# Practical Machine Learning with R and Python – Part 2

In this 2nd part of the series “Practical Machine Learning with R and Python – Part 2”, I continue where I left off in my first post Practical Machine Learning with R and Python – Part 2. In this post I cover the some classification algorithmns and cross validation. Specifically I touch
-Logistic Regression
-K Nearest Neighbors (KNN) classification
-Leave out one Cross Validation (LOOCV)
-K Fold Cross Validation
in both R and Python.

As in my initial post the algorithms are based on the following courses.

You can download this R Markdown file along with the data from Github. I hope these posts can be used as a quick reference in R and Python and Machine Learning.I have tried to include the coolest part of either course in this post.

The content of this post and much more is now available as a compact book  on Amazon in both formats – as Paperback ($9.99) and a Kindle version($6.99/Rs449/). see ‘Practical Machine Learning with R and Python – Machine Learning in stereo

The following classification problem is based on Logistic Regression. The data is an included data set in Scikit-Learn, which I have saved as csv and use it also for R. The fit of a classification Machine Learning Model depends on how correctly classifies the data. There are several measures of testing a model’s classification performance. They are

Accuracy = TP + TN / (TP + TN + FP + FN) – Fraction of all classes correctly classified
Precision = TP / (TP + FP) – Fraction of correctly classified positives among those classified as positive
Recall = TP / (TP + FN) Also known as sensitivity, or True Positive Rate (True positive) – Fraction of correctly classified as positive among all positives in the data
F1 = 2 * Precision * Recall / (Precision + Recall)

## 1a. Logistic Regression – R code

The caret and e1071 package is required for using the confusionMatrix call

source("RFunctions.R")
library(dplyr)
library(caret)
library(e1071)
# Read the data (from sklearn)
# Rename the target variable
names(cancer) <- c(seq(1,30),"output")
# Split as training and test sets
train_idx <- trainTestSplit(cancer,trainPercent=75,seed=5)
train <- cancer[train_idx, ]
test <- cancer[-train_idx, ]

# Fit a generalized linear logistic model,
fit=glm(output~.,family=binomial,data=train,control = list(maxit = 50))
# Predict the output from the model
a=predict(fit,newdata=train,type="response")
# Set response >0.5 as 1 and <=0.5 as 0
b=ifelse(a>0.5,1,0)
# Compute the confusion matrix for training data
confusionMatrix(b,train$output) ## Confusion Matrix and Statistics ## ## Reference ## Prediction 0 1 ## 0 154 0 ## 1 0 272 ## ## Accuracy : 1 ## 95% CI : (0.9914, 1) ## No Information Rate : 0.6385 ## P-Value [Acc > NIR] : < 2.2e-16 ## ## Kappa : 1 ## Mcnemar's Test P-Value : NA ## ## Sensitivity : 1.0000 ## Specificity : 1.0000 ## Pos Pred Value : 1.0000 ## Neg Pred Value : 1.0000 ## Prevalence : 0.3615 ## Detection Rate : 0.3615 ## Detection Prevalence : 0.3615 ## Balanced Accuracy : 1.0000 ## ## 'Positive' Class : 0 ##  m=predict(fit,newdata=test,type="response") n=ifelse(m>0.5,1,0) # Compute the confusion matrix for test output confusionMatrix(n,test$output)
## Confusion Matrix and Statistics
##
##           Reference
## Prediction  0  1
##          0 52  4
##          1  5 81
##
##                Accuracy : 0.9366
##                  95% CI : (0.8831, 0.9706)
##     No Information Rate : 0.5986
##     P-Value [Acc > NIR] : <2e-16
##
##                   Kappa : 0.8677
##  Mcnemar's Test P-Value : 1
##
##             Sensitivity : 0.9123
##             Specificity : 0.9529
##          Pos Pred Value : 0.9286
##          Neg Pred Value : 0.9419
##              Prevalence : 0.4014
##          Detection Rate : 0.3662
##    Detection Prevalence : 0.3944
##       Balanced Accuracy : 0.9326
##
##        'Positive' Class : 0
## 

