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May 2, 2023 18:16
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Regression on house price example
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library(tidyverse) | |
library(tidymodels) | |
library(lightgbm) | |
library(janitor) | |
library(skimr) | |
library(bonsai) | |
library(baguette) | |
library(doParallel) | |
library(darknerdthemes) | |
train_df <- read_csv("train.csv") |> | |
clean_names() |> | |
mutate(sale_price = log(sale_price)) | |
test_df <- read_csv("test.csv") |> | |
clean_names() | |
SalePrice_recipe <- recipe(train_df, sale_price ~ .) %>% | |
step_rm(c(id, street, utilities)) %>% | |
step_rm(c(alley, fireplace_qu, pool_qc, fence, misc_feature)) %>% | |
step_log(all_numeric(),-all_outcomes(), offset = 1) %>% | |
step_normalize(all_numeric(),-all_outcomes()) %>% | |
step_other(all_nominal(), -all_outcomes(), threshold = 0.01) %>% | |
step_novel(all_predictors(), -all_numeric()) %>% | |
step_impute_knn(all_predictors()) %>% | |
step_dummy(all_nominal(), -all_outcomes()) %>% | |
step_zv(all_predictors()) # remove 0 variance columns | |
# lightgbm | |
spec_lightgbm <- boost_tree( | |
mode = "regression", | |
engine = "lightgbm", | |
mtry = 58, | |
trees = 294, | |
min_n = 40, | |
tree_depth = 14, | |
learn_rate = 0.0999, | |
loss_reduction = 0.000149, | |
sample_size = 0.374 | |
) | |
workflow_lgbm <- workflow() %>% add_recipe(SalePrice_recipe) %>% add_model(spec_lightgbm) | |
fit_lgbm <- fit(workflow_lgbm, data = train_df) | |
# svm | |
spec_svm <- svm_rbf( | |
mode = "regression", | |
engine = "kernlab", | |
cost = 21.4, | |
rbf_sigma = 0.0000170 | |
) | |
workflow_svm <- workflow() %>% add_recipe(SalePrice_recipe) %>% add_model(spec_svm) | |
fit_svm <- fit(workflow_svm, data = train_df) | |
# lasso | |
spec_lasso <- linear_reg( | |
mode = "regression", | |
engine = "glmnet", | |
penalty = 0.00153, | |
mixture = 1 | |
) | |
workflow_lasso <- workflow() %>% add_recipe(SalePrice_recipe) %>% add_model(spec_lasso) | |
fit_lasso <- fit(workflow_lasso, data = train_df) | |
df_plot_prep <- train_df %>% | |
select(sale_price) %>% | |
mutate(sale_price = exp(sale_price), | |
svm = exp(predict(fit_svm, train_df)$.pred), | |
lasso = exp(predict(fit_lasso, train_df)$.pred), | |
lgbm = exp(predict(fit_lgbm, train_df)$.pred) | |
) %>% | |
mutate(combination = (svm + lasso + lgbm) / 3) %>% | |
pivot_longer(cols = c(svm, lasso, lgbm, combination), names_to = "model", values_to = "predicted") | |
p <- df_plot_prep %>% | |
ggplot(aes(x = sale_price, y = predicted, color = model)) + | |
geom_point(alpha = 0.5) + | |
geom_abline(intercept = 0, slope = 1, color = 'white', size = 1, linetype = 'dashed') + | |
labs(title = "Predicted vs. Actual Sale Price", | |
x = "Actual Sale Price", | |
y = "Predicted Sale Price") + | |
darknerdthemes::nerd_theme_gruv() + | |
scale_color_nerd(palette = "main") | |
ggsave("predicted_vs_actual.png", p, width = 10, height = 10, units = "in", dpi = 300) | |
df_submission <- read_csv("sample_submission.csv") %>% | |
mutate((exp(predict(fit_svm, test_df)) + exp(predict(fit_lasso, test_df)) + exp(predict(fit_lgbm, test_df))) / 3) %>% | |
transmute(Id = Id, SalePrice = .pred) | |
df_submission %>% | |
write_csv("submission_all.csv") |
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