The goal of
mikropml is to make supervised machine
learning (ML) easy for you to run while implementing good practices for
machine learning pipelines. All you need to run the ML pipeline is one
run_ml(). We’ve selected sensible default
arguments related to good practices (Topçuoğlu et
al. 2020; Tang et al. 2020), but we allow you to change those
arguments to tailor
run_ml() to the needs of your data.
This document takes you through all of the
inputs, both required and optional, as well as the outputs.
In summary, you provide:
And the function outputs:
Since I assume a lot of you won’t read this entire vignette, I’m
going to say this at the beginning. If the
function is running super slow, you should consider parallelizing. See
vignette("parallel") for examples.
The input data to
run_ml() is a dataframe where each row
is a sample or observation. One column (assumed to be the first) is the
outcome of interest, and all of the other columns are the features. We
otu_mini_bin as a small example dataset with
# install.packages("devtools") # devtools::install_github("SchlossLab/mikropml") library(mikropml) head(otu_mini_bin) #> dx Otu00001 Otu00002 Otu00003 Otu00004 Otu00005 Otu00006 Otu00007 #> 1 normal 350 268 213 1 208 230 70 #> 2 normal 568 1320 13 293 671 103 48 #> 3 normal 151 756 802 556 145 271 57 #> 4 normal 299 30 1018 0 25 99 75 #> 5 normal 1409 174 0 3 2 1136 296 #> 6 normal 167 712 213 4 332 534 139 #> Otu00008 Otu00009 Otu00010 #> 1 230 235 64 #> 2 204 119 115 #> 3 176 37 710 #> 4 78 255 197 #> 5 1 537 533 #> 6 251 155 122
dx is the outcome column (normal or cancer), and
there are 10 features (
Otu00010). Because there are only 2 outcomes, we will be
performing binary classification in the majority of the examples below.
At the bottom, we will also briefly provide examples of multi-class and
continuous outcomes. As you’ll see, you run them in the same way as for
The feature columns are the amount of each Operational
Taxonomic Unit (OTU) in microbiome samples from patients with cancer
and without cancer. The goal is to predict
dx, which stands
for diagnosis. This diagnosis can be cancer or not based on an
individual’s microbiome. No need to understand exactly what that means,
but if you’re interested you can read more about it from the original
paper (Topçuoğlu et al. 2020).
For real machine learning applications you’ll need to use more features, but for the purposes of this vignette we’ll stick with this example dataset so everything runs faster.
All of the methods we use are supported by a great ML wrapper package
we use to train our machine learning models.
The methods we have tested (and their backend packages) are:
For documentation on these methods, as well as many others, you can
look at the available
models (or see here
for a list by tag). While we have not vetted the other models used by
caret, our function is general enough that others might
work. While we can’t promise that we can help with other models, feel
free to [start a new discussion on GitHub]https://github.com/SchlossLab/mikropml/discussions) if
you have questions about other models and we might be able to
We will first focus on
glmnet, which is our default
implementation of L2-regularized logistic regression. Then we will cover
a few other examples towards the end.
Before you execute
run_ml(), you should consider
preprocessing your data, either on your own or with the
preprocess_data() function. You can learn more about this
in the preprocessing vignette:
As mentioned above, the minimal input is your dataset
dataset) and the machine learning model you want to use
You may also want to provide:
run_ml()will pick the first column, but it’s best practice to specify the column name explicitly.
Say we want to use logistic regression, then the method we will use
glmnet. To do so, run the ML pipeline with:
<- run_ml(otu_mini_bin, results "glmnet", outcome_colname = "dx", seed = 2019 )
You’ll notice a few things:
Now, let’s dig into the output a bit. The results is a list of 4 things:
names(results) #>  "trained_model" "test_data" "performance" #>  "feature_importance"
trained_model is the trained model from
caret. There is a bunch of info in this that we won’t get
into, because you can learn more from the
names(results$trained_model) #>  "method" "modelInfo" "modelType" "results" "pred" #>  "bestTune" "call" "dots" "metric" "control" #>  "finalModel" "preProcess" "trainingData" "ptype" "resample" #>  "resampledCM" "perfNames" "maximize" "yLimits" "times" #>  "levels"
test_data is the partition of the dataset that was used
for testing. In machine learning, it’s always important to have a
held-out test dataset that is not used in the training stage. In this
pipeline we do that using
run_ml() where we split your data
into training and testing sets. The training data are used to build the
model (e.g. tune hyperparameters, learn the data) and the test data are
used to evaluate how well the model performs.
