Introduction to bcn package

library(bcn)
library(randomForest)
library(pROC)

A few years ago in 2018, I discussed Boosted Configuration (neural) Networks (BCN, for multivariate time series forecasting) in this document. Unlike Stochastic Configuration Networks from which they are inspired, BCNs aren’t randomized. Rather, they are closer to Gradient Boosting Machines and Matching Pursuit algorithms; with base learners being single-layered feedforward neural networks – that are actually optimized at each iteration of the algorithm.

The mathematician that you are has certainly been asking himself questions about the convexity of the problem at line 4, algorithm 1 (in the document). As of July 2022, there are unfortunately no answers to that question. BCNs works well empirically, as we’ll see, and finding the maximum at line 4 of the algorithm is achieved, by default, with R’s stats::nlminb. Other derivative-free optimizers are available in R package bcn.

As it will be shown in this document, BCNs can be used for classification. For this purpose, and as implemented in R package bcn, the response (variable to be explained) containing the classes is one-hot encoded as a matrix of probabilities equal to 0 or 1. Then, the classification technique dealing with a one-hot encoded response matrix is similar to the one presented in this post.

3 toy datasets are used for this basic demo of R package bcn: Iris, Wine, Penguins. For each dataset, hyperparameter tuning has already been done. Repeated 5-fold cross-validation was carried out on 80% of the data, for each dataset, and the accuracy reported in the table below is calculated on the remaining 20% of the data. BCN results are compared to Random Forest’s (with default parameters), in order to verify that BCN results are not absurd – it’s not a competition between Random Forest and BCN here.

The future for R package bcn (in no particular order)?

  • Implement BCN for regression (a continuous response)
  • Improve the speed of execution for high dimensional problems
  • Implement a Python version
Dataset BCN test set Accuracy Random Forest test set accuracy
iris 100% 93.33%
Wine 97.22% 94.44%
Penguins 100% 100%

Content

0 - Installing and loading packages

Installing bcn From Github:

devtools::install_github("Techtonique/bcn")

# Browse the bcn manual pages
help(package = 'bcn')

Installing bcn from R universe:

# Enable repository from techtonique
options(repos = c(
  techtonique = 'https://techtonique.r-universe.dev',
  CRAN = 'https://cloud.r-project.org'))
  
# Download and install bcn in R
install.packages('bcn')

# Browse the bcn manual pages
help(package = 'bcn')

Loading packages:

library(bcn)
library(randomForest)
library(pROC)

1 - iris dataset

data("iris")
head(iris)
#>   Sepal.Length Sepal.Width Petal.Length Petal.Width Species
#> 1          5.1         3.5          1.4         0.2  setosa
#> 2          4.9         3.0          1.4         0.2  setosa
#> 3          4.7         3.2          1.3         0.2  setosa
#> 4          4.6         3.1          1.5         0.2  setosa
#> 5          5.0         3.6          1.4         0.2  setosa
#> 6          5.4         3.9          1.7         0.4  setosa

dim(iris)
#> [1] 150   5

set.seed(1234)
train_idx <- sample(nrow(iris), 0.8 * nrow(iris))
X_train <- as.matrix(iris[train_idx, -ncol(iris)])
X_test <- as.matrix(iris[-train_idx, -ncol(iris)])
y_train <- iris$Species[train_idx]
y_test <- iris$Species[-train_idx]
ptm <- proc.time()
fit_obj <- bcn::bcn(x = X_train, y = y_train, B = 10L, nu = 0.335855,
                    lam = 10**0.7837525, r = 1 - 10**(-5.470031), tol = 10**-7,
                    activation = "tanh", type_optim = "nlminb", show_progress = FALSE)
cat("Elapsed: ", (proc.time() - ptm)[3])
#> Elapsed:  0.044
plot(fit_obj$errors_norm, type='l')

preds <- predict(fit_obj, newx = X_test)

mean(preds == y_test)
#> [1] 1

table(y_test, preds)
#>             preds
#> y_test       setosa versicolor virginica
#>   setosa         13          0         0
#>   versicolor      0          8         0
#>   virginica       0          0         9
rf <- randomForest::randomForest(x = X_train, y = y_train)
mean(predict(rf, newdata=as.matrix(X_test)) == y_test)
#> [1] 0.9333333
print(head(predict(fit_obj, newx = X_test, type='probs')))
#>         setosa versicolor virginica
#> [1,] 0.4027119  0.3244891 0.2727990
#> [2,] 0.4007054  0.3253881 0.2739065
#> [3,] 0.4001550  0.3267424 0.2731026
#> [4,] 0.4075104  0.3197472 0.2727424
#> [5,] 0.4024923  0.3239157 0.2735920
#> [6,] 0.4045309  0.3225004 0.2729687
print(head(predict(rf, newdata=as.matrix(X_test), type='prob')))
#>    setosa versicolor virginica
#> 1   1.000      0.000         0
#> 7   1.000      0.000         0
#> 12  1.000      0.000         0
#> 15  0.946      0.054         0
#> 18  1.000      0.000         0
#> 23  1.000      0.000         0

