Showing posts with label validation. Show all posts
Showing posts with label validation. Show all posts

Monday, 21 July 2014

COMPREHENSIVE VIEW ON CRAN PACKAGES- Robust Analysis of Data In eXtreme (RADIX)





RADIX101 has been designed with an intention to ease the search of suitable packages for specific Data Analysis in R. As RADIX is well known for its Source/Origin of Something, here it refers to a systematic beginning of Robust Data Analysis towards Extreme Statistical Computing in R.



Purpose of RADIX101:
Ø  Systematic Approach to any Data Analytics using R.
Ø  Comprehensive categorization of numerous CRAN Packages into Data Specific Desired Outcomes.
Ø  Platform on Wide range of specialised statistical packages under various Data Analytic stages.

  

RADIX101 categorises CRAN packages into 3 main stages:-
1.      Pre Modelling stage:- Various Analysis performed on Raw Data prior suitable models are applied. This stage comprises of :-
   Data Visualisation – Different kinds of visualisation plots to understand the Data spread.
   Data Statistics – Statistical Exploration of Raw Data.
   Data Transformation- Suitable Transformation on Raw Data prior to models.
   Outlier Detection – Analysis of Outliers in the Raw Data.
   Feature Selection- Prior Model Selection of important Independent/Predictor variables.
   Dimension Reduction- Reduction of Rows (Input Fields) and Columns (Independent Variables) by combination or merging using suitable algorithms.

2.              Modelling stage:- Various analytical models to study the Data to observe and predict suitable insights and outcomes.

   Continuous Regression- Basic and Advanced models on Regression of Continuous Data.
   Ordinal Regression- Basic and Advanced models on Regression of Ordinal Data.
   Classification- Basic and Advanced models on Classification predictions.
   Clustering- Basic and Advanced algorithms for suitable Clustering methods.
   Time Series- Time Series Analysis includes AR, MA, ARMA, ARIMA, SARIMA.
   Survival – Survival Analysis includes Cos Proportion Hazard models, Kaplan Meir Curves, Risk Prediction models etc.
   Association/Conjoint- To study and analyse the Transaction Patterns.
   Probabilistic Choice – Analysis of choices using Probabilistic/Discrete choice theory.
   Fraud Analytics- To study the frauds using Benfords algorithm.
   Miscellaneous Models- Models for Text Mining, Customer Relationship Management, Boosting, Bagging etc.


3.      Post-Modelling Stage:- Various Evaluation packages for validation of models along with ROC analysis.
   General Model Validation- To study model accuracy for model comparisons and diagnostics
   Regression Validation- Validation of Regression Models.
   Classification Validation- Validation of Classification Models.
   Clustering Validation- Validation of Clustering Models.
   ROC analysis- Receiver Operating Characteristic (ROC) curves for complete empirical descriptions.



P.S. 
 R is an Open Source Software Programming Language used for Statistical Computing, Data Analysis and Graphical Visualisations. A numerous packages have been created which allow specialised statistical techniques to be performed on various data sets with different business objectives. There are more than 5,800 additional packages (a core set of packages are already pre-installed) and 120,000 functions (as on June 2014) available at Comprehensive R Archive Network (CRAN).These Packages provide wide range of statistical techniques like Regression Analysis, Classification Analysis, Clustering Analysis etc. using a varied number of models such as Neural Networks, Bayesian Techniques, Nearest Neighbour etc. with some specialised in certain domains like HealthCare, Bio-Sciences, Genetic Studies etc. Graphical User Interfaces of R software like Rattle, Deducer, RStudio, RGUI etc. are also widely used with specific design outcomes.








Wednesday, 7 May 2014

RECURSIVE PARTITIONING AND REGRESSION TREES (RPART) - Detailed Example on Classification in R



R Code - Bank Subscription Marketing - Classification {RECURSIVE PARTITIONING AND REGRESSION TREES}

 R Code  for Recursive Partitioning and Regression Trees (RPART)
Data Set:- Bank Marketing https://www.blogger.com/blogger.g?blogID=4359514443959080595#editor/target=post;postID=5426750358330739357
Source of Data Set:-  UCI Repository (http://archive.ics.uci.edu/ml/datasets/Bank+Marketing)
The Code includes the following:-
1. Data Exploration - Missing Values, Outliers
2. Data Visualisation
3.  Correlation Matrix
4. Data Partitioning
5. Package used "rpart"
6. Model Tuning and Plots
7. Confusion Matrix


