Type: | Package |
Title: | Bayesian Treed Machine Learning for Personalized Prediction and Precision Diagnostics |
Version: | 0.1.0 |
Date: | 2025-05-12 |
Description: | Generalization of the Bayesian classification and regression tree (CART) model that partitions subjects into terminal nodes and tailors machine learning model to each terminal node. |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Depends: | R (≥ 4.5.0), glmnet, randomForest, e1071, pROC, stats, graphics |
NeedsCompilation: | no |
Packaged: | 2025-05-14 13:12:25 UTC; ychung36 |
Author: | Yunro Chung |
Maintainer: | Yunro Chung <yunro.chung@asu.edu> |
Repository: | CRAN |
Date/Publication: | 2025-05-19 08:50:02 UTC |
Bayeisan Treed Machine Learning
Description
The treed model generalizes the Bayesian classification and regression tree (BCART) model by partitioning subjects into terminal nodes and tailoring machine learning model to each terminal node.
Usage
btml(y,x,z,ynew,xnew,znew,MLlist,sparse,nwarm,niter,minsample,base,power)
Arguments
y |
Response vector. If a factor codied as 0 or 1, classification is assumed. Otherwise, regression is assumed. |
x |
Data.frame or matrix of predictors that is used to estimate a tree structure. |
z |
Data.frame or matrix of predictors that is used in terminal node specific ML models. See the description below about the difference between x and z. |
ynew |
Response vector for the test set corresponding to y (default ynew=NULL). |
xnew |
Data.frame or matrix for the test set corresponding to x (default xnew=NULL). |
znew |
Data.frame or matrix for the test set corresponding to z (default znew=NULL). |
MLlist |
Candidate ML models that can be assigned to each terminal node (default MLlist=c("lasso","rf","svm")). Any other ML models can be included. See the details below. |
sparse |
Whether to perform variable and machine learning model selections based on a sparse Dirichlet prior rather than simply uniform (default sparse=TRUE). |
nwarm |
Number of warm-up (default nwarm=1000). |
niter |
Number of iteration (defaut niter=1000). |
minsample |
The number of minimum sample size per each node, i.e., length(y)>min_sample if y is continuous and min(length(y==1),length(y==0))>min_sample (default min_sample=20). |
base |
Base parameter for tree prior (default base=0.95). |
power |
Power parameter for tree prior (default power=0.8). |
Details
This treed model uses stochastic search to find the optimal decision-tree based rule that partitions subjects into distinct terminal nodes and assigns the most effective ML model to each terminal node. For high-dimensional variables, increase nwarm=10000 and niter=10000, or more; and increase minsample.
Ideally, there are two sets of predictors, x and z, e.g., demographic variables and biomarkers, where x is used to split trees, and z is assigned to each terminal node. However, if this is not possible, it allows us to use the same x and z in the btml function, e.g., btml(y=y, x=x, z=x, ...).
Regarding the node numbers, an internal node s has left and right child nodes 2*s and 2*s+1, respectively, where node 1 is a root node; nodes 2 and 3 are left and right child nodes of node 1; nodes 4 and 5 are left and right nodes of node 2; and so on.
Currently, lasso(), randomForest(), and svm(...,kernel="radial") functions from R packages cv.glmnet, randomForest, and e1071 are supported, but any ML models can be flexibly added to terminal nodes, e.g., see the example #3 below.
