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Time profiling scores #350
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Here's my small benchmark. library(mlr3)
library(mlr3proba)
library(mlr3benchmark)
library(mlr3extralearners)
measures = list(
msr("surv.cindex", id = "harrell_c", label = "Harrell's C"),
msr("surv.cindex", id = "uno_c", weight_meth = "G2", label = "Uno's C"),
msr("surv.rcll", id = "rcll", ERV = FALSE, label = "Right-Censored Log Loss"),
msr("surv.rcll", id = "rcll_erv", ERV = TRUE, label = "Right-Censored Log Loss (ERV)"),
msr("surv.logloss", id = "logloss", ERV = FALSE, label = "Log Loss"),
msr("surv.logloss", id = "logloss_erv", ERV = TRUE, label = "Log Loss (ERV)"),
msr("surv.intlogloss", id = "intlogloss_proper", ERV = FALSE, proper = TRUE, label = "Integrated Log Loss (Proper)"),
msr("surv.intlogloss", id = "intlogloss_proper_erv", ERV = TRUE, proper = TRUE, label = "Integrated Log Loss (Proper, ERV)"),
msr("surv.calib_alpha", id = "caliba", label = "Van Houwelingen's Alpha"),
msr("surv.dcalib", id = "dcalib", truncate = 10, label = "D-Calibration (truncated)"),
msr("surv.graf", id = "graf_proper", proper = TRUE, ERV = FALSE, label = "Graf Score (Proper)"),
msr("surv.graf", id = "graf_proper_erv", proper = TRUE, ERV = TRUE, label = "Graf Score (Proper, ERV)"),
msr("surv.graf", id = "graf_improper", proper = FALSE, ERV = FALSE, label = "Graf Score (Improper)"),
msr("surv.graf", id = "graf_improper_erv", proper = FALSE, ERV = TRUE, label = "Graf Score (Improper, ERV)")
)
names(measures) = mlr3misc::ids(measures)
# Example bmr
bmr = benchmark(benchmark_grid(
tasks = tsks(c("rats", "gbcs", "grace")),
learners = lrns(c("surv.ranger", "surv.coxph")),
resamplings = rsmp("cv", folds = 3)
), store_backends = TRUE)
#> INFO [10:43:04.581] [mlr3] Running benchmark with 18 resampling iterations
#> INFO [10:43:04.614] [mlr3] Applying learner 'surv.ranger' on task 'rats' (iter 1/3)
#> INFO [10:43:04.722] [mlr3] Applying learner 'surv.ranger' on task 'rats' (iter 2/3)
#> INFO [10:43:04.801] [mlr3] Applying learner 'surv.ranger' on task 'rats' (iter 3/3)
#> INFO [10:43:04.876] [mlr3] Applying learner 'surv.coxph' on task 'rats' (iter 1/3)
#> INFO [10:43:04.922] [mlr3] Applying learner 'surv.coxph' on task 'rats' (iter 2/3)
#> INFO [10:43:04.930] [mlr3] Applying learner 'surv.coxph' on task 'rats' (iter 3/3)
#> INFO [10:43:04.937] [mlr3] Applying learner 'surv.ranger' on task 'gbcs' (iter 1/3)
#> INFO [10:43:05.826] [mlr3] Applying learner 'surv.ranger' on task 'gbcs' (iter 2/3)
#> INFO [10:43:06.696] [mlr3] Applying learner 'surv.ranger' on task 'gbcs' (iter 3/3)
#> INFO [10:43:07.467] [mlr3] Applying learner 'surv.coxph' on task 'gbcs' (iter 1/3)
#> INFO [10:43:07.488] [mlr3] Applying learner 'surv.coxph' on task 'gbcs' (iter 2/3)
#> INFO [10:43:07.499] [mlr3] Applying learner 'surv.coxph' on task 'gbcs' (iter 3/3)
#> INFO [10:43:07.510] [mlr3] Applying learner 'surv.ranger' on task 'grace' (iter 1/3)
#> INFO [10:43:08.487] [mlr3] Applying learner 'surv.ranger' on task 'grace' (iter 2/3)
