Title: | Random Weight Neural Networks |
---|---|
Description: | Creation, estimation, and prediction of random weight neural networks (RWNN), Schmidt et al. (1992) <doi:10.1109/ICPR.1992.201708>, including popular variants like extreme learning machines, Huang et al. (2006) <doi:10.1016/j.neucom.2005.12.126>, sparse RWNN, Zhang et al. (2019) <doi:10.1016/j.neunet.2019.01.007>, and deep RWNN, Henríquez et al. (2018) <doi:10.1109/IJCNN.2018.8489703>. It further allows for the creation of ensemble RWNNs like bagging RWNN, Sui et al. (2021) <doi:10.1109/ECCE47101.2021.9595113>, boosting RWNN, stacking RWNN, and ensemble deep RWNN, Shi et al. (2021) <doi:10.1016/j.patcog.2021.107978>. |
Authors: | Søren B. Vilsen [aut, cre] |
Maintainer: | Søren B. Vilsen <[email protected]> |
License: | MIT + file LICENSE |
Version: | 0.4 |
Built: | 2024-11-03 06:22:46 UTC |
Source: | CRAN |
Set-up and estimate weights of a random weight neural network using an auto-encoder for unsupervised pre-training of the hidden weights.
ae_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, method = "l1", type = NULL, control = list() ) ## S3 method for class 'formula' ae_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, method = "l1", type = NULL, control = list() )
ae_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, method = "l1", type = NULL, control = list() ) ## S3 method for class 'formula' ae_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, method = "l1", type = NULL, control = list() )
formula |
A formula specifying features and targets used to estimate the parameters of the output-layer. |
data |
A data-set (either a data.frame or a tibble) used to estimate the parameters of the output-layer. |
A vector of integers designating the number of neurons in each of the hidden-layers (the length of the list is taken as the number of hidden-layers). |
|
lambda |
A vector of two penalisation constants used when encoding the hidden-weights and training the output-weights, respectively. |
method |
The penalisation type used for the auto-encoder (either |
type |
A string indicating whether this is a regression or classification problem. |
control |
A list of additional arguments passed to the control_rwnn function. |
An RWNN-object.
Zhang Y., Wu J., Cai Z., Du B., Yu P.S. (2019) "An unsupervised parameter learning model for RVFL neural network." Neural Networks, 112, 85-97.
n_hidden <- c(20, 15, 10, 5) lambda <- c(2, 0.01) ## Using L1-norm in the auto-encoder (sparse solution) m <- ae_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, method = "l1") ## Using L2-norm in the auto-encoder (dense solution) m <- ae_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, method = "l2")
n_hidden <- c(20, 15, 10, 5) lambda <- c(2, 0.01) ## Using L1-norm in the auto-encoder (sparse solution) m <- ae_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, method = "l1") ## Using L2-norm in the auto-encoder (dense solution) m <- ae_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, method = "l2")
Use bootstrap aggregation to reduce the variance of random weight neural network models.
bag_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' bag_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, method = NULL, type = NULL, control = list() )
bag_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' bag_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, method = NULL, type = NULL, control = list() )
formula |
A formula specifying features and targets used to estimate the parameters of the output layer. |
data |
A data-set (either a data.frame or a tibble) used to estimate the parameters of the output layer. |
A vector of integers designating the number of neurons in each of the hidden layers (the length of the list is taken as the number of hidden layers). |
|
lambda |
The penalisation constant(s) passed to either rwnn or ae_rwnn (see |
B |
The number of bootstrap samples. |
method |
The penalisation type passed to ae_rwnn. Set to |
type |
A string indicating whether this is a regression or classification problem. |
control |
A list of additional arguments passed to the control_rwnn function. |
An ERWNN-object.
Breiman L. (1996) "Bagging Predictors." Machine Learning, 24, 123-140.
Breiman L. (2001) "Random Forests." Machine Learning, 45, 5-32.