## 1b. Logistic Regression – Python code

import numpy as np
import pandas as pd
import os
import matplotlib.pyplot as plt
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
os.chdir("C:\\Users\\Ganesh\\RandPython")
from sklearn.datasets import make_classification, make_blobs

from sklearn.metrics import confusion_matrix
from matplotlib.colors import ListedColormap
(X_cancer, y_cancer) = load_breast_cancer(return_X_y = True)
X_train, X_test, y_train, y_test = train_test_split(X_cancer, y_cancer,
random_state = 0)
# Call the Logisitic Regression function
clf = LogisticRegression().fit(X_train, y_train)
fig, subaxes = plt.subplots(1, 1, figsize=(7, 5))
# Fit a model
clf = LogisticRegression().fit(X_train, y_train)

# Compute and print the Accuray scores
print('Accuracy of Logistic regression classifier on training set: {:.2f}'
.format(clf.score(X_train, y_train)))
print('Accuracy of Logistic regression classifier on test set: {:.2f}'
.format(clf.score(X_test, y_test)))
y_predicted=clf.predict(X_test)
# Compute and print confusion matrix
confusion = confusion_matrix(y_test, y_predicted)
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score
print('Accuracy: {:.2f}'.format(accuracy_score(y_test, y_predicted)))
print('Precision: {:.2f}'.format(precision_score(y_test, y_predicted)))
print('Recall: {:.2f}'.format(recall_score(y_test, y_predicted)))
print('F1: {:.2f}'.format(f1_score(y_test, y_predicted)))
## Accuracy of Logistic regression classifier on training set: 0.96
## Accuracy of Logistic regression classifier on test set: 0.96
## Accuracy: 0.96
## Precision: 0.99
## Recall: 0.94
## F1: 0.97

## 2. Dummy variables

The following R and Python code show how dummy variables are handled in R and Python. Dummy variables are categorival variables which have to be converted into appropriate values before using them in Machine Learning Model For e.g. if we had currency as ‘dollar’, ‘rupee’ and ‘yen’ then the dummy variable will convert this as
dollar 0 0 0
rupee 0 0 1
yen 0 1 0

## 2a. Logistic Regression with dummy variables- R code

# Load the dummies library
library(dummies) 
df <- read.csv("adult1.csv",stringsAsFactors = FALSE,na.strings = c(""," "," ?"))

# Remove rows which have NA
df1 <- df[complete.cases(df),]
dim(df1)
## [1] 30161    16
# Select specific columns
capital.loss,hours.per.week,native.country,salary)
# Set the dummy data with appropriate values

#Split as training and test

# Fit a binomial logistic regression
fit=glm(salary~.,family=binomial,data=train)
# Predict response
a=predict(fit,newdata=train,type="response")
# If response >0.5 then it is a 1 and 0 otherwise
b=ifelse(a>0.5,1,0)
confusionMatrix(b,train$salary) ## Confusion Matrix and Statistics ## ## Reference ## Prediction 0 1 ## 0 16065 3145 ## 1 968 2442 ## ## Accuracy : 0.8182 ## 95% CI : (0.8131, 0.8232) ## No Information Rate : 0.753 ## P-Value [Acc > NIR] : < 2.2e-16 ## ## Kappa : 0.4375 ## Mcnemar's Test P-Value : < 2.2e-16 ## ## Sensitivity : 0.9432 ## Specificity : 0.4371 ## Pos Pred Value : 0.8363 ## Neg Pred Value : 0.7161 ## Prevalence : 0.7530 ## Detection Rate : 0.7102 ## Detection Prevalence : 0.8492 ## Balanced Accuracy : 0.6901 ## ## 'Positive' Class : 0 ##  # Compute and display confusion matrix m=predict(fit,newdata=test,type="response") ## Warning in predict.lm(object, newdata, se.fit, scale = 1, type = ## ifelse(type == : prediction from a rank-deficient fit may be misleading n=ifelse(m>0.5,1,0) confusionMatrix(n,test$salary)
## Confusion Matrix and Statistics
##
##           Reference
## Prediction    0    1
##          0 5263 1099
##          1  357  822
##
##                Accuracy : 0.8069
##                  95% CI : (0.7978, 0.8158)
##     No Information Rate : 0.7453
##     P-Value [Acc > NIR] : < 2.2e-16
##
##                   Kappa : 0.4174
##  Mcnemar's Test P-Value : < 2.2e-16
##
##             Sensitivity : 0.9365
##             Specificity : 0.4279
##          Pos Pred Value : 0.8273
##          Neg Pred Value : 0.6972
##              Prevalence : 0.7453
##          Detection Rate : 0.6979
##    Detection Prevalence : 0.8437
##       Balanced Accuracy : 0.6822
##
##        'Positive' Class : 0
## 

