R for Predictive Modeling- PAW Toronto

A nice workshop on using R for Predictive Modeling by Max Kuhn Director, Nonclinical Statistics, Pfizer is on at PAW Toronto.

Workshop

Monday, April 23, 2012 in Toronto
Full-day: 9:00am – 4:30pm

R for Predictive Modeling:
A Hands-On Introduction

Intended Audience: Practitioners who wish to learn how to execute on predictive analytics by way of the R language; anyone who wants “to turn ideas into software, quickly and faithfully.”

Knowledge Level: Either hands-on experience with predictive modeling (without R) or hands-on familiarity with any programming language (other than R) is sufficient background and preparation to participate in this workshop.


What prior attendees have exclaimed


Workshop Description

This one-day session provides a hands-on introduction to R, the well-known open-source platform for data analysis. Real examples are employed in order to methodically expose attendees to best practices driving R and its rich set of predictive modeling packages, providing hands-on experience and know-how. R is compared to other data analysis platforms, and common pitfalls in using R are addressed.

The instructor, a leading R developer and the creator of CARET, a core R package that streamlines the process for creating predictive models, will guide attendees on hands-on execution with R, covering:

  • A working knowledge of the R system
  • The strengths and limitations of the R language
  • Preparing data with R, including splitting, resampling and variable creation
  • Developing predictive models with R, including decision trees, support vector machines and ensemble methods
  • Visualization: Exploratory Data Analysis (EDA), and tools that persuade
  • Evaluating predictive models, including viewing lift curves, variable importance and avoiding overfitting

Hardware: Bring Your Own Laptop
Each workshop participant is required to bring their own laptop running Windows or OS X. The software used during this training program, R, is free and readily available for download.

Attendees receive an electronic copy of the course materials and related R code at the conclusion of the workshop.


Schedule

  • Workshop starts at 9:00am
  • Morning Coffee Break at 10:30am – 11:00am
  • Lunch provided at 12:30 – 1:15pm
  • Afternoon Coffee Break at 2:30pm – 3:00pm
  • End of the Workshop: 4:30pm

Instructor

Max Kuhn, Director, Nonclinical Statistics, Pfizer

Max Kuhn is a Director of Nonclinical Statistics at Pfizer Global R&D in Connecticut. He has been applying models in the pharmaceutical industries for over 15 years.

He is a leading R developer and the author of several R packages including the CARET package that provides a simple and consistent interface to over 100 predictive models available in R.

Mr. Kuhn has taught courses on modeling within Pfizer and externally, including a class for the India Ministry of Information Technology.

Source-

http://www.predictiveanalyticsworld.com/toronto/2012/r_for_predictive_modeling.php

Book Review- Machine Learning for Hackers

This is review of the fashionably named book Machine Learning for Hackers by Drew Conway and John Myles White (O’Reilly ). The book is about hacking code in R.

 

The preface introduces the reader to the authors conception of what machine learning and hacking is all about. If the name of the book was machine learning for business analytsts or data miners, I am sure the content would have been unchanged though the popularity (and ambiguity) of the word hacker can often substitute for its usefulness. Indeed the many wise and learned Professors of statistics departments through out the civilized world would be mildly surprised and bemused by their day to day activities as hacking or teaching hackers. The book follows a case study and example based approach and uses the GGPLOT2 package within R programming almost to the point of ignoring any other native graphics system based in R. It can be quite useful for the aspiring reader who wishes to understand and join the booming market for skilled talent in statistical computing.

Chapter 1 has a very useful set of functions for data cleansing and formatting. It walks you through the basics of formatting based on dates and conditions, missing value and outlier treatment and using ggplot package in R for graphical analysis. The case study used is an Infochimps dataset with 60,000 recordings of UFO sightings. The case study is lucid, and done at a extremely helpful pace illustrating the powerful and flexible nature of R functions that can be used for data cleansing.The chapter mentions text editors and IDEs but fails to list them in a tabular format, while listing several other tables like Packages used in the book. It also jumps straight from installation instructions to functions in R without getting into the various kinds of data types within R or specifying where these can be referenced from. It thus assumes a higher level of basic programming understanding for the reader than the average R book.

