Type: Package
Title: A Robust Boosting Algorithm
Version: 0.2
Date: 2024-11-17
Description: An implementation of robust boosting algorithms for regression in R. This includes the RRBoost method proposed in the paper "Robust Boosting for Regression Problems" (Ju X and Salibian-Barrera M. 2020) <doi:10.1016/j.csda.2020.107065>. It also implements previously proposed boosting algorithms in the simulation section of the paper: L2Boost, LADBoost, MBoost (Friedman, J. H. (2001) <doi:10.1214/aos/1013203451>) and Robloss (Lutz et al. (2008) <doi:10.1016/j.csda.2007.11.006>).
Depends: R (≥ 3.5.0)
Imports: stats, rpart, RobStatTM, methods
License: GPL (≥ 3)
LazyData: True
RoxygenNote: 7.3.1
Encoding: UTF-8
Suggests: testthat (≥ 3.0.0)
Config/testthat/edition: 3
Author: Xiaomeng Ju [aut, cre], Matias Salibian-Barrera [aut]
Maintainer: Xiaomeng Ju <xiaomeng.ju@stat.ubc.ca>
NeedsCompilation: no
Packaged: 2024-11-19 18:42:40 UTC; xmengju
Repository: CRAN
Date/Publication: 2024-11-19 19:00:02 UTC

Robust Boosting for regression

Description

This function implements the RRBoost robust boosting algorithm for regression, as well as other robust and non-robust boosting algorithms for regression.

Usage

Boost(
  x_train,
  y_train,
  x_val,
  y_val,
  x_test,
  y_test,
  type = "RRBoost",
  error = c("rmse", "aad"),
  niter = 200,
  y_init = "LADTree",
  max_depth = 1,
  tree_init_provided = NULL,
  control = Boost.control()
)

Arguments

x_train

predictor matrix for training data (matrix/dataframe)

y_train

response vector for training data (vector/dataframe)

x_val

predictor matrix for validation data (matrix/dataframe)

y_val

response vector for validation data (vector/dataframe)

x_test

predictor matrix for test data (matrix/dataframe, optional, required when make_prediction in control is TRUE)

y_test

response vector for test data (vector/dataframe, optional, required when make_prediction in control is TRUE)

type

type of the boosting method: "L2Boost", "LADBoost", "MBoost", "Robloss", "SBoost", "RRBoost" (character string)

error

a character string (or vector of character strings) indicating the type of error metrics to be evaluated on the test set. Valid options are: "rmse" (root mean squared error), "aad" (average absolute deviation), and "trmse" (trimmed root mean squared error)

niter

number of boosting iterations (for RRBoost: T_{1,max} + T_{2,max}) (numeric)

y_init

a string indicating the initial estimator to be used. Valid options are: "median" or "LADTree" (character string)

max_depth

the maximum depth of the tree learners (numeric)

tree_init_provided

an optional pre-fitted initial tree (an rpart object)

control

a named list of control parameters, as returned by Boost.control

Details

This function implements a robust boosting algorithm for regression (RRBoost). It also includes the following robust and non-robust boosting algorithms for regression: L2Boost, LADBoost, MBoost, Robloss, and SBoost. This function uses the functions available in the rpart package to construct binary regression trees.

Value

A list with the following components:

type

which boosting algorithm was run. One of: "L2Boost", "LADBoost", "MBoost", "Robloss", "SBoost", "RRBoost" (character string)

control

the list of control parameters used

niter

number of iterations for the boosting algorithm (for RRBoost T_{1,max} + T_{2,max}) (numeric)

error

if make_prediction = TRUE in argument control, a vector of prediction errors evaluated on the test set at early stopping time. The length of the vector matches that of the error argument in the input.

tree_init

if y_init = "LADTree", the initial tree (an object of class rpart)

tree_list

if save_tree = TRUE in control, a list of trees fitted at each boosting iteration

f_train_init

a vector of the initialized estimator of the training data

alpha

a vector of base learners' coefficients

early_stop_idx

early stopping iteration

when_init

if type = "RRBoost", the early stopping time of the first stage of RRBoost

loss_train

a vector of training loss values (one per iteration)

loss_val

a vector of validation loss values (one per iteration)

err_val

a vector of validation aad errors (one per iteration)

err_train

a vector of training aad errors (one per iteration)

err_test

a matrix of test errors before and at the early stopping iteration (returned if make_prediction = TRUE in control); the matrix dimension is the early stopping iteration by the number of error types (matches the error argument in the input); each row corresponds to the test errors at each iteration

f_train

a matrix of training function estimates at all iterations (returned if save_f = TRUE in control); each column corresponds to the fitted values of the predictor at each iteration

f_val

a matrix of validation function estimates at all iterations (returned if save_f = TRUE in control); each column corresponds to the fitted values of the predictor at each iteration

f_test

a matrix of test function estimatesbefore and at the early stopping iteration (returned if save_f = TRUE and make_prediction = TRUE in control); each column corresponds to the fitted values of the predictor at each iteration

var_select

a vector of variable selection indicators (one per explanatory variable; 1 if the variable was selected by at least one of the base learners, and 0 otherwise)

var_importance

a vector of permutation variable importance scores (one per explanatory variable, and returned if cal_imp = TRUE in control)

