Exploring Learner Predictions

Learners use features to make predictions but how those features are used is often not apparent. mlr can estimate the dependence of a learned function on a subset of the feature space using generatePartialPredictionData.

Partial prediction plots reduce the potentially high dimensional function estimated by the learner, and display a marginalized version of this function in a lower dimensional space. For example suppose , where . With pairs drawn independently from this statistical model, a learner may estimate , which, if is high dimensional can be uninterpretable. Suppose we want to approximate the relationship between some subset of . We partition into two sets, and such that , where is a subset of of interest.

The partial dependence of on is

is integrated out. We use the following estimator:

The individual conditional expectation of an observation can also be estimated using the above algorithm absent the averaging, giving . This allows the discovery of features of that may be obscured by an aggregated summary of .

The partial derivative of the partial prediction function, , and the individual conditional expectation function, , can also be computed. For regression and survival tasks the partial derivative of a single feature is the gradient of the partial prediction function, and for classification tasks where the learner can output class probabilities the Jacobian. Note that if the learner produces discontinuous partial predictions (e.g., piecewise constant functions such as decision trees, ensembles of decision trees, etc.) the derivative will be 0 (where the function is not changing) or trending towards positive or negative infinity (at the discontinuities where the derivative is undefined). Plotting the partial prediction function of such learners may give the impression that the function is not discontinuous because the prediction grid is not composed of all discontinuous points in the predictor space. This results in a line interpolating that makes the function appear to be piecewise linear (where the derivative would be defined except at the boundaries of each piece).

The partial derivative can be informative regarding the additivity of the learned function in certain features. If is an additive function in a feature , then its partial derivative will not depend on any other features () that may have been used by the learner. Variation in the estimated partial derivative indicates that there is a region of interaction between and in .

See Goldstein, Kapelner, Bleich, and Pitkin (2014) for more details and their package ICEbox for the original implementation. The algorithm works for any supervised learner with classification, regression, and survival tasks.

Generating partial predictions

Our implementation, following mlr's visualization pattern, consists of the above mentioned function generatePartialPredictionData, as well as two visualization functions, plotPartialPrediction and plotPartialPredictionGGVIS. The former generates input (objects of class PartialPredictionData) for the latter.

The first step executed by generatePartialPredictionData is to generate a feature grid for every element of the character vector features passed. The data are given by the input argument, which can be a Task or a data.frame. The feature grid can be generated in several ways. A uniformly spaced grid of length gridsize (default 10) from the empirical minimum to the empirical maximum is created by default, but arguments fmin and fmax may be used to override the empirical default (the lengths of fmin and fmax must match the length of features). Alternatively the feature data can be resampled, either by using a bootstrap or by subsampling.

lrn.classif = makeLearner("classif.ksvm", predict.type = "prob")
fit.classif = train(lrn.classif, iris.task)
pd = generatePartialPredictionData(fit.classif, iris.task, "Petal.Width")
pd
#> PartialPredictionData
#> Task: iris-example
#> Features: Petal.Width
#> Target: setosa, versicolor, virginica
#> Derivative: FALSE
#> Interaction: FALSE
#> Individual: FALSE
#>    Class Probability Petal.Width
#> 1 setosa   0.1133617    2.500000
#> 2 setosa   0.1016932    2.233333
#> 3 setosa   0.1000598    1.966667
#> 4 setosa   0.1091532    1.700000
#> 5 setosa   0.1406860    1.433333
#> 6 setosa   0.2131172    1.166667

As noted above, does not have to be unidimensional. If it is not, the interaction flag must be set to TRUE. Then the individual feature grids are combined using the Cartesian product, and the estimator above is applied, producing a partial prediction for every combination of unique feature values. If the interaction flag is FALSE (the default) then by default is assumed unidimensional, and partial predictions are generated for each feature separately. The resulting output when interaction = FALSE has a column for each feature, and NA where the feature was not used in generating partial predictions.

