似乎这已通过 {iml} 的开发版本修复。
我可以用当前的 CRAN 版本重现您的问题。
library(caret)
#> Loading required package: lattice
#> Loading required package: ggplot2
library(mlr)
#> Loading required package: ParamHelpers
#> 'mlr' is in maintenance mode since July 2019. Future development
#> efforts will go into its successor 'mlr3' (<https://mlr3.mlr-org.com>).
#>
#> Attaching package: 'mlr'
#> The following object is masked from 'package:caret':
#>
#> train
library(iml)
data("iris")
iris = iris[iris$Species != "setosa", ]
iris$Species = ifelse(iris$Species == "virginica", 1, 0)
iris$Species = as.factor(iris$Species)
ind = createDataPartition(iris$Species, times = 1, p = 0.8, list = FALSE)
train = iris[ind, ]
test = iris[-ind, ]
remove(ind)
train.task = makeClassifTask(data = train, target = "Species", positive = 1)
test.task = makeClassifTask(data = test, target = "Species", positive = 1)
learner = list(
xgboost = makeLearner("classif.xgboost", predict.type = "prob"),
ksvm = makeLearner("classif.ksvm", predict.type = "prob"),
nnet = makeLearner("classif.nnet", predict.type = "prob"),
randomForest = makeLearner("classif.randomForest", predict.type = "prob")
)
model = lapply(learner, function(x) train(x, train.task))
#> # weights: 19
#> initial value 59.040647
#> iter 10 value 54.908003
#> iter 20 value 8.784817
#> iter 30 value 2.906017
#> iter 40 value 0.187334
#> iter 50 value 0.000610
#> final value 0.000059
#> converged
prediction = lapply(model, function(x) predict(x, test.task))
ensemble = makeStackedLearner(learner,
super.learner = "classif.randomForest", predict.type = "prob",
method = "stack.cv", use.feat = FALSE)
model$ensemble = train(ensemble, train.task)
#> # weights: 19
#> initial value 44.537254
#> iter 10 value 6.716784
#> iter 20 value 4.750452
#> iter 30 value 4.487501
#> iter 40 value 4.481250
#> final value 4.481222
#> converged
#> # weights: 19
#> initial value 54.135701
#> iter 10 value 13.081961
#> iter 20 value 1.676063
#> iter 30 value 0.002261
#> final value 0.000044
#> converged
#> # weights: 19
#> initial value 42.621635
#> iter 10 value 5.201573
#> iter 20 value 2.878946
#> iter 30 value 1.133911
#> iter 40 value 0.002784
#> iter 50 value 0.000726
#> final value 0.000037
#> converged
#> # weights: 19
#> initial value 43.795663
#> iter 10 value 4.478310
#> iter 20 value 1.811306
#> iter 30 value 0.027775
#> iter 40 value 0.004873
#> iter 50 value 0.001480
#> iter 60 value 0.000230
#> iter 70 value 0.000221
#> final value 0.000089
#> converged
#> # weights: 19
#> initial value 44.433321
#> iter 10 value 7.252874
#> iter 20 value 1.200457
#> iter 30 value 0.001668
#> final value 0.000063
#> converged
#> # weights: 19
#> initial value 67.012204
#> final value 55.451774
#> converged
prediction$ensemble = predict(model$ensemble, test.task)
predictor = Predictor$new(model$ensemble,
data = train.task$env$data[which(names(train.task$env$data) != "Species")],
y = as.numeric(train.task$env$data$Species) - 1)
imp = FeatureImp$new(predictor, loss = "ce")
imp$results
#> feature importance.05 importance importance.95 permutation.error
#> 1 Petal.Width 11.1 12.0 14.2 0.3000
#> 2 Petal.Length 10.3 11.5 13.1 0.2875
#> 3 Sepal.Length 3.3 4.5 6.3 0.1125
#> 4 Sepal.Width 2.1 3.5 4.0 0.0875
由reprex 包(v0.3.0)于 2020 年 1 月 23 日创建
会话信息
devtools::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#> setting value
#> version R version 3.6.2 Patched (2019-12-12 r77564)
#> os macOS Mojave 10.14.6
#> system x86_64, darwin15.6.0
#> ui X11
#> language (EN)
#> collate en_US.UTF-8
#> ctype en_US.UTF-8
#> tz Europe/Berlin
#> date 2020-01-23
#>
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#> recipes 0.1.9 2020-01-07 [1]
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#> scales 1.1.0 2019-11-18 [1]
#> sessioninfo 1.1.1 2018-11-05 [1]
#> stringi 1.4.5 2020-01-11 [1]
#> stringr 1.4.0 2019-02-10 [1]
#> survival 3.1-8 2019-12-03 [2]
#> testthat 2.3.1 2019-12-01 [1]
#> tibble 2.1.3 2019-06-06 [1]
#> tidyselect 0.2.5 2018-10-11 [1]
#> timeDate 3043.102 2018-02-21 [1]
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#> withr 2.1.2 2018-03-15 [1]
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#> XML 3.99-0.3 2020-01-20 [1]
#> yaml 2.2.0 2018-07-25 [1]
#> source
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