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Machine Learning with R Cookbook
Second Edition

Copyright © 2017 Packt Publishing

First published: March 2015

Second edition: October 2017

Production reference: 1171017

Published by Packt Publishing Ltd.

Livery Place
35 Livery Street
Birmingham
B3 2PB, UK.

ISBN 978-1-78728-439-5

www.packtpub.com
 Contents
Preface 1

Chapter 1: Practical Machine Learning with R 7

Introduction 7
Downloading and installing R 10
Getting ready 10
How to do it... 10
How it works... 22
See also 22
Downloading and installing RStudio 22
Getting ready 22
How to do it... 23
How it works... 27
See also 27
Installing and loading packages 27
Getting ready 28
How to do it... 28
How it works... 29
See also 30
Understanding of basic data structures 30
Data types 30
Data structures 31
Vectors 31
How to do it... 31
How it works... 32
Lists 32
How to do it... 32
How it works... 33
Array 33
How to do it... 33
How it works... 34
Matrix 34
How to do it... 34
DataFrame 34
How to do it... 34
Basic commands for subsetting 35
 How to do it... 35
Data input 36
Reading and writing data 37
Getting ready 37
How to do it... 37
How it works... 40
There's more... 40
Manipulating data 41
Getting ready 41
How to do it... 41
How it works... 45
There's more... 45
Applying basic statistics 46
Getting ready 46
How to do it... 46
How it works... 49
There's more... 49
Visualizing data 50
Getting ready 50
How to do it... 50
How it works... 54
See also 55
Getting a dataset for machine learning 55
Getting ready 55
How to do it... 55
How it works... 56
See also 56
Chapter 2: Data Exploration with Air Quality Datasets 57
Introduction 57
Using air quality dataset 59
Getting ready 59
How to do it... 59
How it works... 60
There's more... 60
Converting attributes to factor 61
Getting ready 61
How to do it... 61
How it works... 62
There's more... 62
 Detecting missing values 62
Getting ready 63
How to do it... 63
How it works... 65
There's more... 66
Imputing missing values 67
Getting ready 67
How to do it... 67
How it works... 69
Exploring and visualizing data 70
Getting ready 70
How to do it... 70
Predicting values from datasets 81
Getting ready 82
How to do it... 82
How it works... 84
Chapter 3: Analyzing Time Series Data 87
Introduction 87
Looking at time series data 88
Getting ready 88
How to do it... 88
How it works... 89
See also 89
Plotting and forecasting time series data 90
Getting ready 90
How to do it... 90
How it works... 94
See also 94
Extracting, subsetting, merging, filling, and padding 95
Getting ready 95
How to do it... 95
How it works... 97
See also 97
Successive differences and moving averages 98
Getting ready 98
How to do it... 98
How it works... 99
See also 100
Exponential smoothing 100
 Getting ready 100
How to do it... 100
How it works... 102
See also 103
Plotting the autocorrelation function 103
Getting ready 103
How to do it... 103
How it works... 107
See also 107
Chapter 4: R and Statistics 108
Introduction 108
Understanding data sampling in R 109
Getting ready 109
How to do it... 109
How it works... 110
See also 110
Operating a probability distribution in R 111
Getting ready 111
How to do it... 111
How it works... 115
There's more... 116
Working with univariate descriptive statistics in R 117
Getting ready 117
How to do it... 117
How it works... 122
There's more... 123
Performing correlations and multivariate analysis 123
Getting ready 123
How to do it... 123
How it works... 124
See also 125
Conducting an exact binomial test 125
Getting ready 126
How to do it... 126
How it works... 126
See also 127
Performing a student's t-test 128
Getting ready 128
How to do it... 128
 How it works... 132
See also 133
Performing the Kolmogorov-Smirnov test 133
Getting ready 133
How to do it... 133
How it works... 136
See also 137
Understanding the Wilcoxon Rank Sum and Signed Rank test 137
Getting ready 137
How to do it... 137
How it works... 138
See also 139
Working with Pearson's Chi-squared test 139
Getting ready 139
How to do it... 139
How it works... 141
There's more... 143
Conducting a one-way ANOVA 143
Getting ready 143
How to do it... 144
How it works... 147
There's more... 148
Performing a two-way ANOVA 148
Getting ready 148
How to do it... 149
How it works... 153
See also 153
Chapter 5: Understanding Regression Analysis 154
Introduction 155
Different types of regression 155
Fitting a linear regression model with lm 156
Getting ready 157
How to do it... 157
How it works... 158
There's more... 159
Summarizing linear model fits 160
Getting ready 160
How to do it... 160
How it works... 161
 See also 162
Using linear regression to predict unknown values 162
Getting ready 162
How to do it... 163
How it works... 163
See also 164
Generating a diagnostic plot of a fitted model 164
Getting ready 164
How to do it... 165
How it works... 166
There's more... 166
Fitting multiple regression 167
Getting ready 167
How to do it... 168
How it works... 169
Summarizing multiple regression 169
Getting ready 169
How to do it... 169
How it works... 170
See also 171
Using multiple regression to predict unknown values 171
Getting ready 171
