James Jong
2013-Feb-10 09:39 UTC
[R] Statistics of prediction for multiple models with caret
I am trying to get statistics of prediction for binary classification problems and for various training models with caret. Below is an example that illustrates my need: ------------------------------------------ library(caret) # ... Get X and Y for training a binary classification problem. X is input (2000, 5) Y is output (2000,1) ... tmp <- createDataPartition(Y, p = 3/4, times = 3, list = TRUE, groups min(5, length(Y))) myCtrl <- trainControl(method = "boot", index = tmp, timingSamps = 2, classProbs = TRUE, summaryFunction = twoClassSummary) RFmodel <- train(X,Y,method='rf',trControl=myCtrl,tuneLength=1, metric="ROC") SVMmodel <- train(X,Y,method='svmRadial',trControl=myCtrl,tuneLength=3, metric="ROC") KNNmodel <- train(X,Y,method='knn',trControl=myCtrl,tuneLength=10, metric="ROC") NNmodel <- train(X,Y,method='nnet',trControl=myCtrl,tuneLength=3, trace FALSE, metric="ROC") # resamps reports ROC, Sens, Spec for all models resamps <- resamples(list(RF = RFmodel, KNN = KNNmodel, NN = NNmodel, SVM SVMmodel)) # Prediction: # ... Assume I have X_pred and Y_pred for evaluating prediction, with X_pred (7000, 5) Y_pred (7000,1) ... testPred <- predict(list(RF = RFmodel, KNN = KNNmodel, NN = NNmodel, SVM SVMmodel), Xtst, type="prob") ------------------------------------------ How can I get the statistics of prediction (ROC, etc.) from X_pred and Y_pred for *all 4 models*? Thanks! James [[alternative HTML version deleted]]