Sui X, He S, Vilsen SB, Teodorescu R, Stroe DI (2021) "Fast and Robust Estimation of Lithium-ion Batteries State of Health Using Ensemble Learning." In 2021 IEEE Energy Conversion Congress and Exposition (ECCE), 1-8.
n_hidden <- 50 B <- 100 lambda <- 0.01 m <- bag_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B)
n_hidden <- 50 B <- 100 lambda <- 0.01 m <- bag_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B)
Use gradient boosting to create ensemble random weight neural network models.
boost_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, epsilon = 0.1, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' boost_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, epsilon = 0.1, method = NULL, type = NULL, control = list() )
boost_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, epsilon = 0.1, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' boost_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, epsilon = 0.1, method = NULL, type = NULL, control = list() )
formula |
A formula specifying features and targets used to estimate the parameters of the output layer. |
data |
A data-set (either a data.frame or a tibble) used to estimate the parameters of the output layer. |
A vector of integers designating the number of neurons in each of the hidden layers (the length of the list is taken as the number of hidden layers). |
|
lambda |
The penalisation constant(s) passed to either rwnn or ae_rwnn (see |
B |
The number of levels used in the boosting tree. |
epsilon |
The learning rate. |
method |
The penalisation type passed to ae_rwnn. Set to |
type |
A string indicating whether this is a regression or classification problem. |
control |
A list of additional arguments passed to the control_rwnn function. |
An ERWNN-object.
Friedman J.H. (2001) "Greedy function approximation: A gradrient boosting machine." The Annals of Statistics, 29, 1189-1232.
n_hidden <- 10 B <- 100 epsilon <- 0.1 lambda <- 0.01 m <- boost_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, epsilon = epsilon)
n_hidden <- 10 B <- 100 epsilon <- 0.1 lambda <- 0.01 m <- boost_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, epsilon = epsilon)
Function classifying an observation.
classify(y, C, t = NULL, b = NULL)
classify(y, C, t = NULL, b = NULL)
y |
A matrix of predicted classes. |
C |
A vector of class names corresponding to the columns of |
t |
The decision threshold which the predictions have to exceed (defaults to '0'). |
b |
A buffer which the largest prediction has to exceed when compared to the second largest prediction (defaults to '0'). |
A vector of class predictions.
A function used to create a control-object for the rwnn function.
control_rwnn( n_hidden = NULL, n_features = NULL, lnorm = NULL, bias_hidden = TRUE, bias_output = TRUE, activation = NULL, combine_input = FALSE, combine_hidden = TRUE, include_data = TRUE, include_estimate = TRUE, rng = runif, rng_pars = list(min = -1, max = 1) )
control_rwnn( n_hidden = NULL, n_features = NULL, lnorm = NULL, bias_hidden = TRUE, bias_output = TRUE, activation = NULL, combine_input = FALSE, combine_hidden = TRUE, include_data = TRUE, include_estimate = TRUE, rng = runif, rng_pars = list(min = -1, max = 1) )
A vector of integers designating the number of neurons in each of the hidden layers (the length of the list is taken as the number of hidden layers). |
|
n_features |
The number of randomly chosen features in the RWNN model. Note: This is meant for use in bag_rwnn, and it is not recommended outside of that function. |
lnorm |
A string indicating the type of regularisation used when estimating the weights in the output layer, |
A vector of TRUE/FALSE values. The vector should have length 1, or be equal to the number of hidden layers. |
|
bias_output |
TRUE/FALSE: Should a bias be added to the output layer? |
activation |
A vector of strings corresponding to activation functions (see details). The vector should have length 1, or be equal to the number of hidden layers. |
combine_input |
TRUE/FALSE: Should the input be included to predict the output? |
TRUE/FALSE: Should all hidden layers be combined to predict the output? |
|
include_data |
TRUE/FALSE: Should the original data be included in the returned object? Note: this should almost always be set to ' |
include_estimate |
TRUE/FALSE: Should the |
rng |
A string indicating the sampling distribution used for generating the weights of the hidden layer (defaults to |
rng_pars |
A list of parameters passed to the |
The possible activation functions supplied to 'activation
' are:
"identity"
"bentidentity"
"sigmoid"
"tanh"
"relu"
"silu"
(default)
"softplus"
"softsign"
"sqnl"
"gaussian"
"sqrbf"
The 'rng
' argument can also be set to "orthogonal"
, "torus"
, "halton"
, or "sobol"
for added stability. The "torus"
, "halton"
, and "sobol"
methods relay on the torus, halton, and sobol functions. NB: this is not recommended when creating ensembles.
