export_model_performance: Extract and export metrics for model performance.

Description

Extract and export metrics for model performance of models in a familiarCollection.

Usage

export_model_performance(
  object,
  dir_path = NULL,
  aggregate_results = FALSE,
  export_collection = FALSE,
  ...
)
# S4 method for familiarCollection
export_model_performance(
  object,
  dir_path = NULL,
  aggregate_results = FALSE,
  export_collection = FALSE,
  ...
)
# S4 method for ANY
export_model_performance(
  object,
  dir_path = NULL,
  aggregate_results = FALSE,
  export_collection = FALSE,
  ...
)

Value

A list of data.tables (if dir_path is not provided), or nothing, as all data is exported to csv files.

Arguments

object

A familiarCollection object, or other other objects from which a familiarCollection can be extracted. See details for more information.

dir_path

Path to folder where extracted data should be saved. NULL will allow export as a structured list of data.tables.

aggregate_results

Flag that signifies whether results should be aggregated for export.

export_collection

(optional) Exports the collection if TRUE.

...

Arguments passed on to extract_performance, as_familiar_collection

data: A dataObject object, data.table or data.frame that constitutes the data that are assessed.

is_pre_processed

Flag that indicates whether the data was already pre-processed externally, e.g. normalised and clustered. Only used if the data argument is a data.table or data.frame.

cl

Cluster created using the parallel package. This cluster is then used to speed up computation through parallellisation.

evaluation_times

One or more time points that are used for in analysis of survival problems when data has to be assessed at a set time, e.g. calibration. If not provided explicitly, this parameter is read from settings used at creation of the underlying familiarModel objects. Only used for survival outcomes.

ensemble_method

Method for ensembling predictions from models for the same sample. Available methods are:

median (default): Use the median of the predicted values as the ensemble value for a sample.
mean: Use the mean of the predicted values as the ensemble value for a sample.

metric

One or more metrics for assessing model performance. See the vignette on performance metrics for the available metrics. If not provided explicitly, this parameter is read from settings used at creation of the underlying familiarModel objects.

verbose

Flag to indicate whether feedback should be provided on the computation and extraction of various data elements.

message_indent

Number of indentation steps for messages shown during computation and extraction of various data elements.

detail_level

(optional) Sets the level at which results are computed and aggregated.

ensemble: Results are computed at the ensemble level, i.e. over all models in the ensemble. This means that, for example, bias-corrected estimates of model performance are assessed by creating (at least) 20 bootstraps and computing the model performance of the ensemble model for each bootstrap.
hybrid (default): Results are computed at the level of models in an ensemble. This means that, for example, bias-corrected estimates of model performance are directly computed using the models in the ensemble. If there are at least 20 trained models in the ensemble, performance is computed for each model, in contrast to ensemble where performance is computed for the ensemble of models. If there are less than 20 trained models in the ensemble, bootstraps are created so that at least 20 point estimates can be made.
model: Results are computed at the model level. This means that, for example, bias-corrected estimates of model performance are assessed by creating (at least) 20 bootstraps and computing the performance of the model for each bootstrap.

Note that each level of detail has a different interpretation for bootstrap confidence intervals. For ensemble and model these are the confidence intervals for the ensemble and an individual model, respectively. That is, the confidence interval describes the range where an estimate produced by a respective ensemble or model trained on a repeat of the experiment may be found with the probability of the confidence level. For hybrid, it represents the range where any single model trained on a repeat of the experiment may be found with the probability of the confidence level. By definition, confidence intervals obtained using hybrid are at least as wide as those for ensemble. hybrid offers the correct interpretation if the goal of the analysis is to assess the result of a single, unspecified, model.

hybrid is generally computationally less expensive then ensemble, which in turn is somewhat less expensive than model.

A non-default detail_level parameter can be specified for separate evaluation steps by providing a parameter value in a named list with data elements, e.g. list("auc_data"="ensemble", "model_performance"="hybrid"). This parameter can be set for the following data elements: auc_data, decision_curve_analyis, model_performance, permutation_vimp, ice_data, prediction_data and confusion_matrix.

estimation_type

(optional) Sets the type of estimation that should be possible. This has the following options:

point: Point estimates.
bias_correction or bc: Bias-corrected estimates. A bias-corrected estimate is computed from (at least) 20 point estimates, and familiar may bootstrap the data to create them.
bootstrap_confidence_interval or bci (default): Bias-corrected estimates with bootstrap confidence intervals (Efron and Hastie, 2016). The number of point estimates required depends on the confidence_level parameter, and familiar may bootstrap the data to create them.

As with detail_level, a non-default estimation_type parameter can be specified for separate evaluation steps by providing a parameter value in a named list with data elements, e.g. list("auc_data"="bci", "model_performance"="point"). This parameter can be set for the following data elements: auc_data, decision_curve_analyis, model_performance, permutation_vimp, ice_data, and prediction_data.

confidence_level

(optional) Numeric value for the level at which confidence intervals are determined. In the case bootstraps are used to determine the confidence intervals bootstrap estimation, familiar uses the rule of thumb \(n = 20 / ci.level\) to determine the number of required bootstraps.

The default value is 0.95.

bootstrap_ci_method

(optional) Method used to determine bootstrap confidence intervals (Efron and Hastie, 2016). The following methods are implemented:

percentile (default): Confidence intervals obtained using the percentile method.
bc: Bias-corrected confidence intervals.

Note that the standard method is not implemented because this method is often not suitable due to non-normal distributions. The bias-corrected and accelerated (BCa) method is not implemented yet.

familiar_data_names

Names of the dataset(s). Only used if the object parameter is one or more familiarData objects.

collection_name

Name of the collection.

Details

Data is usually collected from a familiarCollection object. However, you can also provide one or more familiarData objects, that will be internally converted to a familiarCollection object. It is also possible to provide a familiarEnsemble or one or more familiarModel objects together with the data from which data is computed prior to export. Paths to the previous files can also be provided.

All parameters aside from object and dir_path are only used if object is not a familiarCollection object, or a path to one.

Performance of individual and ensemble models is exported. For ensemble models, a credibility interval is determined using bootstrapping for each metric.