Testando o efeito da imputação de dados na precisão do modelo

options(warn=-1)

# load libraies
library(mice)
library(dplyr)

setwd("C:/OpenSourceWork/Experiment")
#read csv files
file1 = read.csv("dry run.csv", sep=",", header =T)
file2 = read.csv("base.csv", sep=",", header =T)
file3 = read.csv("imbalance 1.csv", sep=",", header =T)
file4 = read.csv("imbalance 2.csv", sep=",", header =T)

#Add labels to data
file1$y = 1
file2$y = 2
file3$y = 3
file4$y = 4

#view top rows of data
head(file1)

file1$group = as.factor(round(file1$time))
file2$group = as.factor(round(file2$time))
file3$group = as.factor(round(file3$time))
file4$group = as.factor(round(file4$time))
#(file1,20)

#list of all files
files = list(file1, file2, file3, file4)

#loop through all files and combine
features = NULL
for (i in 1:4){
res = files[[i]] %>%
    group_by(group) %>%
    summarize(ax_mean = mean(ax),
              ax_sd = sd(ax),
              ax_min = min(ax),
              ax_max = max(ax),
              ax_median = median(ax),
              ay_mean = mean(ay),
              ay_sd = sd(ay),
              ay_min = min(ay),
              ay_may = max(ay),
              ay_median = median(ay),
              az_mean = mean(az),
              az_sd = sd(az),
              az_min = min(az),
              az_maz = max(az),
              az_median = median(az),
              aT_mean = mean(aT),
              aT_sd = sd(aT),
              aT_min = min(aT),
              aT_maT = max(aT),
              aT_median = median(aT),
              y = mean(y)
             )
    features = rbind(features, res)
}

features = subset(features, select = -group)

# store it in a df for future reference
actual.features = features

# show data types
str(features)

Classes 'tbl_df', 'tbl' and 'data.frame':	362 obs. of  21 variables:
 $ ax_mean  : num  -0.03816 -0.00581 0.06985 0.01155 0.04669 ...
 $ ax_sd    : num  0.659 0.633 0.667 0.551 0.643 ...
 $ ax_min   : num  -1.26 -1.62 -1.46 -1.93 -1.78 ...
 $ ax_max   : num  1.38 1.19 1.47 1.2 1.48 ...
 $ ax_median: num  -0.0955 -0.0015 0.107 0.0675 0.0836 ...
 $ ay_mean  : num  -0.068263 0.003791 0.074433 0.000826 -0.017759 ...
 $ ay_sd    : num  0.751 0.782 0.802 0.789 0.751 ...
 $ ay_min   : num  -1.39 -1.56 -1.48 -2 -1.66 ...
 $ ay_may   : num  1.64 1.54 1.8 1.56 1.44 ...
 $ ay_median: num  -0.19 0.0101 0.1186 -0.0027 -0.0253 ...
 $ az_mean  : num  -0.138 -0.205 -0.0641 -0.0929 -0.1399 ...
 $ az_sd    : num  0.985 0.925 0.929 0.889 0.927 ...
 $ az_min   : num  -2.68 -3.08 -1.82 -2.16 -1.85 ...
 $ az_maz   : num  2.75 2.72 2.49 3.24 3.55 ...
 $ az_median: num  0.0254 -0.2121 -0.1512 -0.1672 -0.1741 ...
 $ aT_mean  : num  1.27 1.26 1.3 1.2 1.23 ...
 $ aT_sd    : num  0.583 0.545 0.513 0.513 0.582 ...
 $ aT_min   : num  0.4 0.41 0.255 0.393 0.313 0.336 0.275 0.196 0.032 0.358 ...
 $ aT_maT   : num  3.03 3.2 2.64 3.32 3.6 ...
 $ aT_median: num  1.08 1.14 1.28 1.12 1.17 ...
 $ y        : num  1 1 1 1 1 1 1 1 1 1 ...

