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View of /pkg/AppliedPredictiveModeling/inst/chapters/CreateGrantData.R

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Revision 11 - (download) (annotate)
Tue May 21 02:35:57 2013 UTC (13 months, 2 weeks ago) by kuhn
File size: 20667 byte(s)
initial version
################################################################################
### R code from Applied Predictive Modeling (2013) by Kuhn and Johnson.
### Copyright 2013 Kuhn and Johnson
### Web Page: http://www.appliedpredictivemodeling.com
### Contact: Max Kuhn (mxkuhn@gmail.com) 
###
### R code to process the Kaggle grant application data.
###
### Required packages: plyr, caret, lubridate
###                   
###
### Data used: The file unimelb_training.csv
###
### Notes: 
### 1) This code is provided without warranty.
###
### 2) This code should help the user reproduce the results in the
### text. There will be differences between this code and what is is
### the computing section. For example, the computing sections show
### how the source functions work (e.g. randomForest() or plsr()),
### which were not directly used when creating the book. Also, there may be 
### syntax differences that occur over time as packages evolve. These files 
### will reflect those changes.
###
### 3) In some cases, the calculations in the book were run in 
### parallel. The sub-processes may reset the random number seed.
### Your results may slightly vary.
###
################################################################################

## The plyr, caret and libridate packages are used in this script. The
## code can also be run using multiple cores using the ddply()
## function. See ?ddply to get more information.
##
## The user will need the unimelb_training.csv file from the
## competition.
##
## These computations will take a fair amount of time and may consume
## a non-trivial amount of memory in the process.
##

## Load required libraries
library(plyr)
library(caret)
library(lubridate)

## How many cores on the machine should be used for the data
## processing. Making cores > 1 will speed things up (depending on your
## machine) but will consume more memory.
cores <- 3

if(cores > 1)
  {
    library(doMC)
    registerDoMC(cores)
  }

## Read in the data in it's raw form. Some of the column headings do
## not convert to proper R variable names, so many will contain dots,
## such as "Dept.No" instead of "Dept No"
raw <- read.csv("unimelb_training.csv")

## In many cases, missing values in categorical data will be converted
## to a value of "Unk"
raw$Sponsor.Code <- as.character(raw$Sponsor.Code)
raw$Sponsor.Code[raw$Sponsor.Code == ""] <- "Unk"
raw$Sponsor.Code <- factor(paste("Sponsor", raw$Sponsor.Code, sep = ""))

raw$Grant.Category.Code <- as.character(raw$Grant.Category.Code)
raw$Grant.Category.Code[raw$Grant.Category.Code == ""] <- "Unk"
raw$Grant.Category.Code <- factor(paste("GrantCat", raw$Grant.Category.Code, sep = ""))

raw$Contract.Value.Band...see.note.A <- as.character(raw$Contract.Value.Band...see.note.A)
raw$Contract.Value.Band...see.note.A[raw$Contract.Value.Band...see.note.A == ""] <- "Unk"
raw$Contract.Value.Band...see.note.A <- factor(paste("ContractValueBand", raw$Contract.Value.Band...see.note.A, sep = ""))

## Change missing Role.1 information to Unk
raw$Role.1 <- as.character(raw$Role.1)
raw$Role.1[raw$Role.1 == ""] <- "Unk"

## Get the unique values of the birth years and department
## codes. These will be used later to make factor variables
bYears <- unique(do.call("c", raw[,grep("Year.of.Birth", names(raw), fixed = TRUE)]))
bYears <- bYears[!is.na(bYears)]

dpmt <- unique(do.call("c", raw[,grep("Dept.No", names(raw), fixed = TRUE)]))
dpmt <- sort(dpmt[!is.na(dpmt)])

## At this point, the data for investigators is in different
## columns. We'll take this "horizontal" format and convert it to a
## "vertical" format where the data are stacked. This will make some
## of the data processing easier.

