MachineShop: Machine Learning Models and Tools for R

Description

MachineShop is a meta-package for statistical and machine learning with a unified interface for model fitting, prediction, performance assessment, and presentation of results. Support is provided for predictive modeling of numerical, categorical, and censored time-to-event outcomes and for resample (bootstrap, cross-validation, and split training-test sets) estimation of model performance. This vignette introduces the package interface with a survival data analysis example, followed by supported methods of variable specification; applications to other response variable types; available performance metrics, resampling techniques, and graphical and tabular summaries; and modeling strategies.

Features

• Unified and concise interface for model fitting, prediction, and performance assessment.
• Support for 53+ models from 28 R packages, including model specifications from the parsnip package.
• Dynamic model parameters.
• Ensemble modeling with stacked regression and super learners.
• Modeling of response variables types: binary factors, multi-class nominal and ordinal factors, numeric vectors and matrices, and censored time-to-event survival.
• Model specification with traditional formulas, design matrices, and flexible pre-processing recipes.
• Resample estimation of predictive performance, including cross-validation, bootstrap resampling, and split training-test set validation.
• Parallel execution of resampling algorithms.
• Choices of performance metrics: accuracy, areas under ROC and precision recall curves, Brier score, coefficient of determination (R²), concordance index, cross entropy, F score, Gini coefficient, unweighted and weighted Cohen’s kappa, mean absolute error, mean squared error, mean squared log error, positive and negative predictive values, precision and recall, and sensitivity and specificity.
• Graphical and tabular performance summaries: calibration curves, confusion matrices, partial dependence plots, performance curves, lift curves, and model-specific and permutation-based variable importance.
• Model tuning over automatically generated grids and with exhaustive and random grid searches, Bayesian optimization, particle swarm optimization, quasi-Newton BFGS optimization, simulated annealing, and support for user-defined optimization functions.
• Model selection and comparisons for any combination of models and model parameter values.
• Recursive feature elimination.
• User-definable models and performance metrics.

Getting Started

Installation

# Current release from CRAN
install.packages("MachineShop")

# Development version from GitHub
# install.packages("pak")
pak::pak("brian-j-smith/MachineShop@develop")

Documentation

Once installed, the following R commands will load the package and display its help system documentation. Online documentation and examples are available at the MachineShop website.

library(MachineShop)

# Package help summary
?MachineShop