Author(s)

Xiaomeng Ju, xiaomeng.ju@stat.ubc.ca

See Also

Boost.validation, Boost.control.

Examples


data(airfoil)
n <- nrow(airfoil)
n0 <- floor( 0.2 * n )
set.seed(123)
idx_test <- sample(n, n0)
idx_train <- sample((1:n)[-idx_test], floor( 0.6 * n ) )
idx_val <- (1:n)[ -c(idx_test, idx_train) ]
xx <- airfoil[, -6]
yy <- airfoil$y
xtrain <- xx[ idx_train, ]
ytrain <- yy[ idx_train ]
xval <- xx[ idx_val, ]
yval <- yy[ idx_val ]
xtest <- xx[ idx_test, ]
ytest <- yy[ idx_test ]
model_RRBoost_LADTree = Boost(x_train = xtrain, y_train = ytrain,
    x_val = xval, y_val = yval, x_test = xtest, y_test = ytest,
    type = "RRBoost", error = "rmse", y_init = "LADTree",
    max_depth = 1, niter = 3, ## to keep the running time low
    control = Boost.control(max_depth_init = 2,
    min_leaf_size_init = 20, make_prediction =  TRUE,
    cal_imp = FALSE))

Tuning and control parameters for the robust boosting algorithm

Description

Tuning and control parameters for the RRBoost robust boosting algorithm, including the initial fit.

Usage

Boost.control(
  n_init = 100,
  eff_m = 0.95,
  bb = 0.5,
  trim_prop = NULL,
  trim_c = 3,
  max_depth_init = 3,
  min_leaf_size_init = 10,
  cal_imp = TRUE,
  save_f = FALSE,
  make_prediction = TRUE,
  save_tree = FALSE,
  precision = 4,
  shrinkage = 1,
  trace = FALSE
)

Arguments

n_init

number of iterations for the SBoost step of RRBoost (T_{1,max}) (int)

eff_m

scalar between 0 and 1 indicating the efficiency (measured in a linear model with Gaussian errors) of Tukey's loss function used in the 2nd stage of RRBoost.

bb

breakdown point of the M-scale estimator used in the SBoost step (numeric)

trim_prop

trimming proportion if 'trmse' is used as the performance metric (numeric). 'trmse' calculates the root-mean-square error of residuals (r) of which |r| < quantile(|r|, 1-trim_prop) (e.g. trim_prop = 0.1 ignores 10% of the data and calculates RMSE of residuals whose absolute values are below 90% quantile of |r|). If both trim_prop and trim_c are specified, trim_c will be used.

trim_c

the trimming constant if 'trmse' is used as the performance metric (numeric, defaults to 3). 'trmse' calculates the root-mean-square error of the residuals (r) between median(r) + trim_c mad(r) and median(r) - trim_c mad(r). If both trim_prop and trim_c are specified, trim_c will be used.

max_depth_init

the maximum depth of the initial LADTtree (numeric, defaults to 3)

min_leaf_size_init

the minimum number of observations per node of the initial LADTtree (numeric, defaults to 10)

cal_imp

logical indicating whether to calculate variable importance (defaults to TRUE)

save_f

logical indicating whether to save the function estimates at all iterations (defaults to FALSE)

make_prediction

logical indicating whether to make predictions using x_test (defaults to TRUE)

save_tree

logical indicating whether to save trees at all iterations (defaults to FALSE)

precision

number of significant digits to keep when using validation error to calculate early stopping time (numeric, defaults to 4)

shrinkage

shrinkage parameter in boosting (numeric, defaults to 1 which corresponds to no shrinkage)

trace

logical indicating whether to print the number of completed iterations and for RRBoost the completed combinations of LADTree hyperparameters for monitoring progress (defaults to FALSE)

Details

Various tuning and control parameters for the RRBoost robust boosting algorithm implemented in the function Boost, including options for the initial fit.

