# Introducing familiar

#### Alex Zwanenburg

#### 2022-04-07

    library(familiar)
    library(data.table)

Familiar is a package that allows for end-to-end machine learning of tabular data, with subsequent evaluation and explanation of models. This vignette provides an overview of its functionality and how to configure and run an experiment.

# Familiar in brief

This section provides installation instructions, a brief overview of the package, and the pipeline encapsulated by the `summon_familiar` function that is used to run an experiment.

## Installing familiar

Stable versions of familiar can be installed from CRAN. `dependencies=TRUE` prevents being prompted to install packages when using familiar.

    install.packages("familiar",
                     dependencies=TRUE)

It can also be installed directly from the GitHub repository:

    require(devtools)
    devtools::install_github("https://github.com/alexzwanenburg/familiar",
                             dependencies=TRUE)

## Pipeline

The pipeline implemented in familiar follows a standard machine learning process. A development dataset is used to perform the steps listed below. Many aspects of these steps can be configured, but the overall process is fixed:

- Data processing: Features in the development dataset are assessed during this step:

  - General feature information: Are features categorical (e.g. has the values `FALSE`, `TRUE`) or numeric? Which levels does a categorical or ordinal feature have?

  - Invariance: Which features are invariant and should be dropped?

  - Transformation: How should numeric features be transformed using a power transformation to make these features behave more according to a normal distribution?

  - Normalisation: How should numeric features be normalised to reduce differences in scale between features the dataset? Note that familiar also allows for normalisation at the batch level to remove systematic differences in feature values between different batches or cohorts.

  - Robustness: Should non-robust features, assessed using repeated measurements, be filtered?

  - Importance: Should generally unimportant features be filtered after univariate analysis?

  - Imputation: How should missing feature values be imputed?

  - Redundancy clustering: Which features are similar and should be clustered together?

- Feature selection: Which features are important for the endpoint of interest? Familiar supports various univariate and multivariate feature selection methods (see the Feature selection methods vignette). Note that feature selection, at least in familiar, is a misnomer. Instead of selecting features, in the sense of selecting the features to be included in a model by a learner, features in the data are ranked according to their importance. Actual feature selection is conducted during hyperparameter optimisation.

- Hyperparameter optimisation: Most learners have hyperparameters, which are parameters that determine a specific aspect of the model created by the learner. Examples are the number of trees in a random forest, the width of the radial kernel in support vector machines, and the number of features in the signature of a model. Such parameters may significantly influence model performance. During hyperparameter optimisation, the aim is to find the set of hyperparameters that leads to a generalisable model. Since hyperparameter spaces can be high-dimensional, familiar uses Bayesian optimisation for efficiently exploring hyperparameter space. The learning algorithms and hyperparameter optimisation vignette describes model-specific hyperparameters and hyperparameter optimisation in more detail.

- Model training: During the final model training step, the development data are fitted using the previously determined set of hyperparameters. By default, the models are trimmed after creation to remove extraneous information such as copies of the development data. The model objects that are created in this step contain more than just the model. Notably, the following information is included to allow for prospective use and evaluation:

  - Feature information, as generated during the data processing step, is stored to allow for preparing datasets in the same manner as the development dataset and for checking if new datasets are formatted as expected. It is also used to create default ranges for individual conditional expectation and partial dependence plots.

  - Outcome information is stored. This is primarily used to check whether outcome data in new datasets are formatted in accordance with the development data. It is also used in computing several performance metrics.

  - A novelty detector is trained to detect out-of-distribution samples and assess when a model starts extrapolating. The novelty detector is currently based on extended isolation forests in the `isotree` package Cortes (2021).

  - Models used to recalibrate the output of specific models (see Learning algorithm vignette) are stored.

  - Calibration information is added. This currently is only done for survival analysis, for which we store baseline survival curves Royston and Altman (2013).

  - Risk stratification thresholds used for assigning risk strata are stored.

After training the models, the models are assessed using the development and any validation datasets. Models, and results from this analysis are written to a local directory.

