【问题标题】:How to set the parameters grids correctly when tuning the workflowset with tidymodels?使用 tidymodels 调整工作流集时如何正确设置参数网格?
【发布时间】:2021-07-30 10:49:13
【问题描述】:

我尝试使用 tidymodels 来调整带有配方和模型参数的工作流程。调整单个工作流程时没有问题。但是,当调整具有多个工作流的工作流集时,它总是会失败。这是我的代码:

# read the training data
train <- read_csv("../../train.csv")
train <- train %>% 
    mutate(
      id = row_number(),
      across(where(is.double), as.integer),
      across(where(is.character), as.factor),
      r_yn = fct_relevel(r_yn, "yes")) %>% 
  select(id, r_yn, everything())

# setting the recipes

# no precess
rec_no <- recipe(r_yn ~ ., data = train) %>%
  update_role(id, new_role = "ID")

# downsample: tuning the under_ratio
rec_ds_tune <- rec_no %>% 
  step_downsample(r_yn, under_ratio = tune(), skip = TRUE, seed = 100) %>%
  step_nzv(all_predictors(), freq_cut = 100)

# setting the models

# randomforest
spec_rf_tune <- rand_forest(trees = 100, mtry = tune(), min_n = tune()) %>%
  set_engine("ranger", seed = 100) %>%
  set_mode("classification")

# xgboost
spec_xgb_tune <- boost_tree(trees = 100, mtry = tune(), tree_depth = tune(), learn_rate = tune(), min_n = tune()) %>% 
   set_engine("xgboost") %>% 
   set_mode("classification")

# setting the workflowsets
wf_tune_list <- workflow_set(
  preproc = list(no = rec_no, ds = rec_ds_tune),
  models = list(rf = spec_rf_tune, xgb = spec_xgb_tune),
  cross = TRUE)

# finalize the parameters, I'm not sure it is correct or not
rf_params <- spec_rf_tune %>% parameters() %>% update(mtry = mtry(c(1, 15)))
xgb_params <- spec_xgb_tune %>% parameters() %>% update(mtry = mtry(c(1, 15)))
ds_params <- rec_ds_tune %>% parameters() %>% update(under_ratio = under_ratio(c(1, 5)))

wf_tune_list_finalize <- wf_tune_list %>% 
  option_add(param = ds_params, id = c("ds_rf", "ds_xgb")) %>% 
  option_add(param = rf_params, id = c("no_rf", "ds_rf")) %>% 
  option_add(param = xgb_params, id = c("no_xgb", "ds_xgb"))

我检查了 wf_tune_list_finalize 中的 选项,它显示:

> wf_tune_list_finalize$option
[[1]]
a list of options with names:  'param'

[[2]]
a list of options with names:  'param'

[[3]]
a list of options with names:  'param'

[[4]]
a list of options with names:  'param'

然后我调整这个工作流集:

# tuning the workflowset
cl <- makeCluster(detectCores())
registerDoParallel(cl)
wf_tune_race <- wf_tune_list_finalize %>%
  workflow_map(fn = "tune_race_anova",
               seed = 100,
               resamples = cv_5,
               grid = 3,
               metrics = metric_auc,
               control = control_race(parallel_over = "everything"), 
               verbose = TRUE)
stopCluster(cl)

详细消息表明我在工作流 ds_rfds_xgb 中的参数有问题:

i 1 of 4 tuning:     no_rf
i Creating pre-processing data to finalize unknown parameter: mtry
�� 1 of 4 tuning:     no_rf (1m 44.4s)
i 2 of 4 tuning:     no_xgb
i Creating pre-processing data to finalize unknown parameter: mtry
�� 2 of 4 tuning:     no_xgb (28.9s)
i 3 of 4 tuning:     ds_rf
x 3 of 4 tuning:     ds_rf failed with: Some tuning parameters require finalization but there are recipe parameters that require tuning. Please use `parameters()` to finalize the parameter ranges.
i 4 of 4 tuning:     ds_xgb
x 4 of 4 tuning:     ds_xgb failed with: Some tuning parameters require finalization but there are recipe parameters that require tuning. Please use `parameters()` to finalize the parameter ranges.

