vignettes/vignette_titanic.Rmd
vignette_titanic.Rmd
Let’s see an example for DALEX
package for
classification models for the survival problem for Titanic dataset. Here
we are using a dataset titanic_imputed
avaliable in the
DALEX
package. Note that this data was copied from the
stablelearner
package and changed for practicality.
#> gender age class embarked fare sibsp parch survived
#> 1 male 42 3rd Southampton 7.11 0 0 0
#> 2 male 13 3rd Southampton 20.05 0 2 0
#> 3 male 16 3rd Southampton 20.05 1 1 0
#> 4 female 39 3rd Southampton 20.05 1 1 1
#> 5 female 16 3rd Southampton 7.13 0 0 1
#> 6 male 25 3rd Southampton 7.13 0 0 1
Ok, now it’s time to create a model. Let’s use the Random Forest model.
# prepare model
library("ranger")
model_titanic_rf <- ranger(survived ~ gender + age + class + embarked +
fare + sibsp + parch,
data = titanic_imputed, probability = TRUE)
model_titanic_rf
#> Ranger result
#>
#> Call:
#> ranger(survived ~ gender + age + class + embarked + fare + sibsp + parch, data = titanic_imputed, probability = TRUE)
#>
#> Type: Probability estimation
#> Number of trees: 500
#> Sample size: 2207
#> Number of independent variables: 7
#> Mtry: 2
#> Target node size: 10
#> Variable importance mode: none
#> Splitrule: gini
#> OOB prediction error (Brier s.): 0.1423142
The third step (it’s optional but useful) is to create a
DALEX
explainer for random forest model.
library("DALEX")
explain_titanic_rf <- explain(model_titanic_rf,
data = titanic_imputed[,-8],
y = titanic_imputed[,8],
label = "Random Forest")
#> Preparation of a new explainer is initiated
#> -> model label : Random Forest
#> -> data : 2207 rows 7 cols
#> -> target variable : 2207 values
#> -> predict function : yhat.ranger will be used ( default )
#> -> predicted values : No value for predict function target column. ( default )
#> -> model_info : package ranger , ver. 0.14.1 , task classification ( default )
#> -> predicted values : numerical, min = 0.0162592 , mean = 0.3219181 , max = 0.9889939
#> -> residual function : difference between y and yhat ( default )
#> -> residuals : numerical, min = -0.7763972 , mean = 0.0002387022 , max = 0.8771215
#> A new explainer has been created!
Use the feature_importance()
explainer to present
importance of particular features. Note that
type = "difference"
normalizes dropouts, and now they all
start in 0.
library("ingredients")
fi_rf <- feature_importance(explain_titanic_rf)
head(fi_rf)
#> variable mean_dropout_loss label
#> 1 _full_model_ 0.3414379 Random Forest
#> 2 parch 0.3519820 Random Forest
#> 3 sibsp 0.3523238 Random Forest
#> 4 embarked 0.3530639 Random Forest
#> 5 age 0.3775351 Random Forest
#> 6 fare 0.3832377 Random Forest
plot(fi_rf)
As we see the most important feature is gender
. Next
three importnat features are class
, age
and
fare
. Let’s see the link between model response and these
features.
Such univariate relation can be calculated with
partial_dependence()
.
Kids 5 years old and younger have much higher survival probability.
pp_age <- partial_dependence(explain_titanic_rf, variables = c("age", "fare"))
head(pp_age)
#> Top profiles :
#> _vname_ _label_ _x_ _yhat_ _ids_
#> 1 fare Random Forest 0.0000000 0.3596720 0
#> 2 age Random Forest 0.1666667 0.5371610 0
#> 3 age Random Forest 2.0000000 0.5760988 0
#> 4 age Random Forest 4.0000000 0.5908485 0
#> 5 fare Random Forest 6.1793080 0.3082799 0
#> 6 age Random Forest 7.0000000 0.5440191 0
plot(pp_age)
cp_age <- conditional_dependence(explain_titanic_rf, variables = c("age", "fare"))
plot(cp_age)
ap_age <- accumulated_dependence(explain_titanic_rf, variables = c("age", "fare"))
plot(ap_age)
Let’s see break down explanation for model predictions for 8 years old male from 1st class that embarked from port C.
First Ceteris Paribus Profiles for numerical variables
new_passanger <- data.frame(
class = factor("1st", levels = c("1st", "2nd", "3rd", "deck crew", "engineering crew", "restaurant staff", "victualling crew")),
gender = factor("male", levels = c("female", "male")),
age = 8,
sibsp = 0,
parch = 0,
fare = 72,
embarked = factor("Southampton", levels = c("Belfast", "Cherbourg", "Queenstown", "Southampton"))
)
sp_rf <- ceteris_paribus(explain_titanic_rf, new_passanger)
plot(sp_rf) +
show_observations(sp_rf)
And for selected categorical variables. Note, that sibsp is numerical but here is presented as a categorical variable.
It looks like the most important feature for this passenger is
age
and sex
. After all his odds for survival
are higher than for the average passenger. Mainly because of the young
age and despite of being a male.
passangers <- select_sample(titanic, n = 100)
sp_rf <- ceteris_paribus(explain_titanic_rf, passangers)
clust_rf <- cluster_profiles(sp_rf, k = 3)
head(clust_rf)
#> Top profiles :
#> _vname_ _label_ _x_ _cluster_ _yhat_ _ids_
#> 1 fare Random Forest_1 0.0000000 1 0.2339843 0
#> 2 parch Random Forest_1 0.0000000 1 0.1671031 0
#> 3 sibsp Random Forest_1 0.0000000 1 0.1701528 0
#> 4 age Random Forest_1 0.1666667 1 0.4576590 0
#> 5 parch Random Forest_1 1.0000000 1 0.2386795 0
#> 6 sibsp Random Forest_1 1.0000000 1 0.1507614 0
plot(sp_rf, alpha = 0.1) +
show_aggregated_profiles(clust_rf, color = "_label_", size = 2)
#> R version 4.2.2 (2022-10-31)
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