The goal of
mikropml is to make supervised machine learning (ML) easy for you to run while implementing good practices for machine learning pipelines. All you need to run the ML pipeline is one function:
run_ml(). We’ve selected sensible default arguments related to good practices (Topçuoğlu et al. 2020; Tang et al. 2020), but we allow you to change those arguments to tailor
run_ml() to the needs of your data.
This document takes you through all of the
run_ml() inputs, both required and optional, as well as the outputs.
In summary, you provide:
And the function outputs:
Since I assume a lot of you won’t read this entire vignette, I’m going to say this at the beginning. If the
run_ml() function is running super slow, you should consider parallelizing. See
vignette("parallel") for examples.
The input data to
run_ml() is a dataframe where each row is a sample or observation. One column (assumed to be the first) is the outcome of interest, and all of the other columns are the features. We package
otu_mini_bin as a small example dataset with
#install.packages("devtools") #devtools::install_github("SchlossLab/mikropml") library(mikropml) head(otu_mini_bin) #> dx Otu00001 Otu00002 Otu00003 Otu00004 Otu00005 Otu00006 Otu00007 #> 1 normal 350 268 213 1 208 230 70 #> 2 normal 568 1320 13 293 671 103 48 #> 3 normal 151 756 802 556 145 271 57 #> 4 normal 299 30 1018 0 25 99 75 #> 5 normal 1409 174 0 3 2 1136 296 #> 6 normal 167 712 213 4 332 534 139 #> Otu00008 Otu00009 Otu00010 #> 1 230 235 64 #> 2 204 119 115 #> 3 176 37 710 #> 4 78 255 197 #> 5 1 537 533 #> 6 251 155 122
dx is the outcome column (normal or cancer), and there are 10 features (
Otu00010). Because there are only 2 outcomes, we will be performing binary classification in the majority of the examples below. At the bottom, we will also briefly provide examples of multi-class and continuous outcomes. As you’ll see, you run them in the same way as for binary classification!
The feature columns are the amount of each Operational Taxonomic Unit (OTU) in microbiome samples from patients with cancer and without cancer. The goal is to predict
dx, which stands for diagnosis. This diagnosis can be cancer or not based on an individual’s microbiome. No need to understand exactly what that means, but if you’re interested you can read more about it from the original paper (Topçuoğlu et al. 2020).
For real machine learning applications you’ll need to use more features, but for the purposes of this vignette we’ll stick with this example dataset so everything runs faster.
All of the methods we use are supported by a great ML wrapper package
caret, which we use to train our machine learning models.
The methods we have tested (and their backend packages) are:
For documentation on these methods, as well as many others, you can look at the available models (or see here for a list by tag). While we have not vetted the other models used by
caret, our function is general enough that others might work. While we can’t promise that we can help with other models, feel free to open an issue on GitHub if you have questions about other models and we might be able to help.
We will first focus on
glmnet, which is our default implementation of L2-regularized logistic regression. Then we will cover a few other examples towards the end.
Before you execute
run_ml(), you should consider preprocessing your data, either on your own or with the
preprocess_data() function. You can learn more about this in the preprocessing vignette:
As mentioned above, the minimal input is your dataset (
dataset) and the machine learning model you want to use (
You may also want to provide:
run_ml()will pick the first column, but it’s best practice to specify the column name explicitly.
Say we want to use logistic regression, then the method we will use is
glmnet. To do so, run the ML pipeline with:
<- run_ml(otu_mini_bin, results 'glmnet', outcome_colname = 'dx', seed = 2019)
You’ll notice a few things:
Now, let’s dig into the output a bit. The results is a list of 4 things:
names(results) #>  "trained_model" "test_data" "performance" #>  "feature_importance"
trained_model is the trained model from
caret. There is a bunch of info in this that we won’t get into, because you can learn more from the
names(results$trained_model) #>  "method" "modelInfo" "modelType" "results" "pred" #>  "bestTune" "call" "dots" "metric" "control" #>  "finalModel" "preProcess" "trainingData" "resample" "resampledCM" #>  "perfNames" "maximize" "yLimits" "times" "levels" #>  "terms" "coefnames" "xlevels"
test_data is the partition of the dataset that was used for testing. In machine learning, it’s always important to have a held-out test dataset that is not used in the training stage. In this pipeline we do that using
run_ml() where we split your data into training and testing sets. The training data are used to build the model (e.g. tune hyperparameters, learn the data) and the test data are used to evaluate how well the model performs.
