In this tutorial, we will learn about classification and logistic regression with tidymodels. We will be using the heart_disease and employee_data data sets to demonstrate concepts in this tutorial.

The heart_disease data contains demographics and outcomes of various medical tests for patients in a heart disease study. The variable of interest in this data is heart_disease and it indicates whether a patient was diagnosed with heart disease (Yes or No).

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The code below will load the required packages and data sets for this tutorial.

library(tidyverse)
library(tidymodels)
library(vip)

# Heart disease data
select(heart_disease, age, chest_pain, max_heart_rate, resting_blood_pressure)

# View heart disease data
heart_df

# Introduction to Logistic Regression

In logistic regression, we are estimating the probability that our Bernoulli response variable is equal to the Positive class.

In classification, the event we are interested in predicting, such as heart_disease = 'Yes' in our heart disease example, is known as the Postive event. Whereas the remaining event, heart_disease = 'No', is the Negative event.

In our course tutorials, we will follow the model fitting process that is expected to be followed on the course analytics project. When fitting a classification model, whether logistic regression or a different type of algorithm, we will take the following steps:

• Split the data into a training and test set
• Specify a feature engineering pipeline with the recipes package
• Specify a parsnip model object
• Package your recipe and model into a workflow
• Fit your workflow to the training data
• If your model has hyperparameters, perform hyperparameter tuning - this will be covered next week
• Evaluate model performance on the test set by studying the confusion matrix, ROC curve, and other performance metrics

Let’s demonstrate this process using logistic regression and the heart_df data.

## Data Splitting

The first step in modeling is to split our data into a training and test set. In the classification setting, we must also make sure that the response variable in our data set is a factor.

By default, tidymodels maps the first level of a factor to the Positive class while calculating performance metrics. Therefore, before we split our data and proceed to modeling, we need to make sure that the event we are trying to predict is the first level of our response variable.

For the heart_df data, the event we are interested in predicting is heart_disease = 'Yes'. We can use the levels() function to check the current ordering of the levels of the heart_disease variable.

