Add importance to glmnet

mlr-org · Dec 10, 2019 · 7594ad7 · pat-s · Dec 14, 2019 · 7594ad7
1 parent ad9ab82
commit 7594ad7
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Showing 2 changed files with 26 additions and 2 deletions.
diff --git a/R/LearnerClassifGlmnet.R b/R/LearnerClassifGlmnet.R
@@ -64,7 +64,7 @@ LearnerClassifGlmnet = R6Class("LearnerClassifGlmnet", inherit = LearnerClassif,
  param_set = ps,
  predict_types = c("response", "prob"),
  feature_types = c("integer", "numeric"),
- properties = c("weights", "twoclass", "multiclass"),
+ properties = c("weights", "twoclass", "multiclass", "importance"),
  packages = "glmnet",
  man = "mlr3learners::mlr_learners_classif.glmnet"
  )
@@ -111,6 +111,18 @@ LearnerClassifGlmnet = R6Class("LearnerClassifGlmnet", inherit = LearnerClassif,
  }
  PredictionClassif$new(task = task, prob = prob)
  }
+ },
+
+ importance = function() {
+ model = self$model$glmnet.fit
+
+ res = sapply(seq_len(nrow(model$beta)), function(i) {
+ ind = which(model$beta[i,] != 0)[1]
+ model$lambda[ind]
+ })
+
+ names(res) = model$beta@Dimnames[[1]]
+ sort(res, decreasing = TRUE)
  }
  )
 )
diff --git a/R/LearnerRegrGlmnet.R b/R/LearnerRegrGlmnet.R
@@ -71,7 +71,7 @@ LearnerRegrGlmnet = R6Class("LearnerRegrGlmnet", inherit = LearnerRegr,
  id = "regr.glmnet",
  param_set = ps,
  feature_types = c("integer", "numeric"),
- properties = "weights",
+ properties = c("weights", "importance"),
  packages = "glmnet",
  man = "mlr3learners::mlr_learners_regr.glmnet"
  )
@@ -105,6 +105,18 @@ LearnerRegrGlmnet = R6Class("LearnerRegrGlmnet", inherit = LearnerRegr,
 
  response = invoke(predict, self$model, newx = newdata, type = "response", .args = pars)
  PredictionRegr$new(task = task, response = drop(response))
+ },
+
+ importance = function() {
+ model = self$model$glmnet.fit
+
+ res = sapply(seq_len(nrow(model$beta)), function(i) {
+ ind = which(model$beta[i,] != 0)[1]
+ model$lambda[ind]
+ })
+
+ names(res) = model$beta@Dimnames[[1]]
+ sort(res, decreasing = TRUE)
  }
  )
 )