## The data has been imported using Import Dataset option in R Environment
## The data set can be obtained from http://archive.ics.uci.edu/ml/datasets/Bank+Marketing
## DATASET UNDERSTANDING
head(bank_full) ## Displays first 6 rows for each variable
str(bank_full) ## Describes each variables
summary(bank_full) ## Provides basic statistical information of each variable

## DATA EXPLORATION - Check for Missing Data
## Option 1
is.na(bank_full) ## Displays True for a missing value
## Since it is a large dataset, graphical display of missing values will prove to be easier
##Option 2
require(Amelia)
missmap(bank_full,main="Missing Data - Bank Subscription", col=c("red","grey"),legend=FALSE)

## No red colour stripes are visible. hence no missing values.
##Option 3
summary(bank_full) ## displays missing values if any under every variable

## DATA VISUALISATION
## Use Box plots (Only for continuous variables)- To Check Ouliers
boxplot(bank_full$age~bank_full$subscribed, main=" AGE",ylab="age of customers",xlab="Subscribed")
boxplot(bank_full$balance~bank_full$subscribed, main=" BALANCE",ylab="Balance of customers",xlab="Subscribed")
boxplot(bank_full$lastday~bank_full$subscribed, main=" LAST DAY",ylab="Last day of contact",xlab="Subscribed")
boxplot(bank_full$lastduration~bank_full$subscribed, main="LAST DURATION",ylab="Last duration of contact",xlab="Subscribed")
boxplot(bank_full$numcontacts~bank_full$subscribed, main="NUM CONTACTS",ylab="number of contacts",xlab="Subscribed")
boxplot(bank_full$pdays~bank_full$subscribed, main=" Previous DAYS",ylab="Previous days of contact",xlab="Subscribed")
boxplot(bank_full$pcontacts~bank_full$subscribed, main=" Previous Contacts",ylab="Previous Contacts with customers",xlab="Subscribed")

## Though some outliers are observed in Previous contacts, NumContacts and LastDuration, they have not bee removed keeping their significance into consideration
## Use Histograms (For both continuous and categorical variables)
## These histograms provide details abpout Skewness, Normal Distribution etc
## Function to create histograms for continuous variables with normal curve
bank_Conthist<-function(VarName,NumBreaks,xlab,main,lengthxfit) ## xlab and main should be mentioned under quotes as they are characters
{
  hist(VarName,breaks=NumBreaks,col="yellow",xlab=xlab,main=main)
  xfit<-seq(min(VarName),max(VarName),length=lengthxfit)
  yfit<-dnorm(xfit,mean=mean(VarName),sd=sd(VarName))
  yfit<-yfit*diff(h$mids[1:2])*length(VarName)
  lines(xfit,yfit,col="red",lwd=3)
}
bank_Conthist(bank_full$age,10,"age of customers","AGE",30)
bank_Conthist(bank_full$balance,50,"Balance of customers","Balance",100)

## Balance is more skewed towards to Negative or Zero
bank_Conthist(bank_full$lastday,5,"Last Day of contact","LAst Day",10)
bank_Conthist(bank_full$lastduration,100,"LastDuration of COntact","Last Duration",10)

## Last Duration is more skewed towards 0 to 100 secs.
bank_Conthist(bank_full$numcontacts,30,"Number of Contacts","NUmContacts",20)
## NUmContacts are more skewed towards 1
bank_Conthist(bank_full$pdays,30,"Previous Days of contacts","PDays",20)
## Many were not contacted previously
bank_Conthist(bank_full$pcontacts,20,"Previous Contacts","PContacts",10)
## Since many were not contacted previously, therefore Pcontacts is 0

## Barplots for Categorical Variables
barplot(table(bank_full$job),col="red",main="JOB")
barplot(table(bank_full$marital),col="green",main="Marital")
barplot(table(bank_full$education),col="red",main="Education")
barplot(table(bank_full$creditdefault),col="red",main="Credit Default")

## Since Credit Default is highly skewed towards NO, this shall be removed from further analysis
bank_full[5]<-NULL
str(bank_full)
barplot(table(bank_full$housingloan),col="red",main="Housing Loan")
barplot(table(bank_full$personalloan),col="blue",main="Personal Loan")
barplot(table(bank_full$lastcommtype),col="red",main="Last communication type")
barplot(table(bank_full$lastmonth),col="violet",main="Last Month")
barplot(table(bank_full$poutcome),col="magenta",main="Previous Outcome")

