| Type: | Package |
| Title: | Fast Machine Learning Model Training and Evaluation |
| Version: | 0.7.0 |
| Description: | Streamlines the training, evaluation, and comparison of multiple machine learning models with minimal code by providing comprehensive data preprocessing and support for a wide range of algorithms with hyperparameter tuning. It offers performance metrics and visualization tools to facilitate efficient and effective machine learning workflows. |
| Encoding: | UTF-8 |
| License: | MIT + file LICENSE |
| URL: | https://selcukorkmaz.github.io/fastml-tutorial/, https://github.com/selcukorkmaz/fastml |
| BugReports: | https://github.com/selcukorkmaz/fastml/issues |
| Imports: | methods, recipes, dplyr, ggplot2, reshape2, rsample, parsnip, tune, workflows, yardstick, tibble, rlang, dials, RColorBrewer, baguette, bonsai, discrim, doFuture, finetune, future, plsmod, probably, viridisLite, DALEX, magrittr, pROC, janitor, stringr, DT, UpSetR, VIM, broom, dbscan, ggpubr, gridExtra, htmlwidgets, kableExtra, moments, naniar, plotly, scales, skimr, tidyr, tidyselect, purrr, mice, missForest, survival, flexsurv, rstpm2, iml, lime, survRM2, ceterisParibus, xgboost, knitr, rmarkdown |
| Suggests: | testthat (≥ 3.0.0), C50, ranger, aorsf, censored, crayon, kernlab, klaR, kknn, keras, lightgbm, rstanarm, mixOmics, pdp, patchwork, GGally, glmnet, agua, bslib, h2o, mlbench, tidyverse, |
| RoxygenNote: | 7.3.2 |
| Config/testthat/edition: | 3 |
| NeedsCompilation: | no |
| Packaged: | 2025-10-29 19:08:23 UTC; selcukkorkmaz |
| Author: | Selcuk Korkmaz |
| Maintainer: | Selcuk Korkmaz <selcukorkmaz@gmail.com> |
| Repository: | CRAN |
| Date/Publication: | 2025-10-29 19:40:07 UTC |
Align Survival Curve to Evaluation Times
Description
Aligns a survival curve (defined by time points and survival probabilities)
to a new set of evaluation times using constant interpolation (last value
carried forward). Ensures S(0) = 1 and monotonicity.
Usage
align_survival_curve(curve_times, curve_surv, eval_times)
Arguments
curve_times |
Numeric vector of time points from the survival curve. |
curve_surv |
Numeric vector of survival probabilities corresponding to
|
eval_times |
Numeric vector of new time points to evaluate at. |
Value
A numeric vector of survival probabilities at eval_times.
Assign Risk Groups
Description
Dichotomizes a continuous risk vector into "low" and "high" risk groups based on the median.
Usage
assign_risk_group(risk_vec)
Arguments
risk_vec |
Numeric vector of predicted risk scores. |
Value
A character vector of "low", "high", or NA.
Get Available Methods
Description
Returns a character vector of algorithm names available for classification, regression or survival tasks.
Usage
availableMethods(type = c("classification", "regression", "survival"), ...)
Arguments
type |
A character string specifying the type of task. Must be one of
|
... |
Additional arguments (currently not used). |
Details
Depending on the specified type, the function returns a different set of algorithm names:
For
"classification", it returns algorithms such as"logistic_reg","multinom_reg","decision_tree","C5_rules","rand_forest","xgboost","lightgbm","svm_linear","svm_rbf","nearest_neighbor","naive_Bayes","mlp","discrim_linear","discrim_quad", and"bag_tree".For
"regression", it returns algorithms such as"linear_reg","ridge_reg","lasso_reg","elastic_net","decision_tree","rand_forest","xgboost","lightgbm","svm_linear","svm_rbf","nearest_neighbor","mlp","pls", and"bayes_glm".For
"survival", it returns algorithms such as"rand_forest","cox_ph","penalized_cox","stratified_cox","time_varying_cox","survreg","royston_parmar","parametric_surv","piecewise_exp", and"xgboost".
Value
A character vector containing the names of the available algorithms for the specified task type.
Build Survival Matrix from survfit Object
Description
Extracts survival probabilities from a survfit object and aligns
them to a common set of evaluation times, creating a matrix.
Usage
build_survfit_matrix(fit_obj, eval_times, n_obs)
Arguments
fit_obj |
A |
eval_times |
Numeric vector of evaluation times. |
n_obs |
Expected number of observations (rows). |
Value
A matrix (rows=subjects, cols=eval_times) of survival
probabilities, or NULL on failure.
Clamp Values to [0, 1]
Description
Truncates a numeric vector so all values lie within the [0, 1] interval.
Usage
clamp01(x)
Arguments
x |
A numeric vector. |
Value
The clamped numeric vector.
Compute Integrated Brier Score and Curve
Description
Calculates the Brier score at specified evaluation times and the
Integrated Brier Score (IBS) up to \tau, using IPCW to handle
censoring.
Usage
compute_ibrier(eval_times, surv_mat, time_vec, status_vec, tau, censor_eval_fn)
Arguments
eval_times |
Numeric vector of evaluation time points. |
surv_mat |
Matrix of predicted survival probabilities (rows=subjects, cols=eval_times). |
time_vec |
Numeric vector of test times. |
status_vec |
Numeric vector of test statuses. |
tau |
The time horizon |
censor_eval_fn |
A function (from |
Value
A list with ibs (the scalar IBS value) and curve (a
numeric vector of Brier scores at eval_times).
Compute Difference in Restricted Mean Survival Time (RMST)
Description
Calculates the difference in RMST between "low" and "high" risk groups up to
a time horizon \tau. Groups are defined by median-splitting the
risk_vec.
Usage
compute_rmst_difference(
time_vec,
status_vec,
risk_vec,
tau,
surv_mat = NULL,
eval_times_full = NULL,
model_type = "other"
)
Arguments
time_vec |
Numeric vector of test times. |
status_vec |
Numeric vector of test statuses. |
risk_vec |
Numeric vector of predicted risk scores for test data. |
tau |
The time horizon |
surv_mat |
Optional. A matrix of individual survival predictions (rows=subjects, cols=times) used for model-based RMST calculation. |
eval_times_full |
Optional. A numeric vector of time points
corresponding to the columns of |
model_type |
Optional string (e.log., "rstpm2", "flexsurv") indicating if a model-based RMST calculation should be attempted. |
Value
The RMST difference (RMST_low - RMST_high), or NA_real_.
