One final tree using more options
In this exercise, you will use some final arguments that were discussed in the video. Some specifications in the rpart.control()-function will be changed, and some weights will be included using the weights argument in rpart(). The vector case_weights has been constructed for you and is loaded in your workspace. This vector contains weights of 1 for the non-defaults in the training set, and weights of 3 for defaults in the training sets. By specifying higher weights for default, the model will assign higher importance to classifying defaults correctly.
Bu egzersiz
Credit Risk Modeling in R
kursunun bir parçasıdırEgzersiz talimatları
- Set a seed of 345.
- Add to the provided code by passing
case_weightsto theweightsargument of `rpart(). - Change the minimum number of splits that are allowed in a node to 5, and the minimum number of observations allowed in leaf nodes to 2 by using the arguments
minsplitandminbucketinrpart.controlrespectively. - Use function plotcp() to investigate where the cross-validated error rate can be minimized.
- Use
which.min()to identify the row with the minimum"xerror"intree_weights$cp. Assign this toindex. - Use the provided code to select the
cpfor which the crossvalidated error is minimized - Prune the tree using the complexity parameter where the cross-validated error rate is minimized. Store the pruned tree in
ptree_weights. - Plot the pruned tree using function
prp(). Include a second argumentextraand set it equal to 1.
Uygulamalı interaktif egzersiz
Bu örnek kodu tamamlayarak bu egzersizi bitirin.
# set a seed and run the code to obtain a tree using weights, minsplit and minbucket
set.seed(345)
tree_weights <- rpart(loan_status ~ ., method = "class",
data = training_set,
control = rpart.control(minsplit = ___, minbucket = ___, cp = 0.001))
# Plot the cross-validated error rate for a changing cp
# Create an index for of the row with the minimum xerror
index <- which.min(___$___[ , "xerror"])
# Create tree_min
tree_min <- tree_weights$cp[index, "CP"]
# Prune the tree using tree_min
# Plot the pruned tree using the rpart.plot()-package