head(results$test_data) #> dx Otu00009 Otu00005 Otu00010 Otu00001 Otu00008 Otu00004 Otu00003 #> 9 normal 119 142 248 256 363 112 871 #> 14 normal 60 209 70 86 96 1 123 #> 16 cancer 205 5 180 1668 95 22 3 #> 17 normal 188 356 107 381 1035 915 315 #> 27 normal 4 21 161 7 1 27 8 #> 30 normal 13 166 5 31 33 5 58 #> Otu00002 Otu00007 Otu00006 #> 9 995 0 137 #> 14 426 54 40 #> 16 20 590 570 #> 17 357 253 341 #> 27 25 322 5 #> 30 179 6 30
performance is a dataframe of (mainly) performance
metrics (1 column for cross-validation performance metric, several for
test performance metrics, and 2 columns at the end with ML method and
$performance results#> # A tibble: 1 × 17 #> cv_metric_AUC logLoss AUC prAUC Accuracy Kappa F1 Sensi…¹ Speci…² Pos_P…³ #> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 0.622 0.684 0.647 0.606 0.590 0.179 0.6 0.6 0.579 0.6 #> # … with 7 more variables: Neg_Pred_Value <dbl>, Precision <dbl>, Recall <dbl>, #> # Detection_Rate <dbl>, Balanced_Accuracy <dbl>, method <chr>, seed <dbl>, #> # and abbreviated variable names ¹Sensitivity, ²Specificity, ³Pos_Pred_Value
When using logistic regression for binary classification, area under
the receiver-operator characteristic curve (AUC) is a useful metric to
evaluate model performance. Because of that, it’s the default that we
mikropml. However, it is crucial to evaluate your
model performance using multiple metrics. Below you can find more
information about other performance metrics and how to use them in our
cv_metric_AUC is the AUC for the cross-validation folds
for the training data. This gives us a sense of how well the model
performs on the training data.
Most of the other columns are performance metrics for the test data —
the data that wasn’t used to build the model. Here, you can see that the
AUC for the test data is not much above 0.5, suggesting that this model
does not predict much better than chance, and that the model is overfit
because the cross-validation AUC (
during training) is much higher than the testing AUC. This isn’t too
surprising since we’re using so few features with this example dataset,
so don’t be discouraged. The default option also provides a number of
other performance metrics that you might be interested in, including
area under the precision-recall curve (prAUC).
The last columns of
results$performance are the method
and seed (if you set one) to help with combining results from multiple
feature_importance has information about feature
importance values if
find_feature_importance = TRUE (the
FALSE). Since we used the defaults, there’s
$feature_importance results#>  "Skipped feature importance"
There are a few arguments that allow you to change how you execute
run_ml(). We’ve chosen reasonable defaults for you, but we
encourage you to change these if you think something else would be
better for your data.
kfold: The number of folds to run for cross-validation (default: 5).
cv_times: The number of times to run repeated cross-validation (default: 100).
training_frac: The fraction of data for the training set (default: 0.8). The rest of the data is used for testing.
Here’s an example where we change some of the default parameters:
<- run_ml(otu_mini_bin, results_custom "glmnet", kfold = 2, cv_times = 5, training_frac = 0.5, seed = 2019 )#> Using 'dx' as the outcome column. #> Training the model... #> Loading required package: ggplot2 #> Loading required package: lattice #> #> Attaching package: 'caret' #> The following object is masked from 'package:mikropml': #> #> compare_models #> Warning in (function (w) : `caret::train()` issued the following warning: #> #> simpleWarning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo, : There were missing values in resampled performance measures. #> #> This warning usually means that the model didn't converge in some cross-validation folds because it is predicting something close to a constant. As a result, certain performance metrics can't be calculated. This suggests that some of the hyperparameters chosen are doing very poorly. #> Training complete.
