Pipelines, Selectors, Branches

Build a preprocessing pipeline with branching.

mlr3pipelines
tuning
classification
Authors

Milan Dragicevic

Giuseppe Casalicchio

Published

April 23, 2020

Intro

mlr3pipelines offers a very flexible way to create data preprocessing steps. This is achieved by a modular approach using PipeOps. For detailed overview check the mlr3book.

Recommended prior readings:

This post covers:

  1. How to apply different preprocessing steps on different features
  2. How to branch different preprocessing steps, which allows to select the best performing path
  3. How to tune the whole pipeline

Prerequisites

We load the mlr3verse package which pulls in the most important packages for this example.

library(mlr3verse)

We initialize the random number generator with a fixed seed for reproducibility, and decrease the verbosity of the logger to keep the output clearly represented.

set.seed(7832)
lgr::get_logger("mlr3")$set_threshold("warn")
lgr::get_logger("bbotk")$set_threshold("warn")

The Pima Indian Diabetes classification task will be used.

task_pima = tsk("pima")
skimr::skim(task_pima$data())
Data summary
Name task_pima$data()
Number of rows 768
Number of columns 9
Key NULL
_______________________
Column type frequency:
factor 1
numeric 8
________________________
Group variables None

Variable type: factor

skim_variable n_missing complete_rate ordered n_unique top_counts
diabetes 0 1 FALSE 2 neg: 500, pos: 268

Variable type: numeric

skim_variable n_missing complete_rate mean sd p0 p25 p50 p75 p100 hist
age 0 1.00 33.24 11.76 21.00 24.00 29.00 41.00 81.00 ▇▃▁▁▁
glucose 5 0.99 121.69 30.54 44.00 99.00 117.00 141.00 199.00 ▁▇▇▃▂
insulin 374 0.51 155.55 118.78 14.00 76.25 125.00 190.00 846.00 ▇▂▁▁▁
mass 11 0.99 32.46 6.92 18.20 27.50 32.30 36.60 67.10 ▅▇▃▁▁
pedigree 0 1.00 0.47 0.33 0.08 0.24 0.37 0.63 2.42 ▇▃▁▁▁
pregnant 0 1.00 3.85 3.37 0.00 1.00 3.00 6.00 17.00 ▇▃▂▁▁
pressure 35 0.95 72.41 12.38 24.00 64.00 72.00 80.00 122.00 ▁▃▇▂▁
triceps 227 0.70 29.15 10.48 7.00 22.00 29.00 36.00 99.00 ▆▇▁▁▁

Selection of features for preprocessing steps

Several features of the pima task have missing values:

task_pima$missings()
diabetes      age  glucose  insulin     mass pedigree pregnant pressure  triceps 
       0        0        5      374       11        0        0       35      227 

A common approach in such situations is to impute the missing values and to add a missing indicator column as explained in the Impute missing variables post. Suppose we want to use

  • PipeOpImputeHist on features “glucose”, “mass” and “pressure” which have only few missing values and
  • PipeOpImputeMedian on features “insulin” and “triceps” which have much more missing values.

In the following subsections, we show two approaches to implement this.

1. Consider all features and apply the preprocessing step only to certain features

Using the affect_columns argument of a PipeOp to define the variables on which a PipeOp will operate with an appropriate Selector function:

# imputes values based on histogram
imputer_hist = po("imputehist",
  affect_columns = selector_name(c("glucose", "mass", "pressure")))
# imputes values using the median
imputer_median = po("imputemedian",
  affect_columns = selector_name(c("insulin", "triceps")))
# adds an indicator column for each feature with missing values
miss_ind = po("missind")

When PipeOps are constructed this way, they will perform the specified preprocessing step on the appropriate features and pass all the input features to the subsequent steps:

# no missings in "glucose", "mass" and "pressure"
imputer_hist$train(list(task_pima))[[1]]$missings()
diabetes      age  insulin pedigree pregnant  triceps  glucose     mass pressure 
       0        0      374        0        0      227        0        0        0 
# no missings in "insulin" and "triceps"
imputer_median$train(list(task_pima))[[1]]$missings()
diabetes      age  glucose     mass pedigree pregnant pressure  insulin  triceps 
       0        0        5       11        0        0       35        0        0 

