Preprocessing data with R `recipes` package: how to impute by mode in numeric columns (to fit model with xgboost)?

0

Issue

I want to use xgboost for a classification problem, and two predictors (out of several) are binary columns that also happen to have some missing values. Before fitting a model with xgboost, I want to replace those missing values by imputing the mode in each binary column.

My problem is that I want to do this imputation as part of a tidymodels "recipe". That is, not using typical data wrangling procedures such as dplyr/tidyr/data.table, etc. Doing the imputation within a recipe should guard against "information leakage".

Although the recipes package provides many step_*() functions that are designed for data preprocessing, I could not find a way to do the desired imputation by mode on numeric binary columns. While there is a function called step_impute_mode(), it accepts only nominal variables (i.e., of class factor or character). But I need my binary columns to remain numeric so they could be passed to the xgboost engine.

Consider the following toy example. I took it from this reference page and changed the data a bit to reflect the problem.

create toy data

# install.packages("xgboost")
library(tidymodels)
tidymodels_prefer()

# original data shipped with package
data(two_class_dat)

# simulating 2-column binary data + NAs
n_rows <- nrow(two_class_dat)

df_x1_x2 <-
  data.frame(x1 = rbinom(n_rows, 1, runif(1)),
             x2 = rbinom(n_rows, 1, runif(1)))

## randomly replace 25% of each column with NAs
df_x1_x2[c("x1", "x2")] <-
  lapply(df_x1_x2[c("x1", "x2")], function(x) {
    x[sample(seq_along(x), 0.25 * length(x))] <- NA
    x
  })

# bind original data & simulated data
df_to_xgboost <- cbind(two_class_dat, df_x1_x2)

# split data to training and testing
data_train <- df_to_xgboost[-(1:10), ]
data_test  <- df_to_xgboost[  1:10 , ]

set up model specification & preprocessing recipe using tidymodels tools

# model specification
xgb_spec <- 
  boost_tree(trees = 15) %>% 
  # This model can be used for classification or regression, so set mode
  set_mode("classification") %>% 
  set_engine("xgboost")

# preprocessing recipe
xgb_recipe <-
  recipe(formula = Class ~ ., data = data_train) %>%
  step_bin2factor(x1, x2) %>% # <-~-~-~-~-~-~-~-~-~-~-~-~-~| these 2 lines are the heart of the problem
  step_impute_mode(x1, x2)    # <-~-~-~-~-~-~-~-~-~-~-~-~-~| I can't impute unless I first convert columns from numeric to factor/chr. 
#                                                          | But once I do, xgboost fails with non-numeric data. 
#                                                          | There isn't `step_*()` for converting back to numeric (like as.numeric())                      


# bind `xgb_spec` and `xgb_recipe` into a workflow object
xgb_wflow <-
  workflow() %>%
  add_recipe(xgb_recipe) %>% 
  add_model(xgb_spec)

fit the model

fit(xgb_wflow, data_train)
#> Error in xgboost::xgb.DMatrix(x, label = y, missing = NA): 'data' has class 'character' and length 3124.
#>   'data' accepts either a numeric matrix or a single filename.
#> Timing stopped at: 0 0 0

The fitting fails because data_train$x1 and data_train$x2 become factors per step_bin2factor(x1, x2). So that’s my current catch: On the one hand, I can’t fit xgboost model unless all data is numeric; on the other hand, I can’t impute by mode unless data is factor/chr.

Although there is a way to build custom step_*() functions, it’s a bit complex. So I first wanted to reach out and see whether there’s a trivial solution I might be missing. I think that my current situation with xgboost and binary predictors seems pretty mainstream, and I don’t want to reinvent the wheel.