You might have noticed that this one ran faster — that’s because we
cv_times. This is okay for
testing things out and may even be necessary for smaller datasets. But
in general it may be better to have larger numbers for these parameters;
we think the defaults are a good starting point (Topçuoğlu et al. 2020).
training_frac is a fraction between 0 and 1, a
random sample of observations in the dataset are chosen for the training
set to satisfy the
get_partition_indices(). However, in some cases you might
wish to control exactly which observations are in the training set. You
can instead assign
training_frac a vector of indices that
correspond to which rows of the dataset should go in the training set
(all remaining sequences will go in the testing set). Here’s an example
with ~80% of the data in the training set:
<- otu_mini_bin %>% nrow() n_obs <- 0.8 * n_obs training_size <- sample(n_obs, training_size) training_rows <- run_ml(otu_mini_bin, results_custom_train "glmnet", kfold = 2, cv_times = 5, training_frac = training_rows, seed = 2019 )#> Using 'dx' as the outcome column. #> Using the custom training set indices provided by `training_frac`. #> The fraction of data in the training set will be 0.8 #> Training the model... #> Training complete.
There are two arguments that allow you to change what performance metric to use for model evaluation, and what performance metrics to calculate using the test data.
perf_metric_function is the function used to calculate
the performance metrics.
The default for classification is
caret::multiClassSummary() and the default for regression
caret::defaultSummary(). We’d suggest not changing this
unless you really know what you’re doing.
perf_metric_name is the column name from the output of
perf_metric_function. We chose reasonable defaults (AUC for
binary, logLoss for multiclass, and RMSE for continuous), but the
default functions calculate a bunch of different performance metrics, so
you can choose a different one if you’d like.
The default performance metrics available for classification are:
#>  "logLoss" "AUC" "prAUC" #>  "Accuracy" "Kappa" "Mean_F1" #>  "Mean_Sensitivity" "Mean_Specificity" "Mean_Pos_Pred_Value" #>  "Mean_Neg_Pred_Value" "Mean_Precision" "Mean_Recall" #>  "Mean_Detection_Rate" "Mean_Balanced_Accuracy"
The default performance metrics available for regression are:
#>  "RMSE" "Rsquared" "MAE"
Here’s an example using prAUC instead of AUC:
<- run_ml(otu_mini_bin, results_pr "glmnet", cv_times = 5, perf_metric_name = "prAUC", seed = 2019 )#> Using 'dx' as the outcome column. #> Training the model... #> Warning in (function (w) : `caret::train()` issued the following warning: #> #> simpleWarning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo, : There were missing values in resampled performance measures. #> #> This warning usually means that the model didn't converge in some cross-validation folds because it is predicting something close to a constant. As a result, certain performance metrics can't be calculated. This suggests that some of the hyperparameters chosen are doing very poorly. #> Training complete.
You’ll see that the cross-validation metric is prAUC, instead of the default AUC:
$performance results_pr#> # A tibble: 1 × 17 #> cv_metric_p…¹ logLoss AUC prAUC Accur…² Kappa F1 Sensi…³ Speci…⁴ Pos_P…⁵ #> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 0.577 0.691 0.663 0.605 0.538 0.0539 0.690 1 0.0526 0.526 #> # … with 7 more variables: Neg_Pred_Value <dbl>, Precision <dbl>, Recall <dbl>, #> # Detection_Rate <dbl>, Balanced_Accuracy <dbl>, method <chr>, seed <dbl>, #> # and abbreviated variable names ¹cv_metric_prAUC, ²Accuracy, ³Sensitivity, #> # ⁴Specificity, ⁵Pos_Pred_Value
groups is a vector of groups to keep
together when splitting the data into train and test sets and for
cross-validation. Sometimes it’s important to split up the data based on
a grouping instead of just randomly. This allows you to control for
similarities within groups that you don’t want to skew your predictions
(i.e. batch effects). For example, with biological data you may have
samples collected from multiple hospitals, and you might like to keep
observations from the same hospital in the same partition.