Value
An object of class btml, which is a list with the following components:
terminal |
Node numbers in terminal nodes. |
internal |
Node numbers in internal nodes. |
splitVariable |
Variable (i.e., x[,u] if splitVariable[k]=u) used to split the internal node k. |
cutoff |
cutoff[k] is the cutoff value to split the internal node k. |
selML |
ML model assigned to the terminal node t. |
fitML |
fitML[[t]] is the fitted ML model at the terminal node t |
y.hat |
Estimated y (or estimated probability) on the training set if y is continuous (or binary). |
node.hat |
Estimated node on the training set. |
mse |
Training MSE. |
bs |
Training Brier Score. |
roc |
Training ROC curve. |
auc |
Training AUC. |
y.hat.new |
Estimated y (or estimated probability) on the test set if y is continuous (or binary). |
node.hat.new |
Estimated node on the test set. |
mse.new |
Test MSE. |
bs.new |
Test Brier Score. |
roc.new |
Test ROC curve. |
auc.new |
Test AUC. |
Author(s)
Yaliang Zhang [aut], Yunro Chung [aut, cre]
References
Yaliang Zhang and Yunro Chung, Bayesian treed machine learning model (in preperation)
Examples
set.seed(123)
###
#1. continuous y
###
n=200*2 #n=200 & 200 for training & test sets
x=matrix(rnorm(n*10),n,10) #10 predictors
z=matrix(rnorm(n*10),n,10) #10 biomarkers
xcut=median(x[,1])
subgr=1*(x[,1]<xcut)+2*(x[,1]>=xcut) #2 subgroups
lp=rep(NA,n)
for(i in 1:n)
lp[i]=1+3*z[i,subgr[i]]
y=lp+rnorm(n,0,1)
idx.nex=sample(1:n,n*1/2,replace=FALSE)
ynew=y[idx.nex]
xnew=x[idx.nex,]
znew=z[idx.nex,]
y=y[-idx.nex]
x=x[-idx.nex,]
z=z[-idx.nex,]
fit1=btml(y,x,z,ynew=ynew,xnew=xnew,znew=znew)
fit1$mse.new
plot(fit1$y.hat.new~ynew,ylab="Predicted y",xlab="ynew")
###
#2. binary y
###
x=matrix(rnorm(n*10),n,10) #10 predictors
z=matrix(rnorm(n*10),n,10) #10 biomarkers
xcut=median(x[,1])
subgr=1*(x[,1]<xcut)+2*(x[,1]>=xcut) #2 subgroups
lp=rep(NA,n)
for(i in 1:n)
lp[i]=1+3*z[i,subgr[i]]
prob=1/(1+exp(-lp))
y=rbinom(n,1,prob)
y=as.factor(y)
idx.nex=sample(1:n,n*1/2,replace=FALSE)
ynew=y[idx.nex]
xnew=x[idx.nex,]
znew=z[idx.nex,]
y=y[-idx.nex]
x=x[-idx.nex,]
z=z[-idx.nex,]
fit2=btml(y,x,z,ynew=ynew,xnew=xnew,znew=znew)
fit2$auc.new
plot(fit2$roc.new)
###
#3. add new ML models
# 1) write two functions:
# c_xx & c_xx_predict if y is continuous or
# b_xx & b_xx.predict if y is binary
# 2) MLlist includes xx, not c.xx nor b.xx.
# 3) run btml using the updated MLlist.
# The below is an example of adding ridge regression.
###
#3.1. ridge regression for continuous y.
c_ridge=function(y,x){
x=data.matrix(x)
fit=NULL
suppressWarnings(try(fit<-glmnet::cv.glmnet(x,y,alpha=0),silent=TRUE))
return(fit)
}
c_ridge_predict=function(fit,xnew){
y.hat=rep(NA,nrow(xnew))
if(!is.null(fit)){
xnew=data.matrix(xnew)
y.hat=as.numeric(predict(fit,newx=xnew,s="lambda.min",type="response"))
}
return(y.hat)
}
#3.2. ridge regression for binary y.
b_ridge=function(y,x){
x=data.matrix(x)
fit=NULL
suppressWarnings(try(fit<-glmnet::cv.glmnet(x,y,alpha=1,family="binomial"),silent=TRUE))
return(fit)
}
b_ridge_predict=function(fit,xnew){
y.hat=rep(NA,nrow(xnew))
if(!is.null(fit)){
xnew=data.matrix(xnew)
y.hat=as.numeric(predict(fit,newx=xnew,s="lambda.min",type="response"))
}
return(y.hat)
}
#3.3. update MLlist
MLlist=c("lasso","ridge")
fit3=btml(y,x,z,ynew=ynew,xnew=xnew,znew=znew,MLlist=MLlist)
fit3$auc.new
plot(fit3$roc.new)