george"       "capitalAve"   "capitalLong" 
#> [5] "capitalTotal"

^{Created on 2019-08-07 by the reprex package (v0.3.0)}

来源：https://stackoverflow.com/questions/57389203/mlr-retrieve-output-of-generatefiltervaluesdata-within-cv-loop

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mlr