designTreatmentsN treatment plan and a data frame prepared
dframe that is "cross" in the sense each row is treated using a treatment
plan built from a subset of dframe disjoint from the given row.
The goal is to try to and supply a method of breaking nested model bias other than splitting
into calibration, training, test sets.
mkCrossFrameNExperiment(dframe, varlist, outcomename, ..., weights = c(), minFraction = 0.02, smFactor = 0, rareCount = 0, rareSig = 1, collarProb = 0, codeRestriction = NULL, customCoders = NULL, scale = FALSE, doCollar = FALSE, splitFunction = NULL, ncross = 3, forceSplit = FALSE, verbose = TRUE, parallelCluster = NULL, use_parallel = TRUE)
Data frame to learn treatments from (training data), must have at least 1 row.
Names of columns to treat (effective variables).
Name of column holding outcome variable. dframe[[outcomename]] must be only finite non-missing values and there must be a cut such that dframe[[outcomename]] is both above the cut at least twice and below the cut at least twice.
no additional arguments, declared to forced named binding of later arguments
optional training weights for each row
optional minimum frequency a categorical level must have to be converted to an indicator column.
optional smoothing factor for impact coding models.
optional integer, allow levels with this count or below to be pooled into a shared rare-level. Defaults to 0 or off.
optional numeric, suppress levels from pooling at this significance value greater. Defaults to NULL or off.
what fraction of the data (pseudo-probability) to collar data at if doCollar is set during
what types of variables to produce (character array of level codes, NULL means no restriction).
map from code names to custom categorical variable encoding functions (please see https://github.com/WinVector/vtreat/blob/master/extras/CustomLevelCoders.md).
optional if TRUE replace numeric variables with regression ("move to outcome-scale").
optional if TRUE collar numeric variables by cutting off after a tail-probability specified by collarProb during treatment design.
(optional) see vtreat::buildEvalSets .
optional scalar>=2 number of cross-validation rounds to design.
logical, if TRUE force cross-validated significance calculations on all variables.
if TRUE print progress.
(optional) a cluster object created by package parallel or package snow.
logical, if TRUE use parallel methods.
treatment plan (for use with prepare)
set.seed(23525) zip <- paste('z',1:100) N <- 200 d <- data.frame(zip=sample(zip,N,replace=TRUE), zip2=sample(zip,N,replace=TRUE), y=runif(N)) del <- runif(length(zip)) names(del) <- zip d$y <- d$y + del[d$zip2] d$yc <- d$y>=mean(d$y) cN <- mkCrossFrameNExperiment(d,c('zip','zip2'),'y', rareCount=2,rareSig=0.9)#>  "vtreat 1.3.6 start initial treatment design Sat Feb 9 10:56:07 2019" #>  " start cross frame work Sat Feb 9 10:56:08 2019" #>  " vtreat::mkCrossFrameNExperiment done Sat Feb 9 10:56:08 2019"cor(cN$crossFrame$y,cN$crossFrame$zip_catN) # poor#>  0.02114663cor(cN$crossFrame$y,cN$crossFrame$zip2_catN) # better#>  0.2013498treatments <- cN$treatments dTrainV <- cN$crossFrame