R: Plot effect estimates of boosting models

plot {mboost} | R Documentation

## Plot effect estimates of boosting models

### Description

Plot coefficient plots for `glmboost` models and partial effect plots for all other `mboost` models.

### Usage

    ## S3 method for class 'glmboost'
    plot(x, main = deparse(x$call), col = NULL,
         off2int = FALSE, ...)

    ## S3 method for class 'mboost'
    plot(x, which = NULL, newdata = NULL,
         type = "b", rug = TRUE, rugcol = "black",
         ylim = NULL, xlab = NULL, ylab = expression(f[partial]),
         add = FALSE, ...)

    ## S3 method for class 'mboost'
    lines(x, which = NULL, type = "l", rug = FALSE, ...)

### Arguments

`x` | object of class `glmboost` or an object inheriting from `mboost` for plotting.
`main` | a title for the plot.
`col` | (a vector of) colors for plotting the lines representing the coefficient paths.
`off2int` | logical indicating whether the offset should be added to the intercept (if there is any) or if the offset is neglected for plotting (default).
`which` | a subset of base-learners used for plotting. If `which` is given (as an integer vector or characters corresponding to base-learners) only the corresponding partial effect plots are depicted. Per default all selected base-learners are plotted.
`newdata` | optionally, a data frame in which to look for variables with which to make predictions that are then plotted. This is especially useful if the data that was used to fit the model shows some larger gaps as effect plots are linearly interpolated between observations. For an example using `newdata` see below.
`type` | character string giving the type of plot desired. Per default, points and lines are plotted (`"b"`). Other useful options are points (`"p"`) or lines (`"l"`). See `plot.default` for details.
`rug` | logical. Should a rug be added to the x-axis?
`rugcol` | color for the rug.
`ylim` | the y limits of the plot.
`xlab` | a label for the x axis.
`ylab` | a label for the y axis.
`add` | logical. Should the plot be added to the previous plot?
`...` | Additional arguments to the `plot` functions. E.g. one can specify the x limits `xlim` or the color of the plot using `col`.

### Details

The coefficient paths for `glmboost` models show how the coefficient estimates evolve with increasing `mstop`. Each line represents one parameter estimate. Parameter estimates are only depicted when they they are selected at any time in the boosting model. Parameters that are not selected are droped from the figure (see example).

Models specified with `gamboost` or `mboost` are plotted as partial effects. Only the effect of the current bossting iteration is depicted instead of the coefficient paths as for linear models. The function `lines` is just a wrapper to `plot(... , add = TRUE)` where per default the effect is plotted as line and the `rug` is set to `FALSE`.

Spatial effects can be also plotted using the function `plot` for mboost models (using `lattice` graphics). More complex effects reuquire manual plotting: One needs to predict the effects on a disired grid and plot the effect estimates.

### Value

A plot of the fitted model.

### References

Benjamin Hofner, Andreas Mayr, Nikolay Robinzonov and Matthias Schmid (2014). Model-based Boosting in R: A Hands-on Tutorial Using the R Package mboost. Computational Statistics, 29, 3–35.
http://dx.doi.org/10.1007/s00180-012-0382-5

### See Also

`mboost_methods` for further methods.

### Examples

    ### a simple example: cars data with one random variable
    set.seed(1234)
    cars$z <- rnorm(50)

    ########################################
    ## Plot linear models
    ########################################

    ## fit a linear model
    cars.lm <- glmboost(dist ~ speed + z, data = cars)

    ## plot coefficient paths of glmboost
    par(mfrow = c(3, 1), mar = c(4, 4, 4, 8))
    plot(cars.lm,
         main = "Coefficient paths (offset not included)")
    plot(cars.lm, off2int = TRUE,
         main = "Coefficient paths (offset included in intercept)")

    ## plot coefficient paths only for the first 15 steps,
    ## i.e., bevore z is selected
    mstop(cars.lm) <- 15
    plot(cars.lm, off2int = TRUE, main = "z is not yet selected")

    ########################################
    ## Plot additive models; basics
    ########################################

    ## fit an additive model
    cars.gam <- gamboost(dist ~ speed + z, data = cars)

    ## plot effects
    par(mfrow = c(1, 2), mar = c(4, 4, 0.1, 0.1))
    plot(cars.gam)

    ## use same y-lims
    plot(cars.gam, ylim = c(-50, 50))

    ## plot only the effect of speed
    plot(cars.gam, which = "speed")
    ## as partial matching is used we could also use
    plot(cars.gam, which = "sp")

    ########################################
    ## More complex plots
    ########################################

    ## Let us use more boosting iterations and compare the effects.

    ## We change the plot type and plot both effects in one figure:
    par(mfrow = c(1, 1), mar = c(4, 4, 4, 0.1))
    mstop(cars.gam) <- 100
    plot(cars.gam, which = 1, col = "red", type = "l", rug = FALSE,
         main = "Compare effect for various models")

    ## Now the same model with 1000 iterations
    mstop(cars.gam) <- 1000
    lines(cars.gam, which = 1, col = "grey", lty = "dotted")

    ## There are some gaps in the data. Use newdata to get a smoother curve:
    newdata <- data.frame(speed = seq(min(cars$speed), max(cars$speed),
                                      length = 200))
    lines(cars.gam, which = 1, col = "grey", lty = "dashed",
          newdata = newdata)

    ## The model with 1000 steps seems to overfit the data.
    ## Usually one should use e.g. cross-validation to tune the model.

    ## Finally we refit the model using linear effects as comparison
    cars.glm <- gamboost(dist ~ speed + z, baselearner = bols, data = cars)
    lines(cars.glm, which = 1, col = "black")
    ## We see that all effects are more or less linear.

    ## Add a legend
    legend("topleft", title = "Model",
           legend = c("... with mstop = 100", "... with mstop = 1000",
             "... with linear effects"),
           lty = c("solid", "dashed", "solid"),
           col = c("red", "grey", "black"))

[Package mboost version 2.9-2 Index]