We construct a pipeline that combines imputer_hist and imputer_median. Here, imputer_hist will impute the features “glucose”, “mass” and “pressure”, and imputer_median will impute “insulin” and “triceps”. In each preprocessing step, all the input features are passed to the next step. In the end, we obtain a data set without missing values:

# combine the two impuation methods
impute_graph = imputer_hist %>>% imputer_median
impute_graph$plot(html = FALSE)

impute_graph$train(task_pima)[[1]]$missings()
diabetes      age pedigree pregnant  glucose     mass pressure  insulin  triceps 
       0        0        0        0        0        0        0        0        0 

The PipeOpMissInd operator replaces features with missing values with a missing value indicator:

miss_ind$train(list(task_pima))[[1]]$data()
     diabetes missing_glucose missing_insulin missing_mass missing_pressure missing_triceps
  1:      pos         present         missing      present          present         present
  2:      neg         present         missing      present          present         present
  3:      pos         present         missing      present          present         missing
  4:      neg         present         present      present          present         present
  5:      pos         present         present      present          present         present
 ---                                                                                       
764:      neg         present         present      present          present         present
765:      neg         present         missing      present          present         present
766:      neg         present         present      present          present         present
767:      pos         present         missing      present          present         missing
768:      neg         present         missing      present          present         present

Obviously, this step can not be applied to the already imputed data as there are no missing values. If we want to combine the previous two imputation steps with a third step that adds missing value indicators, we would need to PipeOpCopy the data two times and supply the first copy to impute_graph and the second copy to miss_ind using gunion(). Finally, the two outputs can be combined with PipeOpFeatureUnion:

impute_missind = po("copy", 2) %>>%
  gunion(list(impute_graph, miss_ind)) %>>%
  po("featureunion")
impute_missind$plot(html = FALSE)

impute_missind$train(task_pima)[[1]]$data()
     diabetes age pedigree pregnant glucose mass pressure insulin triceps missing_glucose missing_insulin missing_mass
  1:      pos  50    0.627        6     148 33.6       72     125      35         present         missing      present
  2:      neg  31    0.351        1      85 26.6       66     125      29         present         missing      present
  3:      pos  32    0.672        8     183 23.3       64     125      29         present         missing      present
  4:      neg  21    0.167        1      89 28.1       66      94      23         present         present      present
  5:      pos  33    2.288        0     137 43.1       40     168      35         present         present      present
 ---                                                                                                                  
764:      neg  63    0.171       10     101 32.9       76     180      48         present         present      present
765:      neg  27    0.340        2     122 36.8       70     125      27         present         missing      present
766:      neg  30    0.245        5     121 26.2       72     112      23         present         present      present
767:      pos  47    0.349        1     126 30.1       60     125      29         present         missing      present
768:      neg  23    0.315        1      93 30.4       70     125      31         present         missing      present
     missing_pressure missing_triceps
  1:          present         present
  2:          present         present
  3:          present         missing
  4:          present         present
  5:          present         present
 ---                                 
764:          present         present
765:          present         present
766:          present         present
767:          present         missing
768:          present         present

2. Select the features for each preprocessing step and apply the preprocessing steps to this subset

We can use the PipeOpSelect to select the appropriate features and then apply the desired impute PipeOp on them:

imputer_hist_2 = po("select",
  selector = selector_name(c("glucose", "mass", "pressure")),
  id = "slct1") %>>% # unique id so we can combine it in a pipeline with other select PipeOps
  po("imputehist")

imputer_hist_2$plot(html = FALSE)

imputer_hist_2$train(task_pima)[[1]]$data()
     diabetes glucose mass pressure
  1:      pos     148 33.6       72
  2:      neg      85 26.6       66
  3:      pos     183 23.3       64
  4:      neg      89 28.1       66
  5:      pos     137 43.1       40
 ---                               
764:      neg     101 32.9       76
765:      neg     122 36.8       70
766:      neg     121 26.2       72
767:      pos     126 30.1       60
768:      neg      93 30.4       70
imputer_median_2 =
  po("select", selector = selector_name(c("insulin", "triceps")), id = "slct2") %>>%
  po("imputemedian")

imputer_median_2$train(task_pima)[[1]]$data()
     diabetes insulin triceps
  1:      pos     125      35
  2:      neg     125      29
  3:      pos     125      29
  4:      neg      94      23
  5:      pos     168      35
 ---                         
764:      neg     180      48
765:      neg     125      27
766:      neg     112      23
767:      pos     125      29
768:      neg     125      31

