mtr-toolkit: A multi-target regression (MTR) toolkit in R!
This project implements current state-of-the-art MTR solutions, as well as, new methods proposed by Saulo Martiello Mastelini (in conjunction with other researchers, e.g., Sylvio Barbon Jr. and Everton Jose Santana).
Some of the solutions are, currently, under tests. A documentation (possibly) will be created as the codes are improved and new publications are obtained.
Currently, only local approaches are supported. The currently implemented methods are (MTR methods proposed by Mastelini are marked with *):
- ST: Single-target
- SST: Stacked Single-target (a.k.a. MTRS -- Multi-target Regressor Stacking)
- ERC: Ensemble of Regressor Chains
- DSTARS: Deep Structure for Tracking Asynchronous Regressor Stacking (*, **)
- DRS: Deep Regressor Stacking (*)
- MTAS: Multi-target Augmented Stacking (*)
- MOTC: Multi-output Tree Chaining (*)
- ORC: Optimum Regressor Chains (*)
- MTSG: Multi-target Stacked Generalization (*)
- ESR: Ensemble of Stacked Regressors (*)
The currently supported regressors are (all the regression techniques are performed with their default parameters):
- ranger (ranger package implementation of Random Forest)
- svm (Support Vector Machine -- using the rbf kernel)
- xgboost (Extreme Gradient Boosting)
- cart (Classification and Regression Tree)
- mlp (RSNNS implementation of Multi Layer Perceptron Artificial Neural Network)
- gbm (Gradient Boosting Machine)
- pls (Partial Least Squares)
- ridge (Ridge Regression)
- lr (Linear Regression)
- rf (randomForest package implementation of Random Forest)
Both SST (MTRS) and ERC were proposed by Spyromitros-Xioufis et al. (2016) and can be found in:
- Spyromitros-Xioufis, E., Tsoumakas, G., Groves, W. and Vlahavas, I., 2016. Multi-target regression via input space expansion: treating targets as inputs. Machine Learning, 104(1), pp.55-98.
** Two versions of DSTARS are implemented:
- DSTARS -> This version uses a single bootstrap sample when searching for the best regressor layer disposition. Therefore, it only uses the hyperparameter 'epsilon' for the minimum expected value of error decrease when adding a new regressor.
- DSTARST -> This version uses as internal k-fold Cross-validation for determining the best number of regressor layers (by default, 10 folds are employed). Hence, the hyperparameters 'phi' and 'epsilon' must be specified for selecting the regressor layers that contributed in at least phi percent of time, and the minimum amount of expected error decrease by adding a new regressor, respectively. Multiple values of phi and epsilon can be evaluated as it is shown next. We suggest using (phi, epsilon) = (0.4, 1e-4).
I will add the corresponding papers for our methods ASAP (the ones that were already published).
The required R packages to run the toolkit can be installed by running utils_and_includes/installLibraries.R
Basic usage:
All the implemented MTR methods are under local_methods/. To run an experiment the employed command is:
Rscript run_exp.R configuration_file.R
where configuration_file.R is an input file containing configuration parameters for running the experiments (e.g., datasets, number of targets, methods, regressors, output folder/files, etc.). The toolkit only supports csv files as inputs.
An example of possible configuration file is presented below:
###############################################################################
#############################General settings##################################
###############################################################################
# Determine whether to employ PLS as a feature extractor (PLS' scores are used as new input features)
use.pls <- FALSE
# Determines the normalization to be applied in the datasets:
# Supported values are: 'min-max' and 'z-score'
norm.method <- "min-max"
# Defines the datasets and their corresponding number of targets
bases <- c("atp1d","atp7d","oes97","oes10","rf1","rf2","scm1d","scm20d","edm","sf1","sf2","jura","wq","enb","slump","andro","osales","scpf")
n.targets <- c(6, 6, 16, 16, 8, 8, 16, 16, 2, 3, 3, 3, 14, 2, 3, 6, 12, 3)
# Defines values for tuning the DSTARS algorithm (only used by the DSTARST version)
dstars.phis <- c(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0)
dstars.epsilons <- c(10^-2, 10^-3, 10^-4)
# Determines external testing sets. This option must be used along the setting of folds.num to 1
bases.test <- NULL
# Determines the regression techniques to be used
techs <- c("ranger", "svm")
# Determines the number of CV folds for evaluation. (Use this parameter as 1 in conjunction with input test sets for train then test evaluations)
folds.num <- 10
# Determines the folder in which the input datasets are
datasets.folder <- "~/mtr_datasets"
# Determines an output folder for results writing
output.prefix <- "~/output_mtr"
# Determines the MTR methods to be run
mt.techs <- c("ST", "MTRS", "ERC", "DSTARST")
# Whether to unify the output logs of a same MTR method and different regressors
must.compare <- TRUE
# Whether to create a final table, comprising all the obtained results
generate.final.table <- TRUE
# Whether to present the aRRMSE values of all methods in a table for easy comparison using statistical tests
generate.nemenyi.frame <- TRUE
###############################################################################
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The other folds in this repository have additional tools for MTR data analysis and plot. The corresponding documentation will be added in the future.