Reputation: 153
So I need to do Principle Component Regression with cross validation and I could not find a package in Python that would do so. I wrote my own PCR class but when tested against R's pls package it performs significantly worse and is much slower on high dimensional data (~50000 features) which I am still not sure why but that is another question. Because all of my other code is in python, and in the interest of saving time I decided the best way might just be able to write an R function that utilizes the PLS package in R. Here is the function:
R_pls <-function(X_train,y_train,X_test){
library(pls)
X<-as.matrix(X_train)
y<-as.matrix(y_train)
tdata<-data.frame(y,X=I(X))
REGmodel <- pcr(y~X,scale=FALSE,data=tdata,validation="CV")
B<-RMSEP(REGmodel)
C<-B[[1]]
q<-length(C)
degs<-c(1:q)
allvals<-C[degs%%2==0]
allvals<-allvals[-1]
comps<-which.min(allvals)
xt<-as.matrix(X_test)
ndata<-data.frame(X=I(xt))
ypred_test<-as.data.frame(predict(REGmodel,ncomp=comps,newdata=ndata,se.fit=TRUE))
ntdata<-data.frame(X=I(X))
ypred_train<-as.data.frame(predict(REGmodel,ncomp=comps,newdata=ntdata,se.fit=TRUE))
data_out=list(ypred_test=ypred_test,ypred_train=ypred_train)
return(data_)
}
So I have found a good amount of information on how to access R built in functions but cannot really find anything for this situation. So I tied the following:
import rpy2.robjects as ro
prs=ro('R_pls')
where R_pls is the R function above. This produces
TypeError: 'module' object is not callable.
Any idea how I might get this to work or I am open to suggestions if there might be a better method.
Thanks
Upvotes: 4
Views: 1757
Reputation: 107587
Consider importing the abitrary R user-defined function as a package with rpy2's SignatureTranslatedAnonymousPackage (STAP):
from rpy2.robjects.numpy2ri import numpy2ri, pandas2ri
from rpy2.robjects.packages import STAP
# for rpy2 < 2.6.1
# from rpy2.robjects.packages import SignatureTranslatedAnonymousPackage as STAP
r_fct_string = """
R_pls <- function(X_train, y_train, X_test){
library(pls)
X <- as.matrix(X_train)
y <- as.matrix(y_train)
xt <- as.matrix(X_test)
tdata <- data.frame(y,X=I(X))
REGmodel <- pls::pcr(y~X,scale=FALSE,data=tdata,validation="CV")
B <- RMSEP(REGmodel)
C <- B[[1]]
q <- length(C)
degs <- c(1:q)
allvals <- C[degs%%2==0]
allvals <- allvals[-1]
comps <- which.min(allvals)
ndata <- data.frame(X=I(xt))
ypred_test <- as.data.frame(predict(REGmodel,ncomp=comps,newdata=ndata,se.fit=TRUE))
ntdata <- data.frame(X=I(X))
ypred_train <- as.data.frame(predict(REGmodel,ncomp=comps,newdata=ntdata,se.fit=TRUE))
data_out <- list(ypred_test=ypred_test, ypred_train=ypred_train)
return(data_out)
}
"""
r_pkg = STAP(r_fct_string, "r_pkg")
# CONVERT PYTHON NUMPY MATRICES TO R OBJECTS
r_X_train, r_y_train, r_X_test = map(numpy2ri, py_X_train, py_y_train, py_X_test)
# PASS R OBJECTS INTO FUNCTION (WILL NEED TO EXTRACT DFs FROM RESULT)
p_res = r_pkg.R_pls(r_X_train, r_y_train, r_X_test)
Alternatively, you can source the function as @agstudy shows here if function is saved in a separate .R script then call it like any Python function.
import rpy2.robjects as ro
robjects.r('''source('my_R_pls_func.r')''')
r_pls = ro.globalenv['R_pls']
# CONVERT PYTHON NUMPY MATRICES TO R OBJECTS
r_X_train, r_y_train, r_X_test = map(numpy2ri, py_X_train, py_y_train, py_X_test)
# PASS R OBJECTS INTO FUNCTION (WILL NEED TO EXTRACT DFs FROM RESULT)
p_res = r_pls(r_X_train, r_y_train, r_X_test)
Upvotes: 5