variable selection: linear-data

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Generate data

We generate 1000 samples with 15 features, and make 3 of them relevant for the outcome. The goal is to see if we recover the correct variables, and their coefficients. The data preparation process follows the same steps as in the previous example. Note that the dataset must be a data.frame object before applying the get_dataloaders function.

i <- 1000
j <- 15
set.seed(42)
torch::torch_manual_seed(42)
X <- matrix(rnorm(i * j, mean = 0, sd = 1), ncol = j)
y_base <- c()
y_base <-  0.6 * X[, 1] - 0.4 * X[, 2] + 0.5 * X[, 3] + rnorm(n = i, sd = 0.1)
sim_data <- as.data.frame(X)
sim_data <- cbind(sim_data, y_base)
loaders <- get_dataloaders(sim_data, train_proportion = 0.9,
                           train_batch_size = 450, test_batch_size = 100,
                           standardize = FALSE)
train_loader <- loaders$train_loader
test_loader  <- loaders$test_loader

Define hyperparameters and the model object

Here we must use the “regression” keyword as we have a continuous outcome. We use a relatively small network of 2 hidden layers with 5 neurons in each.

problem <- "regression"
sizes <- c(j, 5, 5, 1) 
incl_priors <- c(0.5, 0.5, 0.5) 
stds <- c(1, 1, 1)
incl_inits <- 'polarized'
device <- "cpu" 
model_linear <- lbbnn_net(problem_type = problem, sizes = sizes,
                              prior = incl_priors, inclusion_inits = incl_inits,
                              std = stds, input_skip = TRUE, flow = FALSE,
                              num_transforms = 2, dims = c(10, 10, 10),
                              raw_output = FALSE, custom_act = NULL,
                              link = NULL, nll = NULL,
                              bias_inclusion_prob = FALSE, device = device)

Train and validate the model

train_lbbnn(epochs = 50, LBBNN = model_linear,
            lr = 0.1, train_dl = train_loader, device = device, verbose = FALSE)
validate_lbbnn(LBBNN = model_linear, num_samples = 2, test_dl = test_loader,
              device = device)
#> $validation_error
#> [1] 0.1228187
#> 
#> $validation_error_sparse
#> [1] 0.1267759
#> 
#> $density
#> [1] 0.1230769
#> 
#> $density_active_path
#> [1] 0.01538462

Inspect the results using coef

Here we have given the dataset as an argument instead of picking a specific sample, where the argument num_data controls how many samples from the dataset we use. Using inds = NULL, we select random samples from the dataset. Explanations are then averaged across these samples.

coef(model_linear, dataset = train_loader, inds = NULL,
     output_neuron = 1, num_data = 5, num_samples = 10)
#>          lower       mean      upper
#> x0   0.5885950  0.5929495  0.5964277
#> x1  -0.4201867 -0.4024738 -0.3904432
#> x2   0.4973240  0.5028132  0.5122011
#> x3   0.0000000  0.0000000  0.0000000
#> x4   0.0000000  0.0000000  0.0000000
#> x5   0.0000000  0.0000000  0.0000000
#> x6   0.0000000  0.0000000  0.0000000
#> x7   0.0000000  0.0000000  0.0000000
#> x8   0.0000000  0.0000000  0.0000000
#> x9   0.0000000  0.0000000  0.0000000
#> x10  0.0000000  0.0000000  0.0000000
#> x11  0.0000000  0.0000000  0.0000000
#> x12  0.0000000  0.0000000  0.0000000
#> x13  0.0000000  0.0000000  0.0000000
#> x14  0.0000000  0.0000000  0.0000000

The coefficients match the data generating process.

Global structure

Using plot with type = ‘global’ gives us the global explanations, i.e. the features that affect predictions in general.

plot(model_linear, type = "global", vertex_size = 7,
     edge_width = 0.4, label_size = 0.4)

Everything has been pruned away aside from the linear connections from the relevant features.

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