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DGP Classification using Stochastic Imputation

Source: vignettes/classification.Rmd
classification.Rmd

This vignette gives a demonstration of the package on classifying the popular iris data set (Anderson 1935).

Load packages and data

We start by loading required packages,

We now load the iris data set,

data(iris)

and do a min-max normalization on its four input variables.

iris <- iris %>%
  mutate(across(1:4, ~ (. - min(.)) / (max(.) - min(.))))

Before building a classifier, we set a seed with set_seed() from the package for reproducibility

set_seed(9999)

and split a training data set and a testing data set:

test_idx <- sample(seq_len(nrow(iris)), size = 30)

train_data <- iris[-test_idx, ]
test_data <- iris[test_idx, ]

X_train <- as.matrix(train_data[, 1:4])
Y_train <- as.matrix(train_data[, 5])

X_test <- as.matrix(test_data[, 1:4])
Y_test <- as.matrix(test_data[, 5])

Construct and train a DGP classifier

We consider a three-layer DGP classifier, using a Matérn-2.5 kernel in the first layer and a squared exponential kernel in the second layer:

m_dgp <- dgp(X_train, Y_train, depth = 3, name = c('matern2.5', 'sexp'), likelihood = "Categorical")
## Auto-generating a 3-layered DGP structure ... done
## Initializing the DGP emulator ... done
## Training the DGP emulator: 
## Iteration 500: Layer 3: 100%|██████████| 500/500 [00:31<00:00, 15.63it/s]
## Imputing ... done

We set likelihood = "Categorical" since the DGP classifier is essentially a DGP emulator with a categorical likelihood.

Validation

We are now ready to validate the classifier via validate() at 30 out-of-sample testing positions:

m_dgp <- validate(m_dgp, X_test, Y_test)
## Initializing the OOS ... done
## Calculating the OOS ... done
## Saving results to the slot 'oos' in the dgp object ... done

Finally, we visualize the OOS validation for the classifier:

plot(m_dgp, X_test, Y_test)
## Validating and computing ... done
## Post-processing OOS results ... done
## Plotting ... done

By default, plot() displays true labels against predicted label proportions at each input position. Alternatively, setting style = 2 in plot() generates a confusion matrix:

plot(m_dgp, X_test, Y_test, style = 2)
## Validating and computing ... done
## Post-processing OOS results ... done
## Plotting ... done

References

Anderson, Edgar. 1935. “The Irises of the Gaspe Peninsula.” Bulletin of American Iris Society 59: 2–5.