我希望使用AUC作为性能指标,但RFE仅支持RMSE、RSquared、Accuracy和Kappa。那么我如何使用自定义度量标准,比如AUC呢?
您需要在trainControl()
对象中指定自定义的summaryFunction()
,然后从该summaryFunction()
中选择适当的部分度量标准。Caret还包括一个名为twoClassSummary()
的AUC函数,因此您甚至不必自己编写。以下是一个示例:
> library(caret)
> iris <- iris[1:100,]
> iris$Species <- as.factor(as.character(iris$Species))
>
> tc <- trainControl(method="cv",summaryFunction=twoClassSummary,classProb=T)
> train.rf <- train(Species ~ .,data=iris, method="rf", trControl=tc, metric = "ROC")
> train.rf
100 samples
4 predictors
2 classes: 'setosa', 'versicolor'
No pre-processing
Resampling: Cross-Validation (10 fold)
Summary of sample sizes: 90, 90, 90, 90, 90, 90, ...
Resampling results across tuning parameters:
mtry ROC Sens Spec ROC SD Sens SD Spec SD
2 1 1 1 0 0 0
3 1 1 1 0 0 0
4 1 1 1 0 0 0
ROC was used to select the optimal model using the largest value.
The final value used for the model was mtry = 2.
编辑:刚意识到您想要为 rfe()
进行翻译-同样适用,但您随后必须以同样的方式编辑 rfeFuncs 对象的 "summary" 元素。例如:
rfFuncs$summary <- twoClassSummary
rfe(iris[,-5],iris[,5],rfeControl = rfeControl(rfFuncs), s=2:3,metric="ROC")
Recursive feature selection
Outer resampling method: Bootstrap (25 reps)
Resampling performance over subset size:
Variables ROC Sens Spec ROCSD SensSD SpecSD Selected
2 1 1 1 0 0 0 *
3 1 1 1 0 0 0
4 1 1 1 0 0 0
The top 2 variables (out of 2):
Petal.Width, Petal.Lengt