80 lines
3.8 KiB
R
80 lines
3.8 KiB
R
#' Plot feature importance bar graph
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#'
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#' Read a data.table containing feature importance details and plot it (for both GLM and Trees).
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#'
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#' @param importance_matrix a \code{data.table} returned by the \code{xgb.importance} function.
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#' @param n_clusters a \code{numeric} vector containing the min and the max range of the possible number of clusters of bars.
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#' @param ... currently not used
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#'
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#' @return A \code{ggplot2} bar graph representing each feature by a horizontal bar. Longer is the bar, more important is the feature. Features are classified by importance and clustered by importance. The group is represented through the color of the bar.
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#'
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#' @details
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#' The purpose of this function is to easily represent the importance of each feature of a model.
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#' The function returns a ggplot graph, therefore each of its characteristic can be overriden (to customize it).
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#' In particular you may want to override the title of the graph. To do so, add \code{+ ggtitle("A GRAPH NAME")} next to the value returned by this function.
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#'
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#' @examples
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#' data(agaricus.train, package='xgboost')
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#'
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#' #Both dataset are list with two items, a sparse matrix and labels
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#' #(labels = outcome column which will be learned).
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#' #Each column of the sparse Matrix is a feature in one hot encoding format.
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#'
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#' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 2,
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#' eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
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#'
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#' importance_matrix <- xgb.importance(colnames(agaricus.train$data), model = bst)
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#' xgb.plot.importance(importance_matrix)
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#'
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#' @export
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xgb.plot.importance <-
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function(importance_matrix = NULL, n_clusters = c(1:10), ...) {
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check.deprecation(...)
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if (!"data.table" %in% class(importance_matrix)) {
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stop("importance_matrix: Should be a data.table.")
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}
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if (!requireNamespace("ggplot2", quietly = TRUE)) {
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stop("ggplot2 package is required for plotting the importance", call. = FALSE)
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}
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if (!requireNamespace("Ckmeans.1d.dp", quietly = TRUE)) {
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stop("Ckmeans.1d.dp package is required for plotting the importance", call. = FALSE)
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}
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if(isTRUE(all.equal(colnames(importance_matrix), c("Feature", "Gain", "Cover", "Frequency")))){
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y.axe.name <- "Gain"
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} else if(isTRUE(all.equal(colnames(importance_matrix), c("Feature", "Weight")))){
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y.axe.name <- "Weight"
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} else {
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stop("Importance matrix is not correct (column names issue)")
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}
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# To avoid issues in clustering when co-occurences are used
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importance_matrix <-
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importance_matrix[, .(Gain.or.Weight = sum(get(y.axe.name))), by = Feature]
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clusters <-
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suppressWarnings(Ckmeans.1d.dp::Ckmeans.1d.dp(importance_matrix[,Gain.or.Weight], n_clusters))
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importance_matrix[,"Cluster":= clusters$cluster %>% as.character]
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plot <-
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ggplot2::ggplot(
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importance_matrix, ggplot2::aes(
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x = stats::reorder(Feature, Gain.or.Weight), y = Gain.or.Weight, width = 0.05
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), environment = environment()
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) + ggplot2::geom_bar(ggplot2::aes(fill = Cluster), stat = "identity", position =
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"identity") + ggplot2::coord_flip() + ggplot2::xlab("Features") + ggplot2::ylab(y.axe.name) + ggplot2::ggtitle("Feature importance") + ggplot2::theme(
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plot.title = ggplot2::element_text(lineheight = .9, face = "bold"), panel.grid.major.y = ggplot2::element_blank()
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)
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return(plot)
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}
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# Avoid error messages during CRAN check.
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# The reason is that these variables are never declared
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# They are mainly column names inferred by Data.table...
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globalVariables(
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c(
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"Feature", "Gain.or.Weight", "Cluster", "ggplot", "aes", "geom_bar", "coord_flip", "xlab", "ylab", "ggtitle", "theme", "element_blank", "element_text", "Gain.or.Weight"
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)
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)
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