features1 = features
for(i in 363:400){
  features1[i,] = NA
}

tail(features1, 50)

imputed_Data = mice(features1, 
                    m=1, 
                    maxit = 50, 
                    method = 'pmm', 
                    seed = 999, 
                    printFlag =FALSE)

imputedResultData = mice::complete(imputed_Data,1)
tail(imputedResultData, 50)

data.frame(actual_ax_mean = c(mean(features$ax_mean), sd(features$ax_mean)) 
           , imputed_ax_mean = c(mean(imputedResultData$ax_mean), sd(imputedResultData$ax_mean))
           , actual_ax_median = c(mean(features$ax_median), sd(features$ax_median)) 
           , imputed_ax_median = c(mean(imputedResultData$ax_median), sd(imputedResultData$ax_median))
           , actual_az_sd = c(mean(features$az_sd), sd(features$az_sd)) 
           , imputed_az_sd = c(mean(imputedResultData$az_sd), sd(imputedResultData$az_sd))
           , row.names = c("mean", "sd"))

par(mfrow=c(3,2))
plot(density(features$ax_mean), main = "Actual ax_mean", type="l", col="red")
plot(density(imputedResultData$ax_mean), main = "Imputed ax_mean", type="l", col="red")
plot(density(features$ax_median), main = "Actual ax_median", type="l", col="red")
plot(density(imputedResultData$ax_median), main = "Imputed ax_median", type="l", col="red")
plot(density(features$az_sd), main = "Actual az_sdn", type="l", col="red")
plot(density(imputedResultData$az_sd), main = "Imputed az_sd", type="l", col="red")

#create samples of 80:20 ratio
features$y = as.factor(features$y)
sample = sample(nrow(features) , nrow(features)* 0.8)
train = features[sample,]
test = features[-sample,]

library(e1071)
ibrary(caret)

actual.svm.model = svm(y ~., data = train)
summary(actual.svm.model)

Loading required package: ggplot2
Call:
svm(formula = y ~ ., data = train)


Parameters:
   SVM-Type:  C-classification 
 SVM-Kernel:  radial 
       cost:  1 
      gamma:  0.05 

Number of Support Vectors:  142

 ( 47 18 47 30 )


Number of Classes:  4 

Levels: 
 1 2 3 4

# build a confusion matrix using caret package
confusionMatrix(predict(actual.svm.model, test), test$y)

Confusion Matrix and Statistics

          Reference
Prediction  1  2  3  4
         1 10  1  0  0
         2  0 26  0  0
         3  0  0 22  0
         4  0  0  3 11

Overall Statistics
                                          
               Accuracy : 0.9452          
                 95% CI : (0.8656, 0.9849)
    No Information Rate : 0.3699          
    P-Value [Acc > NIR] : < 2.2e-16       
                                          
                  Kappa : 0.9234          
 Mcnemar's Test P-Value : NA              

Statistics by Class:

                     Class: 1 Class: 2 Class: 3 Class: 4
Sensitivity            1.0000   0.9630   0.8800   1.0000
Specificity            0.9841   1.0000   1.0000   0.9516
Pos Pred Value         0.9091   1.0000   1.0000   0.7857
Neg Pred Value         1.0000   0.9787   0.9412   1.0000
Prevalence             0.1370   0.3699   0.3425   0.1507
Detection Rate         0.1370   0.3562   0.3014   0.1507
Detection Prevalence   0.1507   0.3562   0.3014   0.1918
Balanced Accuracy      0.9921   0.9815   0.9400   0.9758

# create samples of 80:20 ratio
imputedResultData$y = as.factor(imputedResultData$y)
sample = sample(nrow(imputedResultData) , nrow(imputedResultData)* 0.8)
train = imputedResultData[sample,]
test = imputedResultData[-sample,]

imputed.svm.model = svm(y ~., data = train)
summary(imputed.svm.model)

Call:
svm(formula = y ~ ., data = train)


Parameters:
   SVM-Type:  C-classification 
 SVM-Kernel:  radial 
       cost:  1 
      gamma:  0.05 

Number of Support Vectors:  167

 ( 59 47 36 25 )