A list of control variables.
Wang W., Liu X. (2017) "The selection of input weights of extreme learning machine: A sample structure preserving point of view." Neurocomputing, 261, 28-36.
Use multiple layers to create deep ensemble random weight neural network models.
ed_rwnn( formula, data = NULL, n_hidden, lambda = 0, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' ed_rwnn( formula, data = NULL, n_hidden, lambda = 0, method = NULL, type = NULL, control = list() )
ed_rwnn( formula, data = NULL, n_hidden, lambda = 0, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' ed_rwnn( formula, data = NULL, n_hidden, lambda = 0, method = NULL, type = NULL, control = list() )
formula |
A formula specifying features and targets used to estimate the parameters of the output layer. |
data |
A data-set (either a data.frame or a tibble) used to estimate the parameters of the output layer. |
A vector of integers designating the number of neurons in each of the hidden layers (the length of the list is taken as the number of hidden layers). |
|
lambda |
The penalisation constant(s) passed to either rwnn or ae_rwnn (see |
method |
The penalisation type passed to ae_rwnn. Set to |
type |
A string indicating whether this is a regression or classification problem. |
control |
A list of additional arguments passed to the control_rwnn function. |
An ERWNN-object.
Shi Q., Katuwal R., Suganthan P., Tanveer M. (2021) "Random vector functional link neural network based ensemble deep learning." Pattern Recognition, 117, 107978.
n_hidden <- c(20, 15, 10, 5) lambda <- 0.01 # m <- ed_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda)
n_hidden <- c(20, 15, 10, 5) lambda <- 0.01 # m <- ed_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda)
An ERWNN-object is a list containing the following:
data
The original data used to estimate the weights.
models
A list with each element being an RWNN-object.
weights
A vector of ensemble weights.
method
A string indicating the method.
A data-set of 2000 observations were sampled independently according to the function:
where is a vector containing an intercept and five input features,
is a vector containing the parameters,
, and
is normally distributed noise with mean 0 and variance 0.1. Furthermore, the five features were generated as
,
,
,
, and
, respectively.
example_data
example_data
An object of class data.frame
with 2000 rows and 6 columns.
Predicting targets of an ERWNN-object
## S3 method for class 'ERWNN' predict(object, ...)
## S3 method for class 'ERWNN' predict(object, ...)
object |
An ERWNN-object. |
... |
Additional arguments. |
The additional arguments 'newdata
', 'type
', and 'class
' can be specified as follows:
newdata
Expects a matrix or data.frame with the same features (columns) as in the original data.
type
A string taking the following values:
"mean" (default)
Returns the average prediction across all ensemble models.
"std"
Returns the standard deviation of the predictions across all ensemble models.
"all"
Returns all predictions for each ensemble models.
class
A string taking the following values:
"classify"
Returns the predicted class of the ensemble. If used together with type = "mean"
, the average prediction across the ensemble models are used to create the classification. However, if used with type = "all"
, every ensemble is classified and returned.
"voting"
Returns the predicted class of the ensemble by classifying each ensemble and using majority voting to make the final prediction. NB: the type
argument is overruled.
Furthermore, if 'class
' is set to either "classify"
or "voting"
, additional arguments 't
' and 'b
' can be passed to the classify-function.
NB: if the ensemble is created using the boost_rwnn-function, then type
should always be set to "mean"
.
An list, matrix, or vector of predicted values depended on the arguments 'method
', 'type
', and 'class
'.
