SMHS LinearModeling MachineLearning

SMHS Linear Modeling - Machine Learning Algorithms

Scientific inference based on fixed and random effect models, assumptions, and mixed effects logistic regression.

Questions:

• How can we tie human intuition and computer-generated results to obtain reliable, effective, and efficient decision-support system (that facilitates, forecasting)?
• Niels Born – “It is difficult to make predictions, especially about the future” …
• Can we unsupervisely classify the data?

Prediction

For most of the machine learning algorithms (including first-order linear regression), we:

• first generate the model using training data, and then
• predict values for test/new data.

Predictions are made using the R predict function. (type ?predict.name), where name is the function-name corresponding to the algorithm. The first argument of predict often represents the variable storing the model and the second argument is a matrix or data frame of test data that the model needs to be applied to. Calling predict can be done in 2 ways: type predict or type of predict.name.

Example:

#mydata <- read.table('https://umich.instructure.com/files/330381/download?download_frd=1&verifier=HpfmjfMFaMsk7rIpfPx0tmz960oTW7JA8ZonGvVC',as.is=T, header=T)  # 01a_data.txt
# mydata <- read.table('data.txt',as.is=T, header=T)

# (1) First, there are different approaches to split the data (partition the data) into 
# training and testing sets.
## TRAINING: 75% of the sample size
sample_size <- floor(0.75 * nrow(mydata))
## set the seed to make your partition reproductible
set.seed(1234)
train_ind <- sample(seq_len(nrow(mydata)), size = sample_size)
train <- mydata[train_ind, ]

# TESTING DATA
test <- mydata[-train_ind, ]

lin.mod <- lm(Weight ~ Height*Team, data=train)
predicted.values <-  predict(lin.mod, newdata=test

Data Modeling/Training

Logistic Regression:

glm_model <-glm(ifelse(Weight > 200,1,0) ~ Height*Team, family=binomial(link="logit"), data=train)

K-Means Clustering

train.1 <- cbind(train$\$$Height, train$\$$Weight, train$\$$Age)
 test.1 <- cbind(test$\$$Height, test$\$$Weight, test$\$$Age)
Weight.1 <- ifelse(train$\$$Weight > 200,1,0)

 head(train.1)
 kmeans_model <- kmeans(<u><b>train.1</b></u>, 3)
 plot(train.1, col = kmeans_model$\$$cluster)
points(kmeans_model$\$$centers, col = 1:2, pch = 8, cex = 2)

<b>K-Nearest Neighbor Classification</b>
 # install.packages("class")
 library("class")
 knn_model  <-  knn(train=train.1,  test=test.1,  cl=as.factor(Weight.1),  k=5)
 plot(knn_model)
 summary(knn_model)

<b>Naïve Bayes Classifier</b>
 install.packages("e1071")
 library("e1071")
 nbc_model <-  naiveBayes(Weight ~ Height*Age,  data=train.1)

<b>Decision Trees (CART)</b>
 #install.packages("e1071")
 library("rpart")
 cart_model <- rpart(Weight ~ Height+Age, data= as.data.frame(train.1), method="class")
 plot(cart_model)
 text(cart_model) 

<b>AdaBoost</b>
 install.packages("ada")
 # X be the matrix of features, and labels be a vector of 0-1 class labels.
 library("ada")
 boost_model <- ada(x= cbind(train$\$$Height, train$\$$Weight, train$\$$Age), y= Weight.1)
plot(boost_model)
boost_model

Support Vector Machines (SVM)

#install.packages("e1071")
library("rpart")
svm_model <- svm(x= cbind(train$\$$Height, train$\$$Weight, train$\$$Age), y=as.factor(Weight.1), 
kernel ="radial")
summary(svm_model)

Appendix

Example 1: Simulation (subject, day, treatment, observation)

Obs ~ Treatment + Day + Subject(Treatment)+ Day*Subject(Treatment)+ ε.

This model is accounts for:

Response = Obs

Fixed effects:

Treatment (fixed)

Day (fixed)

Treatment*Day interaction

Random Effects:

Subject nested within Treatment (random)

Day crossed with "Subject within Treatment" (random)

mydata <- data.frame(
Subject  = c(13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 29, 30, 31, 32, 33, 
34, 35, 36, 37, 38, 39, 40, 62, 63, 64, 65, 13, 14, 15, 16, 17, 18, 
19, 20, 21, 22, 23, 24, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 
40, 62, 63, 64, 65, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 
29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 62, 63, 64, 65), 
Day       = c(rep(c("Day1", "Day3", "Day6"), each=28)), 
Treatment = c(rep(c("B", "A", "C", "B", "C", "A", "A", "B", "A", "C", "B", "C", 
"A", "A", "B", "A", "C", "B", "C", "A", "A"), each = 4)), 
Obs       = c(6.472687, 7.017110, 6.200715, 6.613928, 6.829968, 7.387583, 7.367293, 
8.018853, 7.527408, 6.746739, 7.296910, 6.983360, 6.816621, 6.571689, 
5.911261, 6.954988, 7.624122, 7.669865, 7.676225, 7.263593, 7.704737, 
7.328716, 7.295610, 5.964180, 6.880814, 6.926342, 6.926342, 7.562293, 
6.677607, 7.023526, 6.441864, 7.020875, 7.478931, 7.495336, 7.427709, 
7.633020, 7.382091, 7.359731, 7.285889, 7.496863, 6.632403, 6.171196, 
6.306012, 7.253833, 7.594852, 6.915225, 7.220147, 7.298227, 7.573612, 
7.366550, 7.560513, 7.289078, 7.287802, 7.155336, 7.394452, 7.465383, 
6.976048, 7.222966, 6.584153, 7.013223, 7.569905, 7.459185, 7.504068, 
7.801867, 7.598728, 7.475841, 7.511873, 7.518384, 6.618589, 5.854754, 
6.125749, 6.962720, 7.540600, 7.379861, 7.344189, 7.362815, 7.805802, 
7.764172, 7.789844, 7.616437, NA, NA, NA, NA))

install.packages("lme4")
library("lme4", lib.loc="~/R/win-library/3.1")
m1 <- lmer(Obs ~ Treatment * Day + (1 | Subject), mydata)
m1

....

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• SOCR Home page: http://www.socr.umich.edu

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