Number of Classes:  4 

Levels: 
 1 2 3 4

confusionMatrix(predict(imputed.svm.model, test), test$y)

Confusion Matrix and Statistics

          Reference
Prediction  1  2  3  4
         1 15  0  0  0
         2  1 21  0  0
         3  0  0 17  0
         4  0  0  0 26

Overall Statistics
                                          
               Accuracy : 0.9875          
                 95% CI : (0.9323, 0.9997)
    No Information Rate : 0.325           
    P-Value [Acc > NIR] : < 2.2e-16       
                                          
                  Kappa : 0.9831          
 Mcnemar's Test P-Value : NA              

Statistics by Class:

                     Class: 1 Class: 2 Class: 3 Class: 4
Sensitivity            0.9375   1.0000   1.0000    1.000
Specificity            1.0000   0.9831   1.0000    1.000
Pos Pred Value         1.0000   0.9545   1.0000    1.000
Neg Pred Value         0.9846   1.0000   1.0000    1.000
Prevalence             0.2000   0.2625   0.2125    0.325
Detection Rate         0.1875   0.2625   0.2125    0.325
Detection Prevalence   0.1875   0.2750   0.2125    0.325
Balanced Accuracy      0.9688   0.9915   1.0000    1.000

# lets create functions to simplify the process

test.function = (data){
    # create samples
    sample = sample(nrow(data) , nrow(data)* 0.75)
    train = data[sample,]
    test = data[-sample,]
    
    # build model
    svm.model = svm(y ~., data = train)
    
    # get metrics
    metrics = confusionMatrix(predict(svm.model, test), test$y)
    return(metrics$overall['Accuracy'])
    
}

# now lets calculate accuracy with actual data to get 30 results
actual.results  = NULL
for(i in 1:100) {
    actual.results[i] = test.function(features)
}
head(actual.results)

# 0.978021978021978
# 0.978021978021978
# 0.978021978021978
# 0.945054945054945
# 0.989010989010989
# 0.967032967032967

# now lets calculate accuracy with imputed data to get 30 results
imputed.results  = NULL
for(i in 1:100) {
    imputed.results[i] = test.function(imputedResultData)
}
head(imputed.results)
# 0.97
# 0.95
# 0.92
# 0.96
# 0.92
# 0.96

# Do a simple t-test to see if there is a difference in accuracy when data is imputed
t.test(x= actual.results, y = imputed.results, conf.level = 0.95)

	Welch Two Sample t-test

data:  actual.results and imputed.results
t = 7.9834, df = 194.03, p-value = 1.222e-13
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 0.01673213 0.02771182
sample estimates:
mean of x mean of y 
 0.968022  0.945800 

library(randomForest)

# lets create functions to simplify the process

test.rf.function = function(data){
    # create samples
    sample = sample(nrow(data) , nrow(data)* 0.75)
    train = data[sample,]
    test = data[-sample,]
    
    # build model
    rf.model = randomForest(y ~., data = train)
    
    # get metrics
    metrics = confusionMatrix(predict(rf.model, test), test$y)
    return(metrics$overall['Accuracy'])
    
}

# now lets calculate accuracy with actual data to get 30 results
actual.rf.results  = NULL
for(i in 1:100) {
    actual.rf.results[i] = test.rf.function(features)
}
#head(actual.rf.results)

# now lets calculate accuracy with imputed data to get 30 results
imputed.rf.results  = NULL
for(i in 1:100) {
    imputed.rf.results[i] = test.rf.function(imputedResultData)
}
head(data.frame(Actual = actual.rf.results, Imputed = imputed.rf.results))

# Do a simple t-test to see if there is a difference in accuracy when data is imputed
t.test(x= actual.rf.results, y = imputed.rf.results, conf.level = 0.95)

	Welch Two Sample t-test

data:  actual.rf.results and imputed.rf.results
t = 11.734, df = 183.2, p-value 2.2e-16
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 0.02183138 0.03065654
sample estimates:
mean of x mean of y 
 0.976044  0.949800 

library(rpart)