How to do it... 172
How it works... 172
See also 172
Fitting a polynomial regression model with lm 173
Getting ready 173
How to do it... 173
How it works... 174
There's more... 174
Fitting a robust linear regression model with rlm 175
Getting ready 175
How to do it... 175
How it works... 176
There's more... 177
Studying a case of linear regression on SLID data 177
Getting ready 177
How to do it... 178
How it works... 183
 See also 184
Applying the Gaussian model for generalized linear regression 184
Getting ready 185
How to do it... 185
How it works... 187
See also 187
Applying the Poisson model for generalized linear regression 187
Getting ready 187
How to do it... 187
How it works... 189
See also 189
Applying the Binomial model for generalized linear regression 189
Getting ready 189
How to do it... 190
How it works... 191
See also 191
Fitting a generalized additive model to data 191
Getting ready 191
How to do it... 192
How it works... 193
See also 193
Visualizing a generalized additive model 193
Getting ready 194
How to do it... 194
How it works... 196
There's more... 196
Diagnosing a generalized additive model 197
Getting ready 197
How to do it... 197
How it works... 198
There's more... 199
Chapter 6: Survival Analysis 200
Introduction 200
Loading and observing data 202
Getting ready 202
How to do it... 202
How it works... 204
There's more... 204
Viewing the summary of survival analysis 204
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 Getting ready 204
How to do it... 204
How it works... 205
Visualizing the Survival Curve 205
Getting ready 206
How to do it... 206
How it works... 210
Using the log-rank test 210
Getting ready 211
How to do it... 211
How it works... 211
Using the COX proportional hazard model 211
Getting ready 212
How to do it... 212
How it works... 213
Nelson-Aalen Estimator of cumulative hazard 213
Getting ready 213
How to do it... 213
How it works... 214
See also 214
Chapter 7: Classification 1 - Tree, Lazy, and Probabilistic 215
Introduction 216
Preparing the training and testing datasets 216
Getting ready 216
How to do it... 217
How it works... 218
There's more... 218
Building a classification model with recursive partitioning trees 219
Getting ready 219
How to do it... 219
How it works... 221
See also 223
Visualizing a recursive partitioning tree 223
Getting ready 223
How to do it... 224
How it works... 225
See also 226
Measuring the prediction performance of a recursive partitioning tree 226
Getting ready 226
 How to do it... 227
How it works... 228
See also 228
Pruning a recursive partitioning tree 228
Getting ready 229
How to do it... 229
How it works... 231
See also 232
Handling missing data and split and surrogate variables 232
Getting ready 232
How to do it... 232
How it works... 235
See also 235
Building a classification model with a conditional inference tree 235
Getting ready 236
How to do it... 236
How it works... 236
See also 236
Control parameters in conditional inference trees 237
Getting ready 237
How to do it... 237
How it works... 237
See also 237
Visualizing a conditional inference tree 238
Getting ready 238
How to do it... 238
How it works... 239
See also 240
Measuring the prediction performance of a conditional inference tree 240
Getting ready 240
How to do it... 241
How it works... 242
See also 242
Classifying data with the k-nearest neighbor classifier 243
Getting ready 243
How to do it... 243
How it works... 245
See also 246
Classifying data with logistic regression 246
 Getting ready 246
How to do it... 246
How it works... 250
See also 251
Classifying data with the Naïve Bayes classifier 251
Getting ready 251
How to do it... 251
How it works... 253
See also 255
Chapter 8: Classification 2 - Neural Network and SVM 256
Introduction 256
Classifying data with a support vector machine 259
Getting ready 259
How to do it... 259
How it works... 260
See also 261
Choosing the cost of a support vector machine 262
Getting ready 262
How to do it... 263
How it works... 265
See also 266
Visualizing an SVM fit 266
Getting ready 266
How to do it... 266
How it works... 268
See also 268
Predicting labels based on a model trained by a support vector
machine 269
Getting ready 269
How to do it... 269
How it works... 271
There's more... 271
Tuning a support vector machine 272
Getting ready 273
How to do it... 273
How it works... 276
See also 276
The basics of neural network 276
Getting ready 277
 How to do it... 277
Training a neural network with neuralnet 278
Getting ready 278
How to do it... 278
How it works... 280
See also 281
Visualizing a neural network trained by neuralnet 282
Getting ready 282
How to do it... 282
How it works... 283
See also 284
Predicting labels based on a model trained by neuralnet 284
Getting ready 284
How to do it... 285
How it works... 286
See also 287
Training a neural network with nnet 287
Getting ready 287
How to do it... 287
How it works... 289
See also 289
Predicting labels based on a model trained by nnet 289
Getting ready 290
How to do it... 290
How it works... 291
See also 291
Chapter 9: Model Evaluation 292
Introduction 292
Why do models need to be evaluated? 293