Here’s an example where we split the data into train/test sets based on groups:
# make random groups set.seed(2019) <- sample(LETTERS[1:8], nrow(otu_mini_bin), replace = TRUE) grps <- run_ml(otu_mini_bin, results_grp "glmnet", cv_times = 2, training_frac = 0.8, groups = grps, seed = 2019 )#> Using 'dx' as the outcome column. #> Fraction of data in the training set: 0.795 #> Groups in the training set: A B D F G H #> Groups in the testing set: C E #> Groups will be kept together in CV partitions #> Training the model... #> Training complete.
The one difference here is
run_ml() will report how much
of the data is in the training set if you run the above code chunk. This
can be a little finicky depending on how many samples and groups you
have. This is because it won’t be exactly what you specify with
training_frac, since you have to include all of one group
in either the training set or the test set.
When you use the
groups parameter as above, by default
run_ml() will assume that you want all of the observations
from each group to be placed in the same partition of the train/test
split. This makes sense when you want to use groups to control for batch
effects. However, in some cases you might prefer to control exactly
which groups end up in which partition, and you might even be okay with
some observations from the same group being assigned to different
For example, say you want groups A and B to be used for training, C
and D for testing, and you don’t have a preference for what happens to
the other groups. You can give the
parameter a named list to specify which groups should go in the training
set and which should go in the testing set.
<- run_ml(otu_mini_bin, results_grp_part "glmnet", cv_times = 2, training_frac = 0.8, groups = grps, group_partitions = list( train = c("A", "B"), test = c("C", "D") ),seed = 2019 )#> Using 'dx' as the outcome column. #> Fraction of data in the training set: 0.785 #> Groups in the training set: A B E F G H #> Groups in the testing set: C D #> Groups will not be kept together in CV partitions because the number of groups in the training set is not larger than `kfold` #> Training the model... #> Training complete.
In the above case, all observations from A & B will be used for
training, all from C & D will be used for testing, and the remaining
groups will be randomly assigned to one or the other to satisfy the
training_frac as closely as possible.
In another scenario, maybe you want only groups A through F to be used for training, but you also want to allow other observations not selected for training from A through F to be used for testing:
<- run_ml(otu_mini_bin, results_grp_trainA "glmnet", cv_times = 2, kfold = 2, training_frac = 0.5, groups = grps, group_partitions = list( train = c("A", "B", "C", "D", "E", "F"), test = c("A", "B", "C", "D", "E", "F", "G", "H") ),seed = 2019 )#> Using 'dx' as the outcome column. #> Fraction of data in the training set: 0.5 #> Groups in the training set: A B C D E F #> Groups in the testing set: A B C D E F G H #> Groups will be kept together in CV partitions #> Training the model... #> Training complete.
If you need even more control than this, take a look at setting custom training indices. You
might also prefer to provide your own train control scheme with the
cross_val parameter in
Some ML methods take optional arguments, such as
randomForest-based models or case
weights. Any additional arguments you give to
are forwarded along to
caret::train() so you can leverage
If you want to use case weights, you will also need to use custom
indices for the training data (i.e. perform the partition before
run_ml() as above).