# lets create functions to simplify the process

test.dt.function = function(data){
    # create samples
    sample = sample(nrow(data) , nrow(data)* 0.75)
    train = data[sample,]
    test = data[-sample,]
    
    # build model
    dt.model = rpart(y ~., data = train, method="class")
    
    # get metrics
    metrics = confusionMatrix(predict(dt.model, test, type="class"), test$y)
    return(metrics$overall['Accuracy'])
    
}

# now lets calculate accuracy with actual data to get 30 results
actual.dt.results  = NULL
for(i in 1:100) {
    actual.dt.results[i] = test.dt.function(features)
}
#head(actual.rf.results)

# now lets calculate accuracy with imputed data to get 30 results
imputed.dt.results  = NULL
for(i in 1:100) {
    imputed.dt.results[i] = test.dt.function(imputedResultData)
}
head(data.frame(Actual = actual.dt.results, Imputed = imputed.dt.results))

# Do a simple t-test to see if there is a difference in accuracy when data is imputed
t.test(x= actual.dt.results, y = imputed.dt.results, conf.level = 0.95)

	Welch Two Sample t-test

data:  actual.dt.results and imputed.dt.results
t = 16.24, df = 167.94, p-value < 2.2e-16
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 0.03331888 0.04254046
sample estimates:
mean of x mean of y 
0.9703297 0.9324000 

library(class)

# lets create functions to simplify the process

test.knn.function = function(data){
    # create samples
    sample = sample(nrow(data) , nrow(data)* 0.75)
    train = data[sample,]
    test = data[-sample,]
    
    # build model
    knn.model = knn(train,test, cl=train$y, k=5)
    
    # get metrics
    metrics = confusionMatrix(knn.model, test$y)
    return(metrics$overall['Accuracy'])
    
}

# now lets calculate accuracy with actual data to get 30 results
actual.dt.results  = NULL
for(i in 1:100) {
    actual.dt.results[i] = test.knn.function(features)
}
#head(actual.rf.results)

# now lets calculate accuracy with imputed data to get 30 results
imputed.dt.results  = NULL
for(i in 1:100) {
    imputed.dt.results[i] = test.knn.function(imputedResultData)
}
head(data.frame(Actual = actual.dt.results, Imputed = imputed.dt.results))

# Do a simple t-test to see if there is a difference in accuracy when data is imputed
t.test(x= actual.dt.results, y = imputed.dt.results, conf.level = 0.95)

	Welch Two Sample t-test

data:  actual.dt.results and imputed.dt.results
t = 3.2151, df = 166.45, p-value = 0.001566
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 0.002126868 0.008895110
sample estimates:
mean of x mean of y 
 0.989011  0.983500 

# lets create functions to simplify the process

test.nb.function = function(data){
    # create samples
    sample = sample(nrow(data) , nrow(data)* 0.75)
    train = data[sample,]
    test = data[-sample,]
    
    # build model
    nb.model = naiveBayes(y ~., data = train)
    
    # get metrics
    metrics = confusionMatrix(predict(nb.model, test), test$y)
    return(metrics$overall['Accuracy'])
    
}

# now lets calculate accuracy with actual data to get 30 results
actual.nb.results  = NULL
for(i in 1:100) {
    actual.nb.results[i] = test.nb.function(features)
}
#head(actual.rf.results)

# now lets calculate accuracy with imputed data to get 30 results
imputed.nb.results  = NULL
for(i in 1:100) {
    imputed.nb.results[i] = test.nb.function(imputedResultData)
}
head(data.frame(Actual = actual.nb.results, Imputed = imputed.nb.results))

# Do a simple t-test to see if there is a difference in accuracy when data is imputed
t.test(x= actual.nb.results, y = imputed.nb.results, conf.level = 0.95)

	Welch Two Sample t-test

data:  actual.nb.results and imputed.nb.results
t = 18.529, df = 174.88, p-value < 2.2e-16
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 0.04214191 0.05218996
sample estimates:
mean of x mean of y 
0.9740659 0.9269000