Compute Survival Matrix from survreg Model
Description
Generates a matrix of survival probabilities (rows=subjects, cols=times)
from a fitted survreg model for new data.
Usage
compute_survreg_matrix(fit_obj, new_data, eval_times)
Arguments
fit_obj |
A fitted |
new_data |
A data frame with predictor variables. |
eval_times |
Numeric vector of evaluation times. |
Value
A matrix of survival probabilities, or NULL on failure.
Compute Tau Limit (t_max)
Description
Finds the latest time point t_{max} such that at least a certain proportion
of subjects remain at risk.
Usage
compute_tau_limit(times, threshold)
Arguments
times |
Numeric vector of survival times. |
threshold |
Minimum proportion of subjects that must remain at risk. |
Value
The computed t_{max} value, or NA_real_ if no valid
times are provided.
Compute Uno's C-index (Time-Dependent AUC)
Description
Calculates Uno's C-index (a time-dependent AUC measure) for survival data, weighted by the inverse probability of censoring (IPCW).
Usage
compute_uno_c_index(
train_time,
train_status,
test_time,
test_status,
risk_vec,
tau,
censor_eval_fn
)
Arguments
train_time |
Numeric vector of training times (used for censor model). |
train_status |
Numeric vector of training statuses (used for censor model). |
test_time |
Numeric vector of test times. |
test_status |
Numeric vector of test statuses. |
risk_vec |
Numeric vector of predicted risk scores for test data. |
tau |
The time horizon |
censor_eval_fn |
A function (from |
Value
The computed Uno's C-index, or NA_real_ on failure.
Convert Various Prediction Formats to Survival Matrix
Description
Attempts to convert various survival prediction formats (e.g., list of
data frames from predict.model_fit with type "survival", matrices)
into a standardized [n_obs, n_eval_times] matrix.
Usage
convert_survival_predictions(pred_obj, eval_times, n_obs)
Arguments
pred_obj |
The prediction object. |
eval_times |
Numeric vector of evaluation times. |
n_obs |
Expected number of observations (rows). |
Value
A standardized matrix of survival probabilities, or NULL
on failure.
Generate counterfactual explanations for a fastml model
Description
Uses the 'ceterisParibus' package to compute counterfactuals for a given observation.
Usage
counterfactual_explain(object, observation, ...)
Arguments
object |
A 'fastml' object. |
observation |
A single observation (data frame with one row) to compute counterfactuals for. |
... |
Additional arguments passed to 'ceterisParibus::calculate_counterfactuals'. |
Value
A counterfactual explanation object.
Examples
## Not run:
data(iris)
iris <- iris[iris$Species != "setosa", ]
iris$Species <- factor(iris$Species)
model <- fastml(data = iris, label = "Species")
counterfactual_explain(model, iris[1, ])
## End(Not run)
Create Censoring Distribution Evaluator
Description
Creates a function to evaluate the survival function of the censoring
distribution, G(t) = P(C > t), using a Kaplan-Meier estimator.
Usage
create_censor_eval(time_vec, status_vec)
Arguments
time_vec |
Numeric vector of survival/censoring times. |
status_vec |
Numeric vector of event statuses (1=event, 0=censored). |
Value
A function that takes a numeric vector of times and returns the
estimated censoring survival probabilities G(t) at those times.
Determine rounding digits for time horizons
Description
Computes a sensible number of decimal digits to round time horizons based on the minimal positive separation between unique finite times.
Usage
determine_round_digits(times)
Arguments
times |
Numeric vector of times. |
Details
Uses the smallest strictly positive difference among sorted unique finite times,
then returns ceiling(-log10(min_diff)) truncated to [0, 6].
Value
Integer number of digits between 0 and 6.
Examples
# Not run: determine_round_digits(c(0.1, 0.12, 0.125))
NULL
Evaluate Models Function
Description
Evaluates the trained models on the test data and computes performance metrics.
Usage
evaluate_models(
models,
train_data,
test_data,
label,
start_col,
time_col,
status_col,
task,
metric = NULL,
event_class,
eval_times = NULL,
bootstrap_ci = TRUE,
bootstrap_samples = 500,
bootstrap_seed = 1234,
at_risk_threshold = 0.1
)
Arguments
models |
A list of trained model objects. |
train_data |
Preprocessed training data frame. |
test_data |
Preprocessed test data frame. |
label |
Name of the target variable. For survival analysis this should be a character vector of length two giving the names of the time and status columns. |
start_col |
Optional string. The name of the column specifying the
start time in counting process (e.g., '(start, stop, event)') survival
data. Only used when |
time_col |
String. The name of the column specifying the event or
censoring time (the "stop" time in counting process data). Only used
when |
status_col |
String. The name of the column specifying the event
status (e.g., 0 for censored, 1 for event). Only used when
|
task |
Type of task: "classification", "regression", or "survival". |
metric |
The performance metric to optimize (e.g., "accuracy", "rmse"). |
event_class |
A single string. Either "first" or "second" to specify which level of truth to consider as the "event". |
eval_times |
Optional numeric vector of evaluation horizons for survival
metrics. Passed through to |
bootstrap_ci |
Logical indicating whether bootstrap confidence intervals should be computed for the evaluation metrics. |
bootstrap_samples |
Number of bootstrap resamples used when
|
bootstrap_seed |
Optional integer seed for the bootstrap procedure used in metric estimation. |
at_risk_threshold |
Minimum proportion of subjects that must remain at
risk to define |
Value
A list with two elements:
- performance
A named list of performance metric tibbles for each model.
- predictions
A named list of data frames with columns including truth, predictions, and probabilities per model.
Compute Accumulated Local Effects (ALE) for a fastml model
Description
Uses the 'iml' package to calculate ALE for the specified feature.
Usage
explain_ale(object, feature, ...)
Arguments
object |
A 'fastml' object. |
feature |
Character string specifying the feature name. |
... |
Additional arguments passed to 'iml::FeatureEffect'. |
Value
An 'iml' object containing ALE results.
Examples
## Not run:
data(iris)
iris <- iris[iris$Species != "setosa", ]
iris$Species <- factor(iris$Species)
model <- fastml(data = iris, label = "Species")
explain_ale(model, feature = "Sepal.Length")
## End(Not run)
Generate DALEX explanations for a fastml model
Description
Creates a DALEX explainer and computes permutation based variable importance, partial dependence (model profiles) and Shapley values.