## 2b. Logistic Regression with dummy variables- Python code

Pandas has a get_dummies function for handling dummies

import numpy as np
import pandas as pd
import os
import matplotlib.pyplot as plt
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import confusion_matrix
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score
# Drop rows with NA
df1=df.dropna()
print(df1.shape)
# Select specific columns
'hours-per-week','native-country','salary']]

'hours-per-week','native-country']]
# Set approporiate values for dummy variables

random_state = 0)

# Compute and display Accuracy and Confusion matrix
print('Accuracy of Logistic regression classifier on training set: {:.2f}'
print('Accuracy of Logistic regression classifier on test set: {:.2f}'
confusion = confusion_matrix(y_test, y_predicted)
print('Accuracy: {:.2f}'.format(accuracy_score(y_test, y_predicted)))
print('Precision: {:.2f}'.format(precision_score(y_test, y_predicted)))
print('Recall: {:.2f}'.format(recall_score(y_test, y_predicted)))
print('F1: {:.2f}'.format(f1_score(y_test, y_predicted)))
## (30161, 16)
## Accuracy of Logistic regression classifier on training set: 0.82
## Accuracy of Logistic regression classifier on test set: 0.81
## Accuracy: 0.81
## Precision: 0.68
## Recall: 0.41
## F1: 0.51

## 3a – K Nearest Neighbors Classification – R code

The Adult data set is taken from UCI Machine Learning Repository

source("RFunctions.R")
# Remove rows which have NA
df1 <- df[complete.cases(df),]
dim(df1)
## [1] 30161    16
# Select specific columns
capital.loss,hours.per.week,native.country,salary)
# Set dummy variables

#Split train and test as required by KNN classsification model
train.X <- train[,1:76]
train.y <- train[,77]
test.X <- test[,1:76]
test.y <- test[,77]

# Fit a model for 1,3,5,10 and 15 neighbors
cMat <- NULL
neighbors <-c(1,3,5,10,15)
for(i in seq_along(neighbors)){
fit =knn(train.X,test.X,train.y,k=i)
table(fit,test.y)
a<-confusionMatrix(fit,test.y)
cMat[i] <- a$overall[1] print(a$overall[1])
}
##  Accuracy
## 0.7835831
##  Accuracy
## 0.8162047
##  Accuracy
## 0.8089113
##  Accuracy
## 0.8209787
##  Accuracy
## 0.8184591
#Plot the Accuracy for each of the KNN models
df <- data.frame(neighbors,Accuracy=cMat)
ggplot(df,aes(x=neighbors,y=Accuracy)) + geom_point() +geom_line(color="blue") +
xlab("Number of neighbors") + ylab("Accuracy") +
ggtitle("KNN regression - Accuracy vs Number of Neighors (Unnormalized)")

## 3b – K Nearest Neighbors Classification – Python code

import numpy as np
import pandas as pd
import os
import matplotlib.pyplot as plt
from sklearn.model_selection import train_test_split
from sklearn.metrics import confusion_matrix
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score
from sklearn.neighbors import KNeighborsClassifier
from sklearn.preprocessing import MinMaxScaler

df1=df.dropna()
print(df1.shape)
# Select specific columns
'hours-per-week','native-country','salary']]

'hours-per-week','native-country']]

#Set values for dummy variables

random_state = 0)

# KNN classification in Python requires the data to be scaled.
# Scale the data
scaler = MinMaxScaler()
# Apply scaling to test set also
# Compute the KNN model for 1,3,5,10 & 15 neighbors
accuracy=[]
neighbors=[1,3,5,10,15]
for i in neighbors:
knn = KNeighborsClassifier(n_neighbors = i)
knn.fit(X_train_scaled, y_train)
accuracy.append(knn.score(X_test_scaled, y_test))
print('Accuracy test score: {:.3f}'
.format(knn.score(X_test_scaled, y_test)))