#> INFO [10:43:09.647] [mlr3] Applying learner 'surv.ranger' on task 'grace' (iter 3/3)
#> INFO [10:43:10.590] [mlr3] Applying learner 'surv.coxph' on task 'grace' (iter 1/3)
#> INFO [10:43:10.600] [mlr3] Applying learner 'surv.coxph' on task 'grace' (iter 2/3)
#> INFO [10:43:10.609] [mlr3] Applying learner 'surv.coxph' on task 'grace' (iter 3/3)
#> INFO [10:43:10.620] [mlr3] Finished benchmark
bmr
#> <BenchmarkResult> of 18 rows with 6 resampling runs
#> nr task_id learner_id resampling_id iters warnings errors
#> 1 rats surv.ranger cv 3 0 0
#> 2 rats surv.coxph cv 3 0 0
#> 3 gbcs surv.ranger cv 3 0 0
#> 4 gbcs surv.coxph cv 3 0 0
#> 5 grace surv.ranger cv 3 0 0
#> 6 grace surv.coxph cv 3 0 0
# benchmark
bm = bench::mark(
harrell_c = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["harrell_c"]]),
uno_c = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["uno_c"]]),
rcll = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["rcll"]]),
rcll_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["rcll_erv"]]),
logloss = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["logloss"]]),
logloss_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["logloss_erv"]]),
intlogloss_proper = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["intlogloss_proper"]]),
intlogloss_proper_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["intlogloss_proper_erv"]]),
caliba = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["caliba"]]),
dcalib = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["dcalib"]]),
graf_proper = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_proper"]]),
graf_proper_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_proper_erv"]]),
graf_improper = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_improper"]]),
graf_improper_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_improper_erv"]]),
check = FALSE
)
#> Warning: Some expressions had a GC in every iteration; so filtering is
#> disabled.
bm
#> # A tibble: 14 × 6
#> expression min median `itr/sec` mem_alloc `gc/sec`
#> <bch:expr> <bch:tm> <bch:tm> <dbl> <bch:byt> <dbl>
#> 1 harrell_c 25.3ms 25.97ms 36.4 13.9MB 5.75
#> 2 uno_c 46.84ms 49.46ms 19.7 22.2MB 5.92
#> 3 rcll 66.85ms 73.87ms 13.1 35.5MB 7.48
#> 4 rcll_erv 301.73ms 303.23ms 3.30 112.7MB 3.30
#> 5 logloss 3.16s 3.16s 0.316 373.7MB 9.81
#> 6 logloss_erv 6.49s 6.49s 0.154 813.4MB 10.5
#> 7 intlogloss_proper 53.47ms 54.21ms 17.5 39.7MB 5.84
#> 8 intlogloss_proper_erv 237.45ms 238.21ms 4.06 109.7MB 5.42
#> 9 caliba 2.24s 2.24s 0.447 238.4MB 9.83
#> 10 dcalib 106.54ms 107.35ms 9.06 29.5MB 3.62
#> 11 graf_proper 53.91ms 55.49ms 16.8 39.6MB 5.61
#> 12 graf_proper_erv 244.75ms 251.41ms 3.98 109.7MB 3.98
#> 13 graf_improper 138.05ms 139.77ms 7.00 36.9MB 1.75
#> 14 graf_improper_erv 413.76ms 418.55ms 2.39 104.3MB 2.39
plot(bm, type = "violin")
#> Loading required namespace: tidyr
#> Warning: Groups with fewer than two data points have been dropped.
#> Warning: Groups with fewer than two data points have been dropped.
