context("test-glm_fast.R -- Lrnr_glm_fast") if (FALSE) { setwd("..") setwd("..") getwd() library("devtools") document() load_all("./") # load all R files in /R and datasets in /data. Ignores NAMESPACE: devtools::check() # runs full check setwd("..") install("sl3", build_vignettes = FALSE, dependencies = FALSE) # INSTALL W/ devtools: } # library(data.table) library(origami) library(SuperLearner) set.seed(1) data(cpp_imputed) covars <- c("apgar1", "apgar5", "parity", "gagebrth", "mage", "meducyrs", "sexn") outcome <- "haz" task <- sl3_Task$new(cpp_imputed, covariates = covars, outcome = outcome) interactions <- list(c("apgar1", "apgar5")) task_with_interactions <- task$add_interactions(interactions) test_that("Lrnr_glm_fast works with empty X (intercept-only)", { fglm_learner <- Lrnr_glm_fast$new() empty_task <- sl3_Task$new(cpp_imputed, covariates = NULL, outcome = outcome) fGLM_fit <- fglm_learner$base_train(empty_task) fglm_preds <- fGLM_fit$predict() expect_equal(length(unique(fglm_preds)), 1) }) test_that("Lrnr_glm and Lrnr_glm_fast works with empty X (intercept-only)", { glm_learner <- Lrnr_glm$new() fglm_learner <- Lrnr_glm_fast$new() GLM_fit <- glm_learner$train(task) glm_preds <- GLM_fit$predict() fGLM_fit <- fglm_learner$train(task) fglm_preds <- fGLM_fit$predict() expect_true(all.equal(as.vector(glm_preds), as.vector(fglm_preds))) }) test_that("Lrnr_glm_fast trains on a subset of covariates (predictors)", { fglm_learner <- Lrnr_glm_fast$new(covariates = c("apgar1", "apgar5", "apgar1_apgar5")) fGLM_fit <- fglm_learner$train(task_with_interactions) # print(fGLM_fit) str(fGLM_fit$params) fglm_preds_3 <- fGLM_fit$predict() glm.fit <- glm(haz ~ apgar1 + apgar5 + apgar1:apgar5, data = cpp_imputed, family = stats::gaussian()) # print(glm.fit) glm_preds_3 <- as.vector(predict(glm.fit)) expect_true(sum(fglm_preds_3 - glm_preds_3) < 10^(-10)) expect_true(all.equal(as.vector(glm_preds_3), as.vector(fglm_preds_3))) }) test_that("Lrnr_glm_fast works with screener", { # example of learner chaining slscreener <- Lrnr_pkg_SuperLearner_screener$new("screen.glmnet") ## FAILS, because screener currently renames the covariates fglm_learner <- ## Lrnr_glm_fast$new(covariates = c('apgar1', 'meducyrs'), interactions = ## list(c('apgar1', 'meducyrs'))) fglm_learner <- Lrnr_glm_fast$new() screen_and_glm <- Pipeline$new(slscreener, fglm_learner) sg_fit <- screen_and_glm$train(task) preds <- sg_fit$predict() expect_equal(length(preds), nrow(task$data)) }) test_that("Lrnr_glm_fast works with stacking", { glm_learner <- Lrnr_glm$new() fglm_learner <- Lrnr_glm_fast$new() screen_and_glm <- Pipeline$new( Lrnr_pkg_SuperLearner_screener$new("screen.glmnet"), fglm_learner ) SL.glmnet_learner <- Lrnr_pkg_SuperLearner$new(SL_wrapper = "SL.glmnet") # now lets stack some learners learner_stack <- Stack$new(glm_learner, fglm_learner, screen_and_glm, SL.glmnet_learner) stack_fit <- learner_stack$train(task) # print(stack_fit) preds <- stack_fit$predict() # print(head(preds)) expect_equal(nrow(preds), nrow(task$data)) expect_equal(ncol(preds), 4) }) test_that("Lrnr_glm_fast works with quasibinomial and continuous outcomes in (0,1)", { cpp_haz_01range <- cpp_imputed cpp_haz_01range[["haz_01range"]] <- rep_len(c(0.1, 0.9), nrow(cpp_imputed)) task_01range <- sl3_Task$new(cpp_haz_01range, covariates = covars, outcome = "haz_01range") fglm_learner <- Lrnr_glm_fast$new(family = quasibinomial()) fGLM_fit <- fglm_learner$train(task_01range) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_01range$data)) expect_true(all(min(fGLM_pred) >= 0.1, max(fGLM_pred) <= 0.9)) fglm_learner <- Lrnr_glm_fast$new(family = binomial()) fGLM_fit <- fglm_learner$train(task_01range) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_01range$data)) expect_true(all(min(fGLM_pred) >= 0.1, max(fGLM_pred) <= 0.9)) }) test_that("Lrnr_glm_fast works with different families ('family = ...') and solvers ('method = ...')", { cpp_hazbin <- cpp_imputed cpp_hazbin[["haz_bin"]] <- rep_len(c(0L, 1L), nrow(cpp_imputed)) task_bin <- sl3_Task$new(cpp_hazbin, covariates = covars, outcome = "haz_bin") fglm_learner <- Lrnr_glm_fast$new(family = quasibinomial()) fGLM_fit <- fglm_learner$train(task_bin) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_bin$data)) fglm_learner <- Lrnr_glm_fast$new(family = binomial()) fGLM_fit <- fglm_learner$train(task_bin) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_bin$data)) fglm_learner <- Lrnr_glm_fast$new(family = binomial(), method = "eigen") fGLM_fit <- fglm_learner$train(task_bin) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_bin$data)) fglm_learner <- Lrnr_glm_fast$new(family = binomial(), method = "Cholesky") fGLM_fit <- fglm_learner$train(task_bin) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_bin$data)) fglm_learner <- Lrnr_glm_fast$new(family = binomial(), method = "qr") fGLM_fit <- fglm_learner$train(task_bin) # print(fGLM_fit) fGLM_pred <- fGLM_fit$predict() expect_equal(length(fGLM_pred), nrow(task_bin$data)) }) test_that("When speedglm fails (singlular X) the fallback glm works", { ## make a singular X for testing: set.seed(123456) dat_test <- data.frame(Y = rep(0L, 100), X1 = rnorm(100), X2 = rnorm(100)) dat_test <- cbind(dat_test, X3 = dat_test[["X1"]] + dat_test[["X2"]]) task_all <- sl3_Task$new(dat_test, covariates = c("X1", "X2", "X3"), outcome = "Y") glm_lrnr <- Lrnr_glm$new()$train(task_all) suppressWarnings({fglm_lrnr <- Lrnr_glm_fast$new(method = "Cholesky")$train(task_all)}) glm_preds <- glm_lrnr$predict() fglm_preds <- fglm_lrnr$predict() expect_true(all.equal(as.vector(glm_preds), as.vector(fglm_preds))) })