head(results$test_data) #> dx Otu00009 Otu00005 Otu00010 Otu00001 Otu00008 Otu00004 Otu00003 #> 9 normal 119 142 248 256 363 112 871 #> 14 normal 60 209 70 86 96 1 123 #> 16 cancer 205 5 180 1668 95 22 3 #> 17 normal 188 356 107 381 1035 915 315 #> 27 normal 4 21 161 7 1 27 8 #> 30 normal 13 166 5 31 33 5 58 #> Otu00002 Otu00007 Otu00006 #> 9 995 0 137 #> 14 426 54 40 #> 16 20 590 570 #> 17 357 253 341 #> 27 25 322 5 #> 30 179 6 30
performance is a dataframe of (mainly) performance metrics (1 column for cross-validation performance metric, several for test performance metrics, and 2 columns at the end with ML method and seed):
$performance results#> # A tibble: 1 × 17 #> cv_metric_AUC logLoss AUC prAUC Accuracy Kappa F1 Sensitivity Specificity #> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 0.622 0.684 0.647 0.606 0.590 0.179 0.6 0.6 0.579 #> # … with 8 more variables: Pos_Pred_Value <dbl>, Neg_Pred_Value <dbl>, #> # Precision <dbl>, Recall <dbl>, Detection_Rate <dbl>, #> # Balanced_Accuracy <dbl>, method <chr>, seed <dbl>
When using logistic regression for binary classification, area under the receiver-operator characteristic curve (AUC) is a useful metric to evaluate model performance. Because of that, it’s the default that we use for
mikropml. However, it is crucial to evaluate your model performance using multiple metrics. Below you can find more information about other performance metrics and how to use them in our package.
cv_metric_AUC is the AUC for the cross-validation folds for the training data. This gives us a sense of how well the model performs on the training data.
Most of the other columns are performance metrics for the test data — the data that wasn’t used to build the model. Here, you can see that the AUC for the test data is not much above 0.5, suggesting that this model does not predict much better than chance, and that the model is overfit because the cross-validation AUC (
cv_metric_AUC, measured during training) is much higher than the testing AUC. This isn’t too surprising since we’re using so few features with this example dataset, so don’t be discouraged. The default option also provides a number of other performance metrics that you might be interested in, including area under the precision-recall curve (prAUC).
The last columns of
results$performance are the method and seed (if you set one) to help with combining results from multiple runs (see
feature_importance has information about feature importance values if
find_feature_importance = TRUE (the default is
FALSE). Since we used the defaults, there’s nothing here:
$feature_importance results#>  "Skipped feature importance"
There are a few arguments that allow you to change how you execute
run_ml(). We’ve chosen reasonable defaults for you, but we encourage you to change these if you think something else would be better for your data.
kfold: The number of folds to run for cross-validation (default: 5).
cv_times: The number of times to run repeated cross-validation (default: 100).
training_frac: The fraction of data for the training set (default: 0.8). The rest of the data is used for testing.
Here’s an example where we change some of the default parameters:
<- run_ml(otu_mini_bin, results_custom 'glmnet', kfold = 2, cv_times = 5, training_frac = 0.5, seed = 2019) #> Using 'dx' as the outcome column. #> Training the model... #> Loading required package: ggplot2 #> Loading required package: lattice #> Warning in (function (w) : `caret::train()` issued the following warning: #> #> simpleWarning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo, : There were missing values in resampled performance measures. #> #> This warning usually means that the model didn't converge in some cross-validation folds because it is predicting something close to a constant. As a result, certain performance metrics can't be calculated. This suggests that some of the hyperparameters chosen are doing very poorly. #> Training complete.