pd.lst = generatePartialPredictionData(fit.classif, iris.task, c("Petal.Width", "Petal.Length"), FALSE)
head(pd.lst$data)
#>    Class Probability Petal.Width Petal.Length
#> 1 setosa   0.1133617    2.500000           NA
#> 2 setosa   0.1016932    2.233333           NA
#> 3 setosa   0.1000598    1.966667           NA
#> 4 setosa   0.1091532    1.700000           NA
#> 5 setosa   0.1406860    1.433333           NA
#> 6 setosa   0.2131172    1.166667           NA

tail(pd.lst$data)
#>        Class Probability Petal.Width Petal.Length
#> 55 virginica   0.3386905          NA     4.277778
#> 56 virginica   0.2364844          NA     3.622222
#> 57 virginica   0.1700154          NA     2.966667
#> 58 virginica   0.1774907          NA     2.311111
#> 59 virginica   0.2287907          NA     1.655556
#> 60 virginica   0.2683431          NA     1.000000
pd.int = generatePartialPredictionData(fit.classif, iris.task, c("Petal.Width", "Petal.Length"), TRUE)
pd.int
#> PartialPredictionData
#> Task: iris-example
#> Features: Petal.Width, Petal.Length
#> Target: setosa, versicolor, virginica
#> Derivative: FALSE
#> Interaction: TRUE
#> Individual: FALSE
#>    Class Probability Petal.Width Petal.Length
#> 1 setosa   0.1307126    2.500000          6.9
#> 2 setosa   0.1158181    2.233333          6.9
#> 3 setosa   0.1110669    1.966667          6.9
#> 4 setosa   0.1160515    1.700000          6.9
#> 5 setosa   0.1316584    1.433333          6.9
#> 6 setosa   0.1575610    1.166667          6.9

At each step in the estimation of a set of predictions of length is generated. By default the mean prediction is used. For classification where predict.type = "prob" this entails the mean class probabilities. However, other summaries of the predictions may be used. For regression and survival tasks the function used here must either return one number or three, and, if the latter, the numbers must be sorted lowest to highest. For classification tasks the function must return a number for each level of the target feature.

As noted, the fun argument can be a function which returns three numbers (sorted low to high) for a regression task. This allows further exploration of relative feature importance. If a feature is relatively important, the bounds are necessarily tighter because the feature accounts for more of the variance of the predictions, i.e., it is "used" more by the learner.

lrn.regr = makeLearner("regr.ksvm")
fit.regr = train(lrn.regr, bh.task)
pd.regr = generatePartialPredictionData(fit.regr, bh.task, "lstat", fun = median)
pd.regr
#> PartialPredictionData
#> Task: BostonHousing-example
#> Features: lstat
#> Target: medv
#> Derivative: FALSE
#> Interaction: FALSE
#> Individual: FALSE
#>       medv    lstat
#> 1 18.31668 37.97000
#> 2 18.17512 33.94333
#> 3 18.25889 29.91667
#> 4 18.57818 25.89000
#> 5 18.98526 21.86333
#> 6 19.59239 17.83667
pd.ci = generatePartialPredictionData(fit.regr, bh.task, "lstat",
  fun = function(x) quantile(x, c(.25, .5, .75)))
pd.ci
#> PartialPredictionData
#> Task: BostonHousing-example
#> Features: lstat
#> Target: medv
#> Derivative: FALSE
#> Interaction: FALSE
#> Individual: FALSE
#>       medv    lstat    lower    upper
#> 1 18.31668 37.97000 15.17984 20.60821
#> 2 18.17512 33.94333 14.07372 20.54043
#> 3 18.25889 29.91667 13.60811 20.93051
#> 4 18.57818 25.89000 13.81609 21.43523
#> 5 18.98526 21.86333 14.80808 22.23535
#> 6 19.59239 17.83667 16.52891 22.96918
pd.classif = generatePartialPredictionData(fit.classif, iris.task, "Petal.Length", fun = median)
pd.classif
#> PartialPredictionData
#> Task: iris-example
#> Features: Petal.Length
#> Target: setosa, versicolor, virginica
#> Derivative: FALSE
#> Interaction: FALSE
#> Individual: FALSE
#>    Class Probability Petal.Length
#> 1 setosa  0.10847632     6.900000
#> 2 setosa  0.05687223     6.244444
#> 3 setosa  0.03133824     5.588889
#> 4 setosa  0.02133358     4.933333
#> 5 setosa  0.03139629     4.277778
#> 6 setosa  0.06787746     3.622222