#> Groups with fewer than two data points have been dropped. plot(bm, type = "beeswarm") Created on 2024-01-23 with reprex v2.1.0 Session infosessioninfo::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#> setting value
#> version R version 4.3.2 (2023-10-31)
#> os macOS Sonoma 14.2.1
#> system aarch64, darwin20
#> ui X11
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#> collate en_US.UTF-8
#> ctype en_US.UTF-8
#> tz Europe/Berlin
#> date 2024-01-23
#> pandoc 3.1.1 @ /System/Volumes/Data/Applications/RStudio.app/Contents/Resources/app/quarto/bin/tools/ (via rmarkdown)
#>
#> ─ Packages ───────────────────────────────────────────────────────────────────
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#> magrittr 2.0.3 2022-03-30 [1] CRAN (R 4.3.0)
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#> mlr3 * 0.17.2 2024-01-09 [1] CRAN (R 4.3.1)
#> mlr3benchmark * 0.1.6 2023-05-30 [1] CRAN (R 4.3.0)
#> mlr3extralearners * 0.7.1-9000 2024-01-11 [1] Github (mlr-org/mlr3extralearners@0cbdb72)
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#> mlr3proba * 0.5.8 2024-01-19 [1] Github (mlr-org/mlr3proba@930d8b0)
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#> purrr 1.0.2 2023-08-10 [1] CRAN (R 4.3.0)
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#> ────────────────────────────────────────────────────────────────────────────── |
|
Re-ran the small benchmark just for the sake of it with 0.6.0: especially logloss has improved a ton! 🎉 library(mlr3)
library(mlr3proba)
library(mlr3benchmark)
library(mlr3extralearners)
measures = list(
msr("surv.cindex", id = "harrell_c", label = "Harrell's C"),
msr("surv.cindex", id = "uno_c", weight_meth = "G2", label = "Uno's C"),
msr("surv.rcll", id = "rcll", ERV = FALSE, label = "Right-Censored Log Loss"),
msr("surv.rcll", id = "rcll_erv", ERV = TRUE, label = "Right-Censored Log Loss (ERV)"),
msr("surv.logloss", id = "logloss", ERV = FALSE, label = "Log Loss"),
msr("surv.logloss", id = "logloss_erv", ERV = TRUE, label = "Log Loss (ERV)"),
msr("surv.intlogloss", id = "intlogloss_proper", ERV = FALSE, proper = TRUE, label = "Integrated Log Loss (Proper)"),
msr("surv.intlogloss", id = "intlogloss_proper_erv", ERV = TRUE, proper = TRUE, label = "Integrated Log Loss (Proper, ERV)"),
msr("surv.calib_alpha", id = "caliba", label = "Van Houwelingen's Alpha"),
msr("surv.dcalib", id = "dcalib", truncate = 10, label = "D-Calibration (truncated)"),
msr("surv.graf", id = "graf_proper", proper = TRUE, ERV = FALSE, label = "Graf Score (Proper)"),
msr("surv.graf", id = "graf_proper_erv", proper = TRUE, ERV = TRUE, label = "Graf Score (Proper, ERV)"),
msr("surv.graf", id = "graf_improper", proper = FALSE, ERV = FALSE, label = "Graf Score (Improper)"),
msr("surv.graf", id = "graf_improper_erv", proper = FALSE, ERV = TRUE, label = "Graf Score (Improper, ERV)")
)
names(measures) = mlr3misc::ids(measures)
# Example bmr
bmr = benchmark(benchmark_grid(
tasks = tsks(c("rats", "gbcs", "grace")),
learners = lrns(c("surv.ranger", "surv.coxph")),
resamplings = rsmp("cv", folds = 3)
), store_backends = TRUE)
#> INFO [13:18:20.336] [mlr3] Running benchmark with 18 resampling iterations
#> INFO [13:18:20.368] [mlr3] Applying learner 'surv.ranger' on task 'rats' (iter 1/3)
#> INFO [13:18:20.498] [mlr3] Applying learner 'surv.ranger' on task 'rats' (iter 2/3)
#> INFO [13:18:20.601] [mlr3] Applying learner 'surv.ranger' on task 'rats' (iter 3/3)
#> INFO [13:18:20.711] [mlr3] Applying learner 'surv.coxph' on task 'rats' (iter 1/3)
#> INFO [13:18:20.725] [mlr3] Applying learner 'surv.coxph' on task 'rats' (iter 2/3)
#> INFO [13:18:20.733] [mlr3] Applying learner 'surv.coxph' on task 'rats' (iter 3/3)
#> INFO [13:18:20.774] [mlr3] Applying learner 'surv.ranger' on task 'gbcs' (iter 1/3)
#> INFO [13:18:22.820] [mlr3] Applying learner 'surv.ranger' on task 'gbcs' (iter 2/3)
