Package 'kerndwd'

Title: Distance Weighted Discrimination (DWD) and Kernel Methods
Description: A novel implementation that solves the linear distance weighted discrimination and the kernel distance weighted discrimination. Reference: Wang and Zou (2018) <doi:10.1111/rssb.12244>.
Authors: Boxiang Wang <[email protected]>, Hui Zou <[email protected]>
Maintainer: Boxiang Wang <[email protected]>
License: GPL-2
Version: 2.0.3
Built: 2024-11-01 11:16:22 UTC
Source: CRAN

Help Index


Kernel Distance Weighted Discrimination

Description

Extremely novel efficient procedures for solving linear generalized DWD and kernel generalized DWD in reproducing kernel Hilbert spaces for classification. The algorithm is based on the majorization-minimization (MM) principle to compute the entire solution path at a given fine grid of regularization parameters.

Details

Suppose x is predictor and y is a binary response. The package computes the entire solution path over a grid of lambda values.

The main functions of the package kerndwd include:
kerndwd
cv.kerndwd
tunedwd
predict.kerndwd
plot.kerndwd
plot.cv.kerndwd

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244
Karatzoglou, A., Smola, A., Hornik, K., and Zeileis, A. (2004) “kernlab – An S4 Package for Kernel Methods in R", Journal of Statistical Software, 11(9), 1–20.
https://www.jstatsoft.org/v11/i09/paper
Marron, J.S., Todd, M.J., Ahn, J. (2007) “Distance-Weighted Discrimination"", Journal of the American Statistical Association, 102(408), 1267–1271.
https://www.tandfonline.com/doi/abs/10.1198/016214507000001120


BUPA's liver disorders data

Description

BUPA's liver disorders data: 345 male individuals' blood test result and liver disorder status.

Usage

data(BUPA)

Details

This data set consists of 345 observations and 6 predictors representing the blood test result liver disorder status of 345 patients. The three predictors are mean corpuscular volume (MCV), alkaline phosphotase (ALKPHOS), alamine aminotransferase (SGPT), aspartate aminotransferase (SGOT), gamma-glutamyl transpeptidase (GAMMAGT), and the number of alcoholic beverage drinks per day (DRINKS).

Value

A list with the following elements:

X

A numerical matrix for predictors: 345 rows and 6 columns; each row corresponds to a patient.

y

A numeric vector of length 305 representing the liver disorder status.

Source

The data set is available for download from UCI machine learning repository.

Examples

# load data set
data(BUPA)

# the number of samples predictors
dim(BUPA$X)

# the number of samples for each class
sum(BUPA$y == -1) 
sum(BUPA$y == 1)

cross-validation

Description

Carry out a cross-validation for kerndwd to find optimal values of the tuning parameter lambda.

Usage

cv.kerndwd(x, y, kern, lambda, nfolds=5, foldid, wt, ...)

Arguments

x

A matrix of predictors, i.e., the matrix x used in kerndwd.

y

A vector of binary class labels, i.e., the y used in kerndwd. y has to be two levels.

kern

A kernel function.

lambda

A user specified lambda candidate sequence for cross-validation.

nfolds

The number of folds. Default value is 5. The allowable range is from 3 to the sample size.

foldid

An optional vector with values between 1 and nfold, representing the fold indices for each observation. If supplied, nfold can be missing.

wt

A vector of length nn for weight factors. When wt is missing or wt=NULL, an unweighted DWD is fitted.

...

Other arguments being passed to kerndwd.

Details

This function computes the mean cross-validation error and the standard error by fitting kerndwd with every fold excluded alternatively. This function is modified based on the cv function from the glmnet package.

Value

A cv.kerndwd object including the cross-validation results is return..

lambda

The lambda sequence used in kerndwd.

cvm

A vector of length length(lambda): mean cross-validated error.

cvsd

A vector of length length(lambda): estimates of standard error of cvm.

cvupper

The upper curve: cvm + cvsd.

cvlower

The lower curve: cvm - cvsd.

lambda.min

The lambda incurring the minimum cross validation error cvm.

lambda.1se

The largest value of lambda such that error is within one standard error of the minimum.

cvm.min

The cross-validation error corresponding to lambda.min, i.e., the least error.

cvm.1se

The cross-validation error corresponding to lambda.1se.

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244
Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33(1), 1–22.
https://www.jstatsoft.org/v33/i01/paper

See Also

kerndwd and plot.cv.kerndwd

Examples

set.seed(1)
data(BUPA)
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)
lambda = 10^(seq(3, -3, length.out=10))
kern = rbfdot(sigma=sigest(BUPA$X))
m.cv = cv.kerndwd(BUPA$X, BUPA$y, kern, qval=1, lambda=lambda, eps=1e-5, maxit=1e5)
m.cv$lambda.min

solve Linear DWD and Kernel DWD

Description

Fit the linear generalized distance weighted discrimination (DWD) model and the generalized DWD on Reproducing kernel Hilbert space. The solution path is computed at a grid of values of tuning parameter lambda.