Chapter 2 discusses data exploration, and has a very clear set of diagrams that explain the various data summary operations that are performed routinely. This is an innovative approach and will help students or newcomers to the field of data analysis. It introduces the reader to type determination functions, as well different kinds of encoding. The introduction to creating functions is quite elegant and simple , and numerical summary methods are explained adequately. While the chapter explains data exploration with the help of various histogram options in ggplot2 , it fails to create a more generic framework for data exploration or rules to assist the reader in visual data exploration in non standard data situations. While the examples are very helpful for a reader , there needs to be slightly more depth to step out of the example and into a framework for visual data exploration (or references for the same). A couple of case studies however elaborately explained cannot do justice to the vast field of data exploration and especially visual data exploration.

Chapter 3 discussed binary classification for the specific purpose for spam filtering using a dataset from SpamAssassin. It introduces the reader to the naïve Bayes classifier and the principles of text mining suing the tm package in R. Some of the example codes could have been better commented for easier readability in the book. Overall it is quite a easy tutorial for creating a naïve Bayes classifier even for beginners.

Chapter 4 discusses the issues in importance ranking and creating recommendation systems specifically in the case of ordering email messages into important and not important. It introduces the useful grepl, gsub, strsplit, strptime ,difftime and strtrim functions for parsing data. The chapter further introduces the reader to the concept of log (and affine) transformations in a lucid and clear way that can help even beginners learn this powerful transformation concept. Again the coding within this chapter is sparsely commented which can cause difficulties to people not used to learn reams of code. ( it may have been part of the code attached with the book, but I am reading an electronic book and I did not find an easy way to go back and forth between the code and the book). The readability of the chapters would be further enhanced by the use of flow charts explaining the path and process followed than overtly verbose textual descriptions running into multiple pages. The chapters are quite clearly written, but a helpful visual summary can help in both revising the concepts and elucidate the approach taken further.A suggestion for the authors could be to compile the list of useful functions they introduce in this book as a sort of reference card (or Ref Card) for R Hackers or atleast have a chapter wise summary of functions, datasets and packages used.

Chapter 5 discusses linear regression , and it is a surprising and not very good explanation of regression theory in the introduction to regression. However the chapter makes up in practical example what it oversimplifies in theory. The chapter on regression is not the finest chapter written in this otherwise excellent book. Part of this is because of relative lack of organization- correlation is explained after linear regression is explained. Once again the lack of a function summary and a process flow diagram hinders readability and a separate section on regression metrics that help make a regression result good or not so good could be a welcome addition. Functions introduced include lm.

Chapter 6 showcases Generalized Additive Model (GAM) and Polynomial Regression, including an introduction to singularity and of over-fitting. Functions included in this chapter are transform, and poly while the package glmnet is also used here. The chapter also introduces the reader formally to the concept of cross validation (though examples of cross validation had been introduced in earlier chapters) and regularization. Logistic regression is also introduced at the end in this chapter.

Chapter 7 is about optimization. It describes error metric in a very easy to understand way. It creates a grid by using nested loops for various values of intercept and slope of a regression equation and computing the sum of square of errors. It then describes the optim function in detail including how it works and it’s various parameters. It introduces the curve function. The chapter then describes ridge regression including definition and hyperparameter lamda. The use of optim function to optimize the error in regression is useful learning for the aspiring hacker. Lastly it describes a case study of breaking codes using the simplistic Caesar cipher, a lexical database and the Metropolis method. Functions introduced in this chapter include .Machine$double.eps .

Chapter 8 deals with Principal Component Analysis and unsupervised learning. It uses the ymd function from lubridate package to convert string to date objects, and the cast function from reshape package to further manipulate the structure of data. Using the princomp functions enables PCA in R.The case study creates a stock market index and compares the results with the Dow Jones index.

Chapter 9 deals with Multidimensional Scaling as well as clustering US senators on the basis of similarity in voting records on legislation .It showcases matrix multiplication using %*% and also the dist function to compute distance matrix.

