[0375db]: / lib / rfsrc-cv-nsplit-bootstrap.R

Download this file

272 lines (229 with data), 7.8 kB

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
bootstraps <- 20
split.rule <- 'logrank'
n.threads <- 16
# Cross-validation variables
ns.splits <- 0:20
ns.trees <- c(500, 1000, 2000)
ns.imputations <- 1:3
cv.n.folds <- 3
n.data <- NA # This is of full dataset...further rows may be excluded in prep
calibration.filename <- paste0(output.filename.base, '-calibration.csv')
continuous.vars <-
c(
'age', 'total_chol_6mo', 'hdl_6mo', 'pulse_6mo', 'crea_6mo',
'total_wbc_6mo', 'haemoglobin_6mo'
)
untransformed.vars <- c('anonpatid', 'surv_time', 'imd_score', 'exclude')
source('../lib/shared.R')
require(ggrepel)
# Load the data and convert to data frame to make column-selecting code in
# prepData simpler
COHORT.full <- data.frame(fread(data.filename))
# If n.data was specified...
if(!is.na(n.data)){
# Take a subset n.data in size
COHORT.use <- sample.df(COHORT.full, n.data)
rm(COHORT.full)
} else {
# Use all the data
COHORT.use <- COHORT.full
rm(COHORT.full)
}
# We now need a quick null preparation of the data to get its length (some rows
# may be excluded during preparation)
COHORT.prep <-
prepData(
COHORT.use,
cols.keep, discretise.settings, surv.time, surv.event,
surv.event.yes, extra.fun = caliberExtraPrep, n.keep = n.data
)
n.data <- nrow(COHORT.prep)
# Define indices of test set
test.set <- testSetIndices(COHORT.prep, random.seed = 78361)
# Process settings: don't touch anything!!
process.settings <-
list(
var = c(untransformed.vars, continuous.vars),
method = rep(NA, length(untransformed.vars) + length(continuous.vars)),
settings = rep(NA, length(untransformed.vars) + length(continuous.vars))
)
# If we've not already done a calibration, then do one
if(!file.exists(calibration.filename)) {
# Create an empty data frame to aggregate stats per fold
cv.performance <- data.frame()
# Items to cross-validate over
cv.vars <- expand.grid(ns.splits, ns.trees, ns.imputations)
names(cv.vars) <- c('n.splits', 'n.trees', 'n.imputations')
# prep the data (since we're not cross-validating on data prep this can be
# done before the loop)
# Prep the data
COHORT.cv <-
prepData(
# Data for cross-validation excludes test set
COHORT.use[-test.set, ],
cols.keep,
process.settings,
surv.time, surv.event,
surv.event.yes,
extra.fun = caliberExtraPrep
)
# Finally, add missing flag columns, but leave the missing data intact because
# rfsrc can do on-the-fly imputation
COHORT.cv <- prepCoxMissing(COHORT.cv, missingReplace = NA)
# Add on those column names we just created
surv.predict <-
c(surv.predict, names(COHORT.cv)[grepl('_missing', names(COHORT.cv))])
# Run crossvalidations. No need to parallelise because rfsrc is parallelised
for(i in 1:nrow(cv.vars)) {
cat(
'Calibration', i, '...\n'
)
# Get folds for cross-validation
cv.folds <- cvFolds(nrow(COHORT.cv), cv.n.folds)
cv.fold.performance <- data.frame()
for(j in 1:cv.n.folds) {
time.start <- handyTimer()
# Fit model to the training set
surv.model.fit <-
survivalFit(
surv.predict,
COHORT.cv[-cv.folds[[j]],],
model.type = 'rfsrc',
n.trees = cv.vars$n.trees[i],
split.rule = split.rule,
n.threads = n.threads,
nsplit = cv.vars$n.splits[i],
nimpute = cv.vars$n.imputations[i],
na.action = 'na.impute'
)
time.learn <- handyTimer(time.start)
time.start <- handyTimer()
# Get C-indices for training and validation sets
c.index.train <-
cIndex(
surv.model.fit, COHORT.cv[-cv.folds[[j]],],
na.action = 'na.impute'
)
c.index.val <-
cIndex(