Usage
explain_dalex(
object,
features = NULL,
grid_size = 20,
shap_sample = 5,
vi_iterations = 10,
seed = 123,
loss_function = NULL
)
Arguments
object |
A |
features |
Character vector of feature names for partial dependence (model profiles). Default NULL. |
grid_size |
Number of grid points for partial dependence. Default 20. |
shap_sample |
Integer number of observations from processed training data to compute SHAP values for. Default 5. |
vi_iterations |
Integer. Number of permutations for variable importance (B). Default 10. |
seed |
Integer. A value specifying the random seed. |
loss_function |
Function. The loss function for
|
Value
Invisibly returns a list with variable importance, optional model profiles and SHAP values.
Generate LIME explanations for a fastml model
Description
Creates a 'lime' explainer using the processed training data stored in the 'fastml' object and returns feature explanations for new observations.
Usage
explain_lime(object, n_features = 5, n_labels = 1, ...)
Arguments
object |
A 'fastml' object. |
n_features |
Number of features to show in the explanation. Default 5. |
n_labels |
Number of labels to explain (classification only). Default 1. |
... |
Additional arguments passed to 'lime::explain'. |
Value
An object produced by 'lime::explain'.
Examples
## Not run:
data(iris)
iris <- iris[iris$Species != "setosa", ]
iris$Species <- factor(iris$Species)
model <- fastml(data = iris, label = "Species")
explain_lime(model)
## End(Not run)
Extract survreg Linear Predictor and Scale
Description
Computes the linear predictor (lp) and scale parameter(s) for new data
from a fitted survreg model.
Usage
extract_survreg_components(fit_obj, new_data)
Arguments
fit_obj |
A fitted |
new_data |
A data frame with predictor variables. |
Value
A list with elements lp (numeric vector) and scale
(numeric vector), or NULL on failure.
Explain a fastml model using various techniques
Description
Provides model explainability. When 'method = "dalex"' this function:
Creates a DALEX explainer.
Computes permutation-based variable importance with boxplots showing variability, displays the table and plot.
Computes partial dependence-like model profiles if 'features' are provided.
Computes Shapley values (SHAP) for a sample of the training observations, displays the SHAP table, and plots a summary bar chart of
\text{mean}(\vert \text{SHAP value} \vert)per feature. For classification, it shows separate bars for each class.
Usage
fastexplain(
object,
method = "dalex",
features = NULL,
observation = NULL,
grid_size = 20,
shap_sample = 5,
vi_iterations = 10,
seed = 123,
loss_function = NULL,
...
)
Arguments
object |
A |
method |
Character string specifying the explanation method.
Supported values are |
features |
Character vector of feature names for partial dependence (model profiles). Default NULL. |
observation |
A single observation for counterfactual explanations. Default NULL. |
grid_size |
Number of grid points for partial dependence. Default 20. |
shap_sample |
Integer number of observations from processed training data to compute SHAP values for. Default 5. |
vi_iterations |
Integer. Number of permutations for variable importance (B). Default 10. |
seed |
Integer. A value specifying the random seed. |
loss_function |
Function. The loss function for
|
... |
Additional arguments passed to the underlying helper functions. |
Details
-
Custom number of permutations for VI (vi_iterations):
You can now specify how many permutations (B) to use for permutation-based variable importance. More permutations yield more stable estimates but take longer.
-
Better error messages and checks:
Improved checks and messages if certain packages or conditions are not met.
-
Loss Function:
A
loss_functionargument has been added to let you pick a different performance measure (e.g.,loss_cross_entropyfor classification,loss_root_mean_squarefor regression). -
Parallelization Suggestion:
Value
Prints DALEX explanations: variable importance table & plot, model profiles (if any), and SHAP table & summary plot.
Explore and Summarize a Dataset Quickly
Description
fastexplore provides a fast and comprehensive exploratory data analysis (EDA) workflow.
It automatically detects variable types, checks for missing and duplicated data,
suggests potential ID columns, and provides a variety of plots (histograms, boxplots,
scatterplots, correlation heatmaps, etc.). It also includes optional outlier detection,
normality testing, and feature engineering.
Usage
fastexplore(
data,
label = NULL,
visualize = c("histogram", "boxplot", "barplot", "heatmap", "scatterplot"),
save_results = TRUE,
output_dir = NULL,
sample_size = NULL,
interactive = FALSE,
corr_threshold = 0.9,
auto_convert_numeric = TRUE,
visualize_missing = TRUE,
imputation_suggestions = FALSE,
report_duplicate_details = TRUE,
detect_near_duplicates = TRUE,
auto_convert_dates = FALSE,
feature_engineering = FALSE,
outlier_method = c("iqr", "zscore", "dbscan", "lof"),
run_distribution_checks = TRUE,
normality_tests = c("shapiro"),
pairwise_matrix = TRUE,
max_scatter_cols = 5,
grouped_plots = TRUE,
use_upset_missing = TRUE
)
Arguments
data |
A |
label |
A character string specifying the name of the target or label column (optional). If provided, certain grouped plots and class imbalance checks will be performed. |
visualize |
A character vector specifying which visualizations to produce.
Possible values: |
save_results |
Logical. If |
output_dir |
A character string specifying the output directory for saving results
(if |
sample_size |
An integer specifying a random sample size for the data to be used in
visualizations. If |
interactive |
Logical. If |
corr_threshold |
Numeric. Threshold above which correlations (in absolute value)
are flagged as high. Defaults to |
auto_convert_numeric |
Logical. If |
visualize_missing |
Logical. If |
imputation_suggestions |
Logical. If |
report_duplicate_details |
Logical. If |
detect_near_duplicates |
Logical. Placeholder for near-duplicate (fuzzy) detection. Currently not implemented. |
auto_convert_dates |
Logical. If |
feature_engineering |
Logical. If |
outlier_method |
A character string indicating which outlier detection method(s) to apply.
One of |
run_distribution_checks |
Logical. If |
normality_tests |
A character vector specifying which normality tests to run.
Possible values include |
pairwise_matrix |
Logical. If |
max_scatter_cols |
Integer. Maximum number of numeric columns to include in the pairwise matrix. |
grouped_plots |
Logical. If |
use_upset_missing |
Logical. If |
Details
This function automates many steps of EDA:
Automatically detects numeric vs. categorical variables.