In addition to bounds based on a summary of the distribution of the conditional expectation of each observation, learners which can estimate the variance of their predictions can also be used. The argument bounds is a numeric vector of length two which is added (so the first number should be negative) to the point prediction to produce a confidence interval for the partial prediction. The default is the .025 and .975 quantiles of the Gaussian distribution.

fit.se = train(makeLearner("regr.randomForest", predict.type = "se"), bh.task)
pd.se = generatePartialPredictionData(fit.se, bh.task, c("lstat", "crim"))
head(pd.se$data)
#>       medv    lstat crim    lower    upper
#> 1 19.43694 37.97000   NA 17.58548 21.28839
#> 2 19.41572 33.94333   NA 17.55798 21.27345
#> 3 19.40258 29.91667   NA 17.54418 21.26098
#> 4 19.51110 25.89000   NA 17.66800 21.35421
#> 5 19.68226 21.86333   NA 17.88024 21.48427
#> 6 20.36382 17.83667   NA 18.63275 22.09489

tail(pd.se$data)
#>        medv lstat      crim    lower    upper
#> 15 21.65121    NA 49.434031 19.39979 23.90263
#> 16 21.66094    NA 39.548489 19.41322 23.90866
#> 17 21.75073    NA 29.662947 19.52723 23.97423
#> 18 21.86104    NA 19.777404 19.67790 24.04418
#> 19 22.32959    NA  9.891862 20.13048 24.52869
#> 20 22.96415    NA  0.006320 21.11620 24.81210

As previously mentioned if the aggregation function is not used, i.e., it is the identity, then the conditional expectation of is estimated. If individual = TRUE then generatePartialPredictionData returns partial predictions made at each point in the prediction grid constructed from the features.

pd.ind.regr = generatePartialPredictionData(fit.regr, bh.task, "lstat", individual = TRUE)
pd.ind.regr
#> PartialPredictionData
#> Task: BostonHousing-example
#> Features: lstat
#> Target: medv
#> Derivative: FALSE
#> Interaction: FALSE
#> Individual: TRUE
#> Predictions centered: FALSE
#>       medv    lstat idx
#> 1 19.94794 37.97000   1
#> 2 20.00442 33.94333   1
#> 3 20.28895 29.91667   1
#> 4 20.79977 25.89000   1
#> 5 21.52534 21.86333   1
#> 6 22.45576 17.83667   1

The resulting output, particularly the element data in the returned object, has an additional column idx which gives the index of the observation to which the row pertains.

For classification tasks this index references both the class and the observation index.

pd.ind.classif = generatePartialPredictionData(fit.classif, iris.task, "Petal.Length", individual = TRUE)
pd.ind.classif
#> PartialPredictionData
#> Task: iris-example
#> Features: Petal.Length
#> Target: setosa, versicolor, virginica
#> Derivative: FALSE
#> Interaction: FALSE
#> Individual: TRUE
#> Predictions centered: FALSE
#>    Class Probability Petal.Length      idx
#> 1 setosa   0.2526891          6.9 1.setosa
#> 2 setosa   0.2503856          6.9 2.setosa
#> 3 setosa   0.2524189          6.9 3.setosa
#> 4 setosa   0.2522449          6.9 4.setosa
#> 5 setosa   0.2531258          6.9 5.setosa
#> 6 setosa   0.2529763          6.9 6.setosa

Individual partial predictions can also be centered by predictions made at all observations for a particular point in the prediction grid created by the features. This is controlled by the argument center which is a list of the same length as the length of the features argument and contains the values of the features desired.

iris = getTaskData(iris.task)
pd.ind.classif = generatePartialPredictionData(fit.classif, iris.task, "Petal.Length", individual = TRUE,
  center = list("Petal.Length" = min(iris$Petal.Length)))

Partial derivatives can also be computed for individual partial predictions and aggregate partial predictions. This is restricted to a single feature at a time. The derivatives of individual partial predictions can be useful in finding regions of interaction between the feature for which the derivative is estimated and the features excluded.

pd.regr.der = generatePartialPredictionData(fit.regr, bh.task, "lstat", derivative = TRUE)
head(pd.regr.der$data)
#>          medv    lstat
#> 1  0.13406892 37.97000
#> 2  0.05090044 33.94333
#> 3 -0.05778299 29.91667
#> 4 -0.17728166 25.89000
#> 5 -0.28990445 21.86333
#> 6 -0.37760851 17.83667
pd.regr.der.ind = generatePartialPredictionData(fit.regr, bh.task, "lstat", derivative = TRUE,
  individual = TRUE)
head(pd.regr.der.ind$data)
#>          medv    lstat idx
#> 1  0.01294649 37.97000   1
#> 2 -0.04198499 33.94333   1
#> 3 -0.09918516 29.91667   1
#> 4 -0.15399777 25.89000   1
#> 5 -0.20601386 21.86333   1
#> 6 -0.25553074 17.83667   1
pd.classif.der = generatePartialPredictionData(fit.classif, iris.task, "Petal.Width", derivative = TRUE)
head(pd.classif.der$data)
#>    Class Probability Petal.Width
#> 1 setosa  0.06479796    2.500000
#> 2 setosa  0.02417364    2.233333
#> 3 setosa -0.01188692    1.966667
#> 4 setosa -0.06364970    1.700000
#> 5 setosa -0.18686143    1.433333
#> 6 setosa -0.34859672    1.166667
pd.classif.der.ind = generatePartialPredictionData(fit.classif, iris.task, "Petal.Width", derivative = TRUE,
  individual = TRUE)
head(pd.classif.der.ind$data)
#>    Class  Probability Petal.Width      idx
#> 1 setosa -0.001631997         2.5 1.setosa
#> 2 setosa  0.013456089         2.5 2.setosa
#> 3 setosa  0.001246305         2.5 3.setosa
#> 4 setosa  0.006129489         2.5 4.setosa
#> 5 setosa -0.003554730         2.5 5.setosa
#> 6 setosa -0.002439572         2.5 6.setosa

Plotting partial predictions

Results from generatePartialPredictionData can be visualized with plotPartialPrediction and plotPartialPredictionGGVIS.

With one feature and a regression task the output is a line plot, with a point for each point in the corresponding feature's grid.

plotPartialPrediction(pd.regr)

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With a classification task, a line is drawn for each class, which gives the estimated partial probability of that class for a particular point in the feature grid.

plotPartialPrediction(pd.classif)

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For regression tasks, when the fun argument of generatePartialPredictionData is used, the bounds will automatically be displayed using a gray ribbon.

plotPartialPrediction(pd.ci)

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The same goes for plots of partial predictions where the learner has predict.type = "se".

plotPartialPrediction(pd.se)

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When multiple features are passed to generatePartialPredictionData but interaction = FALSE, facetting is used to display each estimated bivariate relationship.

plotPartialPrediction(pd.lst)

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When interaction = TRUE in the call to generatePartialPredictionData, one variable must be chosen to be used for facetting, and a subplot for each value in the chosen feature's grid is created, wherein the other feature's partial predictions within the facetting feature's value are shown. Note that this type of plot is limited to two features.

plotPartialPrediction(pd.int, facet = "Petal.Length")

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plotPartialPredictionGGVIS can be used similarly, however, since ggvis currently lacks subplotting/facetting capabilities, the argument interact maps one feature to an interactive sidebar where the user can select a value of one feature.

plotPartialPredictionGGVIS(pd.int, interact = "Petal.Length")

When individual = TRUE each individual conditional expectation curve is plotted.

plotPartialPrediction(pd.ind.regr)

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When the individual curves are centered by subtracting the individual conditional expectations estimated at a particular value of this results in a fixed intercept which aids in visualizing variation in predictions made by .

plotPartialPrediction(pd.ind.classif)