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missRanger 2.6.0

Major bug fix

Fixes a major bug, by which responses would be used as covariates in the random forests. Thanks for reporting @flystar233, see #78. You can expect different and better imputations.

Major feature

Out-of-sample application is now possible! Thanks to @jeandigitale for pushing the idea in #58.

This means you can run imp <- missRanger(..., keep_forests = TRUE) and then apply its models to new data via predict(imp, newdata). The "missRanger" object can be saved/loaded as binary file, e.g, via saveRDS()/readRDS() for later use.

Note that out-of-sample imputation works best for rows in newdata with only one missing value (counting only missings in variables used as covariates in random forests). We call this the "easy case". In the "hard case", even multiple iterations (set by iter) can lead to unsatisfactory results.

The out-of-sample algorithm works as follows:

  1. Impute univariately all relevant columns by randomly drawing values from the original unimputed data. This step will only impact "hard case" rows.
  2. Replace univariate imputations by predictions of random forests. This is done sequentially over variables, where the variables are sorted to minimize the impact of univariate imputations. Optionally, this is followed by predictive mean matching (PMM).
  3. Repeat Step 2 for "hard case" rows multiple times.

Possibly breaking changes

  • Columns of special type like date/time can't be imputed anymore. You will need to convert them to numeric before imputation.
  • pmm() is more picky: xtrain and xtest must both be either numeric, logical, or factor (with identical levels).

Minor changes in output object

  • Add original data as data_raw.
  • Renamed visit_seq to to_impute.

Other changes

  • Now requires ranger >= 0.16.0.
  • More compact vignettes.
  • Better examples and README.
  • Many relevant ranger() arguments are now explicit arguments in missRanger() to improve tab-completion experience:
    • num.trees = 500
    • mtry = NULL
    • min.node.size = NULL
    • min.bucket = NULL
    • max.depth = NULL
    • replace = TRUE
    • sample.fraction = if (replace) 1 else 0.632
    • case.weights = NULL
    • num.threads = NULL
    • save.memory = FALSE
  • For variables that can't be used, more information is printed.
  • If keep_forests = TRUE, the argument data_only is set to FALSE by default.
  • "missRanger" object now stores pmm.k.
  • verbose argument is passed to ranger() as well.

missRanger 2.5.0

Bug fixes

  • Since Release 2.3.0, unintentionally, negative formula terms haven't been dropped, see #62. This is fixed now.

Enhancements

  • The vignette on multiple imputations has been revised, and a larger number of donors in predictive mean matching is being used in the example.

missRanger 2.4.0

Future Output API

  • New argument data_only = TRUE to control if only the imputed data should be returned (default), or an object of class "missRanger". This object contains the imputed data and infos like OOB prediction errors, fixing #28. The value FALSE will later becoming the default in {missRanger 3.0.0}. This will be announced via deprecation cycle.

Enhancements

  • New argument keep_forests = FALSE. Should the random forests of the best iteration (the one that generated the final imputed data) be added to the "missRanger" object? Note that this will use a lot of memory. Only relevant if data_only = FALSE. This solves #54.

Bug fixes

  • In case the algorithm did not converge, the data of the last iteration was returned instead of the current one. This has been fixed.

missRanger 2.3.0

Major improvements

  • missRanger() now works with syntactically wrong variable names like "1bad:variable". This solves an old issue, recently popping up in this new issue.
  • missRanger() now works with any number of features, as long as the formula is left at its default, i.e., . ~ .. This solves this issue.

Other changes

  • Documentation improvement.
  • ranger() is now called via the x/y interface, not the formula interface anymore.

missRanger 2.2.1

  • Switch from importFrom to :: code style
  • Documentation improved

missRanger 2.2.0

Less dependencies

  • Removed {mice} from "suggested" packages.
  • Removed {dplyr} from "suggested" packages.
  • Removed {survival} from "suggested" packages.

Maintenance

  • Adding Github pages.
  • Introduction of Github actions.

missRanger 2.1.5 (not on CRAN)

Maintenance release,

  • switching to testthat 3,
  • changing the package structure, and
  • bringing vignettes into right order.

missRanger 2.1.4 (not on CRAN)

Minor changes

  • Now using progress bar instead of "." to show progress (when verbose = 1).

missRanger 2.1.2 and 2.1.3

Maintenance update

  • Fixing failing unit tests.

missRanger 2.1.1

Minor changes

  • Allow the use of "mtry" as suggested by Thomas Lumley. Recommended values are NULL (default), 1 or a function of the number of covariables m, e.g. mtry = function(m) max(1, m %/% 3). Keep in mind that missRanger() might use a growing set of covariables in the first iteration of the process, so passing mtry = 2 might result in an error.

Documentation

  • Improved help pages.
  • Splitted long vignette into three shorter ones.

Other

  • Added unit tests.

missRanger 2.1.0

This is a summary of all changes since version 1.x.x.

Major changes

  • missRanger now also imputes and uses logical variables, character variables and further variables of mode numeric like dates and times.

  • Added formula interface to specify which variables to impute (those on the left hand side) and those used to do so (those on the right hand side). Here some (pseudo) examples:

    • . ~ . (default): Use all variables to impute all variables. Note that only those with missing values will be imputed. Variables without missings will only be used to impute others.

    • . ~ . - ID: Use all variables except ID to impute all missing values.

    • Species ~ Sepal.Width: Use Sepal.Width to impute Species. Only works if Sepal.Width does not contain missing values. (Add it to the right hand side if it does.)

    • Species + Sepal.Length ~ Species + Petal.Length: Use Species and Petal.Length to impute Species and Sepal.Length. Only works if Petal.Length does not contain missing values because it does not appear on the left hand side and is therefore not imputed itself.

    • . ~ 1: Univariate imputation for all relevant columns (as nothing is selected on the right hand side).

  • The first argument of generateNA is called x instead of data in consistency with imputeUnivariate.

  • imputeUnivariate now also works for data frames and matrices.

  • In PMM mode, missRanger relies on OOB predictions. The smaller the value of num.trees, the higher the risk of missing OOB predictions, which caused an error in PMM. Now, pmm allows for missing values in xtrain or ytrain. Thus, the algorithm will even work with num.trees = 1. This will be useful to impute large data sets with PMM.

Minor changes

  • The function imputeUnivariate has received a seed argument.

  • The function imputeUnivariate has received a v argument, specifying columns to impute.

  • The function generateNA offers now the possibility to use different proportions of missings for each column.

  • If verbose is not 0, then missRanger will show which variables will be imputed in which order and which variables will be used for imputation.

Minor bug fix

  • The argument returnOOB is now effectively controlling if out-of-bag errors are attached as attribute "oob" to the resulting data frame or not. So far, it was always attached.