library(tidyverse) library(caret) library(here) library(inspectdf) library(glmnet) library(ROSE) rm(seqs) load(here("notebooks/data/nback_seqs.Rd")) # seqs %>% # ggplot(aes(x=v,y=a,col=correct)) + # geom_jitter() + # geom_point(alpha=0.1) + # geom_smooth() f <- correct ~ n + t + v + s + l + vl + sl + tl + ul + ll + stimulus f <- correct ~ n + t + v + stimulus set.seed(654321) # 1. dummy vars # INPUTS : seqs # OUTPUTS: seqs.dmy seqs <- seqs %>% drop_na(rt, correct, tl,sl) train.indices <- createDataPartition(seqs[[toString(f[[2]])]], p = .8, list =FALSE) seqs.train.balanced <- seqs[train.indices,] seqs.train <- seqs.train.balanced # seqs.train <- ROSE(f, data = seqs.train.balanced)$data seqs.train.x <- model.matrix(f, seqs.train)[,-1] seqs.train.y <- seqs.train[[toString(f[[2]])]] seqs.test <- seqs[-train.indices,] seqs.test.x <- model.matrix(f, seqs.test)[,-1] seqs.test.observed_y <- seqs.test[[toString(f[[2]])]] # ROC for each var filterVarImp(as.data.frame(seqs.train.x), seqs.train.y) # model <- cv.glmnet(seqs.train.x, # seqs.train.y, # alpha = 1, # nfolds = 5, # family = "binomial", # type.measure = "auc") # # model$lambda.min ctrl <- trainControl(method="cv", number=1, classProbs=T, verbose = T, # sampling = "up", savePredictions = T, summaryFunction=twoClassSummary) # glmnet tune tune <- expand.grid(alpha = 0:1, lambda = seq(0, 0.01, length = 100)) max_components <- n_distinct(attr(terms(f),"term.labels")) # pls tune tune <- expand.grid(ncomp=1:max_components) model <- train(seqs.train.x, seqs.train.y, method = "glmnet", #family = "binomial", #metric = "ROC", preProc = c("nzv","center", "scale"), #verboseIter = TRUE, tuneLength = 2, #tuneGrid = tune, trControl = ctrl) model$bestTune plot(model) seqs.test.y <- model %>% predict(seqs.test.x) seqs.test.y_prob <- model %>% predict(seqs.test.x, type="prob") confusionMatrix(seqs.test.y, seqs.test.observed_y) plot(varImp(model, scale = F, useModel = F)) library(pROC) roc(seqs.test.observed_y, seqs.test.y_prob$YES, legacy.axes=T, plot = T, lwd=2, col="black", print.auc=T, percent = T, print.auc.y = 40, print.auc.x = 55, lty = 1, of = "auc", boot.n = 100, ci = T)