2- wine dataset

data(wine)
head(wine)
#>   alcohol malic_acid  ash alcalinity_of_ash magnesium total_phenols flavanoids
#> 1   14.23       1.71 2.43              15.6       127          2.80       3.06
#> 2   13.20       1.78 2.14              11.2       100          2.65       2.76
#> 3   13.16       2.36 2.67              18.6       101          2.80       3.24
#> 4   14.37       1.95 2.50              16.8       113          3.85       3.49
#> 5   13.24       2.59 2.87              21.0       118          2.80       2.69
#> 6   14.20       1.76 2.45              15.2       112          3.27       3.39
#>   nonflavanoid_phenols proanthocyanins color_intensity  hue
#> 1                 0.28            2.29            5.64 1.04
#> 2                 0.26            1.28            4.38 1.05
#> 3                 0.30            2.81            5.68 1.03
#> 4                 0.24            2.18            7.80 0.86
#> 5                 0.39            1.82            4.32 1.04
#> 6                 0.34            1.97            6.75 1.05
#>   od280.od315_of_diluted_wines proline target
#> 1                         3.92    1065      1
#> 2                         3.40    1050      1
#> 3                         3.17    1185      1
#> 4                         3.45    1480      1
#> 5                         2.93     735      1
#> 6                         2.85    1450      1

dim(wine)
#> [1] 178  14

set.seed(1234)
train_idx <- sample(nrow(wine), 0.8 * nrow(wine))
X_train <- as.matrix(wine[train_idx, -ncol(wine)])
X_test <- as.matrix(wine[-train_idx, -ncol(wine)])
y_train <- as.factor(wine$target[train_idx])
y_test <- as.factor(wine$target[-train_idx])
ptm <- proc.time()
fit_obj <- bcn::bcn(x = X_train, y = y_train, B = 6L, nu = 0.8715725,
                    lam = 10**0.2143678, r = 1 - 10**(-6.1072786),
                    tol = 10**-4.9605713, show_progress = FALSE)
cat("Elapsed: ", (proc.time() - ptm)[3])
#> Elapsed:  0.087
plot(fit_obj$errors_norm, type='l')

preds <- predict(fit_obj, newx = X_test)

mean(preds == y_test)
#> [1] 0.9722222

table(y_test, preds)
#>       preds
#> y_test  1  2  3
#>      1 14  0  0
#>      2  0 15  1
#>      3  0  0  6
rf <- randomForest::randomForest(x = X_train, y = y_train)
mean(predict(rf, newdata=as.matrix(X_test)) == y_test)
#> [1] 0.9444444
print(head(predict(fit_obj, newx = X_test, type='probs')))
#>              1         2         3
#> [1,] 0.4243481 0.2896224 0.2860294
#> [2,] 0.4007693 0.2951038 0.3041270
#> [3,] 0.4229677 0.2896510 0.2873813
#> [4,] 0.4234005 0.2893843 0.2872152
#> [5,] 0.4200538 0.2880945 0.2918517
#> [6,] 0.4185797 0.2888309 0.2925894
print(head(predict(rf, newdata=as.matrix(X_test), type='prob')))
#>        1     2     3
#> 1  0.998 0.002 0.000
#> 5  0.524 0.400 0.076
#> 12 0.768 0.202 0.030
#> 13 0.918 0.070 0.012
#> 18 0.928 0.058 0.014
#> 31 0.902 0.092 0.006

3 - Penguins dataset

data("penguins")
penguins_ <- as.data.frame(penguins)

replacement <- median(penguins$bill_length_mm, na.rm = TRUE)
penguins_$bill_length_mm[is.na(penguins$bill_length_mm)] <- replacement

replacement <- median(penguins$bill_depth_mm, na.rm = TRUE)
penguins_$bill_depth_mm[is.na(penguins$bill_depth_mm)] <- replacement

replacement <- median(penguins$flipper_length_mm, na.rm = TRUE)
penguins_$flipper_length_mm[is.na(penguins$flipper_length_mm)] <- replacement

replacement <- median(penguins$body_mass_g, na.rm = TRUE)
penguins_$body_mass_g[is.na(penguins$body_mass_g)] <- replacement

