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Description

MachineShop is a meta-package for statistical and machine learning with a unified interface for model fitting, prediction, performance assessment, and presentation of results. Support is provided for predictive modeling of numerical, categorical, and censored time-to-event outcomes and for resample (bootstrap, cross-validation, and split training-test sets) estimation of model performance. This vignette introduces the package interface with a survival data analysis example, followed by supported methods of variable specification; applications to other response variable types; available performance metrics, resampling techniques, and graphical and tabular summaries; and modeling strategies.

Features

  • Unified and concise interface for model fitting, prediction, and performance assessment.
  • Current support for 51 established models from 26 R packages.
  • Dynamic model parameters.
  • Ensemble modeling with stacked regression and super learners.
  • Modeling of response variables types: binary factors, multi-class nominal and ordinal factors, numeric vectors and matrices, and censored time-to-event survival.
  • Model specification with traditional formulas, design matrices, and flexible pre-processing recipes.
  • Resample estimation of predictive performance, including cross-validation, bootstrap resampling, and split training-test set validation.
  • Parallel execution of resampling algorithms.
  • Choices of performance metrics: accuracy, areas under ROC and precision recall curves, Brier score, coefficient of determination (R2), concordance index, cross entropy, F score, Gini coefficient, unweighted and weighted Cohen’s kappa, mean absolute error, mean squared error, mean squared log error, positive and negative predictive values, precision and recall, and sensitivity and specificity.
  • Graphical and tabular performance summaries: calibration curves, confusion matrices, partial dependence plots, performance curves, lift curves, and variable importance.
  • Model tuning over automatically generated grids of parameter values and randomly sampled grid points.
  • Model selection and comparisons for any combination of models and model parameter values.
  • User-definable models and performance metrics.

Getting Started

Installation

# Current release from CRAN
install.packages("MachineShop")

# Development version from GitHub
# install.packages("devtools")
devtools::install_github("brian-j-smith/MachineShop")

# Development version with vignettes
devtools::install_github("brian-j-smith/MachineShop", build_vignettes = TRUE)

Documentation

Once installed, the following R commands will load the package and display its help system documentation. Online documentation and examples are available at the MachineShop website.

library(MachineShop)

# Package help summary
?MachineShop

# Vignette
RShowDoc("Introduction", package = "MachineShop")