Revision 680619b96c0dc2f5a1cb12e0a06005d76f857be5 authored by pat-s on 06 December 2019, 11:37:28 UTC, committed by pat-s on 06 December 2019, 11:37:28 UTC
Build URL: https://circleci.com/gh/mlr-org/mlr/992
Commit:
1 parent 88a0774
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RLearner_regr_glmnet.R
#' @export
makeRLearner.regr.glmnet = function() {
  makeRLearnerRegr(
    cl = "regr.glmnet",
    package = "glmnet",
    par.set = makeParamSet(
      makeDiscreteLearnerParam(id = "family", values = c("gaussian", "poisson"), default = "gaussian"),
      makeNumericLearnerParam(id = "alpha", default = 1, lower = 0, upper = 1),
      makeNumericLearnerParam(id = "s", lower = 0, when = "predict"),
      makeLogicalLearnerParam(id = "exact", default = FALSE, when = "predict"),
      makeIntegerLearnerParam(id = "nlambda", default = 100L, lower = 1L),
      makeNumericLearnerParam(id = "lambda.min.ratio", lower = 0, upper = 1),
      makeNumericVectorLearnerParam(id = "lambda", lower = 0),
      makeLogicalLearnerParam(id = "standardize", default = TRUE),
      makeLogicalLearnerParam(id = "intercept", default = TRUE),
      makeNumericLearnerParam(id = "thresh", default = 1e-07, lower = 0),
      makeIntegerLearnerParam(id = "dfmax", lower = 0L),
      makeIntegerLearnerParam(id = "pmax", lower = 0L),
      makeIntegerVectorLearnerParam(id = "exclude", lower = 1L),
      makeNumericVectorLearnerParam(id = "penalty.factor", lower = 0, upper = 1),
      makeNumericVectorLearnerParam(id = "lower.limits", upper = 0),
      makeNumericVectorLearnerParam(id = "upper.limits", lower = 0),
      makeIntegerLearnerParam(id = "maxit", default = 100000L, lower = 1L),
      makeLogicalLearnerParam(id = "standardize.response", default = FALSE),
      makeNumericLearnerParam(id = "fdev", default = 1.0e-5, lower = 0, upper = 1),
      makeNumericLearnerParam(id = "devmax", default = 0.999, lower = 0, upper = 1),
      makeNumericLearnerParam(id = "eps", default = 1.0e-6, lower = 0, upper = 1),
      makeNumericLearnerParam(id = "big", default = 9.9e35),
      makeIntegerLearnerParam(id = "mnlam", default = 5, lower = 1),
      makeNumericLearnerParam(id = "pmin", default = 1.0e-9, lower = 0, upper = 1),
      makeNumericLearnerParam(id = "exmx", default = 250),
      makeNumericLearnerParam(id = "prec", default = 1e-10),
      makeIntegerLearnerParam(id = "mxit", default = 100L, lower = 1L),
      makeUntypedLearnerParam(id = "offset", default = NULL),
      makeDiscreteLearnerParam(id = "type.gaussian", values = c("covariance", "naive"), requires = quote(family == "gaussian")),
      makeLogicalLearnerParam(id = "relax", default = FALSE)
    ),
    properties = c("numerics", "factors", "ordered", "weights"),
    par.vals = list(s = 0.01),
    name = "GLM with Lasso or Elasticnet Regularization",
    short.name = "glmnet",
    note = "Factors automatically get converted to dummy columns, ordered factors to integer.
      Parameter `s` (value of the regularization parameter used for predictions) is set to `0.1` by default,
      but needs to be tuned by the user.
      glmnet uses a global control object for its parameters. mlr resets all control parameters to their defaults
      before setting the specified parameters and after training.
      If you are setting glmnet.control parameters through glmnet.control,
      you need to save and re-set them after running the glmnet learner.",
    callees = c("glmnet", "glmnet.control", "predict.glmnet")
  )
}

#' @export
trainLearner.regr.glmnet = function(.learner, .task, .subset, .weights = NULL, ...) {

  d = getTaskData(.task, .subset, target.extra = TRUE)
  info = getFixDataInfo(d$data, factors.to.dummies = TRUE, ordered.to.int = TRUE)
  args = c(list(x = as.matrix(fixDataForLearner(d$data, info)), y = d$target), list(...))
  rm(d)
  if (!is.null(.weights)) {
    args$weights = .weights
  }

  glmnet::glmnet.control(factory = TRUE)
  saved.ctrl = glmnet::glmnet.control()
  is.ctrl.arg = names(args) %in% names(saved.ctrl)
  if (any(is.ctrl.arg)) {
    on.exit(glmnet::glmnet.control(factory = TRUE))
    do.call(glmnet::glmnet.control, args[is.ctrl.arg])
    args = args[!is.ctrl.arg]
  }

  attachTrainingInfo(do.call(glmnet::glmnet, args), info)
}

#' @export
predictLearner.regr.glmnet = function(.learner, .model, .newdata, ...) {
  info = getTrainingInfo(.model)
  .newdata = as.matrix(fixDataForLearner(.newdata, info))
  drop(predict(.model$learner.model, newx = .newdata, ...))
}
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