Chapter 10 has the subject of K Nearest Neighbors for recommendation systems. Packages used include class ,reshape and and functions used include cor, function and log. It also demonstrates creating a custom kNN function for calculating Euclidean distance between center of centroids and data. The case study used is the R package recommendation contest on Kaggle. Overall a simplistic introduction to creating a recommendation system using K nearest neighbors, without getting into any of the prepackaged packages within R that deal with association analysis , clustering or recommendation systems.

Chapter 11 introduces the reader to social network analysis (and elements of graph theory) using the example of Erdos Number as an interesting example of social networks of mathematicians. The example of Social Graph API by Google for hacking are quite new and intriguing (though a bit obsolete by changes, and should be rectified in either the errata or next edition) . However there exists packages within R that should be atleast referenced or used within this chapter (like TwitteR package that use the Twitter API and ROauth package for other social networks). Packages used within this chapter include Rcurl, RJSONIO, and igraph packages of R and functions used include rbind and ifelse. It also introduces the reader to the advanced software Gephi. The last example is to build a recommendation engine for whom to follow in Twitter using R.

Chapter 12 is about model comparison and introduces the concept of Support Vector Machines. It uses the package e1071 and shows the svm function. It also introduces the concept of tuning hyper parameters within default algorithms . A small problem in understanding the concepts is the misalignment of diagram pages with the relevant code. It lastly concludes with using mean square error as a method for comparing models built with different algorithms.

 

Overall the book is a welcome addition in the library of books based on R programming language, and the refreshing nature of the flow of material and the practicality of it’s case studies make this a recommended addition to both academic and corporate business analysts trying to derive insights by hacking lots of heterogeneous data.

Have a look for yourself at-
http://shop.oreilly.com/product/0636920018483.do

Sunburst and Cartograms in R

There are still some graphs that cannot be yet made in R using a straightforward function or package.

One is sunburst (which is  radial kind of treemap-that can be made in R). See diagrams below to see the difference. Note sunburst is visually similar to coxcomb (Nightangle) graphs. Coxcombs can also be manipulated and made- but I am yet to find a straight package to make coxcomb using a single function _histdata package in R comes close in terms on historical datasets.

The Treemap uses a rectangular, space-filling slice-and-dice technique to visualize objects in the different levels of a hierarchy. The area and color of each item corresponds to an attribute of the item as well.

The Sunburst technique is an alternative, space-filling visualization that uses a radial rather than a rectangular layout. An example Sunburst display is shown below. citation- http://www.cc.gatech.edu/gvu/ii/sunburst/

Coxcomb Below-

 

 

Other is cartogram -whose packages are MIA  -RCartogram is very basic package http://www.omegahat.org/Rcartogram/ – It is better to use Toad Scraper software than R for this kind of map.

Cartograms are  used to produce spatial plots where the boundaries of regions can be transformed to be proportional to density/counts/populations. This is illustrated in plots such as

Mark Newman’s plot of People living with HIV/AIDS
Citation: Friendly, Michael (2001), Gallery of Data Visualization, Electronic document, http://www.datavis.ca/gallery/,Accessed: 03/23/2012 18:23:33

Random Sampling a Dataset in R

A common example in business  analytics data is to take a random sample of a very large dataset, to test your analytics code. Note most business analytics datasets are data.frame ( records as rows and variables as columns)  in structure or database bound.This is partly due to a legacy of traditional analytics software.

Here is how we do it in R-

• Refering to parts of data.frame rather than whole dataset.

Using square brackets to reference variable columns and rows

The notation dataset[i,k] refers to element in the ith row and jth column.

The notation dataset[i,] refers to all elements in the ith row .or a record for a data.frame

The notation dataset[,j] refers to all elements in the jth column- or a variable for a data.frame.

For a data.frame dataset

> nrow(dataset) #This gives number of rows

> ncol(dataset) #This gives number of columns

An example for corelation between only a few variables in a data.frame.

> cor(dataset1[,4:6])

Splitting a dataset into test and control.

ts.test=dataset2[1:200] #First 200 rows

ts.control=dataset2[201:275] #Next 75 rows

• Sampling

Random sampling enables us to work on a smaller size of the whole dataset.

use sample to create a random permutation of the vector x.

