# 01 - Introduction

## 👀

There’s a lot that we want to tell you. We don’t want people to have to frantically scribble down things that we say that are not on the slides.

We’ve added sections to this document with longer explanations and links to other resources.

## Finalize and verify

This is a pretty complex data usage scheme. That is mostly because of the validation set. In every other case, the situation is much more simple.

The important point here is that: tidymodels does most of this work for you. In other words, you don’t have to directly specify which data are being used where.

In a later section, we will talk about methods of resampling. These methods are like repeated validation sets. As an example, the popular 10-fold cross-validation method is one such type of resampling. Validation sets are special cases of resampling where there is a single “resample”.

Most types of resampling use multiple hold-out sets of samples from the training set. In those cases, a diagram for data usage here would look like

In this case there is just “testing” and “training”. Once the final model is determined, the entire training set is used for the last fit.

This is the process that will be used for the tree frog data.

# 02 - Data Budget

## Data splitting and spending

What does set.seed() do?

We’ll use pseudo-random numbers (PRN) to partition the data into training and testing. PRN are numbers that emulate truly random numbers (but really are not truly random).

Think of PRN as a box that takes a starting value (the “seed”) that produces random numbers using that starting value as an input into its process.

If we know a seed value, we can reproduce our “random” numbers. To use a different set of random numbers, choose a different seed value.

For example:

set.seed(1)
runif(3)
#>  0.2655087 0.3721239 0.5728534
# Get a new set of random numbers:
set.seed(2)
runif(3)
#>  0.1848823 0.7023740 0.5733263
# We can reproduce the old ones with the same seed
set.seed(1)
runif(3)
#>  0.2655087 0.3721239 0.5728534

If we don’t set the seed, R uses the clock time and the process ID to create a seed. This isn’t reproducible.

Since we want our code to be reproducible, we set the seeds before random numbers are used.

In theory, you can set the seed once at the start of a script. However, if we do interactive data analysis, we might unwittingly use random numbers while coding. In that case, the stream is not the same and we don’t get reproducible results.

The value of the seed is an integer and really has no meaning. Max has a script to generate random integers to use as seeds to “spread the randomness around”. It is basically:

cat(paste0("set.seed(", sample.int(10000, 5), ")", collapse = "\n"))
#> set.seed(9725)
#> set.seed(8462)
#> set.seed(4050)
#> set.seed(8789)
#> set.seed(1301)

# 03 - What Makes A Model?

## What is wrong with this?

If we treat the preprocessing as a separate task, it raises the risk that we might accidentally overfit to the data at hand.

For example, someone might estimate something from the entire data set (such as the principle components) and treat that data as if it were known (and not estimated). Depending on the what was done with the data, consequences in doing that could be:

• Your performance metrics are slightly-to-moderately optimistic (e.g. you might think your accuracy is 85% when it is actually 75%)
• A consequential component of the analysis is not right and the model just doesn’t work.

The big issue here is that you won’t be able to figure this out until you get a new piece of data, such as the test set.

A really good example of this is in ‘Selection bias in gene extraction on the basis of microarray gene-expression data’. The authors re-analyze a previous publication and show that the original researchers did not include feature selection in the workflow. Because of that, their performance statistics were extremely optimistic. In one case, they could do the original analysis on complete noise and still achieve zero errors.

Generally speaking, this problem is referred to as data leakage. Some other references:

# 04 - Evaluating Models

## Where are the fitted models?

The primary purpose of resampling is to estimate model performance. The models are almost never needed again.

Also, if the data set is large, the model object may require a lot of memory to save so, by default, we don’t keep them.

For more advanced use cases, you can extract and save them. See:

## The final fit

Since our data spending scheme created the resamples from the training set, last_fit() will use all of the training data to fit the final workflow.

As shown in the Whole Game slides, there is a slightly different scheme used when we have a validation set (instead of multiple resamples like 10-fold CV).

# 05 - Feature Engineering

## Per-player statistics

The effect encoding method essentially takes the effect of a variable, like player, and makes a data column for that effect. In our example, the ability of a player to have an on-goal shot is quantified by a model and then added as a data column to be used in the model.

Suppose NHL rookie Max has a single shot in the data and it was on goal. If we used a naive estimate for Max’s effect, the model is being told that Max should have a 100% chance of being on goal. That’s a very poor estimate since it is from a single data point.

Contrast this with seasoned player Davis, who has taken 250 shots and 75% of these were on goal. Davis’s proportion is more predictive because it is estimated with better data (i.e., more total shots). Partial pooling leverages the entire data set and can borrow strength from all of the players. It is a common tool in Bayesian estimation and non-Bayesian mixed models. If a player’s data is of good quality, the partial pooling effect estimate is closer to the raw proportion. Max’s data is not great and is “shrunk” towards the center of the overall on goal proportion. Since there is so little known about Max’s shot history, this is a better effect estimate (until more data is available for him).

The Stan documentation has a pretty good vignette on this: https://cran.r-project.org/web/packages/rstanarm/vignettes/pooling.html

Also, Bayes Rules! has a nice section on this: https://www.bayesrulesbook.com/chapter-15.html

If the outcome were numeric, the effect would be the mean of the outcome per player. In this case, partial pooling is very similar to the James–Stein estimator: https://en.wikipedia.org/wiki/James–Stein_estimator

## Player effects

Effect encoding might result in a somewhat circular argument: the column is more likely to be important to the model since it is the output of a separate model. The risk here is that we might over-fit the effect to the data. For this reason, it is super important to make sure that we verify that we aren’t overfitting by checking with resampling (or a validation set).

