elasticnet

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Last updated: 2022-06-01

Checks: 6 1

Knit directory: ampel-leipzig-meld/

This reproducible R Markdown analysis was created with workflowr (version 1.7.0). The Checks tab describes the reproducibility checks that were applied when the results were created. The Past versions tab lists the development history.

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    Modified:   analysis/elasticnet.Rmd
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    Modified:   code/05-ameld-elasticnet.R

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File	Version	Author	Date	Message
html	983ec69	Sebastian Gibb	2022-03-17	chore: rebuild site
Rmd	057f935	Sebastian Gibb	2022-03-17	feat: add elastic net bootstrap and timeROC evaluations

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library("targets")
library("ameld")
library("viridisLite")
tar_load(arcvob)
tar_load(bootrcv)
tar_load(bootarcv)
tar_load(bootarcv7)
tar_load(bootarcv9)
tar_load(bootrcv.woICA)
tar_load(amelddata)
tar_load(ameldcfg)
tar_load(zlog_data)

1 Tuning alpha

arcvob

Call: arcv.glmnet(x = amelddata$x, y = amelddata$y, alpha = ameldcfg$alpha,      nrepcv = ameldcfg$nrepcv, nfolds = ameldcfg$nfolds, balanced = TRUE,      family = "cox", standardize = ameldcfg$standardize, trace.it = FALSE) 

Models: 11
Alpha: 0 0.001 0.008 0.027 0.064 0.125 0.216 0.343 0.512 0.729 1
Number of CV for Lambda: 3
Number of repeated CV for Lambda: 100


Measure: Partial Likelihood Deviance 

Lambda min:
      Alpha  Lambda Index Measure     SE Nonzero
 [1,] 0.000 0.99962    72   9.020 0.3263      42
 [2,] 0.001 0.99962    72   9.020 0.3257      38
 [3,] 0.008 0.96746    50   9.017 0.3225      26
 [4,] 0.027 0.72678    40   9.018 0.3228      20
 [5,] 0.064 0.53581    34   9.032 0.3213      18
 [6,] 0.125 0.39801    30   9.052 0.3195      16
 [7,] 0.216 0.27743    28   9.070 0.3209      12
 [8,] 0.343 0.19174    27   9.084 0.3231      11
 [9,] 0.512 0.14098    26   9.098 0.3231       9
[10,] 0.729 0.09901    26   9.109 0.3262       9
[11,] 1.000 0.07218    26   9.118 0.3285       9

Lambda 1se:
      Alpha Lambda Index Measure     SE Nonzero
 [1,] 0.000 4.8608    55   9.331 0.2800      42
 [2,] 0.001 4.8608    55   9.343 0.2789      32
 [3,] 0.008 3.9057    35   9.320 0.2781      23
 [4,] 0.027 2.6734    26   9.300 0.2764      17
 [5,] 0.064 1.7958    21   9.304 0.2753      12
 [6,] 0.125 1.2155    18   9.326 0.2736      10
 [7,] 0.216 0.8472    16   9.371 0.2713       8
 [8,] 0.343 0.5856    15   9.393 0.2709       6
 [9,] 0.512 0.3923    15   9.372 0.2743       6
[10,] 0.729 0.3024    14   9.433 0.2718       6
[11,] 1.000 0.2204    14   9.431 0.2740       6

plot(arcvob)

Past versions of arcvob-plot-alpha-1.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(arcvob, what = "lambda.min")

Past versions of arcvob-plot-lambdamin-1.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(arcvob, what = "lambda.1se")

Past versions of arcvob-plot-lambda1se-1.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

2 Bootstrapping

2.1 rcv.glmnet

plot(bootrcv, what = "calibration")

ps <- lapply(
    zlog_data[paste0("SurvProbMeld", c("Unos", "NaUnos", "Plus7"))],
    function(p) {
        ctpnts <- cutpoints(p, n = ameldcfg$m)
        f <- cut(p, ctpnts, include.lowest = TRUE)
        list(
            predicted = groupmean(p, f = f),
            observed = observed_survival(
                amelddata$y, f = f, times = ameldcfg$times
            )
        )
    }
)
names(ps) <- c("MELD", "MELD-Na", "MELD-Plus7")
col <- viridisLite::viridis(6)[4:6]

for (i in seq_along(ps)) {
    lines(
        ps[[i]]$predicted, ps[[i]]$observed, col = col[i], type = "b", pch = 19
    )
}
legend("topleft", col = col, legend = names(ps), pch = 19, bty = "n")

Past versions of bootrcv-1.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(bootrcv, what = "selected", cex = 0.5)

Past versions of bootrcv-2.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(bootrcv$fit$glmnet.fit, xvar = "norm")

Past versions of bootrcv-3.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(bootrcv$fit$glmnet.fit, xvar = "lambda")

Past versions of bootrcv-4.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(bootrcv$fit$glmnet.fit, xvar = "dev")

Past versions of bootrcv-5.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

2.2 bootrcv.woICA

plot(bootrcv.woICA, what = "calibration")

plot(bootrcv.woICA, what = "selected", cex = 0.5)

2.3 arcv.glmnet

a <- c(table(sapply(bootarcv$models, function(m)m$fit$alpha)))
plot(bootarcv, what = "calibration")

Past versions of bootarcv-1.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot(bootarcv, what = "selected")

Past versions of bootarcv2-1.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

plot_dots(a, main = "Selected Alpha Values")

Past versions of bootarcv2-2.png

Version	Author	Date
983ec69	Sebastian Gibb	2022-03-17

2.4 arcv7.glmnet

a <- c(table(sapply(bootarcv9$models, function(m)m$fit$alpha)))
plot(bootarcv7 , what = "calibration")

plot(bootarcv7, what = "selected")

plot_dots(a, main = "Selected Alpha Values")

2.5 arcv9.glmnet

a <- c(table(sapply(bootarcv9$models, function(m)m$fit$alpha)))
plot(bootarcv9 , what = "calibration")

plot(bootarcv9, what = "selected")

plot_dots(a, main = "Selected Alpha Values")

Session information

sessionInfo()

R version 4.1.3 (2022-03-10)
Platform: x86_64-unknown-linux-gnu (64-bit)

Matrix products: default
BLAS/LAPACK: /gnu/store/ras6dprsw3wm3swk23jjp8ww5dwxj333-openblas-0.3.18/lib/libopenblasp-r0.3.18.so

locale:
[1] C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] viridisLite_0.4.0 ameld_0.0.21      survival_3.3-1    glmnet_4.1-3     
[5] Matrix_1.4-1      targets_0.12.0   

loaded via a namespace (and not attached):
 [1] shape_1.4.6       tidyselect_1.1.2  xfun_0.30         bslib_0.3.1      
 [5] purrr_0.3.4       splines_4.1.3     lattice_0.20-45   vctrs_0.4.0      
 [9] htmltools_0.5.2   yaml_2.3.5        utf8_1.2.2        rlang_1.0.2      
[13] jquerylib_0.1.4   later_1.3.0       pillar_1.7.0      glue_1.6.2       
[17] withr_2.5.0       foreach_1.5.2     lifecycle_1.0.1   stringr_1.4.0    
[21] workflowr_1.7.0   codetools_0.2-18  evaluate_0.15     knitr_1.38       
[25] callr_3.7.0       fastmap_1.1.0     httpuv_1.6.5      ps_1.6.0         
[29] fansi_1.0.3       highr_0.9         Rcpp_1.0.8.3      promises_1.2.0.1 
[33] backports_1.4.1   jsonlite_1.8.0    fs_1.5.2          digest_0.6.29    
[37] stringi_1.7.6     bookdown_0.25     processx_3.5.3    rprojroot_2.0.3  
[41] grid_4.1.3        cli_3.2.0         tools_4.1.3       magrittr_2.0.3   
[45] base64url_1.4     sass_0.4.1        tibble_3.1.6      crayon_1.5.1     
[49] whisker_0.4       pkgconfig_2.0.3   ellipsis_0.3.2    data.table_1.14.2
[53] rmarkdown_2.13    iterators_1.0.14  R6_2.5.1          igraph_1.3.0     
[57] git2r_0.30.1      compiler_4.1.3