Suppose we want to take a 5% sample of a data frame with no replacement.

Let us create a dataset ajay of random numbers

ajay=matrix( round(rnorm(200, 5,15)), ncol=10)

#This is the kind of code line that frightens most MBAs!!

Note we use the round function to round off values.

ajay=as.data.frame(ajay)

 nrow(ajay)

[1] 20

> ncol(ajay)

[1] 10

This is a typical business data scenario when we want to select only a few records to do our analysis (or test our code), but have all the columns for those records. Let  us assume we want to sample only 5% of the whole data so we can run our code on it

Then the number of rows in the new object will be 0.05*nrow(ajay).That will be the size of the sample.

The new object can be referenced to choose only a sample of all rows in original object using the size parameter.

We also use the replace=FALSE or F , to not the same row again and again. The new_rows is thus a 5% sample of the existing rows.

Then using the square backets and ajay[new_rows,] to get-

b=ajay[sample(nrow(ajay),replace=F,size=0.05*nrow(ajay)),]

 

You can change the percentage from 5 % to whatever you want accordingly.

Using Google Analytics API with R:dimensions and metrics

I modified the query I wrote earlier  at http://www.decisionstats.com/using-google-analytics-with-r/to get multiple dimensions and metrics from the Google Analytics API, like hour of day,day of week to get cyclical parameters.We are adding the dimensions, and metrics to bring more depth in our analysis.Basically we are trying to do a time series analysis for forecasting web analytics data( which is basically time -stamped and rich in details ).

Basically I am modifying the dimensions and metrics parameters of the query code using the list at

http://code.google.com/apis/analytics/docs/gdata/dimsmets/dimsmets.html

 

query <- QueryBuilder()
query$Init(start.date = "2011-08-20",
                   end.date = "2012-08-25",
                   dimensions = c("ga:date","ga:hour","ga:dayOfWeek"),
                   metrics = c("ga:visitors","ga:visits","ga:pageviews","ga:timeOnSite"),
                   sort = c("ga:date","ga:hour","ga:dayOfWeek"),
                   table.id = paste(profiles$profile[3,3]))

#5. Make a request to get the data from the API 

ga.data <- ga$GetReportData(query)

#6. Look at the returned data 

str(ga.data)

head(ga.data$data) 

and we need the lubridate package to create a ymd:hour (time stamp)    since GA gives data aggregated at a hourly level at most. Also we need to smoothen the effect of weekend on web analytics data.

#Using package lubridate to convert character dates into time

library(lubridate)
ga.data$data[,1]=ymd(ga.data$data[,1])
ls()
dataset1=ga.data$data
names(dataset1) <- make.names(names(dataset1))
str(dataset1)
head(dataset1)

To be continued-

Web Analytics using R , Google Analytics and TS Forecasting

This is a continuation of the previous post on using Google Analytics .

Now that we have downloaded and plotted the data- we try and fit time series to the website data to forecast future traffic.

Some observations-

1) Google Analytics has 0 predictive analytics, it is just descriptive analytics and data visualization models (including the recent social analytics). However you can very well add in basic TS function using R to the GA API.

Why do people look at Website Analytics? To know today’s traffic and derive insights for the Future

2) Web Data clearly follows a 7 day peak and trough for weekly effects (weekdays and weekends), this is also true for hourly data …and this can be used for smoothing historic web data for future forecast.

3) On an advanced level, any hugely popular viral posts can be called a level shift (not drift) and accoringly dampened.

Test and Control!

Similarly using ARIMAX, we can factor in quantity and tag of posts as X regressor variables.

and now the code-( dont laugh at the simplicity please, I am just tinkering and playing with data here!)

You need to copy and paste the code at the bottom of   this post  http://www.decisionstats.com/using-google-analytics-with-r/ if you want to download your GA data down first.

Note I am using lubridate ,forecast and timeSeries packages in this section.

