tune_grid: Model tuning via grid search

Description

tune_grid() computes a set of performance metrics (e.g. accuracy or RMSE) for a pre-defined set of tuning parameters that correspond to a model or recipe across one or more resamples of the data.

Usage

tune_grid(object, ...)
# S3 method for model_spec
tune_grid(
  object,
  preprocessor,
  resamples,
  ...,
  param_info = NULL,
  grid = 10,
  metrics = NULL,
  control = control_grid()
)
# S3 method for workflow
tune_grid(
  object,
  resamples,
  ...,
  param_info = NULL,
  grid = 10,
  metrics = NULL,
  control = control_grid()
)

Value

An updated version of resamples with extra list columns for .metrics and .notes (optional columns are .predictions and .extracts). .notes

contains warnings and errors that occur during execution.

Arguments

object: A parsnip model specification or a workflows::workflow().
...: Not currently used.
preprocessor: A traditional model formula or a recipe created using recipes::recipe().
resamples: An rset() object.
param_info: A dials::parameters() object or NULL. If none is given, a parameters set is derived from other arguments. Passing this argument can be useful when parameter ranges need to be customized.
grid: A data frame of tuning combinations or a positive integer. The data frame should have columns for each parameter being tuned and rows for tuning parameter candidates. An integer denotes the number of candidate parameter sets to be created automatically.
metrics: A yardstick::metric_set() or NULL.
control: An object used to modify the tuning process.

Parameter Grids

If no tuning grid is provided, a semi-random grid (via dials::grid_latin_hypercube()) is created with 10 candidate parameter combinations.

When provided, the grid should have column names for each parameter and these should be named by the parameter name or id. For example, if a parameter is marked for optimization using penalty = tune(), there should be a column named penalty. If the optional identifier is used, such as penalty = tune(id = 'lambda'), then the corresponding column name should be lambda.

In some cases, the tuning parameter values depend on the dimensions of the data. For example, mtry in random forest models depends on the number of predictors. In this case, the default tuning parameter object requires an upper range. dials::finalize() can be used to derive the data-dependent parameters. Otherwise, a parameter set can be created (via dials::parameters()) and the dials update() function can be used to change the values. This updated parameter set can be passed to the function via the param_info argument.

Performance Metrics

To use your own performance metrics, the yardstick::metric_set() function can be used to pick what should be measured for each model. If multiple metrics are desired, they can be bundled. For example, to estimate the area under the ROC curve as well as the sensitivity and specificity (under the typical probability cutoff of 0.50), the metrics argument could be given:


  metrics = metric_set(roc_auc, sens, spec)

Each metric is calculated for each candidate model.

If no metric set is provided, one is created:

For regression models, the root mean squared error and coefficient of determination are computed.
For classification, the area under the ROC curve and overall accuracy are computed.

Note that the metrics also determine what type of predictions are estimated during tuning. For example, in a classification problem, if metrics are used that are all associated with hard class predictions, the classification probabilities are not created.

The out-of-sample estimates of these metrics are contained in a list column called .metrics. This tibble contains a row for each metric and columns for the value, the estimator type, and so on.

collect_metrics() can be used for these objects to collapse the results over the resampled (to obtain the final resampling estimates per tuning parameter combination).

Obtaining Predictions

When control_grid(save_pred = TRUE), the output tibble contains a list column called .predictions that has the out-of-sample predictions for each parameter combination in the grid and each fold (which can be very large).

The elements of the tibble are tibbles with columns for the tuning parameters, the row number from the original data object (.row), the outcome data (with the same name(s) of the original data), and any columns created by the predictions. For example, for simple regression problems, this function generates a column called .pred and so on. As noted above, the prediction columns that are returned are determined by the type of metric(s) requested.

This list column can be unnested using tidyr::unnest() or using the convenience function collect_predictions().

