[R] Caret and custom summary function
Lorenzo Isella
lorenzo.isella at gmail.com
Mon May 11 17:17:32 CEST 2015
Dear All,
I am trying to implement my own metric (a log loss metric) for a
binary classification problem in Caret.
I must be making some mistake, because I cannot get anything sensible
out of it.
I paste below a numerical example which should run in more or less one
minute on any laptop.
When I run it, I finally have an output of the kind
Aggregating results
Something is wrong; all the LogLoss metric values are missing:
LogLoss
Min. : NA
1st Qu.: NA
Median : NA
Mean :NaN
3rd Qu.: NA
Max. : NA
NA's :40
Error in train.default(x, y, weights = w, ...) : Stopping
In addition: Warning message:
In nominalTrainWorkflow(x = x, y = y, wts = weights, info =
trainInfo, :
There were missing values in resampled performance
measures.
Any suggestion is appreciated.
Many thanks
Lorenzo
####################################################àà
library(caret)
library(C50)
LogLoss <- function (data, lev = NULL, model = NULL)
{
probs <- pmax(pmin(as.numeric(data$T), 1 - 1e-15), 1e-15)
logPreds <- log(probs)
log1Preds <- log(1 - probs)
real <- (as.numeric(data$obs) - 1)
out <- c(mean(real * logPreds + (1 - real) *
log1Preds)) * -1
names(out) <- c("LogLoss")
out
}
train <- matrix(ncol=5,nrow=200,NA)
train <- as.data.frame(train)
names(train) <- c("donation", "x1","x2","x3","x4")
set.seed(134)
sel <- sample(nrow(train), 0.5*nrow(train))
train$donation[sel] <- "yes"
train$donation[-sel] <- "no"
train$x1 <- seq(nrow(train))
train$x2 <- rnorm(nrow(train))
train$x3 <- 1/train$x1
train$x4 <- sample(nrow(train))
train$donation <- as.factor(train$donation)
c50Grid <- expand.grid(trials = 1:10,
model = c( "tree" ,"rules"
),winnow = c(TRUE,
FALSE ))
tc <- trainControl(method = "repeatedCV", summaryFunction=LogLoss,
number = 10, repeats = 10, verboseIter=TRUE,
classProbs=TRUE)
model <- train(donation~., data=train, method="C5.0", trControl=tc,
metric="LogLoss", maximize=FALSE, tuneGrid=c50Grid)
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