Re: [R] Custom caret metric based on prob-predictions/rankings

2012-02-10 Thread Yang Zhang
Actually, is there any way to get at additional information beyond the classProbs? In particular, is there any way to find out the associated weights, or otherwise the row indices into the original model matrix corresponding to the tested instances? On Thu, Feb 9, 2012 at 4:37 PM, Yang Zhang

[R] Recall@p plot using ROCR?

2012-02-10 Thread Yang Zhang
Is it possible to use ROCR to plot a simple recall@p plot? I.e., a plot where the x-axis is the position into the ranked test set, and the y-axis is the recall, so you can see what's the recall in the top 10% of the ranked results. I searched through the performance() manual but found nothing.

Re: [R] Custom caret metric based on prob-predictions/rankings

2012-02-10 Thread Yang Zhang
5 6 7 8 9 10 ...  $ Fold10: int [1:135] 1 2 4 5 6 7 8 10 11 12 ... There is also a savePredictions argument that gives you the hold-out results. I'm not sure which weights you are referring to. On Fri, Feb 10, 2012 at 4:38 AM, Yang Zhang yanghates...@gmail.com wrote: Actually, is there any

Re: [R] Custom caret metric based on prob-predictions/rankings

2012-02-10 Thread Yang Zhang
(I couldn't find answers to this question in the documentation) On Fri, Feb 10, 2012 at 11:59 AM, Yang Zhang yanghates...@gmail.com wrote: Sorry for not being more clear - I'm interested in accessing these indices from within the trainControl summaryFunction, not afterward (from the train

Re: [R] Choosing glmnet lambda values via caret

2012-02-10 Thread Yang Zhang
specify the tuning parameters after the call to train(). On Thu, Feb 9, 2012 at 7:00 PM, Yang Zhang yanghates...@gmail.com wrote: Usually when using raw glmnet I let the implementation choose the lambdas.  However when training via caret::train the lambda values are predetermined.  Is there any way

[R] How to properly build model matrices

2012-02-09 Thread Yang Zhang
, since it seems to always be redundant (I usually use caret). None of these is a big deal at all, but I'm just curious if I'm missing something simple in how I'm doing things. Thanks. -- Yang Zhang http://yz.mit.edu/ __ R-help@r-project.org mailing list

[R] Choosing glmnet lambda values via caret

2012-02-09 Thread Yang Zhang
Usually when using raw glmnet I let the implementation choose the lambdas. However when training via caret::train the lambda values are predetermined. Is there any way to have caret defer the lambda choices to caret::train and thus choose the optimal lambda dynamically? -- Yang Zhang http

[R] Custom caret metric based on prob-predictions/rankings

2012-02-09 Thread Yang Zhang
a trainControl summaryFunction, the data given to it contains only class predictions, so the only metrics possible are things like accuracy, kappa, etc. Is there any way to do this that I'm looking? If not, could I put this in as a feature request? Thanks! -- Yang Zhang http://yz.mit.edu

Re: [R] Custom caret metric based on prob-predictions/rankings

2012-02-09 Thread Yang Zhang
Oops, found trainControl's classProbs right after I sent! On Thu, Feb 9, 2012 at 4:30 PM, Yang Zhang yanghates...@gmail.com wrote: I'm dealing with classification problems, and I'm trying to specify a custom scoring metric (recall@p, ROC, etc.) that depends on not just the class output

[R] ROCR crashes for simple recall plot

2012-02-08 Thread Yang Zhang
R 2.14.1, ROCR 1.0-4.  Any ideas? Thanks in advance. -- Yang Zhang http://yz.mit.edu/ __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html

Re: [R] ROCR crashes for simple recall plot

2012-02-08 Thread Yang Zhang
On Wed, Feb 8, 2012 at 6:46 PM, David Winsemius dwinsem...@comcast.net wrote: On Feb 8, 2012, at 8:00 PM, Yang Zhang wrote: I'm trying to use ROCR to create a simple cutoff vs recall plot (recall@p) on the example ROCR.simple dataset: library(ROCR) data(ROCR.simple) pred - prediction

[R] Regression evaluation

2011-06-20 Thread Yang Zhang
Are there any utilities/packages for showing various performance metrics of a regression model on some labeled test data? Basic stuff I can easily write like RMSE, R-squared, etc., but maybe with some extra utilities for visualization, or reporting the distribution of prediction

[R] caret for non-numeric data

2011-06-16 Thread Yang Zhang
caret has many useful preprocessing facilities for numeric predictors, such as removing near-zero-variance predictors, removing correlated predictors, removing linear combinations, centering/scaling, and Box-Cox transformations. However, these don't work for factor data, which is common in many

[R] Plotting from functions

2011-06-01 Thread Yang Zhang
I can plot to png's fine when i run this directly from the top-level script/console: png('diamonds.png');qplot(carat,price,data=diamonds);dev.off() But for some reason it's not working when that's in a function: (function(){png('diamonds.png');qplot(carat,price,data=diamonds);dev.off()})() I

Re: [R] Plotting from functions

2011-06-01 Thread Yang Zhang
On Wed, Jun 1, 2011 at 1:04 PM, Yang Zhang yanghates...@gmail.com wrote: I can plot to png's fine when i run this directly from the top-level script/console: png('diamonds.png');qplot(carat,price,data=diamonds);dev.off() But for some reason it's not working when that's in a function