levels(heart_df$heart_disease) [1] "yes" "no"  Since ‘yes’ is the first level, we don’t need to take an further steps and can proceed to splitting our data. In the code below, we use the initial_split() function from rsample to create our training and testing data using the heart_df data. ## Always remember to set your seed ## Add an integer to the argument of set.seed() set.seed(345) heart_split <- initial_split(heart_df, prop = 0.75, strata = heart_disease) heart_training <- heart_split %>% training() heart_test <- heart_split %>% testing() ## Feature Engineering The next step in the modeling process is to define our feature engineering steps. In the code below, we process our numeric predictors by removing skewness and normalizing, and create dummy variables from our chest_pain predictor. When creating a feature engineering pipeline, it’s important to exclude prep() and bake() because these will be implemented automatically in our workflow that is created at a later stage heart_recipe <- recipe(heart_disease ~ ., data = heart_training) %>% step_YeoJohnson(all_numeric(), -all_outcomes()) %>% step_normalize(all_numeric(), -all_outcomes()) %>% step_dummy(all_nominal(), -all_outcomes()) However, it is always good practice to check that the feature engineering recipe is doing what we expect. The code below processes our training data with prep() and bake() so that we can have a look at the results. heart_recipe %>% prep() %>% bake(new_data = heart_training) ## Model Specification Next, we define our logistic regression model object. In this case, we use the logistic_reg() function from parsnip. Our engine is glm and our mode is classification. logistic_model <- logistic_reg() %>% set_engine('glm') %>% set_mode('classification') ## Create a Workflow Now we can combine our model object and recipe into a single workflow object using the workflow() function. heart_wf <- workflow() %>% add_model(logistic_model) %>% add_recipe(heart_recipe) ## Fit the Model Next we fit our workflow to the training data. This is done by passing our workflow object to the fit() function heart_logistic_fit <- heart_wf %>% fit(data = heart_training) ### Exploring our Trained Model Once we have trained our logistic regression model on our training data, we can optionally study variable importance with the vip() function. The first step is to extract the trained model from our workflow fit, heart_logistic_fit. This can be done by passing heart_logistic_fit to the pull_workflow_fit() function. heart_trained_model <- heart_logistic_fit %>% pull_workflow_fit() ### Variable Importance Next we pass heart_trained_model to the vip() function. This will return a ggplot object with the variable importance scores from our model. The importance scores are based on the z-statistics associated with each predictor. We see from the results below, that asymptomatic chest pain, maximum heart rate, and resting blood pressure, are the most important predictors of heart disease from our data set. vip(heart_trained_model) ## Evaluate Performance The next step in the modeling process is to assess the accuracy of our model on new data. This is done by obtaining predictions on our test data set with our trained model object, heart_logistic_fit. Before we can do this, we create a results data frame with the following data: • The true response values from our test set • The predicted response category for each row of our test data • The estimated probabilities for each response category All of this data can be put together using the predict() function. ### Predicted Categories To obtain the predicted category for each row in our test set, we pass the heart_logistic_fit object to the predict function and specify new_data = heart_test. We will get a data frame with a column named .pred_class which has the predicted category (yes/no) for each row of our test data set. predictions_categories <- predict(heart_logistic_fit, new_data = heart_test) predictions_categories Next we need to obtain the estimated probabilities for each category of our response variable. This is done with the same code as above but with the additional argument, type = ‘prob’) In this case we get a data frame with the following columns, .pred_yes and .pred_no. The tidymodels package will always use the following convention for naming these columns .pred_level_of_factor_in_response_variable predictions_probabilities <- predict(heart_logistic_fit, new_data = heart_test, type = 'prob') predictions_probabilities The final step is to combine the results from above with the true response variable values in our test data set. # Combine test_results <- heart_test %>% select(heart_disease) %>% bind_cols(predictions_categories) %>% bind_cols(predictions_probabilities) test_results ### Exploring Performance Metrics The yardstick package from tidymodels has a number of functions for calculating performance metrics on the results of a machine learning algorithm. Important function from this package include conf_mat(), f_meas(), roc_curve(), roc_auc() All of these functions take a data frame with the structure of our test_results as the first argument. The input data frame must contain the three pieces of information mentioned at the beginning of this section: • The true response values from our test set • The predicted response category for each row of our test data • The estimated probabilities for each response category #### Confusion Matrix The first result to explore is usually the confusion matrix. The conf_mat() function will produce one for us. It takes the following important arguments: • data - the first argument is a data frame with model results (usually on the test set) • truth - a factor column with the true response categories • estimate - a factor column with the predicted response categories The results of this function are a confusion matrix with the predicted categories in the rows and true categories in the columns. By default, all yardstick functions map the first level of the response variable to the positive class. The conf_mat() function orders the output by displaying the positive class first in both the rows and columns. Form the results below, we have 58 correct predictions on our test data set. Since we have 75 rows in our test data, this gives us an accuracy of 77%. We have 9 false positives (we predicted the positive class (‘yes’) but the truth was ‘no’) and 8 false negatives. conf_mat(test_results, truth = heart_disease, estimate = .pred_class)  Truth Prediction yes no yes 26 9 no 8 32 #### F1 Score The F1 score is a performance metric that equally balances our false positive and false negative mistakes. The range of an F1 score is from 0 (worst) to 1 (best). The f_meas() function from yardstick is used to calculate this metric. It takes the same arguments as conf_mat(). From the results below, we have an F1 score 0.75 on our test data results. f_meas(test_results, truth = heart_disease, estimate = .pred_class) #### ROC Curve The ROC curve is a way to visualize the performance of any classification model. The plot includes the sensitivity on the y-axis and (1 - specificity on the x-axis for all possible probability cut-off values. The default probability cut-off value used by classification models is 0.5. But changing this can guard against either false positives or false negatives. The ROC curve plots all of this information in one plot. What to for: the best ROC curve is as close as possible to the point (0, 1) that is at the top left corner of the plot. The closer the ROC curve is to that point throughout the entire range, the better the classification model. The dashed line through the middle of the graph represents a model that is just guessing at random. The first step in creating an ROC curve is to pass our results data frame to the roc_curve() function. This function takes a data frame with model results, the truth, and estimate columns to produce a data frame with the specificy and sensitivity for all probability thresholds. roc_curve(test_results, truth = heart_disease, estimate = .pred_yes) To plot this data, we simply pass the results of roc_curve() to the autoplot() function. roc_curve(test_results, truth = heart_disease, estimate = .pred_yes) %>% autoplot() #### Area Under the ROC Curve Another important performance metric is the area under the ROC curve. This metric can be loosely interpreted as a letter grade. In terms of model performance, an area under the ROC value between 0.9 - 1 indicates an “A”, 0.8 - 0.9 a “B”, and so forth. Anything below a 0.6 is an “F” and indicates poor model performance. To calculate the area under the ROC curve, we use the roc_auc(). This function takes the results data frame as the first argument, the truth column as the second argument, and the column of estimated probabilities for the positive class as the third argument. From our results below, our model gets a “B”. roc_auc(test_results, truth = heart_disease, .pred_yes) #### Creating Custom Metric Sets It is also possible to create a custom metric set using the metric_set() function. This function takes yardstick function names as arguments and returns a new function that we can use to calculate that set of metrics. In the code below we create a new function, my_metrics() that will calculate the accuracy and F1 from my results data frame. my_metrics <- metric_set(accuracy, f_meas) my_metrics(test_results, truth = heart_disease, estimate = .pred_class) ## Automating the Process Just like with linear regression, we can automate the process of fitting a logistic regression model by using the last_fit() function. This will automatically give use the predictions and metrics on our test data set. In the example below, we will fit the same model as above, but with last_fit() instead of fit(). The last_fit() function takes a workflow object as the first argument and a data split object as the second. It will trained the model on the training data and provide predictions and calculate metrics on the test set. last_fit_model <- heart_wf %>% last_fit(split = heart_split) To obtain the metrics on the test set (accuracy and roc_auc by default) we use collect_metrics(). last_fit_model %>% collect_metrics() We can also obtain a data frame with test set results by using the collect_predictions() function. last_fit_results <- last_fit_model %>% collect_predictions() last_fit_results We can use this data frame to make an ROC plot by using roc_curve() and autoplot(). last_fit_results %>% roc_curve(truth = heart_disease, estimate = .pred_yes) %>% autoplot() # Predicting Employee Attrition Let’s go through one more example of fitting a logistic regression. This time we will predict whether employees will leave a company or not using the employee_data data frame. ## Data Splitting In this case, our event of interest is left_company == 'Yes'. This is what we would like to map to the positive class when calculating our performance metrics. The code below shows that we need to recode the left_company column so that ‘Yes’ is the first level of the factor. levels(employee_data$left_company)
[1] "No"  "Yes"

