Kaggle has a competition to predict who will die on the famous Titanic ‘Machine Learning from Disaster”. It is placed as knowledge competition. Just up there to learn. I am late to the party, it has been been for 1 1/2 year, to end by end 2015. It is a small data set, hence interesting to learn from. It is also a competition with a number of entries which have perfect predictions.
Just for fun, I have been trying to see what I would achieve with simple attempt with randomforest. For those in the competition, this randomforest got me 0.74163, placing me 2781 out of 3064 entries. An acceptable spot, since this is using off the shelf approach. An improvement may follow in a subsequent post.

Data

Data downloaded from Kaggle. It is real world data, hence has the odd missing (in passenger age) and a number of columns with messy data, which might be employed to create additional variables. For the purpose of validation about 90% of the data gets flagged to be training set. test will be the test, set, results of which to be passed back to Kaggle.
  PassengerId Survived Pclass                                                Name
1           1        0      3                             Braund, Mr. Owen Harris
2           2        1      1 Cumings, Mrs. John Bradley (Florence Briggs Thayer)
3           3        1      3                              Heikkinen, Miss. Laina
4           4        1      1        Futrelle, Mrs. Jacques Heath (Lily May Peel)
5           5        0      3                            Allen, Mr. William Henry
6           6        0      3                                    Moran, Mr. James
     Sex Age SibSp Parch           Ticket    Fare Cabin Embarked
1   male  22     1     0        A/5 21171  7.2500              S
2 female  38     1     0         PC 17599 71.2833   C85        C
3 female  26     0     0 STON/O2. 3101282  7.9250              S
4 female  35     1     0           113803 53.1000  C123        S
5   male  35     0     0           373450  8.0500              S
6   male  NA     0     0           330877  8.4583              Q

Model building

This shows some bias in the predictions. Class one gets predicted as class 0 far too often. Hence I will optimize not only the normal variables nodesize (Minimum size of terminal nodes) and mtry (Number of variables randomly sampled as candidates at each split) but also classwt (Priors of the classes).

titanic$pred <- predict(rf1,titanic)
with(titanic[!titanic$train,],sum(pred!=Survived)/length(pred))

mygrid <- expand.grid(nodesize=c(2,4,6),
    mtry=2:5,
    wt=seq(.5,.7,.05))
sa <- sapply(1:nrow(mygrid), function(i) {
    rfx <- randomForest(Survived ~ 
        Sex+Pclass + SibSp +
        Parch + Fare + 
        Embarked + age +
        A+B+C+D +oe,
    data=titanic,
    subset=train,
    replace=TRUE,
    ntree=4000,
    nodesize=mygrid$nodesize[i],
    mtry=mygrid$mtry[i],
    classwt=c(1-mygrid$wt[i],mygrid$wt[i]))  
    preds <- predict(rfx,titanic[!titanic$train,])
    nwrong <- sum(preds!=titanic$Survived[!titanic$train])
    c(nodesize=mygrid$nodesize[i],mtry=mygrid$mtry[i],wt=mygrid$wt[i],pw=nwrong/length(preds))
    })
tsa <- as.data.frame(t(sa))
xyplot(pw ~ wt | mtry,group=factor(nodesize), data=tsa,auto.key=TRUE,type=’l’)

What is less visible from this plot is the amount of variation I had in the results. One prediction better or worse really makes a difference in the figure. This is the reason I have increased the number of trees in the model.

Final predictions

rf2 <- randomForest(Survived ~ 
        Sex+Pclass + SibSp +
        Parch + Fare + 
        Embarked + age +
        A+B+C+D +oe,
    data=titanic,
    replace=TRUE,
    ntree=5000,
    nodesize=4,
    mtry=3,
    classwt=c(1-.6,.6))  

pp <- predict(rf2,test)
out <- data.frame(
    PassengerId=test$PassengerId,
    Survived=pp,row.names=NULL)
write.csv(x=out,
    file=’rf1.csv’,
    row.names=FALSE,
    quote=FALSE)