Predicting targets of an RWNN-object
## S3 method for class 'RWNN' predict(object, ...)
## S3 method for class 'RWNN' predict(object, ...)
object |
An RWNN-object. |
... |
Additional arguments. |
The additional arguments used by the function are 'newdata
' and 'class
'. The argument 'newdata
' expects a matrix or data.frame with the same features (columns) as in the original data. While the 'class
' argument can be set to "classify"
. If class == "classify"
additional arguments 't
' and 'b
' can be passed to the classify-function.
A vector of predicted values.
Methods for weight and neuron pruning in random weight neural networks.
reduce_network(object, method, retrain = TRUE, ...) ## S3 method for class 'RWNN' reduce_network(object, method, retrain = TRUE, ...) ## S3 method for class 'ERWNN' reduce_network(object, method, retrain = TRUE, ...)
reduce_network(object, method, retrain = TRUE, ...) ## S3 method for class 'RWNN' reduce_network(object, method, retrain = TRUE, ...) ## S3 method for class 'ERWNN' reduce_network(object, method, retrain = TRUE, ...)
object |
An RWNN-object or ERWNN-object. |
method |
A string, or a function, setting the method used to reduce the network (see details). |
retrain |
TRUE/FALSE: Should the output weights be retrained after reduction (defaults to |
... |
Additional arguments passed to the reduction method (see details). |
The 'method
' and additional arguments required by the method are:
"global"
(or "glbl"
)p
: The proportion of weights to remove globally based on magnitude."uniform"
(or "unif"
)p
: The proportion of weights to remove uniformly layer-by-layer based on magnitude."lamp"
p
: The proportion of weights to remove based on LAMP scores."apoz"
p
: The proportion of neurons to remove based on proportion of zeroes produced.tolerance
: The tolerance used when identifying zeroes.type
: A string indicating whether weights should be removed globally ('global'
) or uniformly ('uniform'
)."correlation"
(or "cor"
)type
: The type of correlation (argument passed to cor function).rho
: The correlation threshold used to remove neurons."correlationtest"
(or "cortest"
)type
: The type of correlation (argument passed to cor function).rho
: The correlation threshold used to remove neurons.alpha
: The significance levels used to test whether the observed correlation between two neurons is small than rho
."relief"
p
: The proportion of neurons or weights to remove based on relief scores.type
: A string indicating whether neurons ('neuron'
) or weights ('weight'
) should be removed."output"
tolerance
: The tolerance used when removing zeroes from the output layer.If the object is an ERWNN-object, the reduction is applied to all RWNN-object's in the ERWNN-object. Furthermore, when
the ERWNN-object is created as a stack and the weights of the stack is trained, then 'method
' can be set to:
"stack"
tolerance
: The tolerance used when removing elements from the stack.Lastly, 'method
' can also be passed as a function, with additional arguments passed through the ...
argument.
NB: features and target are passed using the names X
and y
, respectively.
A reduced RWNN-object or ERWNN-object.
Han S., Mao H., Dally W.J. (2016) "Deep Compression: Compressing Deep Neural Networks with Pruning, Trained Quantization and Huffman Coding." arXiv: 1510.00149.
Hu H., Peng R., Tai Y.W., Tang C.K. (2016) "Network Trimming: A Data-Driven Neuron Pruning Approach towards Efficient Deep Architectures." arXiv: 1607.03250.
Morcos A.S., Yu H., Paganini M., Tian Y. (2019) "One ticket to win them all: generalizing lottery ticket initializations across datasets and optimizers." arXiv: 1906.02773.
Lee J., Park S., Mo S., Ahn S., Shin J. (2021) "Layer-adaptive sparsity for the Magnitude-based Pruning." arXiv: 2010.07611.
Dekhovich A., Tax D.M., Sluiter M.H., Bessa M.A. (2024) "Neural network relief: a pruning algorithm based on neural activity." Machine Learning, 113, 2597-2618.