You might have noticed that this one ran faster — that’s because we reduced
cv_times. This is okay for testing things out and may even be necessary for smaller datasets. But in general it may be better to have larger numbers for these parameters; we think the defaults are a good starting point (Topçuoğlu et al. 2020).
training_frac is a fraction between 0 and 1, a random sample of observations in the dataset are chosen for the training set to satisfy the
training_frac. However, in some cases you might wish to control exactly which observations are in the training set. You can instead assign
training_frac a vector of indices that correspond to which rows of the dataset should go in the training set (all remaining sequences will go in the testing set).
<- otu_mini_bin %>% nrow() n_obs <- 0.8 * n_obs training_size <- sample(n_obs, training_size) training_rows <- run_ml(otu_mini_bin, results_custom_train 'glmnet', kfold = 2, cv_times = 5, training_frac = training_rows, seed = 2019 )#> Using 'dx' as the outcome column. #> Using the custom training set indices provided by `training_frac`. #> The fraction of data in the training set will be 0.8 #> Training the model... #> Training complete.
There are two arguments that allow you to change what performance metric to use for model evaluation, and what performance metrics to calculate using the test data.
perf_metric_function is the function used to calculate the performance metrics.
The default for classification is
caret::multiClassSummary() and the default for regression is
caret::defaultSummary(). We’d suggest not changing this unless you really know what you’re doing.
perf_metric_name is the column name from the output of
perf_metric_function. We chose reasonable defaults (AUC for binary, logLoss for multiclass, and RMSE for continuous), but the default functions calculate a bunch of different performance metrics, so you can choose a different one if you’d like.
The default performance metrics available for classification are:
#>  "logLoss" "AUC" "prAUC" #>  "Accuracy" "Kappa" "Mean_F1" #>  "Mean_Sensitivity" "Mean_Specificity" "Mean_Pos_Pred_Value" #>  "Mean_Neg_Pred_Value" "Mean_Precision" "Mean_Recall" #>  "Mean_Detection_Rate" "Mean_Balanced_Accuracy"
The default performance metrics available for regression are:
#>  "RMSE" "Rsquared" "MAE"
Here’s an example using prAUC instead of AUC:
<- run_ml(otu_mini_bin, results_pr 'glmnet', cv_times = 5, perf_metric_name = 'prAUC', seed = 2019) #> Using 'dx' as the outcome column. #> Training the model... #> Warning in (function (w) : `caret::train()` issued the following warning: #> #> simpleWarning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo, : There were missing values in resampled performance measures. #> #> This warning usually means that the model didn't converge in some cross-validation folds because it is predicting something close to a constant. As a result, certain performance metrics can't be calculated. This suggests that some of the hyperparameters chosen are doing very poorly. #> Training complete.
You’ll see that the cross-validation metric is prAUC, instead of the default AUC:
$performance results_pr#> # A tibble: 1 × 17 #> cv_metric_prAUC logLoss AUC prAUC Accuracy Kappa F1 Sensitivity #> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 0.577 0.691 0.663 0.605 0.538 0.0539 0.690 1 #> # … with 9 more variables: Specificity <dbl>, Pos_Pred_Value <dbl>, #> # Neg_Pred_Value <dbl>, Precision <dbl>, Recall <dbl>, Detection_Rate <dbl>, #> # Balanced_Accuracy <dbl>, method <chr>, seed <dbl>
groups is a vector of groups to keep together when splitting the data into train and test sets and for cross-validation. Sometimes it’s important to split up the data based on a grouping instead of just randomly. This allows you to control for similarities within groups that you don’t want to skew your predictions (i.e. batch effects). For example, with biological data you may have samples collected from multiple hospitals, and you might like to keep observations from the same hospital in the same partition.
Here’s an example where we split the data into train/test sets based on groups:
# make random groups set.seed(2019) <- sample(LETTERS[1:8], nrow(otu_mini_bin), replace=TRUE) grps <- run_ml(otu_mini_bin, results_grp 'glmnet', cv_times = 2, training_frac = 0.8, groups = grps, seed = 2019) #> Using 'dx' as the outcome column. #> Fraction of data in the training set: 0.795 #> Groups in the training set: A B D F G H #> Groups in the testing set: C E #> Training the model... #> Training complete.
The one difference here is
run_ml() will report how much of the data is in the training set if you run the above code chunk. This can be a little finicky depending on how many samples and groups you have. This is because it won’t be exactly what you specify with
training_frac, since you have to include all of one group in either the training set or the test set.