Here’s one way to do this with the weights calculated from the
proportion of each class in the data set, with ~70% of the data in the
set.seed(20221016) library(dplyr) <- get_partition_indices(otu_mini_bin %>% pull(dx), train_set_indices training_frac = 0.70 )<- otu_mini_bin %>% case_weights_dat count(dx) %>% mutate(p = n / sum(n)) %>% select(dx, p) %>% right_join(otu_mini_bin, by = "dx") %>% select(-starts_with("Otu")) %>% mutate( row_num = row_number(), in_train = row_num %in% train_set_indices %>% ) filter(in_train) head(case_weights_dat) #> dx p row_num in_train #> 1 cancer 0.49 1 TRUE #> 2 cancer 0.49 2 TRUE #> 3 cancer 0.49 3 TRUE #> 4 cancer 0.49 4 TRUE #> 5 cancer 0.49 5 TRUE #> 6 cancer 0.49 6 TRUE tail(case_weights_dat) #> dx p row_num in_train #> 136 normal 0.51 194 TRUE #> 137 normal 0.51 195 TRUE #> 138 normal 0.51 196 TRUE #> 139 normal 0.51 197 TRUE #> 140 normal 0.51 198 TRUE #> 141 normal 0.51 200 TRUE nrow(case_weights_dat) / nrow(otu_mini_bin) #>  0.705
<- run_ml(otu_mini_bin, results_weighted "glmnet", outcome_colname = "dx", seed = 2019, training_frac = case_weights_dat %>% pull(row_num), weights = case_weights_dat %>% pull(p) )
See the caret docs for a list of models that accept case weights.
To find which features are contributing to predictive power, you can
find_feature_importance = TRUE. How we use permutation
importance to determine feature importance is described in (Topçuoğlu et al. 2020). Briefly, it permutes
each of the features individually (or correlated ones together) and
evaluates how much the performance metric decreases. The more
performance decreases when the feature is randomly shuffled, the more
important that feature is. The default is
FALSE because it
takes a while to run and is only useful if you want to know what
features are important in predicting your outcome.
Let’s look at some feature importance results:
<- run_ml(otu_mini_bin, results_imp "rf", outcome_colname = "dx", find_feature_importance = TRUE, seed = 2019 )
Now, we can check out the feature importances:
$feature_importance results_imp#> perf_metric perf_metric_diff pvalue names method perf_metric_name #> 1 0.5459125 0.0003375 0.51485149 Otu00001 rf AUC #> 2 0.5682625 -0.0220125 0.73267327 Otu00002 rf AUC #> 3 0.5482875 -0.0020375 0.56435644 Otu00003 rf AUC #> 4 0.6314375 -0.0851875 1.00000000 Otu00004 rf AUC #> 5 0.4991750 0.0470750 0.08910891 Otu00005 rf AUC #> 6 0.5364875 0.0097625 0.28712871 Otu00006 rf AUC #> 7 0.5382875 0.0079625 0.39603960 Otu00007 rf AUC #> 8 0.5160500 0.0302000 0.09900990 Otu00008 rf AUC #> 9 0.5293375 0.0169125 0.17821782 Otu00009 rf AUC #> 10 0.4976500 0.0486000 0.12871287 Otu00010 rf AUC #> seed #> 1 2019 #> 2 2019 #> 3 2019 #> 4 2019 #> 5 2019 #> 6 2019 #> 7 2019 #> 8 2019 #> 9 2019 #> 10 2019
There are several columns:
perf_metric: The performance value of the permuted feature.
perf_metric_diff: The difference between the performance for the actual and permuted data (i.e. test performance minus permuted performance). Features with a larger
perf_metric_diffare more important.
pvalue: the probability of obtaining the actual performance value under the null hypothesis.
names: The feature that was permuted.
method: The ML method used.
perf_metric_name: The performance metric used.
seed: The seed (if set).
As you can see here, the differences are negligible (close to zero), which makes sense since our model isn’t great. If you’re interested in feature importance, it’s especially useful to run multiple different train/test splits, as shown in our example snakemake workflow.
You can also choose to permute correlated features together using
corr_thresh (default: 1). Any features that are above the
correlation threshold are permuted together; i.e. perfectly correlated
features are permuted together when using the default value.