#Plotting the Traffic  plot(ga.data$data[,2],type="l") 

library(timeSeries)
library(forecast)

#Using package lubridate to convert character dates into time
library(lubridate)
ga.data$data[,1]=ymd(ga.data$data[,1])
ls()
dataset1=ga.data$data
names(dataset1) <- make.names(names(dataset1))
str(dataset1)
head(dataset1)
dataset2 <- ts(dataset1$ga.visitors,start=0,frequency = frequency(dataset1$ga.visitors), names=dataset1$ga.date)
str(dataset2)
head(dataset2)
ts.test=dataset2[1:200]
ts.control=dataset2[201:275]

 #Note I am splitting the data into test and control here

fitets=ets(ts.test)
plot(fitets)
testets=ets(ts.control,model=fitets)
accuracy(testets)
plot(testets)
spectrum(ts.test,method='ar')
decompose(ts.test)

library("TTR")
bb=SMA(dataset2,n=7)#We are doing a simple moving average for every 7 days. Note this can be 24 hrs for hourly data, or 30 days for daily data for month # 

to month comparison or 12 months for annual
#We notice that Web Analytics needs sommethening for every 7 thday as there is some relation to traffic on weekedays /weekends /same time last week
head(dataset2,40)
head(bb,40)

par(mfrow=c(2,1))
plot(bb,type="l",main="Using Seven Day Moving Average for Web Visitors")
plot(dataset2,main="Original Data")

Created by Pretty R at inside-R.org

Though I still wonder why the R query, gA R code /package could not be on the cloud (why it  needs to be downloaded)– cloud computing Gs?

Also how about adding some MORE predictive analytics to Google Analytics, chaps!

To be continued-

auto.arima() and forecasts!!!

cross validations!!!

and adapting the idiosyncratic periods and cycles  of web analytics to time series !!

Using Google Analytics with R

Some code to read in data from Google Analytics data. Some modifications include adding the SSL authentication code and modifying (in bold) the table.id parameter to choose correct website from a GA profile with many websites

The Google Analytics Package files can be downloaded from http://code.google.com/p/r-google-analytics/downloads/list

It provides access to Google Analytics data natively from the R Statistical Computing programming language. You can use this library to retrieve an R data.frame with Google Analytics data. Then perform advanced statistical analysis, like time series analysis and regressions.

Supported Features

  • Access to v2 of the Google Analytics Data Export API Data Feed
  • A QueryBuilder class to simplify creating API queries
  • API response is converted directly into R as a data.frame
  • Library returns the aggregates, and confidence intervals of the metrics, dynamically if they exist
  • Auto-pagination to return more than 10,000 rows of information by combining multiple data requests. (Upper Limit 1M rows)
  • Authorization through the ClientLogin routine
  • Access to all the profiles ids for the authorized user
  • Full documentation and unit tests
Code-

> library(XML)

>

> library(RCurl)

Loading required package: bitops

>

> #Change path name in the following to the folder you downloaded the Google Analytics Package

>

> source(“C:/Users/KUs/Desktop/CANADA/R/RGoogleAnalytics/R/RGoogleAnalytics.R”)

>

> source(“C:/Users/KUs/Desktop/CANADA/R/RGoogleAnalytics/R/QueryBuilder.R”)

> # download the file needed for authentication

> download.file(url=”http://curl.haxx.se/ca/cacert.pem&#8221;, destfile=”cacert.pem”)

trying URL ‘http://curl.haxx.se/ca/cacert.pem&#8217; Content type ‘text/plain’ length 215993 bytes (210 Kb) opened

URL downloaded 210 Kb

>

> # set the curl options

> curl <- getCurlHandle()

> options(RCurlOptions = list(capath = system.file(“CurlSSL”, “cacert.pem”,

+ package = “RCurl”),

+ ssl.verifypeer = FALSE))

> curlSetOpt(.opts = list(proxy = ‘proxyserver:port’), curl = curl)

An object of class “CURLHandle” Slot “ref”: <pointer: 0000000006AA2B70>

>

> # 1. Create a new Google Analytics API object

>

> ga <- RGoogleAnalytics()

>

> # 2. Authorize the object with your Google Analytics Account Credentials

>

> ga$SetCredentials(“USERNAME”, “PASSWORD”)