结果是:

> wf_tune_race
# A workflow set/tibble: 4 x 4
  wflow_id info             option      result        
  <chr>    <list>           <list>      <list>        
1 no_rf    <tibble [1 x 4]> <wrkflw__ > <race[+]>     
2 no_xgb   <tibble [1 x 4]> <wrkflw__ > <race[+]>     
3 ds_rf    <tibble [1 x 4]> <wrkflw__ > <try-errr [1]>
4 ds_xgb   <tibble [1 x 4]> <wrkflw__ > <try-errr [1]>

另外,虽然no_rfno_xgb有调优的结果,但是我发现这两个工作流中mtry的范围并不是我上面设置的范围,这意味着参数范围设置步骤完全失败。我已经按照 https://www.tmwr.org/workflow-sets.htmlhttps://workflowsets.tidymodels.org/ 的教程进行了操作,但仍然没有任何想法。

那么在调整工作流集时如何正确设置配方和模型参数?

我的代码中的 train.csv 在这里:https://github.com/liuyifeikim/Some-data

【问题讨论】:

  • 下面这个帖子:tidyverse.org/blog/2021/03/workflowsets-0-0-1,我把option_add()中的param替换成param_info,之后, no_rfno_xgbmtry 的范围与我的设置一致(1 到 15),但是 ds_rfds_xgb还是失败了,rec_ds_tune有什么问题吗?
  • 我相信这是最近 CRAN 版本的finetune 中修复的错误。您能否确保您使用的是刚刚发布(或从 GitHub 安装)的版本并重试?
  • @JuliaSilge 谢谢,我已经更新了包并再次尝试(finetune = 0.10,tune = 0.1.6,workflowsets = 0.1.0),但也许不是finetune的问题,我考虑到我的 option_add() 设置有问题,我发现 option_add() 的顺序会影响结果,如果我尝试wf_tune_list %&gt;% option_add(param_info = ds_params, id = "ds_rf") %&gt;% option_add(param_info = rf_params, id = "ds_rf") rf_params 将涵盖 ds_params,我仍然不知道如何将两个自定义参数设置添加到工作流集中的同一工作流?
  • 嗯,如果你能创建一个小的reprex 并将这个问题发布到workflowsets repo,那将非常有帮助。

标签: r machine-learning workflow tidymodels r-recipes


【解决方案1】:

我修改了参数设置步骤,现在调整结果是正确的:

# setting the parameters on each workflow seperately
no_rf_params <- wf_set_tune_list %>% 
  extract_workflow("no_rf") %>% 
  parameters() %>% 
  update(mtry = mtry(c(1, 15)))

no_xgb_params <- wf_set_tune_list %>% 
  extract_workflow("no_xgb") %>% 
  parameters() %>% 
  update(mtry = mtry(c(1, 15)))

ds_rf_params <- wf_set_tune_list %>% 
  extract_workflow("ds_rf") %>% 
  parameters() %>% 
  update(mtry = mtry(c(1, 15)), under_ratio = under_ratio(c(1, 5)))

ds_xgb_params <- wf_set_tune_list %>% 
  extract_workflow("ds_xgb") %>% 
  parameters() %>% 
  update(mtry = mtry(c(1, 15)), under_ratio = under_ratio(c(1, 5)))

# update the workflowset
wf_set_tune_list_finalize <- wf_set_tune_list %>% 
  option_add(param_info = no_rf_params, id = "no_rf") %>%
  option_add(param_info = no_xgb_params, id = "no_xgb") %>% 
  option_add(param_info = ds_rf_params, id = "ds_rf") %>% 
  option_add(param_info = ds_xgb_params, id = "ds_xgb")

其余部分保持不变。我认为可能有一些有效的方法来设置参数。

【讨论】:

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