## Split up the data by role number (1-15) and add any missing columns
## (roles 1-5 have more columns than the others)
tmp <- vector(mode = "list", length = 15)
for(i in 1:15)
  {
    tmpData <- raw[, c("Grant.Application.ID", grep(paste("\\.", i, "$", sep = ""), names(raw), value = TRUE))]
    names(tmpData) <- gsub(paste("\\.", i, "$", sep = ""), "", names(tmpData))
    if(i == 1) nms <- names(tmpData)
    if(all(names(tmpData) != "RFCD.Code")) tmpData$RFCD.Code <- NA
    if(all(names(tmpData) != "RFCD.Percentage")) tmpData$RFCD.Percentage <- NA
    if(all(names(tmpData) != "SEO.Code")) tmpData$SEO.Code <- NA
    if(all(names(tmpData) != "SEO.Percentage")) tmpData$SEO.Percentage <- NA

    tmp[[i]] <- tmpData[,nms]
    rm(tmpData)
  }
## Stack them up and remove any rows without role information
vertical <- do.call("rbind", tmp)
vertical <- subset(vertical, Role != "")

## Reformat some of the variables to make complete factors, correctly
## encode missing data or to make the factor levels more descriptive.

vertical$Role <- factor(as.character(vertical$Role))

vertical$Year.of.Birth <- factor(paste(vertical$Year.of.Birth), levels = paste(sort(bYears)))
vertical$Country.of.Birth <- gsub(" ", "", as.character(vertical$Country.of.Birth))
vertical$Country.of.Birth[vertical$Country.of.Birth == ""] <- NA
vertical$Country.of.Birth <- factor(vertical$Country.of.Birth)

vertical$Home.Language <- gsub("Other", "OtherLang", as.character(vertical$Home.Language))
vertical$Home.Language[vertical$Home.Language == ""] <- NA
vertical$Home.Language <- factor(vertical$Home.Language)

vertical$Dept.No. <- paste("Dept", vertical$Dept.No., sep = "")
vertical$Dept.No.[vertical$Dept.No. == "DeptNA"] <- NA
vertical$Dept.No. <- factor(vertical$Dept.No.)

vertical$Faculty.No. <- paste("Faculty", vertical$Faculty.No., sep = "")
vertical$Faculty.No.[vertical$Faculty.No. == "FacultyNA"] <- NA
vertical$Faculty.No. <- factor(vertical$Faculty.No.)

vertical$RFCD.Code <- paste("RFCD", vertical$RFCD.Code, sep = "")
vertical$RFCD.Percentage[vertical$RFCD.Code == "RFCDNA"] <- NA
vertical$RFCD.Code[vertical$RFCD.Code == "RFCDNA"] <- NA
vertical$RFCD.Percentage[vertical$RFCD.Code == "RFCD0"] <- NA
vertical$RFCD.Code[vertical$RFCD.Code == "RFCD0"] <- NA
vertical$RFCD.Percentage[vertical$RFCD.Code == "RFCD999999"] <- NA
vertical$RFCD.Code[vertical$RFCD.Code == "RFCD999999"] <- NA
vertical$RFCD.Code <- factor(vertical$RFCD.Code)

vertical$SEO.Code <- paste("SEO", vertical$SEO.Code, sep = "")
vertical$SEO.Percentage[vertical$SEO.Code == "SEONA"] <- NA
vertical$SEO.Code[vertical$SEO.Code == "SEONA"] <- NA
vertical$SEO.Percentage[vertical$SEO.Code == "SEO0"] <- NA
vertical$SEO.Code[vertical$SEO.Code  == "SEO0"] <- NA
vertical$SEO.Percentage[vertical$SEO.Code == "SEO999999"] <- NA
vertical$SEO.Code[vertical$SEO.Code== "SEO999999"] <- NA
vertical$SEO.Code <- factor(vertical$SEO.Code)

vertical$No..of.Years.in.Uni.at.Time.of.Grant <- as.character(vertical$No..of.Years.in.Uni.at.Time.of.Grant)
vertical$No..of.Years.in.Uni.at.Time.of.Grant[vertical$No..of.Years.in.Uni.at.Time.of.Grant == ""] <- "DurationUnk"
vertical$No..of.Years.in.Uni.at.Time.of.Grant[vertical$No..of.Years.in.Uni.at.Time.of.Grant == ">=0 to 5"] <- "Duration0to5"
vertical$No..of.Years.in.Uni.at.Time.of.Grant[vertical$No..of.Years.in.Uni.at.Time.of.Grant == ">5 to 10"] <- "Duration5to10"
vertical$No..of.Years.in.Uni.at.Time.of.Grant[vertical$No..of.Years.in.Uni.at.Time.of.Grant == ">10 to 15"] <- "Duration10to15"
vertical$No..of.Years.in.Uni.at.Time.of.Grant[vertical$No..of.Years.in.Uni.at.Time.of.Grant == "more than 15"] <- "DurationGT15"
vertical$No..of.Years.in.Uni.at.Time.of.Grant[vertical$No..of.Years.in.Uni.at.Time.of.Grant == "Less than 0"] <- "DurationLT0"
vertical$No..of.Years.in.Uni.at.Time.of.Grant <- factor(vertical$No..of.Years.in.Uni.at.Time.of.Grant)


######################################################################
## A function to shorten the role titles

shortNames <- function(x, pre = "")
  {
    x <- gsub("EXT_CHIEF_INVESTIGATOR",  "ECI", x)
    x <- gsub("STUD_CHIEF_INVESTIGATOR", "SCI", x)
    x <- gsub("CHIEF_INVESTIGATOR",      "CI", x)
    x <- gsub("DELEGATED_RESEARCHER",    "DR", x)
    x <- gsub("EXTERNAL_ADVISOR",        "EA", x)
    x <- gsub("HONVISIT",                "HV", x)
    x <- gsub("PRINCIPAL_SUPERVISOR",    "PS", x)
    x <- gsub("STUDRES",                 "SR", x)
    x <- gsub("Unk",                     "UNK", x)
    other <- x[x != "Grant.Application.ID"]
    c("Grant.Application.ID", paste(pre, other, sep = ""))
  }

## A function to find and remove zero-variance ("ZV") predictors
noZV <- function(x)
  {
    keepers <- unlist(lapply(x, function(x) length(unique(x)) > 1))
    x[,keepers,drop = FALSE]
  }


######################################################################
## Calculate the total number of people identified on the grant

people <- ddply(vertical, .(Grant.Application.ID), function(x) c(numPeople = nrow(x)))

######################################################################
## Calculate the number of people per role

investCount <- ddply(vertical, .(Grant.Application.ID),
                     function(x) as.data.frame(t(as.matrix(table(x$Role)))),
                     .parallel = cores > 1)

## Clean up the names
names(investCount) <- shortNames(names(investCount), "Num")

######################################################################
## For each role, calculate the frequency of people in each age group

investDOB <- ddply(vertical, .(Grant.Application.ID),
                   function(x)
                   {
                     tabDF <- as.data.frame(table(x$Role, x$Year.of.Birth))
                     out <- data.frame(t(tabDF$Freq))
                     names(out) <- paste(tabDF$Var1, tabDF$Var2, sep = ".")
                     out
                   },
                   .parallel = cores > 1)
names(investDOB) <- shortNames(names(investDOB))
investDOB <- noZV(investDOB)

######################################################################
## For each role, calculate the frequency of people from each country

investCountry <- ddply(vertical, .(Grant.Application.ID),
                       function(x)
                       {
                         tabDF <- as.data.frame(table(x$Role, x$Country.of.Birth))
                         out <- data.frame(t(tabDF$Freq))
                         names(out) <- paste(tabDF$Var1, tabDF$Var2, sep = ".")
                         out
                       },
                       .parallel = cores > 1)
names(investCountry) <- shortNames(names(investCountry))
investCountry <- noZV(investCountry)

######################################################################
## For each role, calculate the frequency of people for each language

investLang <- ddply(vertical, .(Grant.Application.ID),
                    function(x)
                    {
                      tabDF <- as.data.frame(table(x$Role, x$Home.Language))
                      out <- data.frame(t(tabDF$Freq))
                      names(out) <- paste(tabDF$Var1, tabDF$Var2, sep = ".")
                      out
                    },
                    .parallel = cores > 1)
names(investLang) <- shortNames(names(investLang))
investLang <- noZV(investLang)

######################################################################
## For each role, determine who as a Ph.D.

investPhD <- ddply(vertical, .(Grant.Application.ID),
                   function(x)
                   {
                     tabDF <- as.data.frame(table(x$Role, x$With.PHD))
                     out <- data.frame(t(tabDF$Freq))
                     names(out) <- paste(tabDF$Var1, tabDF$Var2, sep = ".")
                     out
                   },
                   .parallel = cores > 1)
investPhD <- investPhD[,-grep("\\.$", names(investPhD))]
names(investPhD) <- shortNames(names(investPhD))
names(investPhD) <- gsub("Yes ", "PhD", names(investPhD))
investPhD <- noZV(investPhD)

######################################################################
## For each role, calculate the number of successful and unsuccessful
## grants

investGrants <- ddply(vertical, .(Grant.Application.ID, Role),
                      function(x)
                      {
                        data.frame(Success = sum(x$Number.of.Successful.Grant, na.rm = TRUE),
                                   Unsuccess = sum(x$Number.of.Unsuccessful.Grant, na.rm = TRUE))

                      },
                      .parallel = cores > 1)
investGrants <- reshape(investGrants, direction = "wide", idvar = "Grant.Application.ID", timevar = "Role")
investGrants[is.na(investGrants)] <- 0

names(investGrants) <- shortNames(names(investGrants))
investGrants <- noZV(investGrants)

######################################################################
## Create variables for each role/department combination

investDept <- ddply(vertical, .(Grant.Application.ID),
                    function(x)
                    {
                      tabDF <- as.data.frame(table(x$Role, x$Dept.No.))
                      out <- data.frame(t(tabDF$Freq))
                      names(out) <- paste(tabDF$Var1, tabDF$Var2, sep = ".")
                      out
                    },
                    .parallel = cores > 1)
names(investDept) <- shortNames(names(investDept))
investDept <- noZV(investDept)

######################################################################
## Create variables for each role/faculty #


investFaculty <- ddply(vertical, .(Grant.Application.ID),
                       function(x)
                       {
                         tabDF <- as.data.frame(table(x$Role, x$Faculty.No.))
                         out <- data.frame(t(tabDF$Freq))
                         names(out) <- paste(tabDF$Var1, tabDF$Var2, sep = ".")
                         out
                       },
                       .parallel = cores > 1)
names(investFaculty) <- shortNames(names(investFaculty))
investFaculty <- noZV(investFaculty)

######################################################################
## Create dummy variables for each tenure length

investDuration <- ddply(vertical, .(Grant.Application.ID),
                     function(x) as.data.frame(t(as.matrix(table(x$No..of.Years.in.Uni.at.Time.of.Grant)))),
                     .parallel = cores > 1)
investDuration[is.na(investDuration)] <- 0


######################################################################
## Create variables for the number of publications per journal
## type. Note that we also compute the total number, which should be
## removed for models that cannot deal with such a linear dependency

totalPub <- ddply(vertical, .(Grant.Application.ID),
                   function(x)
                   {
                     data.frame(AstarTotal = sum(x$A., na.rm = TRUE),
                                ATotal = sum(x$A, na.rm = TRUE),
                                BTotal = sum(x$B, na.rm = TRUE),
                                CTotal = sum(x$C, na.rm = TRUE),
                                allPub = sum(c(x$A., x$A, x$B, x$C), na.rm = TRUE))

                   },
                   .parallel = cores > 1)

######################################################################
## Create variables for the number of publications per journal
## type per role.

investPub <- ddply(vertical, .(Grant.Application.ID, Role),
                   function(x)
                   {
                     data.frame(Astar = sum(x$A., na.rm = TRUE),
                                A = sum(x$A, na.rm = TRUE),
                                B = sum(x$B, na.rm = TRUE),
                                C = sum(x$C, na.rm = TRUE))

                   },
                   .parallel = cores > 1)
investPub <- reshape(investPub, direction = "wide", idvar = "Grant.Application.ID", timevar = "Role")
investPub[is.na(investPub)] <- 0

names(investPub) <- shortNames(names(investPub))
investPub <- noZV(investPub)

######################################################################
## Create variables for each RFCD code

RFCDcount <- ddply(vertical, .(Grant.Application.ID),
                     function(x) as.data.frame(t(as.matrix(table(x$RFCD.Code)))),
                     .parallel = cores > 1)
RFCDcount <- noZV(RFCDcount)

######################################################################
## Create variables for each SEO code