Solution

Credit to user @gus who answered here:

xgb_recipe <-
  recipe(formula = Class ~ ., data = data_train) %>%
  step_num2factor(c(x1, x2),
                  transform = function(x) x + 1,
                  levels = c("0", "1")) %>%
  step_impute_mode(x1, x2) %>%
  step_mutate_at(c(x1, x2), fn = ~ as.numeric(.) - 1)

The entire code

# install.packages("xgboost")
library(tidymodels)
#> Registered S3 method overwritten by 'tune':
#>   method                   from   
#>   required_pkgs.model_spec parsnip
tidymodels_prefer()

data(two_class_dat)

n_rows <- nrow(two_class_dat)

df_x1_x2 <-
  data.frame(x1 = rbinom(n_rows, 1, runif(1)),
             x2 = rbinom(n_rows, 1, runif(1)))

df_x1_x2[c("x1", "x2")] <-
  lapply(df_x1_x2[c("x1", "x2")], function(x) {
    x[sample(seq_along(x), 0.25 * length(x))] <- NA
    x
  })

df_to_xgboost <- cbind(two_class_dat, df_x1_x2)
### 
data_train <- df_to_xgboost[-(1:10), ]
data_test  <- df_to_xgboost[  1:10 , ]

xgb_spec <- 
  boost_tree(trees = 15) %>% 
  set_mode("classification") %>% 
  set_engine("xgboost")

xgb_recipe <-
  recipe(formula = Class ~ ., data = data_train) %>%
  step_num2factor(c(x1, x2),
                  transform = function(x) x + 1,
                  levels = c("0", "1")) %>%
  step_impute_mode(x1, x2) %>%
  step_mutate_at(c(x1, x2), fn = ~ as.numeric(.) - 1)

xgb_recipe %>% prep() %>% bake(new_data = NULL)
#> # A tibble: 781 x 5
#>        A     B    x1    x2 Class 
#>    <dbl> <dbl> <dbl> <dbl> <fct> 
#>  1 1.44  1.68      1     1 Class1
#>  2 2.34  2.32      1     1 Class2
#>  3 2.65  1.88      0     1 Class2
#>  4 0.849 0.813     1     1 Class1
#>  5 3.25  0.869     1     1 Class1
#>  6 1.05  0.845     0     1 Class1
#>  7 0.886 0.489     1     0 Class1
#>  8 2.91  1.54      1     1 Class1
#>  9 3.14  2.06      1     1 Class2
#> 10 1.04  0.886     1     1 Class2
#> # ... with 771 more rows

xgb_wflow <-
  workflow() %>%
  add_recipe(xgb_recipe) %>% 
  add_model(xgb_spec)

fit(xgb_wflow, data_train)
#> [09:35:36] WARNING: amalgamation/../src/learner.cc:1115: Starting in XGBoost 1.3.0, the default evaluation metric used with the objective 'binary:logistic' was changed from 'error' to 'logloss'. Explicitly set eval_metric if you'd like to restore the old behavior.
#> == Workflow [trained] ==========================================================
#> Preprocessor: Recipe
#> Model: boost_tree()
#> 
#> -- Preprocessor ----------------------------------------------------------------
#> 3 Recipe Steps
#> 
#> * step_num2factor()
#> * step_impute_mode()
#> * step_mutate_at()
#> 
#> -- Model -----------------------------------------------------------------------
#> ##### xgb.Booster
#> raw: 59.4 Kb 
#> call:
#>   xgboost::xgb.train(params = list(eta = 0.3, max_depth = 6, gamma = 0, 
#>     colsample_bytree = 1, colsample_bynode = 1, min_child_weight = 1, 
#>     subsample = 1, objective = "binary:logistic"), data = x$data, 
#>     nrounds = 15, watchlist = x$watchlist, verbose = 0, nthread = 1)
#> params (as set within xgb.train):
#>   eta = "0.3", max_depth = "6", gamma = "0", colsample_bytree = "1", colsample_bynode = "1", min_child_weight = "1", subsample = "1", objective = "binary:logistic", nthread = "1", validate_parameters = "TRUE"
#> xgb.attributes:
#>   niter
#> callbacks:
#>   cb.evaluation.log()
#> # of features: 4 
#> niter: 15
#> nfeatures : 4 
#> evaluation_log:
#>     iter training_logloss
#>        1         0.551974
#>        2         0.472546
#> ---                      
#>       14         0.251547
#>       15         0.245090

Created on 2021-12-25 by the reprex package (v2.0.1.9000)

Answered By – Emman

This Answer collected from stackoverflow, is licensed under cc by-sa 2.5 , cc by-sa 3.0 and cc by-sa 4.0

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