>

> # 3. Get the list of different profiles, to help build the query

>

> profiles <- ga$GetProfileData()

>

> profiles #Error Check to See if we get the right website

$profile AccountName ProfileName TableId

1 dudeofdata.com dudeofdata.com ga:44926237

2 knol.google.com knol.google.com ga:45564890

3 decisionstats.com decisionstats.com ga:46751946

$total.results

total.results

1 3

>

> # 4. Build the Data Export API query

>

> #Modify the start.date and end.date parameters based on data requirements

>

> #Modify the table.id at table.id = paste(profiles$profile[X,3]) to get the X th website in your profile

> # 4. Build the Data Export API query

> query <- QueryBuilder() > query$Init(start.date = “2012-01-09”, + end.date = “2012-03-20”, + dimensions = “ga:date”,

+ metrics = “ga:visitors”,

+ sort = “ga:date”,

+ table.id = paste(profiles$profile[3,3]))

>

>

> #5. Make a request to get the data from the API

>

> ga.data <- ga$GetReportData(query)

[1] “Executing query: https://www.google.com/analytics/feeds/data?start-date=2012%2D01%2D09&end-date=2012%2D03%2D20&dimensions=ga%3Adate&metrics=ga%3Avisitors&sort=ga%3Adate&ids=ga%3A46751946&#8221;

>

> #6. Look at the returned data

>

> str(ga.data)

List of 3

$ data :’data.frame’: 72 obs. of 2 variables: ..

$ ga:date : chr [1:72] “20120109” “20120110” “20120111” “20120112” … ..

$ ga:visitors: num [1:72] 394 405 381 390 323 47 169 67 94 89 …

$ aggr.totals :’data.frame’: 1 obs. of 1 variable: ..

$ aggregate.totals: num 28348

$ total.results: num 72

>

> head(ga.data$data)

ga:date ga:visitors

1 20120109 394

2 20120110 405

3 20120111 381

4 20120112 390

5 20120113 323

6 20120114 47 >

> #Plotting the Traffic >

> plot(ga.data$data[,2],type=”l”)

Update- Some errors come from pasting Latex directly to WordPress. Here is some code , made pretty-r in case you want to play with the GA api

library(XML)

library(RCurl)

#Change path name in the following to the folder you downloaded the Google Analytics Package 

source("C:/Users/KUs/Desktop/CANADA/R/RGoogleAnalytics/R/RGoogleAnalytics.R")

source("C:/Users/KUs/Desktop/CANADA/R/RGoogleAnalytics/R/QueryBuilder.R")
# download the file needed for authentication
download.file(url="http://curl.haxx.se/ca/cacert.pem", destfile="cacert.pem")

# set the curl options
curl <- getCurlHandle()
options(RCurlOptions = list(capath = system.file("CurlSSL", "cacert.pem",
package = "RCurl"),
ssl.verifypeer = FALSE))
curlSetOpt(.opts = list(proxy = 'proxyserver:port'), curl = curl)

# 1. Create a new Google Analytics API object 

ga <- RGoogleAnalytics()

# 2. Authorize the object with your Google Analytics Account Credentials 

ga$SetCredentials("ohri2007@gmail.com", "XXXXXXX")

# 3. Get the list of different profiles, to help build the query

profiles <- ga$GetProfileData()

profiles #Error Check to See if we get the right website

# 4. Build the Data Export API query 

#Modify the start.date and end.date parameters based on data requirements 

#Modify the table.id at table.id = paste(profiles$profile[X,3]) to get the X th website in your profile 
# 4. Build the Data Export API query
query <- QueryBuilder()
query$Init(start.date = "2012-01-09",
                   end.date = "2012-03-20",
                   dimensions = "ga:date",
                   metrics = "ga:visitors",
                   sort = "ga:date",
                   table.id = paste(profiles$profile[3,3]))

#5. Make a request to get the data from the API 

ga.data <- ga$GetReportData(query)

#6. Look at the returned data 

str(ga.data)

head(ga.data$data)

#Plotting the Traffic 

plot(ga.data$data[,2],type="l")

Created by Pretty R at inside-R.org