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Multivariate adaptive regression splines (MARS) via earth

Source: R/mars_earth.R
details_mars_earth.Rd

earth::earth() fits a generalized linear model that uses artificial features for some predictors. These features resemble hinge functions and the result is a model that is a segmented regression in small dimensions.

Details

For this engine, there are multiple modes: classification and regression

Tuning Parameters

This model has 3 tuning parameters:

  • num_terms: # Model Terms (type: integer, default: see below)

  • prod_degree: Degree of Interaction (type: integer, default: 1L)

  • prune_method: Pruning Method (type: character, default: ‘backward’)

The default value of num_terms depends on the number of predictor columns. For a data frame x, the default is min(200, max(20, 2 * ncol(x))) + 1 (see earth::earth() and the reference below).

Translation from parsnip to the original package (regression)

mars(num_terms = integer(1), prod_degree = integer(1), prune_method = character(1)) %>%
  set_engine("earth") %>%
  set_mode("regression") %>%
  translate()

## MARS Model Specification (regression)
##
## Main Arguments:
##   num_terms = integer(1)
##   prod_degree = integer(1)
##   prune_method = character(1)
##
## Computational engine: earth
##
## Model fit template:
## earth::earth(formula = missing_arg(), data = missing_arg(), weights = missing_arg(),
##     nprune = integer(1), degree = integer(1), pmethod = character(1),
##     keepxy = TRUE)

Translation from parsnip to the original package (classification)

mars(num_terms = integer(1), prod_degree = integer(1), prune_method = character(1)) %>%
  set_engine("earth") %>%
  set_mode("classification") %>%
  translate()

## MARS Model Specification (classification)
##
## Main Arguments:
##   num_terms = integer(1)
##   prod_degree = integer(1)
##   prune_method = character(1)
##
## Engine-Specific Arguments:
##   glm = list(family = stats::binomial)
##
## Computational engine: earth
##
## Model fit template:
## earth::earth(formula = missing_arg(), data = missing_arg(), weights = missing_arg(),
##     nprune = integer(1), degree = integer(1), pmethod = character(1),
##     glm = list(family = stats::binomial), keepxy = TRUE)

An alternate method for using MARs for categorical outcomes can be found in discrim_flexible().

Preprocessing requirements

Factor/categorical predictors need to be converted to numeric values (e.g., dummy or indicator variables) for this engine. When using the formula method via fit(), parsnip will convert factor columns to indicators.

Case weights

This model can utilize case weights during model fitting. To use them, see the documentation in case_weights and the examples on tidymodels.org.

The fit() and fit_xy() arguments have arguments called case_weights that expect vectors of case weights.

Note that the earth package documentation has: “In the current implementation, building models with weights can be slow.”

Saving fitted model objects

This model object contains data that are not required to make predictions. When saving the model for the purpose of prediction, the size of the saved object might be substantially reduced by using functions from the butcher package.

Examples

The “Fitting and Predicting with parsnip” article contains examples for mars() with the "earth" engine.

References

  • Friedman, J. 1991. “Multivariate Adaptive Regression Splines.” The Annals of Statistics, vol. 19, no. 1, pp. 1-67.

  • Milborrow, S. “Notes on the earth package.”

  • Kuhn, M, and K Johnson. 2013. Applied Predictive Modeling. Springer.