, - mgcv mgcv. , : mgcv caret - , , caret.
, caret:
, caret::train method = "gam", :
getModelInfo(model = "gam", regex = FALSE)$gam$fit
function(x, y, wts, param, lev, last, classProbs, ...) {
dat <- if(is.data.frame(x)) x else as.data.frame(x)
modForm <- caret:::smootherFormula(x)
if(is.factor(y)) {
dat$.outcome <- ifelse(y == lev[1], 0, 1)
dist <- binomial()
} else {
dat$.outcome <- y
dist <- gaussian()
}
modelArgs <- list(formula = modForm,
data = dat,
select = param$select,
method = as.character(param$method))
theDots <- list(...)
if(!any(names(theDots) == "family")) modelArgs$family <- dist
modelArgs <- c(modelArgs, theDots)
out <- do.call(getFromNamespace("gam", "mgcv"), modelArgs)
out
}
modForm <- caret:::smootherFormula(x)? , - . , , GAM caret:
caret:::smootherFormula
function (data, smoother = "s", cut = 10, df = 0, span = 0.5,
degree = 1, y = ".outcome")
{
nzv <- nearZeroVar(data)
if (length(nzv) > 0)
data <- data[, -nzv, drop = FALSE]
numValues <- sort(apply(data, 2, function(x) length(unique(x))))
prefix <- rep("", ncol(data))
suffix <- rep("", ncol(data))
prefix[numValues > cut] <- paste(smoother, "(", sep = "")
if (smoother == "s") {
suffix[numValues > cut] <- if (df == 0)
")"
else paste(", df=", df, ")", sep = "")
}
if (smoother == "lo") {
suffix[numValues > cut] <- paste(", span=", span, ",degree=",
degree, ")", sep = "")
}
if (smoother == "rcs") {
suffix[numValues > cut] <- ")"
}
rhs <- paste(prefix, names(numValues), suffix, sep = "")
rhs <- paste(rhs, collapse = "+")
form <- as.formula(paste(y, rhs, sep = "~"))
form
}
, , . , GAM .
mgcv, .
, :
set.seed(0)
dat <- gamSim(eg = 2, scale = 0.2)$data[1:3]
dat$a <- runif(400)
dat$b <- runif(400)
dat$y <- with(dat, y + 0.3 * a - 0.7 * b)
, : y ~ s(x, z) + a + b. y , ; , caret mgcv.
cv <- train(y ~ x + z + a + b, data = dat, method = "gam", family = "gaussian",
trControl = trainControl(method = "LOOCV", number=1, repeats=1),
tuneGrid = data.frame(method = "GCV.Cp", select = FALSE))
:
fit <- cv[[11]]
?
fit$formula
? ", ", mgcv::s : bs = "tp", k = 10 ..