Value

A list of all input parameters

Author(s)

Xiaomeng Ju, xiaomeng.ju@stat.ubc.ca

Examples

data(airfoil)
n <- nrow(airfoil)
n0 <- floor( 0.2 * n )
set.seed(123)
idx_test <- sample(n, n0)
idx_train <- sample((1:n)[-idx_test], floor( 0.6 * n ) )
idx_val <- (1:n)[ -c(idx_test, idx_train) ]
xx <- airfoil[, -6]
yy <- airfoil$y
xtrain <- xx[ idx_train, ]
ytrain <- yy[ idx_train ]
xval <- xx[ idx_val, ]
yval <- yy[ idx_val ]
xtest <- xx[ idx_test, ]
ytest <- yy[ idx_test ]
my.control <- Boost.control(max_depth_init = 2,
    min_leaf_size_init = 20, make_prediction =  TRUE,
    cal_imp = FALSE)
model_RRBoost_LADTree = Boost(x_train = xtrain, y_train = ytrain,
    x_val = xval, y_val = yval, x_test = xtest, y_test = ytest,
    type = "RRBoost", error = "rmse", y_init = "LADTree",
    max_depth = 1, niter = 3, ## to keep the running time low
    control = my.control)

Robust Boosting for regression with initialization parameters chosen on a validation set

Description

A function to fit RRBoost (see also Boost) where the initialization parameters are chosen based on the performance on the validation set.

Usage

Boost.validation(
  x_train,
  y_train,
  x_val,
  y_val,
  x_test,
  y_test,
  type = "RRBoost",
  error = c("rmse", "aad"),
  niter = 1000,
  max_depth = 1,
  y_init = "LADTree",
  max_depth_init_set = c(1, 2, 3, 4),
  min_leaf_size_init_set = c(10, 20, 30),
  control = Boost.control()
)

Arguments

x_train

predictor matrix for training data (matrix/dataframe)

y_train

response vector for training data (vector/dataframe)

x_val

predictor matrix for validation data (matrix/dataframe)

y_val

response vector for validation data (vector/dataframe)

x_test

predictor matrix for test data (matrix/dataframe, optional, required when make_prediction in control is TRUE)

y_test

response vector for test data (vector/dataframe, optional, required when make_prediction in control is TRUE)

type

type of the boosting method: "L2Boost", "LADBoost", "MBoost", "Robloss", "SBoost", "RRBoost" (character string)

error

a character string (or vector of character strings) indicating the types of error metrics to be evaluated on the test set. Valid options are: "rmse" (root mean squared error), "aad" (average absulute deviation), and "trmse" (trimmed root mean squared error)

niter

number of iterations (for RRBoost T_{1,max} + T_{2,max}) (numeric)

max_depth

the maximum depth of the tree learners (numeric)

y_init

a string indicating the initial estimator to be used. Valid options are: "median" or "LADTree" (character string)

max_depth_init_set

a vector of possible values of the maximum depth of the initial LADTree that the algorithm choses from

min_leaf_size_init_set

a vector of possible values of the minimum observations per node of the initial LADTree that the algorithm choses from

control

a named list of control parameters, as returned by Boost.control

Details

This function runs the RRBoost algorithm (see Boost) on different combinations of the parameters for the initial fit, and chooses the optimal set based on the performance on the validation set.

Value

A list with components

the components of model

an object returned by Boost that is trained with selected initialization parameters

param

a vector of selected initialization parameters (return (0,0) if selected initialization is the median of the training responses)

Author(s)

Xiaomeng Ju, xiaomeng.ju@stat.ubc.ca

See Also

Boost, Boost.control.

Examples

## Not run: 
data(airfoil)
n <- nrow(airfoil)
n0 <- floor( 0.2 * n )
set.seed(123)
idx_test <- sample(n, n0)
idx_train <- sample((1:n)[-idx_test], floor( 0.6 * n ) )
idx_val <- (1:n)[ -c(idx_test, idx_train) ]
xx <- airfoil[, -6]
yy <- airfoil$y
xtrain <- xx[ idx_train, ]
ytrain <- yy[ idx_train ]
xval <- xx[ idx_val, ]
yval <- yy[ idx_val ]
xtest <- xx[ idx_test, ]
ytest <- yy[ idx_test ]
model_RRBoost_cv_LADTree = Boost.validation(x_train = xtrain,
      y_train = ytrain, x_val = xval, y_val = yval,
      x_test = xtest, y_test = ytest, type = "RRBoost", error = "rmse",
      y_init = "LADTree", max_depth = 1, niter = 1000,
      max_depth_init_set = 1:5,
      min_leaf_size_init_set = c(10,20,30),
      control = Boost.control(make_prediction =  TRUE,
      cal_imp = TRUE))

## End(Not run)

Airfoil data

Description

Here goes a description of the data.