Auto-converts columns that look numeric (and optionally date-like).
Summarizes data structure, missingness, duplication, and potential ID columns.
Computes correlation matrix and flags highly correlated pairs.
(Optional) Outlier detection using IQR, Z-score, DBSCAN, or LOF methods.
(Optional) Normality tests on numeric columns.
Saves all results and an R Markdown report if
save_results = TRUE.
Value
A (silent) list containing:
-
data_overview- A basic overview (head, unique values, skim summary). -
summary_stats- Summary statistics for numeric columns. -
freq_tables- Frequency tables for factor columns. -
missing_data- Missing data overview (count, percentage). -
duplicated_rows- Count of duplicated rows. -
class_imbalance- Class distribution iflabelis provided and is categorical. -
correlation_matrix- The correlation matrix for numeric variables. -
zero_variance_cols- Columns with near-zero variance. -
potential_id_cols- Columns with unique values in every row. -
date_time_cols- Columns recognized as date/time. -
high_corr_pairs- Pairs of variables with correlation abovecorr_threshold. -
outlier_method- The chosen method for outlier detection. -
outlier_summary- Outlier proportions or metrics (if computed).
If save_results = TRUE, additional side effects include saving figures, a correlation heatmap,
and an R Markdown report in the specified directory.
Fast Machine Learning Function
Description
Trains and evaluates multiple classification or regression models automatically detecting the task based on the target variable type.
Usage
fastml(
data = NULL,
train_data = NULL,
test_data = NULL,
label,
algorithms = "all",
task = "auto",
test_size = 0.2,
resampling_method = "cv",
folds = ifelse(grepl("cv", resampling_method), 10, 25),
repeats = ifelse(resampling_method == "repeatedcv", 1, NA),
event_class = "first",
exclude = NULL,
recipe = NULL,
tune_params = NULL,
engine_params = list(),
metric = NULL,
algorithm_engines = NULL,
n_cores = 1,
stratify = TRUE,
impute_method = "error",
impute_custom_function = NULL,
encode_categoricals = TRUE,
scaling_methods = c("center", "scale"),
balance_method = "none",
resamples = NULL,
summaryFunction = NULL,
use_default_tuning = FALSE,
tuning_strategy = "grid",
tuning_iterations = 10,
early_stopping = FALSE,
adaptive = FALSE,
learning_curve = FALSE,
seed = 123,
verbose = FALSE,
eval_times = NULL,
bootstrap_ci = TRUE,
bootstrap_samples = 500,
bootstrap_seed = NULL,
at_risk_threshold = 0.1
)
Arguments
data |
A data frame containing the complete dataset. If both 'train_data' and 'test_data' are 'NULL', 'fastml()' will split this into training and testing sets according to 'test_size' and 'stratify'. Defaults to 'NULL'. |
train_data |
A data frame pre-split for model training. If provided, 'test_data' must also be supplied, and no internal splitting will occur. Defaults to 'NULL'. |
test_data |
A data frame pre-split for model evaluation. If provided, 'train_data' must also be supplied, and no internal splitting will occur. Defaults to 'NULL'. |
label |
A string specifying the name of the target variable. For survival analysis, supply a character vector with the names of the time and status columns. |
algorithms |
A vector of algorithm names to use. Default is |
task |
Character string specifying model type selection. Use "auto" to let the function detect whether the target is for classification, regression, or survival based on the data. Survival is detected when 'label' is a character vector of length 2 that matches time and status columns in the data. You may also explicitly set to "classification", "regression", or "survival". |
test_size |
A numeric value between 0 and 1 indicating the proportion of the data to use for testing. Default is |
resampling_method |
A string specifying the resampling method for model evaluation. Default is |
folds |
An integer specifying the number of folds for cross-validation. Default is |
repeats |
Number of times to repeat cross-validation (only applicable for methods like "repeatedcv"). |
event_class |
A single string. Either "first" or "second" to specify which level of truth to consider as the "event". Default is "first". |
exclude |
A character vector specifying the names of the columns to be excluded from the training process. |
recipe |
A user-defined |
tune_params |
A named list of tuning ranges for each algorithm and engine
pair. Example: |
engine_params |
A named list of engine-level arguments to pass directly
to the underlying model fitting functions. Use this for fixed settings that
should apply whenever an engine is fitted (for example,
|
metric |
The performance metric to optimize during training. |
algorithm_engines |
A named list specifying the engine to use for each algorithm. |
n_cores |
An integer specifying the number of CPU cores to use for parallel processing. Default is |
stratify |
Logical indicating whether to use stratified sampling when splitting the data. Default is |
impute_method |
Method for handling missing values. Options include:
Default is |
impute_custom_function |
A function that takes a data.frame as input and returns an imputed data.frame. Used only if |
encode_categoricals |
Logical indicating whether to encode categorical variables. Default is |
scaling_methods |
Vector of scaling methods to apply. Default is |
balance_method |
Method to handle class imbalance. One of |
resamples |
Optional rsample object providing custom resampling splits.
If supplied, |
summaryFunction |
A custom summary function for model evaluation. Default is |
use_default_tuning |
Logical; if |
tuning_strategy |
A string specifying the tuning strategy. Must be one of
|
tuning_iterations |
Number of iterations for Bayesian tuning. Ignored when
|
early_stopping |
Logical indicating whether to use early stopping in Bayesian tuning methods (if supported). Default is |
adaptive |
Logical indicating whether to use adaptive/racing methods for tuning. Default is |
learning_curve |
Logical. If TRUE, generate learning curves (performance vs. training size). |
seed |
An integer value specifying the random seed for reproducibility. |
verbose |
Logical; if TRUE, prints progress messages during the training and evaluation process. |
eval_times |
Optional numeric vector of evaluation horizons for survival
models. When |
bootstrap_ci |
Logical indicating whether bootstrap confidence intervals should be computed for performance metrics. Applies to all task types. |
bootstrap_samples |
Integer giving the number of bootstrap resamples to
use when |
bootstrap_seed |
Optional seed passed to the bootstrap procedure used to estimate confidence intervals. |
at_risk_threshold |
Numeric value between 0 and 1 used for survival
metrics to determine the last follow-up time ( |
Details
Fast Machine Learning Function
Trains and evaluates multiple classification or regression models. The function automatically detects the task based on the target variable type and can perform advanced hyperparameter tuning using various tuning strategies.
Value
An object of class fastml containing the best model, performance metrics, and other information.
Examples
# Example 1: Using the iris dataset for binary classification (excluding 'setosa')
data(iris)
iris <- iris[iris$Species != "setosa", ] # Binary classification
iris$Species <- factor(iris$Species)
# Define a custom tuning grid for the ranger engine
tune <- list(
rand_forest = list(
ranger = list(mtry = c(1, 3))
)
)
# Train models with custom tuning
model <- fastml(
data = iris,
label = "Species",
algorithms = "rand_forest",
tune_params = tune,
use_default_tuning = TRUE
)
# View model summary
summary(model)
Internal helpers for survival-specific preprocessing
Description
These utilities standardize survival status indicators so that downstream metrics always receive the conventional coding (0 = censored, 1 = event). The functions are intentionally unexported and are used across multiple internal modules. Normalize survival status coding to 0/1 representation
Usage
fastml_normalize_survival_status(status_vec, reference_length = NULL)
Arguments
status_vec |
A vector containing survival status information. May be numeric, logical, factor, or character. |
reference_length |
Optional integer specifying the desired length of the returned vector. When 'status_vec' is 'NULL', this value controls the length of the output (defaulting to 0 when not supplied). |
Details
This helper attempts to coerce a status vector into a numeric format where 0 represents censoring and 1 represents the event indicator. It accepts a variety of common encodings such as 1/2, logical values, factors, or character labels. When the supplied values deviate from the canonical coding, the function records that a recode was performed so callers can communicate this to the user (once).
Value
A list with two elements: 'status', the recoded numeric vector, and 'recoded', a logical flag indicating whether a non-standard encoding was detected.
Flatten and Rename Models
Description
Flattens a nested list of models and renames the elements by combining the outer and inner list names.
Usage
flatten_and_rename_models(models)
Arguments
models |
A nested list of models. The outer list should have names. If an inner element is a named list, the names will be combined with the outer name in the format |
Details
The function iterates over each element of the outer list. For each element, if it is a list with names, the function concatenates the outer list name and the inner names using paste0 and setNames. If an element is not a list or does not have names, it is included in the result without modification.
Value
A flattened list with each element renamed according to its original outer and inner list names.
Framingham Heart Study Data
Description
This dataset is derived from the Framingham Heart Study and contains various clinical and demographic variables used to predict coronary heart disease risk over a ten-year period.
Format
- male
Integer indicator for male sex.
- age
Participant age in years.
- education
Education level.
- currentSmoker
Whether the participant currently smokes.
- cigsPerDay
Number of cigarettes smoked per day.
- BPMeds
Whether blood pressure medication is used.
- prevalentStroke
History of stroke at baseline.
- prevalentHyp
History of hypertension at baseline.
- diabetes
Diabetes diagnosis.
- totChol
Total cholesterol.
- sysBP
Systolic blood pressure.
- diaBP
Diastolic blood pressure.
- BMI
Body mass index.
- heartRate
Heart rate.
- glucose
Glucose level.
- TenYearCHD
Ten year risk of coronary heart disease.
Get Best Model Indices by Metric and Group
Description
Identifies and returns the indices of rows in a data frame where the specified metric reaches the overall maximum within groups defined by one or more columns.
Usage
get_best_model_idx(df, metric, group_cols = c("Model", "Engine"))
Arguments
df |
A data frame containing model performance metrics and grouping columns. |
metric |
A character string specifying the name of the metric column in |
group_cols |
A character vector of column names used for grouping. Defaults to |
Details
The function converts the metric values to numeric and creates a combined grouping factor using the specified group_cols. It then computes the maximum metric value within each group and determines the overall best metric value across the entire data frame. Finally, it returns the indices of rows belonging to groups that achieve this overall maximum.
Value
A numeric vector of row indices in df corresponding to groups whose maximum metric equals the overall best metric value.
Get Best Model Names
Description
Extracts and returns the best engine names from a named list of model workflows.
Usage
get_best_model_names(models)
Arguments
models |
A named list where each element corresponds to an algorithm and contains a list of model workflows.
Each workflow should be compatible with |
Details
For each algorithm, the function extracts the engine names from the model workflows using tune::extract_fit_parsnip.
It then chooses "randomForest" if it is available; otherwise, it selects the first non-NA engine.
If no engine names can be extracted for an algorithm, NA_character_ is returned.
Value
A named character vector. The names of the vector correspond to the algorithm names, and the values represent the chosen best engine name for that algorithm.
Get Best Workflows
Description
Extracts the best workflows from a nested list of model workflows based on the provided best model names.
Usage
get_best_workflows(models, best_model_name)
Arguments
models |
A nested list of model workflows. Each element should correspond to an algorithm and contain sublists keyed by engine names. |
best_model_name |
A named character vector where the names represent algorithm names and the values represent the chosen best engine for each algorithm. |
Details
The function iterates over each element in best_model_name and attempts to extract the corresponding workflow from models using the specified engine. If the workflow for an algorithm-engine pair is not found, a warning is issued and NULL is returned for that entry.
Value
A named list of workflows corresponding to the best engine for each algorithm. Each list element is named in the format "algorithm (engine)".
Get Default Engine
Description
Returns the default engine corresponding to the specified algorithm.
Usage
get_default_engine(algo, task = NULL)
Arguments
algo |
A character string specifying the name of the algorithm. The value should match one of the supported algorithm names. |
task |
Optional task type (e.g., |
Details
The function uses a switch statement to select the default engine based on the given algorithm. For survival random forests, the function defaults to "aorsf". If the provided algorithm does not have a defined default engine, the function terminates with an error.
Value
A character string containing the default engine name associated with the provided algorithm.
Get Default Parameters for an Algorithm
Description
Returns a list of default tuning parameters for the specified algorithm based on the task type, number of predictors, and engine.