Different methods of model evaluation 293
Estimating model performance with k-fold cross-validation 294
Getting ready 294
How to do it... 294
How it works... 295
There's more... 295
Estimating model performance with Leave One Out Cross Validation 296
Getting ready 296
How to do it... 296
How it works... 297
 See also 298
Performing cross-validation with the e1071 package 298
Getting ready 298
How to do it... 298
How it works... 299
See also 299
Performing cross-validation with the caret package 300
Getting ready 300
How to do it... 300
How it works... 301
See also 301
Ranking the variable importance with the caret package 302
Getting ready 302
How to do it... 302
How it works... 303
There's more... 303
Ranking the variable importance with the rminer package 304
Getting ready 304
How to do it... 305
How it works... 306
See also 306
Finding highly correlated features with the caret package 306
Getting ready 306
How to do it... 307
How it works... 307
See also 307
Selecting features using the caret package 308
Getting ready 308
How to do it... 308
How it works... 312
See also 313
Measuring the performance of the regression model 313
Getting ready 313
How to do it... 313
How it works... 316
There's more... 317
Measuring prediction performance with a confusion matrix 317
Getting ready 317
How to do it... 317
 How it works... 318
See also 319
Measuring prediction performance using ROCR 319
Getting ready 319
How to do it... 319
How it works... 321
See also 321
Comparing an ROC curve using the caret package 321
Getting ready 321
How to do it... 322
How it works... 324
See also 324
Measuring performance differences between models with the caret
package 325
Getting ready 325
How to do it... 325
How it works... 327
See also 328
Chapter 10: Ensemble Learning 329
Introduction 329
Using the Super Learner algorithm 331
Getting ready 331
How to do it... 331
How it works... 332
Using ensemble to train and test 333
Getting ready 333
How to do it... 333
How it works... 334
Classifying data with the bagging method 335
Getting ready 335
How to do it... 335
How it works... 336
There's more... 338
Performing cross-validation with the bagging method 339
Getting ready 339
How to do it... 339
How it works... 340
See also 340
Classifying data with the boosting method 340
 Getting ready 340
How to do it... 341
How it works... 341
There's more... 343
Performing cross-validation with the boosting method 345
Getting ready 345
How to do it... 345
How it works... 345
See also 346
Classifying data with gradient boosting 346
Getting ready 346
How to do it... 347
How it works... 350
There's more... 351
Calculating the margins of a classifier 353
Getting ready 353
How to do it... 353
How it works... 356
See also 357
Calculating the error evolution of the ensemble method 357
Getting ready 357
How to do it... 358
How it works... 359
See also 359
Classifying data with random forest 360
Getting ready 360
How to do it... 360
How it works... 364
There's more... 366
Estimating the prediction errors of different classifiers 367
Getting ready 367
How to do it... 367
How it works... 369
See also 369
Chapter 11: Clustering 370
Introduction 370
Clustering data with hierarchical clustering 371
Getting ready 372
How to do it... 372
 How it works... 374
There's more... 376
Cutting trees into clusters 378
Getting ready 378
How to do it... 378
How it works... 379
There's more... 380
Clustering data with the k-means method 382
Getting ready 382
How to do it... 382
How it works... 384
See also 384
Drawing a bivariate cluster plot 385
Getting ready 385
How to do it... 385
How it works... 386
There's more... 387
Comparing clustering methods 387
Getting ready 388
How to do it... 388
How it works... 389
See also 390
Extracting silhouette information from clustering 390
Getting ready 390
How to do it... 390
How it works... 391
See also 392
Obtaining the optimum number of clusters for k-means 392
Getting ready 392
How to do it... 392
How it works... 394
See also 395
Clustering data with the density-based method 395
Getting ready 395
How to do it... 395
How it works... 397
See also 399
Clustering data with the model-based method 399
Getting ready 399
 How to do it... 399
How it works... 403
See also 404
Visualizing a dissimilarity matrix 404
Getting ready 404
How to do it... 404
How it works... 406
There's more... 407
Validating clusters externally 408
Getting ready 408
How to do it... 409
How it works... 411
See also 411
Chapter 12: Association Analysis and Sequence Mining 412
Introduction 412
Transforming data into transactions 413
Getting ready 413
How to do it... 413
How it works... 415
See also 415
Displaying transactions and associations 415
Getting ready 416
How to do it... 416
How it works... 419
See also 419
Mining associations with the Apriori rule 419
Getting ready 420
How to do it... 420
How it works... 422
See also 424
Pruning redundant rules 425
Getting ready 425
How to do it... 425
How it works... 426
See also 427
Visualizing association rules 427
Getting ready 427
How to do it... 427
How it works... 430
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