#> INFO [13:18:24.678] [mlr3] Applying learner 'surv.ranger' on task 'gbcs' (iter 3/3)
#> INFO [13:18:26.607] [mlr3] Applying learner 'surv.coxph' on task 'gbcs' (iter 1/3)
#> INFO [13:18:26.619] [mlr3] Applying learner 'surv.coxph' on task 'gbcs' (iter 2/3)
#> INFO [13:18:26.636] [mlr3] Applying learner 'surv.coxph' on task 'gbcs' (iter 3/3)
#> INFO [13:18:26.647] [mlr3] Applying learner 'surv.ranger' on task 'grace' (iter 1/3)
#> INFO [13:18:27.913] [mlr3] Applying learner 'surv.ranger' on task 'grace' (iter 2/3)
#> INFO [13:18:28.979] [mlr3] Applying learner 'surv.ranger' on task 'grace' (iter 3/3)
#> INFO [13:18:30.112] [mlr3] Applying learner 'surv.coxph' on task 'grace' (iter 1/3)
#> INFO [13:18:30.122] [mlr3] Applying learner 'surv.coxph' on task 'grace' (iter 2/3)
#> INFO [13:18:30.131] [mlr3] Applying learner 'surv.coxph' on task 'grace' (iter 3/3)
#> INFO [13:18:30.143] [mlr3] Finished benchmark
bmr
#> <BenchmarkResult> of 18 rows with 6 resampling runs
#> nr task_id learner_id resampling_id iters warnings errors
#> 1 rats surv.ranger cv 3 0 0
#> 2 rats surv.coxph cv 3 0 0
#> 3 gbcs surv.ranger cv 3 0 0
#> 4 gbcs surv.coxph cv 3 0 0
#> 5 grace surv.ranger cv 3 0 0
#> 6 grace surv.coxph cv 3 0 0
# benchmark
bm = bench::mark(
harrell_c = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["harrell_c"]]),
uno_c = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["uno_c"]]),
rcll = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["rcll"]]),
rcll_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["rcll_erv"]]),
logloss = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["logloss"]]),
logloss_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["logloss_erv"]]),
intlogloss_proper = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["intlogloss_proper"]]),
intlogloss_proper_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["intlogloss_proper_erv"]]),
caliba = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["caliba"]]),
dcalib = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["dcalib"]]),
graf_proper = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_proper"]]),
graf_proper_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_proper_erv"]]),
graf_improper = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_improper"]]),
graf_improper_erv = mlr3benchmark::as_benchmark_aggr(bmr, measures = measures[["graf_improper_erv"]]),
check = FALSE
)
#> Warning: Some expressions had a GC in every iteration; so filtering is
#> disabled.
bm
#> # A tibble: 14 × 6
#> expression min median `itr/sec` mem_alloc `gc/sec`
#> <bch:expr> <bch:tm> <bch:tm> <dbl> <bch:byt> <dbl>
#> 1 harrell_c 22.6ms 24.3ms 39.1 18.4MB 9.79
#> 2 uno_c 43.3ms 44.7ms 20.4 26.7MB 7.41
#> 3 rcll 77.4ms 82.5ms 12.3 47MB 7.03
#> 4 rcll_erv 597.8ms 597.8ms 1.67 126MB 3.35
#> 5 logloss 115.7ms 126.3ms 7.96 69.7MB 1.99
#> 6 logloss_erv 369ms 374.1ms 2.67 167.4MB 4.01
#> 7 intlogloss_proper 64.2ms 74ms 13.8 72.8MB 5.89
#> 8 intlogloss_proper_erv 265.7ms 270ms 3.70 173.4MB 5.56
#> 9 caliba 98.7ms 99.8ms 9.91 37.6MB 1.98
#> 10 dcalib 120.6ms 126.3ms 8.03 37.7MB 3.21
#> 11 graf_proper 66.9ms 74.6ms 13.6 72.7MB 7.79
#> 12 graf_proper_erv 272ms 276.4ms 3.62 173.4MB 5.43
#> 13 graf_improper 160.9ms 162.3ms 5.84 69.9MB 3.89
#> 14 graf_improper_erv 450.5ms 452.2ms 2.21 168.1MB 2.21
plot(bm, type = "violin")
#> Loading required namespace: tidyr
#> Warning: Groups with fewer than two data points have been dropped. plot(bm, type = "beeswarm") Created on 2024-02-22 with reprex v2.1.0 Session infosessioninfo::session_info()
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#> ────────────────────────────────────────────────────────────────────────────── |
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Based on a recent benchmark, investigate/profile timings for scores. Results showed that:
The text was updated successfully, but these errors were encountered: