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An implementation of Hastie and Tibshirani’s Discriminant Adaptive Nearest Neighbor Classification in R.
In k nearest neighbors, the shape of the neighborhood is usually circular. Discriminant Adaptive Nearest Neighbor (dann) is a variation of k nearest neighbors where the shape of the neighborhood is data driven. The neighborhood is elongated along class boundaries and shrunk in the orthogonal direction. See Discriminate Adaptive Nearest Neighbor Classification by Hastie and Tibshirani.
Models:
This package implements DANN and sub-DANN in section 4.1 of the publication and is based on Christopher Jenness’s python implementation.
Arguments:
In this example, simulated data is made. The overall trend is a circle inside a square.
library(dann)
library(dplyr, warn.conflicts = FALSE)
library(ggplot2)
library(mlbench)
set.seed(1)
# Create training data
<- mlbench.circle(500, 2) %>%
train ::as_tibble()
tibblecolnames(train) <- c("X1", "X2", "Y")
<- train %>%
train mutate(Y = as.numeric(Y))
ggplot(train, aes(x = X1, y = X2, colour = as.factor(Y))) +
geom_point() +
labs(title = "Train Data", colour = "Y")
To train a model, call dann.
<- dann(formula = Y ~ X1 + X2, data = train, k = 5, neighborhood_size = 50, epsilon = 1) model
To get class predictions, call predict with type equal to “class”
# Create test data
<- mlbench.circle(500, 2) %>%
test ::as_tibble()
tibblecolnames(test) <- c("X1", "X2", "Y")
<- test %>%
test mutate(Y = as.numeric(Y))
<- predict(object = model, new_data = test, type = "class")
yhat
yhat#> # A tibble: 500 × 1
#> .pred_class
#> <fct>
#> 1 2
#> 2 1
#> 3 1
#> 4 2
#> 5 2
#> 6 2
#> 7 1
#> 8 1
#> 9 2
#> 10 1
#> # ℹ 490 more rows
To get probabilities, call predict with type equal to “prob”
<- predict(object = model, new_data = test, type = "prob")
yhat
yhat#> # A tibble: 500 × 2
#> .pred_1 .pred_2
#> <dbl> <dbl>
#> 1 0 1
#> 2 0.6 0.4
#> 3 1 0
#> 4 0 1
#> 5 0 1
#> 6 0 1
#> 7 1 0
#> 8 1 0
#> 9 0 1
#> 10 1 0
#> # ℹ 490 more rows
In general, dann will struggle as unrelated variables are intermingled with informative variables. To deal with this, sub_dann projects the data onto a unique subspace and then calls dann on the subspace.
In the below example there are 2 related variables and 5 that are unrelated. Will sub_dann to better than dann?
######################
# Circle data with unrelated variables
######################
set.seed(1)
<- mlbench.circle(500, 2) %>%
train ::as_tibble()
tibblecolnames(train)[1:3] <- c("X1", "X2", "Y")
# Add 5 unrelated variables
<- train %>%
train mutate(
U1 = runif(500, -1, 1),
U2 = runif(500, -1, 1),
U3 = runif(500, -1, 1),
U4 = runif(500, -1, 1),
U5 = runif(500, -1, 1)
)
<- mlbench.circle(500, 2) %>%
test ::as_tibble()
tibblecolnames(test)[1:3] <- c("X1", "X2", "Y")
# Add 5 unrelated variables
<- test %>%
test mutate(
U1 = runif(500, -1, 1),
U2 = runif(500, -1, 1),
U3 = runif(500, -1, 1),
U4 = runif(500, -1, 1),
U5 = runif(500, -1, 1)
)
For sub_dann, the dimension of the subspace should be chosen based on the number of large eigenvalues. The graph suggests 2 (the correct answer).
graph_eigenvalues(
formula = Y ~ X1 + X2 + U1 + U2 + U3 + U4 + U5,
data = train,
neighborhood_size = 50,
weighted = FALSE,
sphere = "mcd"
)
<- dann(
dann_model formula = Y ~ X1 + X2 + U1 + U2 + U3 + U4 + U5,
data = train,
k = 3,
neighborhood_size = 50,
epsilon = 1
)# numDim based on large eigenvalues
# weighted, sphere, and neighborhood_size kept consistent between sub_dann and graph_eigenvalues
<- sub_dann(
sub_dann_model formula = Y ~ X1 + X2 + U1 + U2 + U3 + U4 + U5,
data = train,
k = 3,
neighborhood_size = 50,
epsilon = 1,
weighted = FALSE,
sphere = "mcd",
numDim = 2
)
As expected, the dann model using all features does not fit the data well.
library(yardstick)
<- predict(object = dann_model, new_data = test, type = "prob")
dann_yhat <- test %>%
dann_yhat select(Y) %>%
bind_cols(dann_yhat)
roc_auc(data = dann_yhat, truth = Y, event_level = "first", .pred_1)
#> # A tibble: 1 × 3
#> .metric .estimator .estimate
#> <chr> <chr> <dbl>
#> 1 roc_auc binary 0.725
sub_dann provides a major improvement.
<- predict(object = sub_dann_model, new_data = test, type = "prob")
sub_dann_yhat <- test %>%
sub_dann_yhat select(Y) %>%
bind_cols(sub_dann_yhat)
roc_auc(data = sub_dann_yhat, truth = Y, event_level = "first", .pred_1)
#> # A tibble: 1 × 3
#> .metric .estimator .estimate
#> <chr> <chr> <dbl>
#> 1 roc_auc binary 0.935
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.