# Plot the models with the Accuracy attained for each of these models
fig1=plt.plot(neighbors,accuracy)
fig1=plt.title("KNN regression - Accuracy vs Number of neighbors")
fig1=plt.xlabel("Neighbors")
fig1=plt.ylabel("Accuracy")
fig1.figure.savefig('foo1.png', bbox_inches='tight')
## (30161, 16)
## Accuracy test score: 0.749
## Accuracy test score: 0.779
## Accuracy test score: 0.793
## Accuracy test score: 0.804
## Accuracy test score: 0.803

Output image:

## 4 MPG vs Horsepower

The following scatter plot shows the non-linear relation between mpg and horsepower. This will be used as the data input for computing K Fold Cross Validation Error

## 4a MPG vs Horsepower scatter plot – R Code

df=read.csv("auto_mpg.csv",stringsAsFactors = FALSE) # Data from UCI
df1 <- as.data.frame(sapply(df,as.numeric))
df2 <- df1 %>% dplyr::select(cylinder,displacement, horsepower,weight, acceleration, year,mpg)
df3 <- df2[complete.cases(df2),]
ggplot(df3,aes(x=horsepower,y=mpg)) + geom_point() + xlab("Horsepower") +
ylab("Miles Per gallon") + ggtitle("Miles per Gallon vs Hosrsepower")

## 4b MPG vs Horsepower scatter plot – Python Code

import numpy as np
import pandas as pd
import os
import matplotlib.pyplot as plt
autoDF.shape
autoDF.columns
autoDF1=autoDF[['mpg','cylinder','displacement','horsepower','weight','acceleration','year']]
autoDF2 = autoDF1.apply(pd.to_numeric, errors='coerce')
autoDF3=autoDF2.dropna()
autoDF3.shape
#X=autoDF3[['cylinder','displacement','horsepower','weight']]
X=autoDF3[['horsepower']]
y=autoDF3['mpg']

fig11=plt.scatter(X,y)
fig11=plt.title("KNN regression - Accuracy vs Number of neighbors")
fig11=plt.xlabel("Neighbors")
fig11=plt.ylabel("Accuracy")
fig11.figure.savefig('foo11.png', bbox_inches='tight')


## 5 K Fold Cross Validation

K Fold Cross Validation is a technique in which the data set is divided into K Folds or K partitions. The Machine Learning model is trained on K-1 folds and tested on the Kth fold i.e.
we will have K-1 folds for training data and 1 for testing the ML model. Since we can partition this as $C_{1}^{K}$ or K choose 1, there will be K such partitions. The K Fold Cross
Validation estimates the average validation error that we can expect on a new unseen test data.

The formula for K Fold Cross validation is as follows

$MSE_{K} = \frac{\sum (y-yhat)^{2}}{n_{K}}$
and
$n_{K} = \frac{N}{K}$
and
$CV_{K} = \sum_{K=1}^{K} (\frac{n_{K}}{N}) MSE_{K}$

where $n_{K}$ is the number of elements in partition ‘K’ and N is the total number of elements
$CV_{K} =\sum_{K=1}^{K} MSE_{K}$

$CV_{K} =\frac{\sum_{K=1}^{K} MSE_{K}}{K}$
Leave Out one Cross Validation (LOOCV) is a special case of K Fold Cross Validation where N-1 data points are used to train the model and 1 data point is used to test the model. There are N such paritions of N-1 & 1 that are possible. The mean error is measured The Cross Valifation Error for LOOCV is

$CV_{N} = \frac{1}{n} *\frac{\sum_{1}^{n}(y-yhat)^{2}}{1-h_{i}}$
where $h_{i}$ is the diagonal hat matrix

see [Statistical Learning]

The above formula is also included in this blog post

It took me a day and a half to implement the K Fold Cross Validation formula. I think it is correct. In any case do let me know if you think it is off