Usage

kerndwd(x, y, kern, lambda, qval=1, wt, eps=1e-05, maxit=1e+05)

Arguments

x

A numerical matrix with NN rows and pp columns for predictors.

y

A vector of length NN for binary responses. The element of y is either -1 or 1.

kern

A kernel function; see dots.

lambda

A user supplied lambda sequence.

qval

The exponent index of the generalized DWD. Default value is 1.

wt

A vector of length nn for weight factors. When wt is missing or wt=NULL, an unweighted DWD is fitted.

eps

The algorithm stops when (i.e. j(βjnewβjold)2\sum_j(\beta_j^{new}-\beta_j^{old})^2 is less than eps, where j=0,,pj=0,\ldots, p. Default value is 1e-5.

maxit

The maximum of iterations allowed. Default is 1e5.

Details

Suppose that the generalized DWD loss is Vq(u)=1uV_q(u)=1-u if uq/(q+1)u \le q/(q+1) and 1uqqq(q+1)(q+1)\frac{1}{u^q}\frac{q^q}{(q+1)^{(q+1)}} if u>q/(q+1)u > q/(q+1). The value of λ\lambda, i.e., lambda, is user-specified.

In the linear case (kern is the inner product and N > p), the kerndwd fits a linear DWD by minimizing the L2 penalized DWD loss function,

1Ni=1nVq(yi(β0+Xiβ))+λββ.\frac{1}{N}\sum_{i=1}^n V_q(y_i(\beta_0 + X_i'\beta)) + \lambda \beta' \beta.

If a linear DWD is fitted when N < p, a kernel DWD with the linear kernel is actually solved. In such case, the coefficient β\beta can be obtained from β=Xα.\beta = X'\alpha.

In the kernel case, the kerndwd fits a kernel DWD by minimizing

1Ni=1nVq(yi(β0+Kiα))+λαKα,\frac{1}{N}\sum_{i=1}^n V_q(y_i(\beta_0 + K_i' \alpha)) + \lambda \alpha' K \alpha,

where KK is the kernel matrix and KiK_i is the ith row.

The weighted linear DWD and the weighted kernel DWD are formulated as follows,

1Ni=1nwiVq(yi(β0+Xiβ))+λββ,\frac{1}{N}\sum_{i=1}^n w_i \cdot V_q(y_i(\beta_0 + X_i'\beta)) + \lambda \beta' \beta,

1Ni=1nwiVq(yi(β0+Kiα))+λαKα,\frac{1}{N}\sum_{i=1}^n w_i \cdot V_q(y_i(\beta_0 + K_i' \alpha)) + \lambda \alpha' K \alpha,

where wiw_i is the ith element of wt. The choice of weight factors can be seen in the reference below.

Value

An object with S3 class kerndwd.

alpha

A matrix of DWD coefficients at each lambda value. The dimension is (p+1)*length(lambda) in the linear case and (N+1)*length(lambda) in the kernel case.

lambda

The lambda sequence.

npass

Total number of MM iterations for all lambda values.

jerr

Warnings and errors; 0 if none.

info

A list including parameters of the loss function, eps, maxit, kern, and wt if a weight vector was used.

call

The call that produced this object.

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244
Karatzoglou, A., Smola, A., Hornik, K., and Zeileis, A. (2004) “kernlab – An S4 Package for Kernel Methods in R", Journal of Statistical Software, 11(9), 1–20.
https://www.jstatsoft.org/v11/i09/paper
Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33(1), 1–22.
https://www.jstatsoft.org/v33/i01/paper
Marron, J.S., Todd, M.J., and Ahn, J. (2007) “Distance-Weighted Discrimination"", Journal of the American Statistical Association, 102(408), 1267–1271.
https://www.tandfonline.com/doi/abs/10.1198/016214507000001120
Qiao, X., Zhang, H., Liu, Y., Todd, M., Marron, J.S. (2010) “Weighted distance weighted discrimination and its asymptotic properties", Journal of the American Statistical Association, 105(489), 401–414.
https://www.tandfonline.com/doi/abs/10.1198/jasa.2010.tm08487

See Also

predict.kerndwd, plot.kerndwd, and cv.kerndwd.