Usage

data(airfoil)

Format

An object of class "data.frame".

Details

Here goes a more detailed description of the data. There are 1503 observations and 6 variables: y, frequency, angle, chord_length, velocity, and thickness.

Source

The UCI Archive https://archive.ics.uci.edu/ml/datasets/Airfoil+Self-Noise,

References

Brooks, T. F., Pope, D. S., and Marcolini, M. A. (1989). Airfoil self-noise and prediction. NASA Reference Publication-1218, document id: 9890016302.

Examples

data(airfoil)

Variable importance scores for the robust boosting algorithm RRBoost

Description

This function calculates variable importance scores for a previously computed RRBoost fit.

Usage

cal_imp_func(model, x_val, y_val, trace = FALSE)

Arguments

model

an object returned by Boost

x_val

predictor matrix for validation data (matrix/dataframe)

y_val

response vector for validation data (vector/dataframe)

trace

logical indicating whether to print the variable under calculation for monitoring progress (defaults to FALSE)

Details

This function computes permutation variable importance scores given an object returned by Boost and a validation data set.

Value

a vector of permutation variable importance scores (one per explanatory variable)

Author(s)

Xiaomeng Ju, xiaomeng.ju@stat.ubc.ca

Examples

## Not run: 
data(airfoil)
n <- nrow(airfoil)
n0 <- floor( 0.2 * n )
set.seed(123)
idx_test <- sample(n, n0)
idx_train <- sample((1:n)[-idx_test], floor( 0.6 * n ) )
idx_val <- (1:n)[ -c(idx_test, idx_train) ]
xx <- airfoil[, -6]
yy <- airfoil$y
xtrain <- xx[ idx_train, ]
ytrain <- yy[ idx_train ]
xval <- xx[ idx_val, ]
yval <- yy[ idx_val ]
xtest <- xx[ idx_test, ]
ytest <- yy[ idx_test ]
model = Boost(x_train = xtrain, y_train = ytrain,
     x_val = xval, y_val = yval,
     type = "RRBoost", error = "rmse",
     y_init = "LADTree", max_depth = 1, niter = 1000,
     control = Boost.control(max_depth_init = 2,
           min_leaf_size_init = 10, save_tree = TRUE,
           make_prediction =  FALSE, cal_imp = FALSE))
var_importance <-  cal_imp_func(model, x_val = xval, y_val= yval)

## End(Not run)

cal_predict

Description

A function to make predictions and calculate test error given an object returned by Boost and test data

Usage

cal_predict(model, x_test, y_test)

Arguments

model

an object returned by Boost

x_test

predictor matrix for test data (matrix/dataframe)

y_test

response vector for test data (vector/dataframe)

Details

A function to make predictions and calculate test error given an object returned by Boost and test data

Value

A list with with the following components:

f_t_test

predicted values with model at the early stopping iteration using x_test as the predictors

err_test

a matrix of test errors before and at the early stopping iteration (returned if make_prediction = TRUE in control); the matrix dimension is the early stopping iteration by the number of error types (matches the error argument in the input); each row corresponds to the test errors at each iteration

f_test

a matrix of test function estimates at all iterations (returned if save_f = TRUE in control)

value

a vector of test errors evaluated at the early stopping iteration

Author(s)

Xiaomeng Ju, xiaomeng.ju@stat.ubc.ca

Examples

## Not run: 
data(airfoil)
n <- nrow(airfoil)
n0 <- floor( 0.2 * n )
set.seed(123)
idx_test <- sample(n, n0)
idx_train <- sample((1:n)[-idx_test], floor( 0.6 * n ) )
idx_val <- (1:n)[ -c(idx_test, idx_train) ]
xx <- airfoil[, -6]
yy <- airfoil$y
xtrain <- xx[ idx_train, ]
ytrain <- yy[ idx_train ]
xval <- xx[ idx_val, ]
yval <- yy[ idx_val ]
xtest <- xx[ idx_test, ]
ytest <- yy[ idx_test ]
model = Boost(x_train = xtrain, y_train = ytrain,
     x_val = xval, y_val = yval,
     type = "RRBoost", error = "rmse",
     y_init = "LADTree", max_depth = 1, niter = 1000,
     control = Boost.control(max_depth_init = 2,
           min_leaf_size_init = 10, save_tree = TRUE,
           make_prediction =  FALSE, cal_imp = FALSE))
prediction <- cal_predict(model, x_test = xtest, y_test = ytest)

## End(Not run)

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