# replacing NA's by the most frequent occurence
penguins_$sex[is.na(penguins$sex)] <- "male" # most frequent

print(summary(penguins_))
#>       species          island    bill_length_mm  bill_depth_mm  
#>  Adelie   :152   Biscoe   :168   Min.   :32.10   Min.   :13.10  
#>  Chinstrap: 68   Dream    :124   1st Qu.:39.27   1st Qu.:15.60  
#>  Gentoo   :124   Torgersen: 52   Median :44.45   Median :17.30  
#>                                  Mean   :43.92   Mean   :17.15  
#>                                  3rd Qu.:48.50   3rd Qu.:18.70  
#>                                  Max.   :59.60   Max.   :21.50  
#>  flipper_length_mm  body_mass_g       sex           year     
#>  Min.   :172.0     Min.   :2700   female:165   Min.   :2007  
#>  1st Qu.:190.0     1st Qu.:3550   male  :179   1st Qu.:2007  
#>  Median :197.0     Median :4050                Median :2008  
#>  Mean   :200.9     Mean   :4201                Mean   :2008  
#>  3rd Qu.:213.0     3rd Qu.:4750                3rd Qu.:2009  
#>  Max.   :231.0     Max.   :6300                Max.   :2009
print(sum(is.na(penguins_)))
#> [1] 0

# one-hot encoding for covariates
penguins_mat <- model.matrix(species ~., data=penguins_)[,-1]
penguins_mat <- cbind(penguins_$species, penguins_mat)
penguins_mat <- as.data.frame(penguins_mat)
colnames(penguins_mat)[1] <- "species"

print(head(penguins_mat))
#>   species islandDream islandTorgersen bill_length_mm bill_depth_mm
#> 1       1           0               1          39.10          18.7
#> 2       1           0               1          39.50          17.4
#> 3       1           0               1          40.30          18.0
#> 4       1           0               1          44.45          17.3
#> 5       1           0               1          36.70          19.3
#> 6       1           0               1          39.30          20.6
#>   flipper_length_mm body_mass_g sexmale year
#> 1               181        3750       1 2007
#> 2               186        3800       0 2007
#> 3               195        3250       0 2007
#> 4               197        4050       1 2007
#> 5               193        3450       0 2007
#> 6               190        3650       1 2007
print(tail(penguins_mat))
#>     species islandDream islandTorgersen bill_length_mm bill_depth_mm
#> 339       2           1               0           45.7          17.0
#> 340       2           1               0           55.8          19.8
#> 341       2           1               0           43.5          18.1
#> 342       2           1               0           49.6          18.2
#> 343       2           1               0           50.8          19.0
#> 344       2           1               0           50.2          18.7
#>     flipper_length_mm body_mass_g sexmale year
#> 339               195        3650       0 2009
#> 340               207        4000       1 2009
#> 341               202        3400       0 2009
#> 342               193        3775       1 2009
#> 343               210        4100       1 2009
#> 344               198        3775       0 2009

y <- as.integer(penguins_mat$species)
X <- as.matrix(penguins_mat[,2:ncol(penguins_mat)])

n <- nrow(X)
p <- ncol(X)

set.seed(1234)
index_train <- sample(1:n, size=floor(0.8*n))
X_train <- X[index_train, ]
y_train <- factor(y[index_train])
X_test <- X[-index_train, ]
y_test <- factor(y[-index_train])
ptm <- proc.time()
fit_obj <- bcn::bcn(x = X_train, y = y_train, B = 23, nu = 0.470043,
                    lam = 10**-0.05766029, r = 1 - 10**(-7.905866), tol = 10**-7, 
                    show_progress = FALSE)
cat("Elapsed: ", (proc.time() - ptm)[3])
#> Elapsed:  0.148
plot(fit_obj$errors_norm, type='l')

preds <- predict(fit_obj, newx = X_test)

mean(preds == y_test)
#> [1] 1

table(y_test, preds)
#>       preds
#> y_test  1  2  3
#>      1 24  0  0
#>      2  0 13  0
#>      3  0  0 32
rf <- randomForest::randomForest(x = X_train, y = y_train)
mean(predict(rf, newdata=as.matrix(X_test)) == y_test)
#> [1] 1
print(head(predict(fit_obj, newx = X_test, type='probs')))
#>              1         2         3
#> [1,] 0.4354771 0.2811665 0.2833565
#> [2,] 0.3977326 0.3181369 0.2841305
#> [3,] 0.4327560 0.2715548 0.2956892
#> [4,] 0.4290288 0.2839554 0.2870158
#> [5,] 0.4298022 0.2811012 0.2890967
#> [6,] 0.4202598 0.2917779 0.2879623
print(head(predict(rf, newdata=as.matrix(X_test), type='prob')))
#>        1     2     3
#> 1  0.998 0.000 0.002
#> 3  0.992 0.008 0.000
#> 8  0.966 0.000 0.034
#> 11 0.990 0.004 0.006
#> 16 1.000 0.000 0.000
#> 18 0.946 0.018 0.036