Examples

data(BUPA)
# standardize the predictors
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)

# a grid of tuning parameters
lambda = 10^(seq(3, -3, length.out=10))

# fit a linear DWD
kern = vanilladot()
DWD_linear = kerndwd(BUPA$X, BUPA$y, kern,
  qval=1, lambda=lambda, eps=1e-5, maxit=1e5)

# fit a DWD using Gaussian kernel
kern = rbfdot(sigma=1)
DWD_Gaussian = kerndwd(BUPA$X, BUPA$y, kern,
  qval=1, lambda=lambda, eps=1e-5, maxit=1e5)

# fit a weighted kernel DWD
kern = rbfdot(sigma=1)
weights = c(1, 2)[factor(BUPA$y)]
DWD_wtGaussian = kerndwd(BUPA$X, BUPA$y, kern,
  qval=1, lambda=lambda, wt = weights, eps=1e-5, maxit=1e5)

Kernel Functions

Description

Kernel functions provided in the R package kernlab. Details can be seen in the reference below.
The Gaussian RBF kernel k(x,x)=exp(σxx2)k(x,x') = \exp(-\sigma \|x - x'\|^2)
The Polynomial kernel k(x,x)=(scale<x,x>+offset)degreek(x,x') = (scale <x, x'> + offset)^{degree}
The Linear kernel k(x,x)=<x,x>k(x,x') = <x, x'>
The Laplacian kernel k(x,x)=exp(σxx)k(x,x') = \exp(-\sigma \|x - x'\|)
The Bessel kernel k(x,x)=(Bessel(ν+1)nσxx2)k(x,x') = (- \mathrm{Bessel}_{(\nu+1)}^n \sigma \|x - x'\|^2)
The ANOVA RBF kernel k(x,x)=1i1<iDNd=1Dk(xid,xid)k(x,x') = \sum_{1\leq i_1 \ldots < i_D \leq N} \prod_{d=1}^D k(x_{id}, {x'}_{id}) where k(x, x) is a Gaussian RBF kernel.
The Spline kernel d=1D1+xixj+xixjmin(xi,xj)xi+xj2min(xi,xj)2+min(xi,xj)33\prod_{d=1}^D 1 + x_i x_j + x_i x_j \min(x_i, x_j) - \frac{x_i + x_j}{2} \min(x_i,x_j)^2 + \frac{\min(x_i,x_j)^3}{3}. The parameter sigma used in rbfdot can be selected by sigest().

Usage

rbfdot(sigma = 1)
polydot(degree = 1, scale = 1, offset = 1)
vanilladot()
laplacedot(sigma = 1)
besseldot(sigma = 1, order = 1, degree = 1)
anovadot(sigma = 1, degree = 1)
splinedot()
sigest(x)

Arguments

sigma

The inverse kernel width used by the Gaussian, the Laplacian, the Bessel, and the ANOVA kernel.

degree

The degree of the polynomial, bessel or ANOVA kernel function. This has to be an positive integer.

scale

The scaling parameter of the polynomial kernel function.

offset

The offset used in a polynomial kernel.

order

The order of the Bessel function to be used as a kernel.

x

The design matrix used in kerndwd when sigest is called to estimate sigma in rbfdot().

Details

These R functions and descriptions are directly duplicated and/or adapted from the R package kernlab.

Value

Return an S4 object of class kernel which can be used as the argument of kern when fitting a kerndwd model.

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244

Karatzoglou, A., Smola, A., Hornik, K., and Zeileis, A. (2004) “kernlab – An S4 Package for Kernel Methods in R", Journal of Statistical Software, 11(9), 1–20.
https://www.jstatsoft.org/v11/i09/paper

Examples

data(BUPA)
# generate a linear kernel
kfun = vanilladot()

# generate a Laplacian kernel function with sigma = 1
kfun = laplacedot(sigma=1)

# generate a Gaussian kernel function with sigma estimated by sigest()
kfun = rbfdot(sigma=sigest(BUPA$X))

# set kern=kfun when fitting a kerndwd object
data(BUPA)
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)
lambda = 10^(seq(-3, 3, length.out=10))
m1 = kerndwd(BUPA$X, BUPA$y, kern=kfun,
  qval=1, lambda=lambda, eps=1e-5, maxit=1e5)

plot the cross-validation curve

Description

Plot cross-validation error curves with the upper and lower standard deviations versus log lambda values.

Usage

## S3 method for class 'cv.kerndwd'
plot(x, sign.lambda, ...)

Arguments

x

A fitted cv.kerndwd object.

sign.lambda

Against log(lambda) (default) or its negative if sign.lambda=-1.

...

Other graphical parameters being passed to plot.

Details

This function plots the cross-validation error curves. This function is modified based on the plot.cv function of the glmnet package.

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244

Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33(1), 1–22.
https://www.jstatsoft.org/v33/i01/paper

See Also

cv.kerndwd.