Extracting Information

The extract control option will result in an additional function to be returned called .extracts. This is a list column that has tibbles containing the results of the user's function for each tuning parameter combination. This can enable returning each model and/or recipe object that is created during resampling. Note that this could result in a large return object, depending on what is returned.

The control function contains an option (extract) that can be used to retain any model or recipe that was created within the resamples. This argument should be a function with a single argument. The value of the argument that is given to the function in each resample is a workflow object (see workflows::workflow() for more information). There are two helper functions that can be used to easily pull out the recipe (if any) and/or the model: extract_recipe() and extract_model().

As an example, if there is interest in getting each model back, one could use:


  extract = function (x) extract_fit_parsnip(x)

Note that the function given to the extract argument is evaluated on every model that is fit (as opposed to every model that is evaluated). As noted above, in some cases, model predictions can be derived for sub-models so that, in these cases, not every row in the tuning parameter grid has a separate R object associated with it.

Details

Suppose there are m tuning parameter combinations. tune_grid() may not require all m model/recipe fits across each resample. For example:

In cases where a single model fit can be used to make predictions for different parameter values in the grid, only one fit is used. For example, for some boosted trees, if 100 iterations of boosting are requested, the model object for 100 iterations can be used to make predictions on iterations less than 100 (if all other parameters are equal).
When the model is being tuned in conjunction with pre-processing and/or post-processing parameters, the minimum number of fits are used. For example, if the number of PCA components in a recipe step are being tuned over three values (along with model tuning parameters), only three recipes are trained. The alternative would be to re-train the same recipe multiple times for each model tuning parameter.

The foreach package is used here. To execute the resampling iterations in parallel, register a parallel backend function. See the documentation for foreach::foreach() for examples.

For the most part, warnings generated during training are shown as they occur and are associated with a specific resample when control_grid(verbose = TRUE). They are (usually) not aggregated until the end of processing.

Examples

Run this code

# \donttest{
library(recipes)
library(rsample)
library(parsnip)
library(workflows)
library(ggplot2)

# ---------------------------------------------------------------------------

set.seed(6735)
folds <- vfold_cv(mtcars, v = 5)

# ---------------------------------------------------------------------------

# tuning recipe parameters:

spline_rec <-
  recipe(mpg ~ ., data = mtcars) %>%
  step_ns(disp, deg_free = tune("disp")) %>%
  step_ns(wt, deg_free = tune("wt"))

lin_mod <-
  linear_reg() %>%
  set_engine("lm")

# manually create a grid
spline_grid <- expand.grid(disp = 2:5, wt = 2:5)

# Warnings will occur from making spline terms on the holdout data that are
# extrapolations.
spline_res <-
  tune_grid(lin_mod, spline_rec, resamples = folds, grid = spline_grid)
spline_res


show_best(spline_res, metric = "rmse")

# ---------------------------------------------------------------------------

# tune model parameters only (example requires the `kernlab` package)

car_rec <-
  recipe(mpg ~ ., data = mtcars) %>%
  step_normalize(all_predictors())

svm_mod <-
  svm_rbf(cost = tune(), rbf_sigma = tune()) %>%
  set_engine("kernlab") %>%
  set_mode("regression")

# Use a space-filling design with 7 points
set.seed(3254)
svm_res <- tune_grid(svm_mod, car_rec, resamples = folds, grid = 7)
svm_res

show_best(svm_res, metric = "rmse")

autoplot(svm_res, metric = "rmse") +
  scale_x_log10()

# ---------------------------------------------------------------------------

# Using a variables preprocessor with a workflow

# Rather than supplying a preprocessor (like a recipe) and a model directly
# to `tune_grid()`, you can also wrap them up in a workflow and pass
# that along instead (note that this doesn't do any preprocessing to
# the variables, it passes them along as-is).
wf <- workflow() %>%
  add_variables(outcomes = mpg, predictors = everything()) %>%
  add_model(svm_mod)

set.seed(3254)
svm_res_wf <- tune_grid(wf, resamples = folds, grid = 7)
# }

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