The code below reorders the levels of the left_company using the factor() function. We just add ‘Yes’ as the first level in the levels argument.

employee_data <- employee_data %>%
mutate(left_company = factor(left_company,
levels = c('Yes', 'No')))

levels(employee_data\$left_company)
[1] "Yes" "No" 

Now we can proceed to split our data with initial_split().

set.seed(314)

employee_split <- initial_split(employee_data, prop = 0.75,
strata = left_company)

employee_training <- employee_split %>% training()

employee_test <- employee_split %>% testing()

## Feature Engineering

Next we create our feature engineering pipeline. In this case, we will perform the same steps as our prior feature engineering:

• Remove skewness from numeric predictors
• Normalize all numeric predictors
• Create dummy variables for all nominal predictors

employee_recipe <- recipe(left_company ~ ., data = employee_training) %>%
step_YeoJohnson(all_numeric(), -all_outcomes()) %>%
step_normalize(all_numeric(), -all_outcomes()) %>%
step_dummy(all_nominal(), -all_outcomes())

Let’s check to see if the feature engineering steps have been carried out correctly.

employee_recipe %>%
prep() %>%
bake(new_data = employee_training)

## Model Specification

In this case, we will be using the same model object as before, logistic_model.

## Create a Workflow

employee_wf <- workflow() %>%
add_recipe(employee_recipe)

## Train and Evaluate With last_fit()

Finally we will train our model and estimate performance on our test data set using the last_fit() function.

last_fit_employee <- employee_wf %>%
last_fit(split = employee_split)

To obtain the metrics on the test set (accuracy and roc_auc by default) we use collect_metrics(). Based on area under the ROC curve, our model has an “A+”.

last_fit_employee %>% collect_metrics()

We can also obtain a data frame with test set results by using the collect_predictions() function. Notice that that our column with estimated probabilities for the positive class (‘Yes’ in our factor left_company) is now named .pred_Yes’.

last_fit_employee <- last_fit_employee %>%
collect_predictions()

last_fit_employee

We can use this data frame to make an ROC plot by using roc_curve() and autoplot().

last_fit_employee %>%
roc_curve(truth = left_company, estimate = .pred_Yes) %>%
autoplot()`