if (FALSE) {
library(glmnet)
X <- matrix(rnorm(100), ncol = 4)
y <- 2*X[,1] - 1.5*X[,2] + rnorm(25) # numeric -> regression
mod <- Model$new(glmnet::glmnet)
(cv_scores <- cross_val_score(mod, X, y, cv = 5)) # auto-uses RMSE
mean(cv_scores) # Average RMSE
cross_val_score(mod, X, y,
fit_params = list(alpha = 0, lambda = 0.1),
predict_params = list(type = "response"))
cross_val_score(mod, X, y,
fit_params = list(alpha = 0.5, lambda = 0.1),
predict_params = list(type = "response"))
# Custom scoring: R-squared
r2 <- function(true, pred) {
ss_res <- sum((true - pred)^2)
ss_tot <- sum((true - mean(true))^2)
1 - ss_res / ss_tot
}
(cv_scores4 <- cross_val_score(mod, X, y, cv = 5, scoring = r2))
mean(cv_scores4) # Average R²
# Classification with accuracy scoring
data(iris)
X_class <- iris[, 1:4]
y_class <- iris$Species # factor -> classification
mod2 <- Model$new(e1071::svm)
(cv_scores2 <- cross_val_score(mod2, X_class, y_class, cv = 5)) # auto-uses accuracy
mean(cv_scores2) # Average accuracy
iris_bin <- iris[iris$Species != "virginica", ]
X_bin <- iris_bin[, 1:4]
y_bin <- droplevels(iris_bin$Species)
(cv_scores3 <- cross_val_score(mod2, X_bin, y_bin, cv = 3,
scoring="f1", fit_params=list(kernel="polynomial")))
mean(cv_scores3) # Average F1
}
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