Partial pooling somewhat lowers the risk of overfitting since it tends to correct for players with small sample sizes. It can’t correct for improper data usage or data leakage though.

## Angle

The coordinates for the rink are centered at (0, 0) and the goal lines are both 89 ft from center. The center of the goal on the left is at (-89, 0) and the right-hand goal is centered at (89, 0).

For the distance to center ice, the formula is

$d_{center} = \sqrt{x^2 + y^2}$

We want distance to the goal line(s), so we first use x* = (89 - abs(coord_x)) to make the side of the rink irrelevant and then compute

$d_{goal} = \sqrt{x^{*2} + y^2}$

In the code, we log the distance value to help its distribution become more symmetric.

For angle to center, the formula is

$a = \tan^{-1}\left(\frac{y}{x}\right)$

This is in radian units and we can convert to degrees using

$a = \frac{180}{\pi}\tan^{-1}\left(\frac{y}{x}\right)$

For the angle to the goal, we need to alter $$x$$ and $$y$$ again. We’ll use $$x^*$$ from above and also use the absolute value of $$y$$ so that the degrees range from 0 to 180.

# 06 - Tuning Hyperparameters

## Update parameter ranges

In about 90% of the cases, the dials function that you use to update the parameter range has the same name as the argument. For example, if you were to update the mtry parameter in a random forests model, the code would look like

parameter_object %>%
update(mtry = mtry(c(1, 100)))

In our case, the argument name is deg_free but we update it with spline_degree().

deg_free represents the general concept of degrees of freedom and could be associated with many different things. For example, if we ever had an argument that was the number of degrees of freedom for a $$t$$ distribution, we would call that argument deg_free.

For splines, we probably want a wider range for the degrees of freedom. We made a specialized function called spline_degree() to be used in these cases.

How can you tell when this happens? There is a helper function called tunable() and that gives information on how we make the default ranges for parameters. There is a column in these objects names call_info:

library(tidymodels)
ns_tunable <-
recipe(mpg ~ ., data = mtcars) %>%
step_ns(dis, deg_free = tune()) %>%
tunable()

ns_tunable
#> # A tibble: 1 × 5
#>   name     call_info        source component component_id
#>   <chr>    <list>           <chr>  <chr>     <chr>
#> 1 deg_free <named list > recipe step_ns   ns_P1Tjg
ns_tunable$call_info #> [] #> []$pkg
#>  "dials"
#>
#> []$fun #>  "spline_degree" #> #> []$range
#>   1 15

## Boosted tree tuning parameters

When deciding on the number of boosting iterations, there are two main strategies:

• Directly tune it (trees = tune())

• Set it to one value and tune the number of early stopping iterations (trees = 500, stop_iter = tune()).

Early stopping is when we monitor the performance of the model. If the model doesn’t make any improvements for stop_iter iterations, training stops.

Here’s an example where, after eleven iterations, performance starts to get worse. This is likely due to over-fitting so we stop the model at eleven boosting iterations.

Early stopping usually has good results and takes far less time.

## Boosted tree code

We set an engine argument called validation here. That’s not an argument to any function in the xgboost package.

parsnip has its own wrapper around (xgboost::xgb.train()) called xgb_train(). We use that here and it has a validation argument.

How would you know that? There are a few different ways:

• Look at the documentation in ?boost_tree and click on the xgboost entry in the engine list.
• Check out the pkgdown reference website https://parsnip.tidymodels.org/reference/index.html
• Run the translate() function on the parsnip specification object.

The first two options are best since they tell you a lot more about the particularities of each model engine (there are a lot for xgboost).

## The final fit to the NHL data

Recall that last_fit() uses the objects produced by initial_split() to determine what data are used for the final model fit and which are used as the test set.

For the validation set, last_fit() will use the non-testing data to create the final model fit. This includes the training and validation set.

There is no agreement in the community on whether this is the best approach or if we should just use the training set. There are good arguments either way.

If you only want to use the training set for the final model, you can do this via:

training_data <- nhl_val\$splits[] %>% analysis()

# Use fit() to train the model on just the training set
final_glm_spline_wflow <-
glm_spline_wflow %>%
fit(data = training_data)

# Create test set predictions
test_set_pred <- augment(final_glm_spline_wflow, nhl_test)

# Setup and compute the test set metrics
cls_metrics <- metric_set(roc_auc, accuracy)

test_res <-
test_set_pred %>%
cls_metrics(on_goal, estimate = .pred_class, .pred_yes)
test_res

## Explain yourself

Some other resources:

## A tidymodels explainer

For our example, the angle was an original predictor. Recall that we made spline terms from this predictor, so there are derived features such as angle_ns_1 and so on.

Original versus derived doesn’t affect local explainers since we are focused on a single prediction.

For global explainers, we should decide between:

• explaining the overall affect of angle (lumping all its features into one importance score), or
• explaining the effect of each term in the model (including angle_ns_1 and so on).

The choice depends on what you want. For example, if we have an original date predictor and make features for month and year, is it more informative to know if date is important (overall) or exactly how the date is important? You might want to look at it both ways.