<- run_ml(otu_mini_bin, results_imp_corr "glmnet", cv_times = 5, find_feature_importance = TRUE, corr_thresh = 0.2, seed = 2019 )#> Using 'dx' as the outcome column. #> Training the model... #> Warning in (function (w) : `caret::train()` issued the following warning: #> #> simpleWarning in nominalTrainWorkflow(x = x, y = y, wts = weights, info = trainInfo, : There were missing values in resampled performance measures. #> #> This warning usually means that the model didn't converge in some cross-validation folds because it is predicting something close to a constant. As a result, certain performance metrics can't be calculated. This suggests that some of the hyperparameters chosen are doing very poorly. #> Training complete. #> Finding feature importance... #> Feature importance complete. $feature_importance results_imp_corr#> perf_metric perf_metric_diff pvalue #> 1 0.4941842 0.1531842 0.05940594 #> names #> 1 Otu00001|Otu00002|Otu00003|Otu00004|Otu00005|Otu00006|Otu00007|Otu00008|Otu00009|Otu00010 #> method perf_metric_name seed #> 1 glmnet AUC 2019
You can see which features were permuted together in the
names column. Here all 3 features were permuted together
(which doesn’t really make sense, but it’s just an example).
If you previously executed
run_ml() without feature
importance but now wish to find feature importance after the fact, see
the example code in the
get_feature_importance() can show a live progress bar,
vignette("parallel") for examples.
This is important, so we have a whole vignette about them. The bottom
line is we provide default hyperparameters that you can start with, but
it’s important to tune your hyperparameters. For more information about
what the default hyperparameters are, and how to tune hyperparameters,
Here are examples of how to train and evaluate other models. The output for all of them is very similar, so we won’t go into those details.
<- run_ml(otu_mini_bin, results_rf "rf", cv_times = 5, seed = 2019 )
rf engine takes an optional argument
ntree: the number of trees to use for random forest. This
can’t be tuned using the
rf package implementation of
random forest. Please refer to
caret documentation if you
are interested in other packages with random forest implementations.
<- run_ml(otu_mini_bin, results_rf_nt "rf", cv_times = 5, ntree = 1000, seed = 2019 )
<- run_ml(otu_mini_bin, results_dt "rpart2", cv_times = 5, seed = 2019 )
<- run_ml(otu_mini_bin, results_svm "svmRadial", cv_times = 5, seed = 2019 )
If you get a message “maximum number of iterations reached”, see this issue in caret.
otu_mini_multi with a multiclass outcome
(three or more outcomes):
%>% otu_mini_multi ::pull("dx") %>% dplyrunique() #>  "adenoma" "carcinoma" "normal"
Here’s an example of running multiclass data:
<- run_ml(otu_mini_multi, results_multi outcome_colname = "dx", seed = 2019 )
The performance metrics are slightly different, but the format of everything else is the same:
$performance results_multi#> # A tibble: 1 × 17 #> cv_metric…¹ logLoss AUC prAUC Accur…² Kappa Mean_F1 Mean_…³ Mean_…⁴ Mean_…⁵ #> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <chr> <dbl> <dbl> <chr> #> 1 1.07 1.11 0.506 0.353 0.382 0.0449 <NA> 0.360 0.682 NaN #> # … with 7 more variables: Mean_Neg_Pred_Value <dbl>, Mean_Precision <chr>, #> # Mean_Recall <dbl>, Mean_Detection_Rate <dbl>, Mean_Balanced_Accuracy <dbl>, #> # method <chr>, seed <dbl>, and abbreviated variable names #> # ¹cv_metric_logLoss, ²Accuracy, ³Mean_Sensitivity, ⁴Mean_Specificity, #> # ⁵Mean_Pos_Pred_Value
And here’s an example for running continuous data, where the outcome column is numerical:
<- run_ml(otu_mini_bin[, 2:11], results_cont "glmnet", outcome_colname = "Otu00001", seed = 2019 )
Again, the performance metrics are slightly different, but the format of the rest is the same:
$performance results_cont#> # A tibble: 1 × 6 #> cv_metric_RMSE RMSE Rsquared MAE method seed #> <dbl> <dbl> <dbl> <dbl> <chr> <dbl> #> 1 622. 731. 0.0893 472. glmnet 2019