CODEWITHSUNDEEP
rmachine-learningconfusion-matrixglmnet
Maryam Gh
Maryam Gh

Reputation: 39

How do you obtain confusion matrix for glmnet Multinomial logistic regression?

I fit the Multinomial logistic regression model and I'd like to obtain confusion matrix to obtain the accuracy

library("glmnet")
x=data.matrix(train[-1])
y= data.matrix(train[1])
x_test=data.matrix(test[-1])
y_test=unlist(test[1])

fit.glm=glmnet(x,y,family="multinomial",alpha = 1, type.multinomial = "grouped")
cvfit=cv.glmnet(x, y, family="multinomial", type.multinomial = "grouped", parallel = TRUE)
y_predict=unlist(predict(cvfit, newx = x_test, s = "lambda.min", type = "class"))

and then to calculate confusion matrix I use caret library

library("lattice")
library("ggplot2")
library("caret")
confusionMatrix(data=y_predict,reference=y_test)

I am getting this error which I do not know how to solve that

Error in confusionMatrix.default(data = y_predict, reference = y_test) : The data must contain some levels that overlap the reference.

I just post the str of y_predict and y_test. They might be helpful

str(y_predict)
 chr [1:301, 1] "6" "2" "7" "9" "3" "2" "3" "6" "6" "8" "6" "5" "6" ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr "1"

str(y_test)
 Factor w/ 10 levels "accessory","activation",..: 6 8 2 9 3 2 3 5 10 8 ...
 - attr(*, "names")= chr [1:301] "category1" "category2" "category3" "category4" ...

I use unlist to avoid getting this error Error: x must be atomic for 'sort.list'

Upvotes: 3

Views: 1984

Answers (1)

StupidWolf
StupidWolf

Reputation: 46968

It would make sense to keep track of your labels, and use that to convert the results from glmnet back to labels, and apply the confusion matrix. I use the iris dataset which has 3 labels:

idx = sample(nrow(iris),100)
train = iris[idx,]
test = iris[-idx,]

We convert the response into a numeric:

x = data.matrix(train[,-5])
y = as.numeric(train[,5]) - 1
x_test = data.matrix(test[,-5])
y_test = as.numeric(test[,5]) - 1

Fit, a bit different here, we get back the probabilities:

cvfit=cv.glmnet(x, y, family="multinomial")
y_predict=predict(cvfit, newx = x_test, s = "lambda.min", type = "response")

In this example, the response is the column Species, in yours it will be test[,1] :

ref_labels = test$Species
pred_labels = levels(test$Species)[max.col(y_predict[,,1])]

caret::confusionMatrix(table(pred_labels,ref_labels))
Confusion Matrix and Statistics

            ref_labels
pred_labels  setosa versicolor virginica
  setosa         20          0         0
  versicolor      0         12         0
  virginica       0          0        18

Upvotes: 0

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