surv.model.fit, COHORT.cv[cv.folds[[j]],],
na.action = 'na.impute'
)
time.predict <- handyTimer(time.start)
# Append the stats we've obtained from this fold
cv.fold.performance <-
rbind(
cv.fold.performance,
data.frame(
calibration = i,
cv.fold = j,
n.trees = cv.vars$n.trees[i],
n.splits = cv.vars$n.splits[i],
n.imputations = cv.vars$n.imputations[i],
c.index.train,
c.index.val,
time.learn,
time.predict
)
)
} # End cross-validation loop (j)
# rbind the performance by fold
cv.performance <-
rbind(
cv.performance,
cv.fold.performance
)
# Save output at the end of each loop
write.csv(cv.performance, calibration.filename)
} # End calibration loop (i)
} else { # If we did previously calibrate, load it
cv.performance <- read.csv(calibration.filename)
}
# Find the best calibration...
# First, average performance across cross-validation folds
cv.performance.average <-
aggregate(
c.index.val ~ calibration,
data = cv.performance,
mean
)
# Find the highest value
best.calibration <-
cv.performance.average$calibration[
which.max(cv.performance.average$c.index.val)
]
# And finally, find the first row of that calibration to get the n.bins values
best.calibration.row1 <-
min(which(cv.performance$calibration == best.calibration))
# Prep the data to fit and test with
COHORT.prep <-
prepData(
# Data for cross-validation excludes test set
COHORT.use,
cols.keep,
process.settings,
surv.time, surv.event,
surv.event.yes,
extra.fun = caliberExtraPrep
)
# Finally, add missing flag columns, but leave the missing data intact because
# rfsrc can do on-the-fly imputation
COHORT.prep <- prepCoxMissing(COHORT.prep, missingReplace = NA)
# Add on those column names we just created
surv.predict <-
c(surv.predict, names(COHORT.prep)[grepl('_missing', names(COHORT.prep))])
#' ## Fit the final model
#'
#' This may take some time, so we'll cache it if possible...
#+ fit_final_model
surv.model.fit <-
survivalFit(
surv.predict,
COHORT.prep[-test.set,],
model.type = 'rfsrc',
n.trees = cv.performance[best.calibration.row1, 'n.trees'],
split.rule = split.rule,
n.threads = n.threads,
nsplit = cv.performance[best.calibration.row1, 'n.splits'],
nimpute = cv.performance[best.calibration.row1, 'n.imputations'],
na.action = 'na.impute'
)
surv.model.params.boot <-
survivalFitBoot(
surv.predict,
COHORT.prep[-test.set,], # Training set
COHORT.prep[test.set,], # Test set
model.type = 'rfsrc',
n.threads = n.threads,
bootstraps = bootstraps,
n.trees = cv.performance[best.calibration.row1, 'n.trees'],
split.rule = split.rule,
nsplit = cv.performance[best.calibration.row1, 'n.splits'],
nimpute = cv.performance[best.calibration.row1, 'n.imputations'],
na.action = 'na.impute',
filename = paste0(output.filename.base, '-boot-all.csv')
)
# Get C-indices for training and test sets
surv.model.fit.coeffs <- bootStatsDf(surv.model.params.boot)
# Save them to the all-models comparison table
varsToTable(
data.frame(
model = 'rfsrc',
imputation = FALSE,
discretised = FALSE,
c.index = surv.model.fit.coeffs['c.index', 'val'],
c.index.lower = surv.model.fit.coeffs['c.index', 'lower'],
c.index.upper = surv.model.fit.coeffs['c.index', 'upper'],
calibration.score = surv.model.fit.coeffs['calibration.score', 'val'],
calibration.score.lower =
surv.model.fit.coeffs['calibration.score', 'lower'],
calibration.score.upper =
surv.model.fit.coeffs['calibration.score', 'upper']
),
performance.file,
index.cols = c('model', 'imputation', 'discretised')
)
write.csv(
surv.model.fit.coeffs,
paste0(output.filename.base, '-boot-summary.csv')
)