## Correlation Matrix among input (or independent) continuous variables
bank_full.cont<-data.frame(bank_full$age,bank_full$balance,bank_full$lastday,bank_full$lastduration,bank_full$numcontacts,bank_full$pdays,bank_full$pcontacts)
str(bank_full.cont)
cor(bank_full.cont)

## It can be observed that No two variables are highly correlated


 ## Partitioning Data into Train and Test datasets in 70:30
library(caret)
set.seed(1234567)
train2<-createDataPartition(bank_full$subscribed,p=0.7,list=FALSE)
train<-bank_full[train2,]
test<-bank_full[-train2,]
write.table(bank_full,"bank1.csv",sep=",")
str(train)
str(test)


## CLASSIFICATION USING Recursive partitioning and regressive trees(RPART) Model

 
install.packages("rpart")
library(rpart)

## Various parameters that control resursive partioning and regressive trees
control<-rpart.control(minsplit=30,minbucket=10,cp=0.01,maxcomplete=6,maxsurrogate=8,usersurrogate=2,xval=15,surrogatestyle=0,maxdepth=15)
## generally minimum no. of observations in any terminal leaf node(minbucket)=minimum no. of observations that must exist in a node in order to split (minsplit)/3
##Training the model
train.rpart<-rpart(subscribed~.,data=train,control=control)
##Prints the rpart object
print(train.rpart)
##Summarizes the model
summary(train.rpart,digits=getOption("digits"),cp=0,save="train.rpart")
## MEan Variance Plot- Graphical representation of deviance of a node divided by the number of observations at the node
meanvar(train.rpart)  ## Drawn for Regression plots..Not significant for Classification plots
##Shows paths to the selected nodes- It returns the names list where each element contains the splits on the path from the root to the selected node
path.rpart(train.rpart,nodes=c(10,11,12,13),pretty=0,print.it=TRUE)
##Plot the rpart object
plot(train.rpart,uniform=FALSE,branch=1,compress=TRUE,margin=0)
##Label the plot drawn above (TREE Dendogram)
text(train.rpart,splits=TRUE,use.n=TRUE)
##PostScript Presentation Plot
post(train.rpart,file="",title="Bank Data-RPART",use.n=TRUE)
##Snip-Contains the nodes that remain after selected subtrees are snipped off
train.rpart.snip<-snip.rpart(train.rpart,toss=5)  ## trim subtree at node=5
plot(train.rpart.snip)
text(train.rpart.snip,splits=TRUE,use.n=TRUE)
post(train.rpart.snip,file="",title="Bank Data-RPART",use.n=TRUE)

## R squared plots for different splits
rsq.rpart(train.rpart)
## Prediction on TEST data set using Trained model
##Prediction with Class Probabilities
test.rpart.prob<-predict(train.rpart,test,type="prob")
test.rpart.prob

## Level Numbers- Predicted
test.rpart.vector<-predict(train.rpart,test,type="vector")
test.rpart.vector

## Factors - Predicted
test.rpart.factor<-predict(train.rpart,test,type="class")
test.rpart.factor

## Matrix of Level numbers, class frequencies, and probabilities
test.rpart.matrix<-predict(train.rpart,test,type="matrix")
test.rpart.matrix

## Misclassification table or Confusion Matrix
table(test.rpart.vector,test$subscribed)
## Residuals from a fitted rpart
residuals(train.rpart,type=c("usual","pearson","deviance"))  ## This has more significance in Regression type dataset
##Predicted values after cross vaildation for a set of complexity parameter values
##cp is desired list of complexity values. By default takes values from cptable component fit
##Displays cptable
printcp(train.rpart)
train.rpart.cv<-xpred.rpart(train.rpart,xval=15,cp=4)

## Find MSE (Mean squared Error) with cross-validated model- Cross Validated Error estimate
## More valid for regression analysis
train.error<-(train.rpart.cv-train$subscribed)^2
apply(train.error,2,sum)

## Visual representation of cross validation results-Plots a complexity parameter table
plotcp(train.rpart,minline=TRUE,lty=3,col="red",upper=c("size","splits","none"))
##Cost complexity pruning-Determines nested sequence of subtrees by recursively snipping off least important splits
prune(train.rpart,cp=4)


RPART TREE
 

VISUAL REPRESENTATION OF CROSS VALIDATION RESULTS