We will use the twoClass dataset from Applied Predictive Modeling, the book of M. Kuhn and K. Johnson to illustrate the most classical supervised classification algorithms. We will use some advanced R packages: the ggplot2 package for the figures and the caret package for the learning part. caret that provides an unified interface to many other packages. We will also use h2o, a package dedicated to in memory learning of large data set, for its deep learning algorithm.


The twoClass dataset

We read first the dataset and use ggplot2 to display it.

twoClassColor <- brewer.pal(3,'Set1')[1:2]
names(twoClassColor) <- c('Class1','Class2')
ggplot(data = twoClass,aes(x = PredictorA, y = PredictorB)) + 
  geom_point(aes(color = classes), size = 6, alpha = .5) +
  scale_colour_manual(name = 'classes', values = twoClassColor) +
  scale_x_continuous(expand = c(0,0)) +
  scale_y_continuous(expand = c(0,0))

We create a few functions that will be useful to display our classifiers.

nbp <- 250;
PredA <- seq(min(twoClass$PredictorA), max(twoClass$PredictorA), length = nbp)
PredB <- seq(min(twoClass$PredictorB), max(twoClass$PredictorB), length = nbp)
Grid <- expand.grid(PredictorA = PredA, PredictorB = PredB)

PlotGrid <- function(pred,title) {
  surf <- (ggplot(data = twoClass, aes(x = PredictorA, y = PredictorB, 
                                      color = classes)) +
          geom_tile(data = cbind(Grid, classes = pred), aes(fill = classes)) +
          scale_fill_manual(name = 'classes', values = twoClassColor) +
          ggtitle("Decision region") + theme(legend.text = element_text(size = 10)) +
  scale_colour_manual(name = 'classes', values = twoClassColor)) +
  scale_x_continuous(expand = c(0,0)) +
  scale_y_continuous(expand = c(0,0))
  pts <- (ggplot(data = twoClass, aes(x = PredictorA, y = PredictorB,  
                                    color = classes)) +
          geom_contour(data = cbind(Grid, classes = pred), aes(z = as.numeric(classes)), 
                       color = "red", breaks = c(1.5)) +
          geom_point(size = 4, alpha = .5) + 
          ggtitle("Decision boundary") +
          theme(legend.text = element_text(size = 10)) +
          scale_colour_manual(name = 'classes', values = twoClassColor)) +
    scale_x_continuous(expand = c(0,0)) +
    scale_y_continuous(expand = c(0,0))
  grid.arrange(surf, pts, top = textGrob(title, gp = gpar(fontsize = 20)), ncol = 2)

As explained in the introduction, we will use caret for the learning part. This package provides a unified interface to a huge number of classifier available in R. It is a very powerful tool when exploring the different models. In particular, it proposes to compute a resampling accuracy estimate and gives the user the choice of the specific methodology. We will use a repeated V-fold strategy with \(10\) folds and \(2\) repetitions. We will reuse the same seed for each model in order to be sure that the same folds are used.

V <- 10
T <- 4
TrControl <- trainControl(method = "repeatedcv",
                          number = V,
                          repeats = T)

Seed <- 345

Finally, we provide a function that will store the accuracies for every resample and every model. We will also compute an accuracy based on the same data than the one used to learn in order to show the over-fitting phenomenon.

ErrsCaret <- function(Model, Name) {
  Errs <- data.frame(t(postResample(predict(Model, newdata = twoClass), twoClass[["classes"]])),
                     Resample = "None", model = Name)
  rbind(Errs, data.frame(Model$resample, model = Name))

Errs <- data.frame()

We are now ready to define a function that take in input the current collection of accuracies, a name of a model, the corresponding formula and methods, as well as more parameters used to specify the model, and computes the trained model, displays its prediction in a figure and add the errors in the collection.

CaretLearnAndDisplay <- function (Errs, Name, Formula, Method, ...) {
  Model <- train(as.formula(Formula), data = twoClass, method = Method, trControl = TrControl, ...)
  Pred <- predict(Model, newdata = Grid)
  PlotGrid(Pred, Name)
  Errs <- rbind(Errs, ErrsCaret(Model, Name))

We can apply this function to any model available in caret. We will pick a few models and sort them depending on the heuristic used to define them. We will distinguish models coming from a statistical point of view in which one try to estimate the conditional law and plug it into the Bayes classifier and from an optimization point of view in which one try to enforce a small training error by minimizing a relaxed criterion.

Statistical point of view

Generative Modeling

In the generative modeling approach, one propose to estimate the joint law of the covariates and the label and to derive the conditional law using the Bayes formula. The generative models differ by the choice of the density estimator (often specified by an intra class model). We consider here the LDA and QDA methods, in which a Gaussian model is used, and two variants of the Naive Bayes method, in which all the features are assumed to be independent.

Errs <- CaretLearnAndDisplay(Errs, "Linear Discrimant Analysis", "classes ~ .", "lda");

Errs <- CaretLearnAndDisplay(Errs, "Quadratic Discrimant Analysis", "classes ~ . ", "qda");

Errs <- CaretLearnAndDisplay(Errs, "Naive Bayes with Gaussian model", "classes ~ .", "nb",
                         tuneGrid = data.frame(usekernel = c(FALSE), fL = c(0), adjust = c(1)))