PhysicalActivityandStrokeOutcome/1 PA Decline/archive/generation_1/regularisation_steps.R

## ItMLiHSmar2022
## regularisation_steps.R, child script
## Regularised model building and analysation for assignment
## Andreas Gammelgaard Damsbo, agdamsbo@clin.au.dk
## 
## Now modified to use in publication
## 

## ====================================================================
## Step 0: data import and wrangling
## ====================================================================

setwd("/Users/au301842/PhysicalActivityandStrokeOutcome/1 PA Decline/")

# source("data_format.R")
y1<-factor(as.integer(y)-1) ## Outcome is required to be factor of 0 or 1.


## ====================================================================
## Step 1: settings
## ====================================================================

## Folds
K=10
set.seed(3)
c<-caret::createFolds(y=y, 
                      k = K, 
                      list = FALSE, 
                      returnTrain = TRUE) # Foldids for alpha tuning

## Defining tuning parameters
lambdas=2^seq(-10, 5, 1)
alphas<-seq(0,1,.1)

## Weights for models
weighted=TRUE
if (weighted == TRUE) {
  wght<-as.vector(1 - (table(y)[y] / length(y)))
} else {
  wght <- rep(1, nrow(y))
}


## Standardise numeric
## Centered and 



## ====================================================================
## Step 2: all cross validations for each alpha
## ====================================================================

library(furrr)
library(purrr)
library(doMC)
registerDoMC(cores=6)

# Nested CVs with analysis for all lambdas for each alpha
# 
set.seed(3)
cvs <- future_map(alphas, function(a){
  cv.glmnet(model.matrix(~.-1,X),
            y1,
            weights = wght,
            lambda=lambdas, 
            type.measure = "deviance", # This is standard measure and recommended for tuning
            foldid = c, # Per recommendation the folds are kept for alpha optimisation
            alpha=a,
            standardize=TRUE,
            family=quasibinomial,
            keep=TRUE) # Same as binomial, but not as picky
})

## ====================================================================
# Step 3: optimum lambda for each alpha
## ====================================================================


# For each alpha, lambda is chosen for the lowest meassure (deviance)
each_alpha <- sapply(seq_along(alphas), function(id) {
  each_cv <- cvs[[id]]
  alpha_val <- alphas[id]
  index_lmin <- match(each_cv$lambda.min, 
                      each_cv$lambda)
  c(lamb = each_cv$lambda.min, 
    alph = alpha_val,
    cvm = each_cv$cvm[index_lmin])
})

# Best lambda
best_lamb <- min(each_alpha["lamb", ])

# Alpha is chosen for best lambda with lowest model deviance, each_alpha["cvm",]
best_alph <- each_alpha["alph",][each_alpha["cvm",]==min(each_alpha["cvm",]
                                                         [each_alpha["lamb",] %in% best_lamb])]

## https://stackoverflow.com/questions/42007313/plot-an-roc-curve-in-r-with-ggplot2
p_roc<-roc.glmnet(cvs[[1]]$fit.preval, newy = y)[[match(best_alph,alphas)]]|> # Plots performance from model with best alpha
  ggplot(aes(FPR,TPR)) + 
  geom_step() +
  coord_cartesian(xlim=c(0,1), ylim=c(0,1)) +
  geom_abline()+
  theme_bw()

## ====================================================================
# Step 4: Creating the final model
## ====================================================================

source("regular_fun.R") # Custom function
optimised_model<-regular_fun(X,y1,K,lambdas=best_lamb,alpha=best_alph) 
# With lambda and alpha specified, the function is just a k-fold cross-validation wrapper, 
# but keeps model performance figures from each fold.

list2env(optimised_model,.GlobalEnv)
# Function outputs a list, which is unwrapped to Env.
# See source script for reference.

## ====================================================================
# Step 5: creating table of coefficients for inference
## ====================================================================

Bmatrix<-matrix(unlist(B),ncol=10)
Bmedian<-apply(Bmatrix,1,median)
Bmean<-apply(Bmatrix,1,mean)

reg_coef_tbl<-tibble(
  name = c("Intercept",Hmisc::label(X)),
  medianX = round(Bmedian,5),
  ORmed = round(exp(Bmedian),5),
  meanX = round(Bmean,5),
  ORmea = round(exp(Bmean),5))%>%
  # arrange(desc(abs(medianX)))%>%
  gt()

reg_coef_tbl

## ====================================================================
# Step 6: plotting predictive performance
## ====================================================================

reg_cfm<-confusionMatrix(cMatTest)
reg_auc_sum<-summary(auc_test[,1])