## Supported outcomes

Familiar supports modelling and evaluation of several types of endpoints:

- Categorical endpoints, where the outcome consists of two or more classes. Familiar distinguishes between two-class (`binomial`) and multi-class (`multinomial`) outcomes. These differ in that fewer feature selection methods and learners are available for multi-class outcomes. Additionally some evaluation and explanation steps will assess all classes separately in a one-against-all fashion for multi-class outcomes, whereas for two-class outcomes only the positive class is assessed.

- Numerical endpoints, where the outcome consists of numeric values. Count-like `count` outcomes and generic numerical `continuous` outcomes are supported. If you are unsure that your outcome is generated through some counting or event mechanism, it may be safer to use the more generic `continuous` option.

- Survival endpoints, where the outcome consists of a pair of time and event status variables. Familiar supports right-censored time-to-event data (`survival`).

Other endpoints are not supported. Handling of competing risk survival endpoints is planned for future releases.

# Running familiar

The end-to-end pipeline is implemented in the `summon_familiar` function. This is the main function to use.

In the example below, we use the iris dataset, specify some minimal configuration parameters, and run the experiment. In practice, you may need to specify some additional configuration parameters, see the Configuring familiar section.

    # Example experiment using the iris dataset.
    # You may want to specify a different path for experiment_dir.
    # This is where results are written to.
    familiar::summon_familiar(data=iris,
                              experiment_dir=file.path(tempdir(), "familiar_1"),
                              outcome_type="multinomial",
                              outcome_column="Species",
                              experimental_design="fs+mb",
                              cluster_method="none",
                              fs_method="mrmr",
                              learner="glm",
                              parallel=FALSE)

It is also possible to use a formula instead. This is generally feasible only for datasets with few features:

    # Example experiment using a formula interface.
    # You may want to specify a different path for experiment_dir.
    # This is where results are written to.
    familiar::summon_familiar(Species ~ Sepal.Length + Sepal.Width + Petal.Length + Petal.Width,
                              data=iris,
                              experiment_dir=file.path(tempdir(), "familiar_2"),
                              outcome_type="multinomial",
                              experimental_design="fs+mb",
                              cluster_method="none",
                              fs_method="mrmr",
                              learner="glm",
                              parallel=FALSE)

Data does not need to be loaded prior to calling `summon_familiar`. A path to a csv file can also be provided. The data can also be a `data.frame` or `data.table` contained in an RDS or RData file. Other data formats are currently not supported. If categorical features are encoded using integer values, it is recommended to load the data and manually encode them, as is explained in the Preparing your data section.

    # Example experiment using a csv datafile.
    # Note that because the file does not exist,
    # you will not be able to execute the code as is.
    familiar::summon_familiar(data="path_to_data/iris.csv",
                              experiment_dir=file.path(tempdir(), "familiar_3"),
                              outcome_type="multinomial",
                              outcome_column="Species",
                              class_levels=c("setosa", "versicolor", "virginica"),
                              experimental_design="fs+mb",
                              cluster_method="none",
                              fs_method="mrmr",
                              learner="glm",
                              parallel=FALSE)

For reproducibility purposes, it may be useful to configure `summon_familiar` using the configuration xml file. In that case, we will point to a data file using the `data_file` parameter.

    # Example experiment using a configuration file.
    # Note that because the file does not exist,
    # you will not be able to execute the code as is.
    familiar::summon_familiar(config="path_to_configuration_file/config.xml")

Configuration parameters may also be mixed between parameters specified in the xml file and function arguments. Function arguments supersede parameters specified in the xml file:

    # Example experiment using a csv datafile, but with additional arguments.
    # Note that because the configuration file does not exist,
    # you will not be able to execute the code as is.
    familiar::summon_familiar(config="path_to_configuration_file/config.xml",
                              data=iris,
                              parallel=FALSE)

## Configuring familiar

Familiar is highly configurable. Parameters can be specified in two ways:

1. Using a configuration file. An empty copy of the configuration file can be obtained using the `familiar::get_xml_config` function. The `familiar::summon_familiar` function should subsequently be called by specifying the `config` argument.

2. By specifying function arguments for the `familiar::summon_familiar` function.

All configuration parameters are documented in the help file of the `familiar::summon_familiar` function. Often, the default settings suffice. The parameters below should always be specified:

- `experimental_design`: Specifies the design of the experiment. This is described more extensively further in the vignette, in the Experimental designs section.