Examples

set.seed(1)
data(BUPA)
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)
lambda = 10^(seq(-3, 3, length.out=10))
kern = rbfdot(sigma=sigest(BUPA$X))
m.cv = cv.kerndwd(BUPA$X, BUPA$y, kern,
  qval=1, lambda=lambda, eps=1e-5, maxit=1e5)
m.cv

plot coefficients

Description

Plot the solution paths for a fitted kerndwd object.

Usage

## S3 method for class 'kerndwd'
plot(x, color=FALSE, ...)

Arguments

x

A fitted “kerndwd"" model.

color

If TRUE, plots the curves with rainbow colors; otherwise, with gray colors (default).

...

Other graphical parameters to plot.

Details

Plots the solution paths as a coefficient profile plot. This function is modified based on the plot function from the glmnet package.

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244
Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33(1), 1–22.
https://www.jstatsoft.org/v33/i01/paper

See Also

kerndwd, predict.kerndwd, coef.kerndwd, plot.kerndwd, and cv.kerndwd.

Examples

data(BUPA)
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)
lambda = 10^(seq(-3, 3, length.out=10))
kern = rbfdot(sigma=sigest(BUPA$X))
m1 = kerndwd(BUPA$X, BUPA$y, kern, qval=1, 
  lambda=lambda, eps=1e-5, maxit=1e5)
plot(m1, color=TRUE)

predict class labels for new observations

Description

Predict the binary class labels or the fitted values of an kerndwd object.

Usage

## S3 method for class 'kerndwd'
predict(object, kern, x, newx, type=c("class", "link"), ...)

Arguments

object

A fitted kerndwd object.

kern

The kernel function used when fitting the kerndwd object.

x

The predictor matrix, i.e., the x matrix used when fitting the kerndwd object.

newx

A matrix of new values for x at which predictions are to be made. We note that newx must be a matrix, predict function does not accept a vector or other formats of newx.

type

"class" or "link"? "class" produces the predicted binary class labels and "link" returns the fitted values. Default is "class".

...

Not used. Other arguments to predict.

Details

If "type" is "class", the function returns the predicted class labels. If "type" is "link", the result is β0+xiβ\beta_0 + x_i'\beta for the linear case and β0+Kiα\beta_0 + K_i'\alpha for the kernel case.

Value

Returns either the predicted class labels or the fitted values, depending on the choice of type.

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244

See Also

kerndwd

Examples

data(BUPA)
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)
lambda = 10^(seq(-3, 3, length.out=10))
kern = rbfdot(sigma=sigest(BUPA$X))
m1 = kerndwd(BUPA$X, BUPA$y, kern,
  qval=1, lambda=lambda, eps=1e-5, maxit=1e5)
predict(m1, kern, BUPA$X, tail(BUPA$X))

fast tune procedure for DWD

Description

A fast implementaiton of cross-validation for kerndwd to find the optimal values of the tuning parameter lambda.

Usage

tunedwd(x, y, kern, lambda, qvals=1, eps=1e-5, maxit=1e+5, nfolds=5, foldid=NULL)

Arguments

x

A matrix of predictors, i.e., the matrix x used in kerndwd.

y

A vector of binary class labels, i.e., the y used in kerndwd. y has two levels.

kern

A kernel function.

lambda

A user specified lambda candidate sequence for cross-validation.

qvals

A vector containing the index of the generalized DWD. Default value is 1.

eps

The algorithm stops when (i.e. j(βjnewβjold)2\sum_j(\beta_j^{new}-\beta_j^{old})^2 is less than eps, where j=0,,pj=0,\ldots, p. Default value is 1e-5.

maxit

The maximum of iterations allowed. Default is 1e5.

nfolds

The number of folds. Default value is 5. The allowable range is from 3 to the sample size.

foldid

An optional vector with values between 1 and nfold, representing the fold indices for each observation. If supplied, nfold can be missing.

Details

This function returns the best tuning parameters q and lambda by cross-validation. An efficient tune method is employed to accelerate the algorithm.

Value

A tunedwd.kerndwd object including the cross-validation results is return.

lam.tune

The optimal lambda value.

q.tune

The optimal q value.

Author(s)

Boxiang Wang and Hui Zou
Maintainer: Boxiang Wang [email protected]

References

Wang, B. and Zou, H. (2018) “Another Look at Distance Weighted Discrimination," Journal of Royal Statistical Society, Series B, 80(1), 177–198.
https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12244
Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33(1), 1–22.
https://www.jstatsoft.org/v33/i01/paper

See Also

kerndwd.

Examples

set.seed(1)
data(BUPA)
BUPA$X = scale(BUPA$X, center=TRUE, scale=TRUE)
lambda = 10^(seq(-3, 3, length.out=10))
kern = rbfdot(sigma=sigest(BUPA$X))
ret = tunedwd(BUPA$X, BUPA$y, kern, qvals=c(1,2,10), lambda=lambda, eps=1e-5, maxit=1e5)
ret