## 5a. Leave out one cross validation (LOOCV) – R Code

R uses the package ‘boot’ for performing Cross Validation error computation

library(boot)
library(reshape2)
df=read.csv("auto_mpg.csv",stringsAsFactors = FALSE) # Data from UCI
df1 <- as.data.frame(sapply(df,as.numeric))
# Select complete cases
df2 <- df1 %>% dplyr::select(cylinder,displacement, horsepower,weight, acceleration, year,mpg)
df3 <- df2[complete.cases(df2),]
set.seed(17)
cv.error=rep(0,10)
# For polynomials 1,2,3... 10 fit a LOOCV model
for (i in 1:10){
glm.fit=glm(mpg~poly(horsepower,i),data=df3)
cv.error[i]=cv.glm(df3,glm.fit)$delta[1] } cv.error ## [1] 24.23151 19.24821 19.33498 19.42443 19.03321 18.97864 18.83305 ## [8] 18.96115 19.06863 19.49093 # Create and display a plot folds <- seq(1,10) df <- data.frame(folds,cvError=cv.error) ggplot(df,aes(x=folds,y=cvError)) + geom_point() +geom_line(color="blue") + xlab("Degree of Polynomial") + ylab("Cross Validation Error") + ggtitle("Leave one out Cross Validation - Cross Validation Error vs Degree of Polynomial") ## 5b. Leave out one cross validation (LOOCV) – Python Code In Python there is no available function to compute Cross Validation error and we have to compute the above formula. I have done this after several hours. I think it is now in reasonable shape. Do let me know if you think otherwise. For LOOCV I use the K Fold Cross Validation with K=N import numpy as np import pandas as pd import os import matplotlib.pyplot as plt from sklearn.linear_model import LinearRegression from sklearn.cross_validation import train_test_split, KFold from sklearn.preprocessing import PolynomialFeatures from sklearn.metrics import mean_squared_error # Read data autoDF =pd.read_csv("auto_mpg.csv",encoding="ISO-8859-1") autoDF.shape autoDF.columns autoDF1=autoDF[['mpg','cylinder','displacement','horsepower','weight','acceleration','year']] autoDF2 = autoDF1.apply(pd.to_numeric, errors='coerce') # Remove rows with NAs autoDF3=autoDF2.dropna() autoDF3.shape X=autoDF3[['horsepower']] y=autoDF3['mpg'] # For polynomial degree 1,2,3... 10 def computeCVError(X,y,folds): deg=[] mse=[] degree1=[1,2,3,4,5,6,7,8,9,10] nK=len(X)/float(folds) xval_err=0 # For degree 'j' for j in degree1: # Split as 'folds' kf = KFold(len(X),n_folds=folds) for train_index, test_index in kf: # Create the appropriate train and test partitions from the fold index X_train, X_test = X.iloc[train_index], X.iloc[test_index] y_train, y_test = y.iloc[train_index], y.iloc[test_index] # For the polynomial degree 'j' poly = PolynomialFeatures(degree=j) # Transform the X_train and X_test X_train_poly = poly.fit_transform(X_train) X_test_poly = poly.fit_transform(X_test) # Fit a model on the transformed data linreg = LinearRegression().fit(X_train_poly, y_train) # Compute yhat or ypred y_pred = linreg.predict(X_test_poly) # Compute MSE * n_K/N test_mse = mean_squared_error(y_test, y_pred)*float(len(X_train))/float(len(X)) # Add the test_mse for this partition of the data mse.append(test_mse) # Compute the mean of all folds for degree 'j' deg.append(np.mean(mse)) return(deg) df=pd.DataFrame() print(len(X)) # Call the function once. For LOOCV K=N. hence len(X) is passed as number of folds cvError=computeCVError(X,y,len(X)) # Create and plot LOOCV df=pd.DataFrame(cvError) fig3=df.plot() fig3=plt.title("Leave one out Cross Validation - Cross Validation Error vs Degree of Polynomial") fig3=plt.xlabel("Degree of Polynomial") fig3=plt.ylabel("Cross validation Error") fig3.figure.savefig('foo3.png', bbox_inches='tight') ## 6a K Fold Cross Validation – R code Here K Fold Cross Validation is done for 4, 5 and 10 folds using the R package boot and the glm package library(boot) library(reshape2) set.seed(17) #Read data df=read.csv("auto_mpg.csv",stringsAsFactors = FALSE) # Data from UCI df1 <- as.data.frame(sapply(df,as.numeric)) df2 <- df1 %>% dplyr::select(cylinder,displacement, horsepower,weight, acceleration, year,mpg) df3 <- df2[complete.cases(df2),] a=matrix(rep(0,30),nrow=3,ncol=10) set.seed(17) # Set the folds as 4,5 and 10 folds<-c(4,5,10) for(i in seq_along(folds)){ cv.error.10=rep(0,10) for (j in 1:10){ # Fit a generalized linear model glm.fit=glm(mpg~poly(horsepower,j),data=df3) # Compute K Fold Validation error a[i,j]=cv.glm(df3,glm.fit,K=folds[i])$delta[1]

