# Ensemble Learning with Cubist Model

March 20, 2015
By

(This article was first published on Yet Another Blog in Statistical Computing » S+/R, and kindly contributed to R-bloggers)

The tree-based Cubist model can be easily used to develop an ensemble classifier with a scheme called “committees”. The concept of “committees” is similar to the one of “boosting” by developing a series of trees sequentially with adjusted weights. However, the final prediction is the simple average of predictions from all “committee” members, an idea more close to “bagging”.

Below is a demonstration showing how to use the train() function in the caret package to select the optimal number of “committees” in the ensemble model with cubist, e.g. 100 in the example. As shown, the ensemble model is able to outperform the standalone model by ~4% in a separate testing dataset.

```data(Boston, package = "MASS")
X <- Boston[, 1:13]
Y <- log(Boston[, 14])

# SAMPLE THE DATA
set.seed(2015)
rows <- sample(1:nrow(Boston), nrow(Boston) - 100)
X1 <- X[rows, ]
X2 <- X[-rows, ]
Y1 <- Y[rows]
Y2 <- Y[-rows]

pkgs <- c('doMC', 'Cubist', 'caret')
lapply(pkgs, require, character.only = T)
registerDoMC(core = 7)

# TRAIN A STANDALONE MODEL FOR COMPARISON
mdl1 <- cubist(x = X1, y = Y1, control = cubistControl(unbiased = TRUE,  label = "log_medv", seed = 2015))
print(cor(Y2, predict(mdl1, newdata = X2) ^ 2))
# [1] 0.923393

# SEARCH FOR THE OPTIMIAL NUMBER OF COMMITEES
test <- train(x = X1, y = Y1, "cubist", tuneGrid = expand.grid(.committees = seq(10, 100, 10), .neighbors = 0), trControl = trainControl(method = 'cv'))
print(test)
# OUTPUT SHOWING A HIGHEST R^2 WHEN # OF COMMITEES = 100
#  committees  RMSE       Rsquared   RMSE SD     Rsquared SD
#   10         0.1607422  0.8548458  0.04166821  0.07783100
#   20         0.1564213  0.8617020  0.04223616  0.07858360
#   30         0.1560715  0.8619450  0.04015586  0.07534421
#   40         0.1562329  0.8621699  0.03904749  0.07301656
#   50         0.1563900  0.8612108  0.03904703  0.07342892
#   60         0.1558986  0.8620672  0.03819357  0.07138955
#   70         0.1553652  0.8631393  0.03849417  0.07173025
#   80         0.1552432  0.8629853  0.03887986  0.07254633
#   90         0.1548292  0.8637903  0.03880407  0.07182265
#  100         0.1547612  0.8638320  0.03953242  0.07354575

mdl2 <- cubist(x = X1, y = Y1, committees = 100, control = cubistControl(unbiased = TRUE,  label = "log_medv", seed = 2015))
print(cor(Y2, predict(mdl2, newdata = X2) ^ 2))
# [1] 0.9589031
```

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