When you use the
groups parameter as above, by default
run_ml() will assume that you want all of the observations from each group to be placed in the same partition of the train/test split. This makes sense when you want to use groups to control for batch effects. However, in some cases you might prefer to control exactly which groups end up in which partition, and you might even be okay with some observations from the same group being assigned to different partitions.
For example, say you want groups A and B to be used for training, C and D for testing, and you don’t have a preference for what happens to the other groups. You can give the
group_partitions parameter a named list to specify which groups should go in the training set and which should go in the testing set.
<- run_ml(otu_mini_bin, results_grp_part 'glmnet', cv_times = 2, training_frac = 0.8, groups = grps, group_partitions = list(train = c('A', 'B'), test = c('C', 'D') ),seed = 2019) #> Using 'dx' as the outcome column. #> Fraction of data in the training set: 0.785 #> Groups in the training set: A B E F G H #> Groups in the testing set: C D #> Training the model... #> Training complete.
In the above case, all observations from A & B will be used for training, all from C & D will be used for testing, and the remaining groups will be randomly assigned to one or the other to satisfy the
training_frac as closely as possible.
In another scenario, maybe you want only groups A through F to be used for training, but you also want to allow other observations not selected for training from A through F to be used for testing:
<- run_ml(otu_mini_bin, results_grp_trainA 'glmnet', cv_times = 2, kfold = 2, training_frac = 0.5, groups = grps, group_partitions = list(train = c("A", "B", "C", "D", "E", "F"), test = c("A", "B", "C", "D", "E", "F", "G", "H") ),seed = 2019) #> Using 'dx' as the outcome column. #> Fraction of data in the training set: 0.5 #> Groups in the training set: A B C D E F #> Groups in the testing set: A B C D E F G H #> Training the model... #> Training complete.
If you need even more control than this, take a look at setting custom training indices. You might also prefer to provide your own train control scheme with the
cross_val parameter in
To find which features are contributing to predictive power, you can use
find_feature_importance = TRUE. How we use permutation importance to determine feature importance is described in (Topçuoğlu et al. 2020). Briefly, it permutes each of the features individually (or correlated ones together) and evaluates how much the performance metric decreases. The more performance decreases when the feature is randomly shuffled, the more important that feature is. The default is
FALSE because it takes a while to run and is only useful if you want to know what features are important in predicting your outcome.
Let’s look at some feature importance results:
<- run_ml(otu_mini_bin, results_imp "rf", outcome_colname = "dx", find_feature_importance = TRUE, seed = 2019 )
Now, we can check out the feature importances:
$feature_importance results_imp#> perf_metric perf_metric_diff names method perf_metric_name seed #> 1 0.5542375 0.0082625 Otu00001 rf AUC 2019 #> 2 0.5731750 -0.0106750 Otu00002 rf AUC 2019 #> 3 0.5548750 0.0076250 Otu00003 rf AUC 2019 #> 4 0.6414750 -0.0789750 Otu00004 rf AUC 2019 #> 5 0.5049625 0.0575375 Otu00005 rf AUC 2019 #> 6 0.5444500 0.0180500 Otu00006 rf AUC 2019 #> 7 0.5417125 0.0207875 Otu00007 rf AUC 2019 #> 8 0.5257750 0.0367250 Otu00008 rf AUC 2019 #> 9 0.5395750 0.0229250 Otu00009 rf AUC 2019 #> 10 0.4977625 0.0647375 Otu00010 rf AUC 2019
There are several columns:
perf_metric: The performance value of the permuted feature.
perf_metric_diff: The difference between the performance for the true and permuted data (i.e. test performance minus permuted performance). Features with a larger
perf_metric_diffare more important.
names: The feature that was permuted.
method: The ML method used.
perf_metric_name: The peformance metric used.
seed: The seed (if set).
As you can see here, the differences are negligible (close to zero), which makes sense since our model isn’t great. If you’re interested in feature importance, it’s especially useful to run multiple different train/test splits, as shown in our example snakemake workflow.
You can also choose to permute correlated features together using
corr_thresh (default: 1). Any features that are above the correlation threshold are permuted together; i.e. perfectly correlated features are permuted together when using the default value.
