3 - What makes a model?

Introduction to tidymodels

Your turn

How do you fit a linear model in R?

How many different ways can you think of?

03:00

• lm for linear model

• glm for generalized linear model (e.g. logistic regression)

• glmnet for regularized regression

• keras for regression using TensorFlow

• stan for Bayesian regression

• spark for large data sets

To specify a model

• Choose a model
• Specify an engine
• Set the mode

To specify a model

logistic_reg()
#> Logistic Regression Model Specification (classification)
#> 
#> Computational engine: glm

Models have default engines

To specify a model

• Choose a model
• Specify an engine
• Set the mode

To specify a model

logistic_reg() %>%
  set_engine("glmnet")
#> Logistic Regression Model Specification (classification)
#> 
#> Computational engine: glmnet

To specify a model

logistic_reg() %>%
  set_engine("stan")
#> Logistic Regression Model Specification (classification)
#> 
#> Computational engine: stan

To specify a model

• Choose a model
• Specify an engine
• Set the mode

To specify a model

decision_tree()
#> Decision Tree Model Specification (unknown mode)
#> 
#> Computational engine: rpart

Some models have a default mode

To specify a model

decision_tree() %>% 
  set_mode("classification")
#> Decision Tree Model Specification (classification)
#> 
#> Computational engine: rpart

All available models are listed at https://www.tidymodels.org/find/parsnip/

To specify a model

• Choose a model
• Specify an engine
• Set the mode

Your turn

Run the tree_spec chunk in your .qmd.

Edit this code to use a logistic regression model.

All available models are listed at https://www.tidymodels.org/find/parsnip/

Extension/Challenge: Edit this code to use a different model. For example, try using a conditional inference tree as implemented in the partykit package by changing the engine - or try an entirely different model type!

05:00

Models we’ll be using today

• Logistic regression
• Decision trees

Logistic regression

Logistic regression

Logistic regression

• Logit of outcome probability modeled as linear combination of predictors:

\(log(\frac{p}{1 - p}) = \beta_0 + \beta_1\cdot \text{A}\)

• Find a sigmoid line that separates the two classes

Decision trees

Decision trees

• Series of splits or if/then statements based on predictors

• First the tree grows until some condition is met (maximum depth, no more data)

• Then the tree is pruned to reduce its complexity

Decision trees

All models are wrong, but some are useful!

Logistic regression

Decision trees

A model workflow

Workflows bind preprocessors and models

Explain that PCA that is a preprocessor / dimensionality reduction, used to decorrelate data

What is wrong with this?

Why a workflow()?

• Workflows handle new data better than base R tools in terms of new factor levels

• You can use other preprocessors besides formulas (more on feature engineering in Advanced tidymodels!)

• They can help organize your work when working with multiple models

• Most importantly, a workflow captures the entire modeling process: fit() and predict() apply to the preprocessing steps in addition to the actual model fit

Two ways workflows handle levels better than base R:

• Enforces that new levels are not allowed at prediction time (this is an optional check that can be turned off)

• Restores missing levels that were present at fit time, but happen to be missing at prediction time (like, if your “new” data just doesn’t have an instance of that level)

A model workflow

tree_spec <-
  decision_tree(cost_complexity = 0.002) %>% 
  set_mode("classification")

tree_spec %>% 
  fit(tip ~ ., data = taxi_train) 
#> parsnip model object
#> 
#> n= 8000 
#> 
#> node), split, n, loss, yval, (yprob)
#>       * denotes terminal node
#> 
#>  1) root 8000 616 yes (0.92300000 0.07700000)  
#>    2) distance>=14.12 2041  68 yes (0.96668300 0.03331700) *
#>    3) distance< 14.12 5959 548 yes (0.90803826 0.09196174)  
#>      6) distance< 5.275 5419 450 yes (0.91695885 0.08304115) *
#>      7) distance>=5.275 540  98 yes (0.81851852 0.18148148)  
#>       14) company=Chicago Independents,City Service,Sun Taxi,Taxi Affiliation Services,Taxicab Insurance Agency Llc,other 478  68 yes (0.85774059 0.14225941) *
#>       15) company=Flash Cab 62  30 yes (0.51612903 0.48387097)  
#>         30) dow=Thu 12   2 yes (0.83333333 0.16666667) *
#>         31) dow=Sun,Mon,Tue,Wed,Fri,Sat 50  22 no (0.44000000 0.56000000)  
#>           62) distance>=11.77 14   4 yes (0.71428571 0.28571429) *
#>           63) distance< 11.77 36  12 no (0.33333333 0.66666667) *