}

}

# Create and display the K Fold Cross Validation Error
b <- t(a)
df <- data.frame(b)
df1 <- cbind(seq(1,10),df)
names(df1) <- c("PolynomialDegree","4-fold","5-fold","10-fold")

df2 <- melt(df1,id="PolynomialDegree")
ggplot(df2) + geom_line(aes(x=PolynomialDegree, y=value, colour=variable),size=2) +
xlab("Degree of Polynomial") + ylab("Cross Validation Error") +
ggtitle("K Fold Cross Validation - Cross Validation Error vs Degree of Polynomial")

## 6b. K Fold Cross Validation – Python code

The implementation of K-Fold Cross Validation Error has to be implemented and I have done this below. There is a small discrepancy in the shapes of the curves with the R plot above. Not sure why!

import numpy as np
import pandas as pd
import os
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression
from sklearn.cross_validation import train_test_split, KFold
from sklearn.preprocessing import PolynomialFeatures
from sklearn.metrics import mean_squared_error
autoDF.shape
autoDF.columns
autoDF1=autoDF[['mpg','cylinder','displacement','horsepower','weight','acceleration','year']]
autoDF2 = autoDF1.apply(pd.to_numeric, errors='coerce')
# Drop NA rows
autoDF3=autoDF2.dropna()
autoDF3.shape
#X=autoDF3[['cylinder','displacement','horsepower','weight']]
X=autoDF3[['horsepower']]
y=autoDF3['mpg']

# Create Cross Validation function
def computeCVError(X,y,folds):
deg=[]
mse=[]
# For degree 1,2,3,..10
degree1=[1,2,3,4,5,6,7,8,9,10]

nK=len(X)/float(folds)
xval_err=0
for j in degree1:
# Split the data into 'folds'
kf = KFold(len(X),n_folds=folds)
for train_index, test_index in kf:
# Partition the data acccording the fold indices generated
X_train, X_test = X.iloc[train_index], X.iloc[test_index]
y_train, y_test = y.iloc[train_index], y.iloc[test_index]

# Scale the X_train and X_test as per the polynomial degree 'j'
poly = PolynomialFeatures(degree=j)
X_train_poly = poly.fit_transform(X_train)
X_test_poly = poly.fit_transform(X_test)
# Fit a polynomial regression
linreg = LinearRegression().fit(X_train_poly, y_train)
# Compute yhat or ypred
y_pred = linreg.predict(X_test_poly)
# Compute MSE *(nK/N)
test_mse = mean_squared_error(y_test, y_pred)*float(len(X_train))/float(len(X))
# Append to list for different folds
mse.append(test_mse)
# Compute the mean for poylnomial 'j'
deg.append(np.mean(mse))

return(deg)

# Create and display a plot of K -Folds
df=pd.DataFrame()
for folds in [4,5,10]:
cvError=computeCVError(X,y,folds)
#print(cvError)
df1=pd.DataFrame(cvError)
df=pd.concat([df,df1],axis=1)
#print(cvError)

df.columns=['4-fold','5-fold','10-fold']
df=df.reindex([1,2,3,4,5,6,7,8,9,10])
df
fig2=df.plot()
fig2=plt.title("K Fold Cross Validation - Cross Validation Error vs Degree of Polynomial")
fig2=plt.xlabel("Degree of Polynomial")
fig2=plt.ylabel("Cross validation Error")
fig2.figure.savefig('foo2.png', bbox_inches='tight')


This concludes this 2nd part of this series. I will look into model tuning and model selection in R and Python in the coming parts. Comments, suggestions and corrections are welcome!
To be continued….
Watch this space!

Also see

To see all posts see Index of posts