To reproduce the result of the fist example (1.), we need to copy the data four times and apply imputer_hist_2, imputer_median_2 and miss_ind on each of the three copies. The fourth copy is required to select the features without missing values and to append it to the final result. We can do this as follows:

other_features = task_pima$feature_names[task_pima$missings()[-1] == 0]

imputer_missind_2 = po("copy", 4) %>>%
  gunion(list(imputer_hist_2,
    imputer_median_2,
    miss_ind,
    po("select", selector = selector_name(other_features), id = "slct3"))) %>>%
  po("featureunion")

imputer_missind_2$plot(html = FALSE)

imputer_missind_2$train(task_pima)[[1]]$data()
     diabetes glucose mass pressure insulin triceps missing_glucose missing_insulin missing_mass missing_pressure
  1:      pos     148 33.6       72     125      35         present         missing      present          present
  2:      neg      85 26.6       66     125      29         present         missing      present          present
  3:      pos     183 23.3       64     125      29         present         missing      present          present
  4:      neg      89 28.1       66      94      23         present         present      present          present
  5:      pos     137 43.1       40     168      35         present         present      present          present
 ---                                                                                                             
764:      neg     101 32.9       76     180      48         present         present      present          present
765:      neg     122 36.8       70     125      27         present         missing      present          present
766:      neg     121 26.2       72     112      23         present         present      present          present
767:      pos     126 30.1       60     125      29         present         missing      present          present
768:      neg      93 30.4       70     125      31         present         missing      present          present
     missing_triceps age pedigree pregnant
  1:         present  50    0.627        6
  2:         present  31    0.351        1
  3:         missing  32    0.672        8
  4:         present  21    0.167        1
  5:         present  33    2.288        0
 ---                                      
764:         present  63    0.171       10
765:         present  27    0.340        2
766:         present  30    0.245        5
767:         missing  47    0.349        1
768:         present  23    0.315        1

Note that when there is one input channel, it is automatically copied as many times as needed for the downstream PipeOps. In other words, the code above works also without po("copy", 4):

imputer_missind_3 = gunion(list(imputer_hist_2,
  imputer_median_2,
  miss_ind,
  po("select", selector = selector_name(other_features), id = "slct3"))) %>>%
  po("featureunion")

imputer_missind_3$train(task_pima)[[1]]$data()
     diabetes glucose mass pressure insulin triceps missing_glucose missing_insulin missing_mass missing_pressure
  1:      pos     148 33.6       72     125      35         present         missing      present          present
  2:      neg      85 26.6       66     125      29         present         missing      present          present
  3:      pos     183 23.3       64     125      29         present         missing      present          present
  4:      neg      89 28.1       66      94      23         present         present      present          present
  5:      pos     137 43.1       40     168      35         present         present      present          present
 ---                                                                                                             
764:      neg     101 32.9       76     180      48         present         present      present          present
765:      neg     122 36.8       70     125      27         present         missing      present          present
766:      neg     121 26.2       72     112      23         present         present      present          present
767:      pos     126 30.1       60     125      29         present         missing      present          present
768:      neg      93 30.4       70     125      31         present         missing      present          present
     missing_triceps age pedigree pregnant
  1:         present  50    0.627        6
  2:         present  31    0.351        1
  3:         missing  32    0.672        8
  4:         present  21    0.167        1
  5:         present  33    2.288        0
 ---                                      
764:         present  63    0.171       10
765:         present  27    0.340        2
766:         present  30    0.245        5
767:         missing  47    0.349        1
768:         present  23    0.315        1

Usually, po("copy") is required when there are more than one input channels and multiple output channels, and their numbers do not match.