Usage
get_default_params(algo, task, num_predictors = NULL, engine = NULL)
Arguments
algo |
A character string specifying the algorithm name. Supported values include:
|
task |
A character string specifying the task type, typically |
num_predictors |
An optional numeric value indicating the number of predictors. This value is used to compute default values for parameters such as |
engine |
An optional character string specifying the engine to use. If not provided, a default engine is chosen where applicable. |
Details
The function employs a switch statement to select and return a list of default parameters tailored for the given algorithm, task, and engine. The defaults vary by algorithm and, in some cases, by engine. For example:
For
"rand_forest", ifengineis not provided, it defaults to"ranger". The parameters such asmtry,trees, andmin_nare computed based on the task and the number of predictors.For
"C5_rules", the defaults includetrees,min_n, andsample_size.For
"xgboost"and"lightgbm", default values are provided for parameters like tree depth, learning rate, and sample size.For
"logistic_reg"and"multinom_reg", the function returns defaults for regularization parameters (penaltyandmixture) that vary with the specified engine.For
"decision_tree", the parameters (such astree_depth,min_n, andcost_complexity) are set based on the engine (e.g.,"rpart","C5.0","partykit","spark").Other algorithms, including
"svm_linear","svm_rbf","nearest_neighbor","naive_Bayes","mlp","deep_learning","elastic_net","bayes_glm","pls","linear_reg","ridge_reg", and"lasso_reg", have their respective default parameter lists.
Value
A list of default parameter settings for the specified algorithm. If the algorithm is not recognized, the function returns NULL.
Get Default Tuning Parameters
Description
Returns a list of default tuning parameter ranges for a specified algorithm based on the provided training data, outcome label, and engine.
Usage
get_default_tune_params(algo, train_data, label, engine)
Arguments
algo |
A character string specifying the algorithm name. Supported values include: |
train_data |
A data frame containing the training data. |
label |
A character string specifying the name of the outcome variable in |
engine |
A character string specifying the engine to be used for the algorithm. Different engines may have different tuning parameter ranges. |
Details
The function first determines the number of predictors by removing the outcome variable (specified by label) from train_data. It then uses a switch statement to select a list of default tuning parameter ranges tailored for the specified algorithm and engine. The tuning ranges have been adjusted for efficiency and may include parameters such as mtry, trees, min_n, and others depending on the algorithm.
Value
A list of tuning parameter ranges for the specified algorithm. If no tuning parameters are defined for the given algorithm, the function returns NULL.
Get Engine Names from Model Workflows
Description
Extracts and returns a list of unique engine names from a list of model workflows.
Usage
get_engine_names(models)
Arguments
models |
A list where each element is a list of model workflows. Each workflow is expected to contain a fitted model that can be processed with |
Details
The function applies tune::extract_fit_parsnip to each model workflow to extract the fitted model object. It then retrieves the engine name from the model specification (spec$engine). If the extraction fails, NA_character_ is returned for that workflow. Finally, the function removes any duplicate engine names using unique.
Value
A list of character vectors. Each vector contains the unique engine names extracted from the corresponding element of models.
Get Model Engine Names
Description
Extracts and returns a named vector mapping algorithm names to engine names from a nested list of model workflows.
Usage
get_model_engine_names(models)
Arguments
models |
A nested list of model workflows. Each inner list should contain model objects from which a fitted model can be extracted using |
Details
The function iterates over a nested list of model workflows and, for each workflow, attempts to extract the fitted model object using tune::extract_fit_parsnip. If successful, it retrieves the algorithm name from the first element of the class attribute of the model specification and the engine name from the specification. The results are combined into a named vector.
Value
A named character vector where the names correspond to algorithm names (e.g., "rand_forest", "logistic_reg") and the values correspond to the associated engine names (e.g., "ranger", "glm").
Extract Time and Status from Survival Matrix
Description
Helper function to extract "time" and "status" columns from a matrix
(like one returned by survival::Surv()), falling back to defaults.
Usage
get_surv_info(surv_matrix_vals, default_time, default_status)
Arguments
surv_matrix_vals |
A matrix, typically from |
default_time |
Default time vector if not found. |
default_status |
Default status vector if not found. |
Value
A list with elements time and status.
Compute feature interaction strengths for a fastml model
Description
Uses the 'iml' package to quantify the strength of feature interactions.
Usage
interaction_strength(object, ...)
Arguments
object |
A 'fastml' object. |
... |
Additional arguments passed to 'iml::Interaction'. |
Value
An 'iml::Interaction' object.
Examples
## Not run:
data(iris)
iris <- iris[iris$Species != "setosa", ]
iris$Species <- factor(iris$Species)
model <- fastml(data = iris, label = "Species")
interaction_strength(model)
## End(Not run)
Load Model Function
Description
Loads a trained model object from a file.
Usage
load_model(filepath)
Arguments
filepath |
A string specifying the file path to load the model from. |
Value
An object of class fastml.
Map Brier Curve Values to Specific Horizons
Description
Extracts Brier score values from a pre-computed curve at specific time horizons by finding the closest matching evaluation time.
Usage
map_brier_values(curve, eval_times, horizons)
Arguments
curve |
Numeric vector of Brier scores from |
eval_times |
Numeric vector of times corresponding to |
horizons |
Numeric vector of target time horizons to extract. |
Value
A numeric vector of Brier scores corresponding to horizons.
Plot Methods for fastml Objects
Description
plot.fastml produces visual diagnostics for a trained fastml object.
Usage
## S3 method for class 'fastml'
plot(
x,
algorithm = "best",
type = c("all", "bar", "roc", "calibration", "residual"),
...
)
Arguments
x |
A |
algorithm |
Character vector specifying which algorithm(s) to include when
generating certain plots (e.g., ROC curves). Defaults to |
type |
Character vector indicating which plot(s) to produce. Options are:
|
... |
Additional arguments (currently unused). |
Details
When type = "all", plot.fastml will produce a bar plot of metrics,
ROC curves (classification), calibration plot, and residual diagnostics (regression).
If you specify a subset of types, only those will be drawn.
Examples
## Create a binary classification dataset from iris
data(iris)
iris <- iris[iris$Species != "setosa",]
iris$Species <- factor(iris$Species)
## Fit fastml model on binary classification task
model <- fastml(data = iris, label = "Species", algorithms = c("rand_forest", "svm_rbf"))
## 1. Plot all available diagnostics
plot(model, type = "all")
## 2. Bar plot of performance metrics
plot(model, type = "bar")
## 3. ROC curves (only for classification models)
plot(model, type = "roc")
## 4. Calibration plot (requires 'probably' package)
plot(model, type = "calibration")
## 5. ROC curves for specific algorithm(s) only
plot(model, type = "roc", algorithm = "rand_forest")
## 6. Residual diagnostics (only available for regression tasks)
model <- fastml(data = mtcars, label = "mpg", algorithms = c("linear_reg", "xgboost"))
plot(model, type = "residual")
Plot ICE curves for a fastml model
Description
Generates Individual Conditional Expectation (ICE) plots for selected features using the 'pdp' package.