## RWNN-object n_hidden <- c(10, 15) lambda <- 2 m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, control = list(lnorm = "l2")) m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> (\(x) x$weights)() m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> reduce_network(method = "correlationtest", rho = 0.995, alpha = 0.05) |> (\(x) x$weights)() m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> reduce_network(method = "correlationtest", rho = 0.995, alpha = 0.05) |> reduce_network(method = "lamp", p = 0.2) |> (\(x) x$weights)() m |> reduce_network(method = "relief", p = 0.4, type = "neuron") |> reduce_network(method = "relief", p = 0.4, type = "weight") |> reduce_network(method = "output") |> (\(x) x$weights)() ## ERWNN-object (reduction is performed element-wise on each RWNN) n_hidden <- c(10, 15) lambda <- 2 B <- 100 m <- bag_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, control = list(lnorm = "l2")) m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> reduce_network(method = "relief", p = 0.2, type = "weight") |> reduce_network(method = "output") m <- stack_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, optimise = TRUE) # Number of models in stack length(m$weights) # Number of models in stack with weights > .Machine$double.eps length(m$weights[m$weights > .Machine$double.eps]) m |> reduce_network(method = "stack", tolerance = 1e-8) |> (\(x) x$weights)()
## RWNN-object n_hidden <- c(10, 15) lambda <- 2 m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, control = list(lnorm = "l2")) m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> (\(x) x$weights)() m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> reduce_network(method = "correlationtest", rho = 0.995, alpha = 0.05) |> (\(x) x$weights)() m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> reduce_network(method = "correlationtest", rho = 0.995, alpha = 0.05) |> reduce_network(method = "lamp", p = 0.2) |> (\(x) x$weights)() m |> reduce_network(method = "relief", p = 0.4, type = "neuron") |> reduce_network(method = "relief", p = 0.4, type = "weight") |> reduce_network(method = "output") |> (\(x) x$weights)() ## ERWNN-object (reduction is performed element-wise on each RWNN) n_hidden <- c(10, 15) lambda <- 2 B <- 100 m <- bag_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, control = list(lnorm = "l2")) m |> reduce_network(method = "relief", p = 0.2, type = "neuron") |> reduce_network(method = "relief", p = 0.2, type = "weight") |> reduce_network(method = "output") m <- stack_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, optimise = TRUE) # Number of models in stack length(m$weights) # Number of models in stack with weights > .Machine$double.eps length(m$weights[m$weights > .Machine$double.eps]) m |> reduce_network(method = "stack", tolerance = 1e-8) |> (\(x) x$weights)()
Set-up and estimate weights of a random weight neural network.
rwnn( formula, data = NULL, n_hidden = c(), lambda = 0, type = NULL, control = list() ) ## S3 method for class 'formula' rwnn( formula, data = NULL, n_hidden = c(), lambda = 0, type = NULL, control = list() )
rwnn( formula, data = NULL, n_hidden = c(), lambda = 0, type = NULL, control = list() ) ## S3 method for class 'formula' rwnn( formula, data = NULL, n_hidden = c(), lambda = 0, type = NULL, control = list() )
formula |
A formula specifying features and targets used to estimate the parameters of the output layer. |
data |
A data-set (either a data.frame or a tibble) used to estimate the parameters of the output layer. |
A vector of integers designating the number of neurons in each of the hidden layers (the length of the list is taken as the number of hidden layers). |
|
lambda |
The penalisation constant used when training the output layer. |
type |
A string indicating whether this is a regression or classification problem. |
control |
A list of additional arguments passed to the control_rwnn function. |
A deep RWNN is constructed by increasing the number of elements in the vector n_hidden
. Furthermore, if type
is null, then the function tries to deduce it from class of target.
An RWNN-object.
Schmidt W., Kraaijveld M., Duin R. (1992) "Feedforward neural networks with random weights." In Proceedings., 11th IAPR International Conference on Pattern Recognition. Vol.II. Conference B: Pattern Recognition Methodology and Systems, 1–4.
Pao Y., Park G., Sobajic D. (1992) "Learning and generalization characteristics of random vector Functional-link net." Neurocomputing, 6, 163–180.
Huang G.B., Zhu Q.Y., Siew C.K. (2006) "Extreme learning machine: Theory and applications." Neurocomputing, 70(1), 489–501.
Henríquez P.A., Ruz G.A. (2018) "Twitter Sentiment Classification Based on Deep Random Vector Functional Link." In 2018 International Joint Conference on Neural Networks (IJCNN), 1–6.
## Models with a single hidden layer n_hidden <- 50 lambda <- 0.01 # Regression m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda) # Classification m <- rwnn(I(y > median(y)) ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda) ## Model with multiple hidden layers n_hidden <- c(20, 15, 10, 5) lambda <- 0.01 # Combining outputs from all hidden layers (default) m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda) # Using only the output of the last hidden layer m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, control = list(combine_hidden = FALSE))
## Models with a single hidden layer n_hidden <- 50 lambda <- 0.01 # Regression m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda) # Classification m <- rwnn(I(y > median(y)) ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda) ## Model with multiple hidden layers n_hidden <- c(20, 15, 10, 5) lambda <- 0.01 # Combining outputs from all hidden layers (default) m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda) # Using only the output of the last hidden layer m <- rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, control = list(combine_hidden = FALSE))
An RWNN-object is a list containing the following:
data
The original data used to estimate the weights.
n_hidden
The vector of neurons in each layer.
activation
The vector of the activation functions used in each layer.
lnorm
The norm used when estimating the output weights.
lambda
The penalisation constant used when estimating the output weights.
bias
The TRUE/FALSE
bias vectors set by the control function for both hidden layers, and the output layer.
weights
The weigths of the neural network, split into random (stored in hidden) and estimated (stored in output) weights.
sigma
The standard deviation of the corresponding linear model.
type
A string indicating the type of modelling problem.
combined
A list of two TRUE/FALSE
values stating whether the direct links were made to the input, and whether the output of each hidden layer was combined to make the prediction.
Use stacking to create ensemble random weight neural networks.
stack_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, optimise = FALSE, folds = 10, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' stack_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, optimise = FALSE, folds = 10, method = NULL, type = NULL, control = list() )
stack_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, optimise = FALSE, folds = 10, method = NULL, type = NULL, control = list() ) ## S3 method for class 'formula' stack_rwnn( formula, data = NULL, n_hidden = c(), lambda = NULL, B = 100, optimise = FALSE, folds = 10, method = NULL, type = NULL, control = list() )
formula |
A formula specifying features and targets used to estimate the parameters of the output layer. |
data |
A data-set (either a data.frame or a tibble) used to estimate the parameters of the output layer. |
A vector of integers designating the number of neurons in each of the hidden layers (the length of the list is taken as the number of hidden layers). |
|
lambda |
The penalisation constant(s) passed to either rwnn or ae_rwnn (see |
B |
The number of models in the stack. |
optimise |
TRUE/FALSE: Should the stacking weights be optimised (or should the stack just predict the average)? |
folds |
The number of folds used when optimising the stacking weights (see |
method |
The penalisation type passed to ae_rwnn. Set to |
type |
A string indicating whether this is a regression or classification problem. |
control |
A list of additional arguments passed to the control_rwnn function. |
An ERWNN-object.
Wolpert D. (1992) "Stacked generalization." Neural Networks, 5, 241-259.
Breiman L. (1996) "Stacked regressions." Machine Learning, 24, 49-64.
n_hidden <- c(20, 15, 10, 5) lambda <- 0.01 B <- 100 ## Using the average of the stack to predict new targets m <- stack_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B) ## Using the optimised weighting of the stack to predict new targets m <- stack_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, optimise = TRUE)
n_hidden <- c(20, 15, 10, 5) lambda <- 0.01 B <- 100 ## Using the average of the stack to predict new targets m <- stack_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B) ## Using the optimised weighting of the stack to predict new targets m <- stack_rwnn(y ~ ., data = example_data, n_hidden = n_hidden, lambda = lambda, B = B, optimise = TRUE)