<- run_ml(otu_mini_bin, results_imp_corr 'glmnet', cv_times = 5, find_feature_importance = TRUE, corr_thresh = 0.2, seed = 2019) #> Using 'dx' as the outcome column. #> Training the model... #> Warning in (function (w) : `caret::train()` issued the following warning: #> #> simpleWarning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo, : There were missing values in resampled performance measures. #> #> This warning usually means that the model didn't converge in some cross-validation folds because it is predicting something close to a constant. As a result, certain performance metrics can't be calculated. This suggests that some of the hyperparameters chosen are doing very poorly. #> Training complete. #> Finding feature importance... #> Feature importance complete. $feature_importance results_imp_corr#> perf_metric perf_metric_diff #> 1 0.5502105 0.09715789 #> 2 0.6369474 0.01042105 #> 3 0.5951316 0.05223684 #> names #> 1 Otu00001|Otu00002|Otu00003|Otu00005|Otu00006|Otu00007|Otu00009|Otu00010 #> 2 Otu00004 #> 3 Otu00008 #> method perf_metric_name seed #> 1 glmnet AUC 2019 #> 2 glmnet AUC 2019 #> 3 glmnet AUC 2019
You can see which features were permuted together in the
names column. Here all 3 features were permuted together (which doesn’t really make sense, but it’s just an example).
If you previously executed
run_ml() without feature importance but now wish to find feature importance after the fact, see the example code in the
get_feature_importance() can show a live progress bar, see
vignette("parallel") for examples.
This is important, so we have a whole vignette about them. The bottom line is we provide default hyperparameters that you can start with, but it’s important to tune your hyperparameters. For more information about what the default hyperparameters are, and how to tune hyperparameters, see
Here are examples of how to train and evaluate other models. The output for all of them is very similar, so we won’t go into those details.
<- run_ml(otu_mini_bin, results_rf 'rf', cv_times = 5, seed = 2019)
You can also change the number of trees to use for random forest (
ntree; default: 1000). This can’t be tuned using
rf package implementation of random forest. Please refer to
caret documentation if you are interested in other packages with random forest implementations.
<- run_ml(otu_mini_bin, results_rf_nt 'rf', cv_times = 5, ntree = 10, seed = 2019)
<- run_ml(otu_mini_bin, results_dt 'rpart2', cv_times = 5, seed = 2019)
<- run_ml(otu_mini_bin, results_svm 'svmRadial', cv_times = 5, seed = 2019)
If you get a message “maximum number of iterations reached,” see this issue in caret.
otu_mini_multi with a multiclass outcome (three or more outcomes):
%>% dplyr::pull('dx') %>% unique() otu_mini_multi #>  "adenoma" "carcinoma" "normal"
Here’s an example of running multiclass data:
<- run_ml(otu_mini_multi, results_multi outcome_colname = "dx", seed = 2019 )
The performance metrics are slightly different, but the format of everything else is the same:
$performance results_multi#> # A tibble: 1 × 17 #> cv_metric_logLoss logLoss AUC prAUC Accuracy Kappa Mean_F1 Mean_Sensitivity #> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <chr> <dbl> #> 1 1.07 1.11 0.506 0.353 0.382 0.0449 <NA> 0.360 #> # … with 9 more variables: Mean_Specificity <dbl>, Mean_Pos_Pred_Value <chr>, #> # Mean_Neg_Pred_Value <dbl>, Mean_Precision <chr>, Mean_Recall <dbl>, #> # Mean_Detection_Rate <dbl>, Mean_Balanced_Accuracy <dbl>, method <chr>, #> # seed <dbl>
And here’s an example for running continuous data, where the outcome column is numerical:
<- run_ml(otu_mini_bin[, 2:11], results_cont 'glmnet', outcome_colname = 'Otu00001', seed = 2019)
Again, the performance metrics are slightly different, but the format of the rest is the same:
$performance results_cont#> # A tibble: 1 × 6 #> cv_metric_RMSE RMSE Rsquared MAE method seed #> <dbl> <dbl> <dbl> <dbl> <chr> <dbl> #> 1 622. 731. 0.0893 472. glmnet 2019