A model workflow

tree_spec <-
  decision_tree(cost_complexity = 0.002) %>% 
  set_mode("classification")

workflow() %>%
  add_formula(tip ~ .) %>%
  add_model(tree_spec) %>%
  fit(data = taxi_train) 
#> ══ Workflow [trained] ════════════════════════════════════════════════
#> Preprocessor: Formula
#> Model: decision_tree()
#> 
#> ── Preprocessor ──────────────────────────────────────────────────────
#> tip ~ .
#> 
#> ── Model ─────────────────────────────────────────────────────────────
#> n= 8000 
#> 
#> node), split, n, loss, yval, (yprob)
#>       * denotes terminal node
#> 
#>  1) root 8000 616 yes (0.92300000 0.07700000)  
#>    2) distance>=14.12 2041  68 yes (0.96668300 0.03331700) *
#>    3) distance< 14.12 5959 548 yes (0.90803826 0.09196174)  
#>      6) distance< 5.275 5419 450 yes (0.91695885 0.08304115) *
#>      7) distance>=5.275 540  98 yes (0.81851852 0.18148148)  
#>       14) company=Chicago Independents,City Service,Sun Taxi,Taxi Affiliation Services,Taxicab Insurance Agency Llc,other 478  68 yes (0.85774059 0.14225941) *
#>       15) company=Flash Cab 62  30 yes (0.51612903 0.48387097)  
#>         30) dow=Thu 12   2 yes (0.83333333 0.16666667) *
#>         31) dow=Sun,Mon,Tue,Wed,Fri,Sat 50  22 no (0.44000000 0.56000000)  
#>           62) distance>=11.77 14   4 yes (0.71428571 0.28571429) *
#>           63) distance< 11.77 36  12 no (0.33333333 0.66666667) *

A model workflow

tree_spec <-
  decision_tree(cost_complexity = 0.002) %>% 
  set_mode("classification")

workflow(tip ~ ., tree_spec) %>% 
  fit(data = taxi_train) 
#> ══ Workflow [trained] ════════════════════════════════════════════════
#> Preprocessor: Formula
#> Model: decision_tree()
#> 
#> ── Preprocessor ──────────────────────────────────────────────────────
#> tip ~ .
#> 
#> ── Model ─────────────────────────────────────────────────────────────
#> n= 8000 
#> 
#> node), split, n, loss, yval, (yprob)
#>       * denotes terminal node
#> 
#>  1) root 8000 616 yes (0.92300000 0.07700000)  
#>    2) distance>=14.12 2041  68 yes (0.96668300 0.03331700) *
#>    3) distance< 14.12 5959 548 yes (0.90803826 0.09196174)  
#>      6) distance< 5.275 5419 450 yes (0.91695885 0.08304115) *
#>      7) distance>=5.275 540  98 yes (0.81851852 0.18148148)  
#>       14) company=Chicago Independents,City Service,Sun Taxi,Taxi Affiliation Services,Taxicab Insurance Agency Llc,other 478  68 yes (0.85774059 0.14225941) *
#>       15) company=Flash Cab 62  30 yes (0.51612903 0.48387097)  
#>         30) dow=Thu 12   2 yes (0.83333333 0.16666667) *
#>         31) dow=Sun,Mon,Tue,Wed,Fri,Sat 50  22 no (0.44000000 0.56000000)  
#>           62) distance>=11.77 14   4 yes (0.71428571 0.28571429) *
#>           63) distance< 11.77 36  12 no (0.33333333 0.66666667) *

Your turn

Run the tree_wflow chunk in your .qmd.

Edit this code to make a workflow with your own model of choice.

Extension/Challenge: Other than formulas, what kinds of preprocessors are supported?

05:00

Predict with your model

How do you use your new tree_fit model?

tree_spec <-
  decision_tree(cost_complexity = 0.002) %>% 
  set_mode("classification")

tree_fit <-
  workflow(tip ~ ., tree_spec) %>% 
  fit(data = taxi_train) 

Your turn

Run:

predict(tree_fit, new_data = taxi_test)

What do you get?

03:00

Your turn

Run:

augment(tree_fit, new_data = taxi_test)

What do you get?

03:00

The tidymodels prediction guarantee!

• The predictions will always be inside a tibble
• The column names and types are unsurprising and predictable
• The number of rows in new_data and the output are the same

Understand your model

How do you understand your new tree_fit model?

Understand your model

How do you understand your new tree_fit model?

library(rpart.plot)
tree_fit %>%
  extract_fit_engine() %>%
  rpart.plot(roundint = FALSE)

You can extract_*() several components of your fitted workflow.

⚠️ Never predict() with any extracted components!

roundint = FALSE is only to quiet a warning

Understand your model

How do you understand your new tree_fit model?

You can use your fitted workflow for model and/or prediction explanations:

• overall variable importance, such as with the vip package

• flexible model explainers, such as with the DALEXtra package

Learn more at https://www.tmwr.org/explain.html

Your turn

Extract the model engine object from your fitted workflow and check it out.

05:00

Afterward, ask what kind of object people got from the extraction, and what they did with it (e.g. give it to summary(), plot(), broom::tidy() ). Live code along

The whole game - status update

Stress that fitting a model on the entire training set was only for illustrating how to fit a model