Revision 0808cccd065a352f040da3e14e8fbd4f2ec2427c authored by pat-s on 11 December 2019, 14:08:00 UTC, committed by pat-s on 11 December 2019, 14:08:00 UTC
1 parent c2f2bf6
setCosts.R
#' @title Determine cost-optimal prediction object.
#'
#' @description
#' Determine cost-optimal prediction object for classification.
#' Creates corresponding discrete class response for a cost matrix, where the class
#' with lowest expected cost is predicted.
#' For binary classification: The corresponding optimal threshold values are calculated from the cost matrix.
#' For multiclass: For costs matrices with row-wise equal off-diagonal elements, an
#' optimal threshold vector exists and is returned.
#' Otherwise, the threshold vector is set to \code{NA}.
#'
#' @template arg_pred
#' @param costs [\code{matrix}]\cr
#' Matrix of misclassification costs. Rows and columns have to be named with class labels, order does not matter.
#' Rows indicate true classes, columns predicted classes.
#' @return [\code{\link{Prediction}}] with changed threshold and corresponding response.
#' @export
#' @seealso \code{\link{predict.WrappedModel}}, \code{\link{setThreshold}}
#' @examples
#' ## create task and train learner (LDA)
#' task = makeClassifTask(data = iris, target = "Species")
#' lrn = makeLearner("classif.lda", predict.type = "prob")
#' mod = train(lrn, task)
#'
#' ## predict probabilities and compute performance
#' pred = predict(mod, newdata = iris)
#' performance(pred, measures = list(iris.costs, mmce))
#' head(as.data.frame(pred))
#'
#' ## generate cost matrix and corresponding performance measure
#' costs = matrix(c(0, 50, 5, 30, 0, 2, 80, 4, 1), 3)
#' colnames(costs) = rownames(costs) = getTaskDescription(task)$class.levels
#' iris.costs = makeCostMeasure(id = "iris.costs", costs = costs, task = iris.task,
#' best = 0, worst = 10)
#'
#' ## predict probabilities and cost-optimal response
#' pred = setCosts(pred, costs)
#' performance(pred, measures = list(iris.costs, mmce))
#' head(as.data.frame(pred))
setCosts = function(pred, costs) {
assertClass(pred, classes = "Prediction")
assertMatrix(costs, any.missing = FALSE)
td = pred$task.desc
if (td$type != "classif")
stop("Costs can only be set for classification predictions!")
if (pred$predict.type != "prob")
stop("Costs can only be set for predict.type 'prob'!")
levs = td$class.levels
if (any(dim(costs))) {
if (any(dim(costs) != length(levs)))
stop("Dimensions of costs have to be the same as number of class levels!")
rns = rownames(costs)
cns = colnames(costs)
if (!setequal(rns, levs) || !setequal(cns, levs))
stop("Row and column names of cost matrix have to equal class levels!")
}
p = getPredictionProbabilities(pred, cl = levs)
# resort rows and columns of cost matrix so we have same order as in p
costs = costs[levs, levs]
# simplify costs
costs = costs - diag(costs)
# calculate expected costs and determine cols with minimum el
p = as.matrix(p) %*% costs
ind = getMaxIndexOfRows(-p)
pred$data$response = factor(ind, levels = seq_along(levs), labels = levs)
ncl = length(levs)
if (ncl == 2L) {
threshold = costs[td$negative, td$positive]/(costs[td$negative, td$positive] + costs[td$positive, td$negative])
threshold = c(threshold, 1 - threshold)
names(threshold) = c(td$positive, td$negative)
} else {
# check row-wise equality of off-diagonal elements
u = apply(costs, 1, function(x) length(unique(x)))
if (all(u < 3)) {
threshold = (ncl - 1)/rowSums(costs)
threshold = threshold/sum(threshold)
} else {
threshold = rep_len(NA, ncl)
}
names(threshold) = levs
}
pred$threshold = threshold
return(pred)
}
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