Branching

We can not know if the combination of a learner with this preprocessing graph will benefit from the imputation steps and the added missing value indicators. Maybe it would have been better to just use imputemedian on all the variables. We could investigate this assumption by adding an alternative path to the graph with the mentioned imputemedian. This is possible using the “branch” PipeOp:

imputer_median_3 = po("imputemedian", id = "simple_median") # add the id so it does not clash with `imputer_median`

branches = c("impute_missind", "simple_median") # names of the branches

graph_branch = po("branch", branches) %>>%
  gunion(list(impute_missind, imputer_median_3)) %>>%
  po("unbranch")

graph_branch$plot(html = FALSE)

Tuning the pipeline

To finalize the graph, we combine it with a rpart learner:

graph = graph_branch %>>%
  lrn("classif.rpart")

graph$plot(html = FALSE)

To define the parameters to be tuned, we first check the available ones in the graph:

as.data.table(graph$param_set)[, .(id, class, lower, upper, nlevels)]
                              id    class lower upper nlevels
 1:             branch.selection ParamFct    NA    NA       2
 2:    imputehist.affect_columns ParamUty    NA    NA     Inf
 3:  imputemedian.affect_columns ParamUty    NA    NA     Inf
 4:                missind.which ParamFct    NA    NA       2
 5:                 missind.type ParamFct    NA    NA       4
 6:       missind.affect_columns ParamUty    NA    NA     Inf
 7: simple_median.affect_columns ParamUty    NA    NA     Inf
 8:             classif.rpart.cp ParamDbl     0     1     Inf
 9:     classif.rpart.keep_model ParamLgl    NA    NA       2
10:     classif.rpart.maxcompete ParamInt     0   Inf     Inf
11:       classif.rpart.maxdepth ParamInt     1    30      30
12:   classif.rpart.maxsurrogate ParamInt     0   Inf     Inf
13:      classif.rpart.minbucket ParamInt     1   Inf     Inf
14:       classif.rpart.minsplit ParamInt     1   Inf     Inf
15: classif.rpart.surrogatestyle ParamInt     0     1       2
16:   classif.rpart.usesurrogate ParamInt     0     2       3
17:           classif.rpart.xval ParamInt     0   Inf     Inf

We decide to jointly tune the "branch.selection", "classif.rpart.cp" and "classif.rpart.minbucket" hyperparameters:

search_space = ps(
  branch.selection = p_fct(c("impute_missind", "simple_median")),
  classif.rpart.cp = p_dbl(0.001, 0.1),
  classif.rpart.minbucket = p_int(1, 10))

In order to tune the graph, it needs to be converted to a learner:

graph_learner = as_learner(graph)

cv3 = rsmp("cv", folds = 3)

cv3$instantiate(task_pima) # to generate folds for cross validation

instance = tune(
  method = "random_search",
  task = task_pima,
  learner = graph_learner,
  resampling = rsmp("cv", folds = 3),
  measure = msr("classif.ce"),
  search_space = search_space,
  term_evals = 5)

as.data.table(instance$archive, unnest = NULL, exclude_columns = c("x_domain", "uhash", "resample_result"))
   branch.selection classif.rpart.cp classif.rpart.minbucket classif.ce runtime_learners           timestamp batch_nr
1:    simple_median       0.02172886                       2  0.2799479            1.205 2023-01-13 09:52:55        1
2:   impute_missind       0.07525939                       1  0.2760417            1.706 2023-01-13 09:52:55        2
3:   impute_missind       0.09207969                       3  0.2773438            1.692 2023-01-13 09:52:56        3
4:   impute_missind       0.03984117                       6  0.2721354            1.771 2023-01-13 09:52:57        4
5:   impute_missind       0.09872643                       7  0.2773438            1.821 2023-01-13 09:52:58        5
   warnings errors
1:        0      0
2:        0      0
3:        0      0
4:        0      0
5:        0      0

The best performance in this short tuned experiment was achieved with:

instance$result
   branch.selection classif.rpart.cp classif.rpart.minbucket learner_param_vals  x_domain classif.ce
1:   impute_missind       0.03984117                       6          <list[9]> <list[3]>  0.2721354

Conclusion

This post shows ways on how to specify features on which preprocessing steps are to be performed. In addition it shows how to create alternative paths in the learner graph. The preprocessing steps that can be used are not limited to imputation. Check the list of available PipeOp.