Created
May 15, 2017 18:37
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caret slowdown issue
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library(caret) | |
library(readr) | |
library(ROCR) | |
set.seed(123) | |
d <- read_csv("https://raw.githubusercontent.com/szilard/teach-data-science-UCLA-master-appl-stats/master/wk-06-ML/data/airline100K.csv") | |
N <- nrow(d) | |
N <- 10000 | |
idx <- sample(1:N, 0.6*N) | |
d_train <- d[idx,] | |
d_test <- d[-idx,] | |
#library(doMC) | |
#registerDoMC(cores = parallel::detectCores()) | |
system.time({ | |
mds <- train(dep_delayed_15min ~ ., data = d_train, | |
method = "glmnet", | |
trControl = trainControl(number = 1, verboseIter = TRUE), | |
tuneGrid = data.frame(alpha = 1, lambda = 0)) | |
}) | |
# user system elapsed | |
# 10.963 0.044 11.004 | |
system.time({ | |
mds <- train(dep_delayed_15min ~ ., data = d_train, | |
method = "glmnet", | |
trControl = trainControl(number = 1, search = "random", verboseIter = TRUE), | |
tuneLength = 1) | |
}) | |
phat <- predict(mds, new = d_test, type = "prob")[,"Y"] ## error new cats | |
phat <- predict(mds, new = d_train, type = "prob")[,"Y"] | |
rocr_pred <- prediction(phat, d_train$dep_delayed_15min) | |
performance(rocr_pred, "auc")@y.values[[1]] | |
X <- Matrix::sparse.model.matrix(dep_delayed_15min ~ . - 1, data = d) | |
X_train <- X[idx,] | |
library(glmnet) | |
system.time({ | |
md <- glmnet( X_train, d_train$dep_delayed_15min, family = "binomial", lambda = 0) | |
}) | |
#user system elapsed | |
# 0.092 0.000 0.092 | |
phat <- predict(md, newx = X_train, type = "response") | |
rocr_pred <- prediction(phat, d_train$dep_delayed_15min) | |
performance(rocr_pred, "auc")@y.values[[1]] | |
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