如何解决For 循环交叉验证 R
我正在尝试创建一个循环(执行 10 次)以获得重复的交叉验证来评估 4 个模型的预测性能,然后我必须计算我的性能的平均值。我必须承认我是 R 的新手,我正在为这个简单的任务而苦苦挣扎。我首先创建了我的公式来交叉验证我的模型。
loss.mse <- function(fit,df,y,transf){
y_pred <- transf(predict(fit,df))
out <- (y - y_pred)^2
return(mean(out))
}
loss.mae <- function(fit,df))
out <- abs(y - y_pred)
return(mean(out))
}
validate.cv <- function(data,folds,model_fn,y_var,transf = identity,seed)
{
set.seed(seed)
fold_id <- sample(rep(1:folds,length.out = nrow(data)))
out.mse <- out.mae <- numeric(folds)
for(test in 1:folds){
data_test <- subset(data,fold_id == test)
data_train <- subset(data,fold_id != test)
fit <- model_fn(data_train)
y_test <- y_var[fold_id == test]
out.mse[test] <- loss.mse(fit,data_test,y_test,transf)
out.mae[test] <- loss.mae(fit,transf)
}
return(list(MAE = mean(out.mae),MSE = out.mse,RMSE = sqrt(mean(out.mse))))
然后我为我的模型命名并交叉验证它们,但我不知道如何获得我的 10 次循环!
model_lm <- function(data) lm(StockPrice ~.,data)
model_step <- function(data) step(lm(StockPrice ~.,data),trace = 0)
model_rpart <- function(data)
{
set.seed(1234)
mod.rpart <- rpart(StockPrice ~ .,data,cp = 0.0001,model = TRUE)
cp.select <- function(big.tree) {
min.x <- which.min(big.tree$cptable[,4])
for(i in 1:nrow(big.tree$cptable)) {
if(big.tree$cptable[i,4] <
(big.tree$cptable[min.x,4] + big.tree$cptable[min.x,5]))
return(big.tree$cptable[i,1])
}
}
mod.rpart.prune <- prune(mod.rpart,cp = cp.select(mod.rpart))
return(mod.rpart.prune)
}
model_step_gam <- function(data)
{
mod <- model_step(data)
predictors <- all.vars(terms(mod))[-1]
f <- as.formula(
paste("StockPrice",paste(paste("s(",predictors,")"),collapse = " + "),sep = " ~ "))
mod_gam <- gam(f,data = data)
seed<-1234
m.log.full <-validate.cv(log.Finance,10,model_lm,Finance$StockPrice,exp,seed)
m.log.step <-validate.cv(log.Finance,model_step,seed)
m.log.rpart <-validate.cv(log.Finance,model_rpart,seed)
m.log.gam <-validate.cv(log.Finance,model_step_gam,seed)
mat.test <-data.frame(Model =c("Full (log)","Step (log)","CART (log)","Step GAM (log)"),RMSE =c(m.log.full$RMSE,m.log.step$RMSE,m.log.rpart$RMSE,m.log.gam$RMSE),MAE =c(m.log.full$MAE,m.log.step$MAE,m.log.rpart$MAE,m.log.gam$MAE))
print(mat.test)
如果您有任何想法,我很乐意尝试。预先感谢您的帮助:)
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