Usage
plot_ice(object, features, ...)
Arguments
object |
A 'fastml' object. |
features |
Character vector of feature names to plot. |
... |
Additional arguments passed to 'pdp::partial'. |
Value
A 'ggplot' object displaying ICE curves.
Examples
## Not run:
data(iris)
iris <- iris[iris$Species != "setosa", ]
iris$Species <- factor(iris$Species)
model <- fastml(data = iris, label = "Species")
plot_ice(model, features = "Sepal.Length")
## End(Not run)
Predict method for fastml objects
Description
Generates predictions from a trained 'fastml' object on new data. Supports both single-model and multi-model workflows, and handles classification and regression tasks with optional post-processing and verbosity.
Usage
## S3 method for class 'fastml'
predict(
object,
newdata,
type = "auto",
model_name = NULL,
verbose = FALSE,
postprocess_fn = NULL,
eval_time = NULL,
...
)
Arguments
object |
A fitted 'fastml' object created by the 'fastml()' function. |
newdata |
A data frame or tibble containing new predictor data for which to generate predictions. |
type |
Type of prediction to return. One of '"auto"' (default), '"class"', '"prob"', '"numeric"', '"survival"', or '"risk"'. - '"auto"': chooses '"class"' for classification, '"numeric"' for regression, and '"survival"' for survival. - '"prob"': returns class probabilities (only for classification). - '"class"': returns predicted class labels. - '"numeric"': returns predicted numeric values (for regression). - '"survival"': returns survival probabilities at the supplied 'eval_time' horizons (for survival tasks). - '"risk"': returns risk scores on the linear predictor scale (for survival tasks). |
model_name |
(Optional) Name of a specific model to use when 'object$best_model' contains multiple models. |
verbose |
Logical; if 'TRUE', prints progress messages showing which models are used during prediction. |
postprocess_fn |
(Optional) A function to apply to the final predictions (e.g., inverse transforms, thresholding). |
eval_time |
Optional numeric vector of time points (on the original time scale) at which to return survival probabilities when 'type = "survival"'. Required for survival tasks when requesting survival curves. |
... |
Additional arguments (currently unused). |
Value
A vector of predictions, or a named list of predictions (if multiple models are used). If 'postprocess_fn' is supplied, its output will be returned instead.
Examples
## Not run:
set.seed(123)
model <- fastml(iris, label = "Species")
test_data <- iris[sample(1:150, 20),-5]
## Best model(s) predictions
preds <- predict(model, newdata = test_data)
## Predicted class probabilities using best model(s)
probs <- predict(model, newdata = test_data, type = "prob")
## Prediction from a specific model by name
single_model_preds <- predict(model, newdata = test_data, model_name = "rand_forest (ranger)")
## End(Not run)
Predict Risk Scores from a Survival Model
Description
Provides a consistent interface for computing linear predictors (risk scores) across various survival modeling engines, including native fastml models (e.g., Cox proportional hazards, XGBoost Cox) and parsnip/workflow objects.
Usage
predict_risk(fit, newdata, ...)
## S3 method for class 'fastml_native_survival'
predict_risk(fit, newdata, ...)
## S3 method for class 'workflow'
predict_risk(fit, newdata, ...)
## Default S3 method:
predict_risk(fit, newdata, ...)
Arguments
fit |
A fitted survival model object. |
newdata |
A data frame containing predictor variables for which to compute risk scores. |
... |
Additional arguments passed to specific methods. |
Value
A numeric vector of risk scores, where higher values indicate greater predicted risk.
Predict survival probabilities from a survival model
Description
Predict survival probabilities from a survival model
Usage
predict_survival(fit, newdata, times, ...)
## S3 method for class 'fastml_native_survival'
predict_survival(fit, newdata, times, ...)
## S3 method for class 'workflow'
predict_survival(fit, newdata, times, ...)
## Default S3 method:
predict_survival(fit, newdata, times, ...)
Arguments
fit |
A fitted survival model. |
newdata |
A data frame of predictors for which to compute survival curves. |
times |
Numeric vector of evaluation times. |
... |
Additional arguments passed to methods. |
Value
A numeric matrix with one row per observation and one column per time.
Process and Evaluate a Model Workflow
Description
This function processes a fitted model or a tuning result, finalizes the model if tuning was used, makes predictions on the test set, and computes performance metrics depending on the task type (classification or regression). It supports binary and multiclass classification, and handles probabilistic outputs when supported by the modeling engine.
Usage
process_model(
model_obj,
model_id,
task,
test_data,
label,
event_class,
start_col = NULL,
time_col = NULL,
status_col = NULL,
engine,
train_data,
metric,
eval_times_user = NULL,
bootstrap_ci = TRUE,
bootstrap_samples = 500,
bootstrap_seed = 1234,
at_risk_threshold = 0.1
)
Arguments
model_obj |
A fitted model or a tuning result ('tune_results' object). |
model_id |
A character identifier for the model (used in warnings). |
task |
Type of task, either '"classification"', '"regression"', or '"survival"'. |
test_data |
A data frame containing the test data. |
label |
The name of the outcome variable (as a character string). |
event_class |
For binary classification, specifies which class is considered the positive class: '"first"' or '"second"'. |
start_col |
Optional string. The name of the column specifying the
start time in counting process (e.g., '(start, stop, event)') survival
data. Only used when |
time_col |
String. The name of the column specifying the event or
censoring time (the "stop" time in counting process data). Only used
when |
status_col |
String. The name of the column specifying the event
status (e.g., 0 for censored, 1 for event). Only used when
|
engine |
A character string indicating the model engine (e.g., '"xgboost"', '"randomForest"'). Used to determine if class probabilities are supported. If 'NULL', probabilities are skipped. |
train_data |
A data frame containing the training data, required to refit finalized workflows. |
metric |
The name of the metric (e.g., '"roc_auc"', '"accuracy"', '"rmse"') used for selecting the best tuning result. |
eval_times_user |
Optional numeric vector of time horizons at which to evaluate survival Brier scores. When 'NULL', sensible defaults based on the observed follow-up distribution are used. |
bootstrap_ci |
Logical; if 'TRUE', bootstrap confidence intervals are estimated for survival performance metrics. |
bootstrap_samples |
Integer giving the number of bootstrap resamples used when computing confidence intervals. |
bootstrap_seed |
Optional integer seed applied before bootstrap resampling to make interval estimates reproducible. |
at_risk_threshold |
Numeric value between 0 and 1 defining the minimum proportion of subjects required to remain at risk when determining the maximum follow-up time used in survival metrics. |
Details
- If the input 'model_obj' is a 'tune_results' object, the function finalizes the model using the best hyperparameters according to the specified 'metric', and refits the model on the full training data.