SEOcount <- ddply(vertical, .(Grant.Application.ID),
                     function(x) as.data.frame(t(as.matrix(table(x$SEO.Code)))),
                     .parallel = cores > 1)
SEOcount <- noZV(SEOcount)

######################################################################
### Make dummy vars out of grant-specific data

grantData <- raw[, c("Sponsor.Code", "Contract.Value.Band...see.note.A", "Grant.Category.Code")]

## Make a lubridate object for the time, then derive the day, week and month info
startTime <- dmy(raw$Start.date)

grantData$Month <- factor(as.character(month(startTime, label = TRUE)))
grantData$Weekday <- factor(as.character(wday(startTime, label = TRUE)))
grantData$Day <- day(startTime)
grantYear <- year(startTime)

######################################################################
### Use the dummyVars function to create binary variables for
### grant-specific variables

dummies <- dummyVars(~., data = grantData, levelsOnly = TRUE)
grantData <- as.data.frame(predict(dummies, grantData))
names(grantData) <- gsub(" ", "", names(grantData))

grantData$Grant.Application.ID <- raw$Grant.Application.ID
grantData$Class <- factor(ifelse(raw$Grant.Status, "successful", "unsuccessful"))
grantData$Grant.Application.ID <- raw$Grant.Application.ID

grantData$is2008 <- year(startTime) == 2008
grantData <- noZV(grantData)

######################################################################
### Merge all the predictors together, remove zero variance columns
### and merge in the outcome data
summarized <- merge(investCount, investDOB)
summarized <- merge(summarized, investCountry)
summarized <- merge(summarized, investLang)
summarized <- merge(summarized, investPhD)
summarized <- merge(summarized, investGrants)
summarized <- merge(summarized, investDept)
summarized <- merge(summarized, investFaculty)
summarized <- merge(summarized, investDuration)
summarized <- merge(summarized, investPub)
summarized <- merge(summarized, totalPub)
summarized <- merge(summarized, people)
summarized <- merge(summarized, RFCDcount)
summarized <- merge(summarized, SEOcount)

summarized <- merge(summarized, grantData)
## Remove the ID column
summarized$Grant.Application.ID <- NULL
print(str(summarized))

######################################################################
### We'll split all of the pre-2008 data into the training set and a
### portion of the 2008 data too

training <- subset(summarized, !is2008)
pre2008 <- 1:nrow(training)
year2008 <- subset(summarized, is2008)

## Now randomly select some 2008 data for model training and add it
## back into the existing training data
set.seed(568)
inTrain <- createDataPartition(year2008$Class, p = 3/4)[[1]]
training2 <- year2008[ inTrain,]
testing   <- year2008[-inTrain,]
training <- rbind(training, training2)

training$is2008 <- testing$is2008 <- NULL

training <- noZV(training)
testing <- testing[, names(training)]

######################################################################
### Create two character vectors for different predictor sets. One
### will have all the predictors (called 'fullSet').
##
### Another has some of the sparse predictors removed for models that
### require such filtering. This will be called 'reducedSet'
### (predictors without sparse or Near Zero Variance predictors). This
### set will also have predictors removed that are almost completely
### correlated with other predictors

fullSet <- names(training)[names(training) != "Class"]

### Some are extremely correlated, so remove
predCorr <- cor(training[,fullSet])
highCorr <- findCorrelation(predCorr, .99)
fullSet <- fullSet[-highCorr]

isNZV <- nearZeroVar(training[,fullSet], saveMetrics = TRUE, freqCut = floor(nrow(training)/5))
fullSet <-  rownames(subset(isNZV, !nzv))
str(fullSet)

reducedSet <- rownames(subset(isNZV, !nzv & freqRatio < floor(nrow(training)/50)))

### Perfectly collinear predictors (due to their construction) March
### and Sunday were selected because they have the lowest frequency of
### all months and days
reducedSet <- reducedSet[(reducedSet != "allPub") &
                         (reducedSet != "numPeople") &
                         (reducedSet != "Mar") &
                         (reducedSet != "Sun")
                         ]

### all months and days
reducedSet <- reducedSet[(reducedSet != "allPub") &
                         (reducedSet != "numPeople") &
                         (reducedSet != "Mar") &
                         (reducedSet != "Sun")
                         ]
str(reducedSet)

sessionInfo()


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