I have written a cross validation/grid search style code in R that tries to find an optimal threshold value for a given value of mtry (using the random forest algorithm). I have posted my code below using the Sonar data from the library mlbench However, there seems to be some problems with this code.
library(caret)
library(mlbench)
library(randomForest)
res <- matrix(0, nrow = 10, ncol = 6)
colnames(res) <- c("mtry","Threshhold","Accuracy", "PositivePred", "NegativePred", "F-value")
out <- matrix(0, nrow = 17, ncol = 6)
colnames(out) <- c("mtry","Threshhold","Avg.Accuracy", "Avg.PosPred", "Avg.NegPred", "Avg.F_Value")
rep <- matrix(0, nrow = 10, ncol = 6)
colnames(out) <- c("mtry","Threshhold","Avg_Accuracy", "Avg_PosPred", "Avg_NegPred", "Avg_F_Value")
data(Sonar)
N=Sonar
### creating 10 folds
folds <- cut(seq(1,nrow(N)),breaks=10,labels=FALSE)
for (mtry in 5:14) {
K=mtry-4
for(thresh in seq(1,9,0.5)) {
J = 2*thresh-1
dataset<-N[sample(nrow(N)),] #### mix up the dataset N
for(I in 1:10){
#Segement your data by fold using the which() function
testIndexes <- which(folds==I,arr.ind=TRUE)
N_test <- dataset[testIndexes, ] ### select each fold for test
N_train <- dataset[-testIndexes, ] ### select rest for training
rf = randomForest(Class~., data = N_train, mtry=mtry, ntree=500)
pred = predict(rf, N_test, type="prob")
label = as.factor(ifelse(pred[,2]>=thresh,"M","R"))
confusion = confusionMatrix(N_test$Class, label)
res[I,1]=mtry
res[I,2]=thresh
res[I,3]=confusion$overall[1]
res[I,4]=confusion$byClass[3]
res[I,5]=confusion$byClass[4]
res[I,6]=confusion$byClass[7]
}
print(res)
out[J,1] = mtry
out[J,2] = thresh
out[J,3] = mean(res[,2])
out[J,4] = mean(res[,3])
out[J,5] = mean(res[,4])
out[J,6] = mean(res[,5])
}
print(out)
rep[K,1] = mtry
rep[K,2] = thresh
rep[K,3] = mean(out[,2])
rep[K,4] = mean(out[,3])
rep[K,5] = mean(out[,4])
rep[K,6] = mean(out[,5])
}
print(rep)
Earlier, I wrote a similar code with the "iris" dataset, and I did not seem to have any problems:
library(caret)
library(randomForest)
data(iris)
N <- iris
N$Species = ifelse(N$Species == "setosa", "a", "b")
N$Species = as.factor(N$Species)
res <- matrix(0, nrow = 10, ncol = 5)
colnames(res) <- c("Threshhold","Accuracy", "PositivePred", "NegativePred", "F-value")
out <- matrix(0, nrow = 9, ncol = 5)
colnames(out) <- c("Threshhold","Avg.Accuracy", "Avg.PosPred", "Avg.NegPred", "Avg.F_Value")
### creating 10 folds
folds <- cut(seq(1,nrow(N)),breaks=10,labels=FALSE)
for(J in 1:9) {
thresh = J/10
dataset<-N[sample(nrow(N)),] #### mix up the dataset N
for(I in 1:10){
#Segement your data by fold using the which() function
testIndexes <- which(folds==I,arr.ind=TRUE)
N_test <- dataset[testIndexes, ] ### select each fold for test
N_train <- dataset[-testIndexes, ] ### select rest for training
rf = randomForest(Species~., data = N_train, mtry=3, ntree=10)
pred = predict(rf, N_test, type="prob")
label = as.factor(ifelse(pred[,1]>=thresh,"a","b"))
confusion = confusionMatrix(N_test$Species, label)
res[I,1]=thresh
res[I,2]=confusion$overall[1]
res[I,3]=confusion$byClass[3]
res[I,4]=confusion$byClass[4]
res[I,5]=confusion$byClass[7]
}
print(res)
out[J,1] = thresh
out[J,2] = mean(res[,2])
out[J,3] = mean(res[,3])
out[J,4] = mean(res[,4])
out[J,5] = mean(res[,5])
}
print(out)
Could someone please assist me in debugging the first code? Thanks