- For classification tasks, performance metrics include accuracy, kappa, sensitivity, specificity, precision, F1-score, and ROC AUC (if probabilities are available).
- For regression tasks, RMSE, R-squared, and MAE are returned.
- For models with missing prediction lengths, a helpful imputation error is thrown to guide data preprocessing.
Value
A list with two elements:
- performance
A tibble with computed performance metrics.
- predictions
A tibble with predicted values and corresponding truth values, and probabilities (if applicable).
Clean Column Names or Character Vectors by Removing Special Characters
Description
This function can operate on either a data frame or a character vector:
-
Data frame: Detects columns whose names contain any character that is not a letter, number, or underscore, removes colons, replaces slashes with underscores, and spaces with underscores.
-
Character vector: Applies the same cleaning rules to every element of the vector.
Usage
sanitize(x)
Arguments
x |
A data frame or character vector to be cleaned. |
Value
If
xis a data frame: returns a data frame with cleaned column names.If
xis a character vector: returns a character vector with cleaned elements.
Save Model Function
Description
Saves the trained model object to a file.
Usage
save.fastml(model, filepath)
Arguments
model |
An object of class |
filepath |
A string specifying the file path to save the model. |
Value
No return value, called for its side effect of saving the model object to a file.
Summary Function for fastml (Using yardstick for ROC Curves)
Description
Summarizes the results of machine learning models trained using the 'fastml' package. Depending on the task type (classification or regression), it provides customized output such as performance metrics, best hyperparameter settings, and confusion matrices. It is designed to be informative and readable, helping users quickly interpret model results.
Usage
## S3 method for class 'fastml'
summary(
object,
algorithm = "best",
type = c("all", "metrics", "params", "conf_mat"),
sort_metric = NULL,
show_ci = FALSE,
brier_times = NULL,
...
)
Arguments
object |
An object of class |
algorithm |
A vector of algorithm names to display summary. Default is |
type |
Character vector indicating which outputs to produce.
Options are |
sort_metric |
The metric to sort by. Default uses optimized metric. |
show_ci |
Logical indicating whether to display 95% confidence intervals
for performance metrics in survival models. Defaults to |
brier_times |
Optional numeric or character vector that selects which
time-specific Brier scores to display for survival models. When |
... |
Additional arguments. |
Details
For classification tasks, the summary includes metrics such as Accuracy, F1 Score, Kappa, Precision, ROC AUC, Sensitivity, and Specificity. A confusion matrix is also provided for the best model(s). For regression tasks, the summary reports RMSE, R-squared, and MAE.
Users can control the type of output with the 'type' argument: 'metrics' displays model performance metrics. 'params' shows the best hyperparameter settings. 'conf_mat' prints confusion matrices (only for classification). 'all' includes all of the above.
If multiple algorithms are trained, the summary highlights the best model based on the optimized metric.
For survival tasks, Harrell's C-index, Uno's C-index, the integrated Brier
score, and (when available) the RMST difference are shown by default. Specific
Brier(t) horizons can be requested through the brier_times argument.
Value
Prints summary of fastml models.
Fit a surrogate decision tree for a fastml model
Description
Builds an interpretable tree approximating the behaviour of the underlying model using the 'iml' package.
Usage
surrogate_tree(object, maxdepth = 3, ...)
Arguments
object |
A 'fastml' object. |
maxdepth |
Maximum depth of the surrogate tree. Default 3. |
... |
Additional arguments passed to 'iml::TreeSurrogate'. |
Value
An 'iml::TreeSurrogate' object.
Examples
## Not run:
data(iris)
iris <- iris[iris$Species != "setosa", ]
iris$Species <- factor(iris$Species)
model <- fastml(data = iris, label = "Species")
surrogate_tree(model)
## End(Not run)
Train Specified Machine Learning Algorithms on the Training Data
Description
Trains specified machine learning algorithms on the preprocessed training data.
Usage
train_models(
train_data,
label,
task,
algorithms,
resampling_method,
folds,
repeats,
resamples = NULL,
tune_params,
engine_params = list(),
metric,
summaryFunction = NULL,
seed = 123,
recipe,
use_default_tuning = FALSE,
tuning_strategy = "grid",
tuning_iterations = 10,
early_stopping = FALSE,
adaptive = FALSE,
algorithm_engines = NULL
)
Arguments
train_data |
Preprocessed training data frame. |
label |
Name of the target variable. |
task |
Type of task: "classification", "regression", or "survival". |
algorithms |
Vector of algorithm names to train. |
resampling_method |
Resampling method for cross-validation (e.g., "cv", "repeatedcv", "boot", "none"). |
folds |
Number of folds for cross-validation. |
repeats |
Number of times to repeat cross-validation (only applicable for methods like "repeatedcv"). |
resamples |
Optional rsample object. If provided, custom resampling splits will be used instead of those created internally. |
tune_params |
A named list of tuning ranges. For each algorithm, supply a
list of engine-specific parameter values, e.g.
|
engine_params |
A named list of fixed engine-level arguments passed
directly to the model fitting call for each algorithm/engine combination.
Use this to control options like |
metric |
The performance metric to optimize. |
summaryFunction |
A custom summary function for model evaluation. Default is |
seed |
An integer value specifying the random seed for reproducibility. |
recipe |
A recipe object for preprocessing. |
use_default_tuning |
Logical; if |
tuning_strategy |
A string specifying the tuning strategy. Must be one of
|
tuning_iterations |
Number of iterations for Bayesian tuning. Ignored
when |
early_stopping |
Logical for early stopping in Bayesian tuning. |
adaptive |
Logical indicating whether to use adaptive/racing methods. |
algorithm_engines |
A named list specifying the engine to use for each algorithm. |
Value
A list of trained model objects.