- `fs_method`: Specify one or more feature selection methods. See the Feature selection methods vignette for available methods.

- `learner`: Specify one or more learners used to create models. See the learning algorithms and hyperparameter optimisation vignette for available learners.

Though not always required, specifying the following parameters is recommended or situationally required:

- `experiment_dir`: This specifies the drive location where files generated during the experiment are written to. This includes files containing the trained models, which we usually want to preserve. If this location is not specified, such files are temporarily written to the temporary R directory, and subsequently removed.

- `outcome_column`: Specifies the name of the column that contains the outcome values. In case of survival outcomes two columns should be specified that indicate time and event status, respectively. For survival outcomes familiar determines which columns contain time and event data. The `outcome_column` parameter is not required in case the formula interface is used.

- `outcome_type`: Specifies the type of outcome being modelled. Should be one of the outcome types mentioned above in the Supported outcomes section. If not specified, it can potentially be inferred from the data contained in the column(s) specified by the `outcome_column` parameter.

- `class_levels`: Specify the class levels of two-class (`binomial`) and multi-class (`multinomial`) outcomes. For two-class outcomes, the second level specifies the class regarded as the positive class. The values should match values present in the outcome column Specifying this argument is not necessary in case the outcome column is encoded as a factor. If left unspecified, the unique values in the outcome column are used as values.

- `event_indicator`, `censoring_indicator`, `competing_risk_indicator`: Specifies the values that should be used as event, censoring, and competing risk indicators for survival analysis, respectively. Familiar uses default values for censoring (e.g. `0`, `FALSE`, `no`) and event (e.g. `1`, `TRUE`, `yes`) status otherwise. Note that the `competing_risk` outcome type will be fully implemented in a future release.

- `batch_id_column`, `sample_id_column`, `series_id_column`: Specifies the names of the columns containing batch, sample, and series identifiers respectively. These are described in more detail in the Preparing your data section.

## Preparing your data

Familiar processes tabular data. In this case, a table consists of rows that represent instances, and columns that represent features and additional information. This is a very common representation for tabular data. Let us look at the colon dataset found in the survival package, which contains data from a clinical trial to assess a new anti-cancer drug in patients with colon cancer:

    # Get the colon dataset.
    data <- data.table::as.data.table(survival::colon)[etype==1]

    # Drop some irrelevant columns.
    data[, ":="("node4"=NULL, "etype"=NULL)]

    knitr::kable(data[1:5])

id | study | rx | sex | age | obstruct | perfor | adhere | nodes | status | differ | extent | surg | time
--- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | ---
1 | 1 | Lev+5FU | 1 | 43 | 0 | 0 | 0 | 5 | 1 | 2 | 3 | 0 | 968
2 | 1 | Lev+5FU | 1 | 63 | 0 | 0 | 0 | 1 | 0 | 2 | 3 | 0 | 3087
3 | 1 | Obs | 0 | 71 | 0 | 0 | 1 | 7 | 1 | 2 | 2 | 0 | 542
4 | 1 | Lev+5FU | 0 | 66 | 1 | 0 | 0 | 6 | 1 | 2 | 3 | 1 | 245
5 | 1 | Obs | 1 | 69 | 0 | 0 | 0 | 22 | 1 | 2 | 3 | 1 | 523

Here we see that each row contains a separate instance.

### Identifier columns

The `id` and `study` columns are identifier columns. Familiar distinguishes four different types of identifiers:

- Batch identifiers are used to identify data belonging to a batch, cohort or specific dataset. This is typically used for specifying external validation datasets (using the `validation_batch_id` parameter). It also used to define the batches for batch normalisation. The name of the column containing batch identifiers (if any) can be specified using the `batch_id_column` parameter. If no column with batch identifiers is specified, all instances are assumed to belong to the same batch. In the colon dataset, the `study` column is a batch identifier column.

- Sample identifiers are used to identify data belonging to a single sample, such as a patient, subject, customer, etc. Sample identifiers are used to ensure that instances from the same sample are not inadvertently spread across development and validation data subsets created for cross-validation or bootstrapping. This prevents information leakage, as instances from the same sample are often related – knowing one instance of a sample would make it easy to predict another, thus increasing the risk of overfitting. The name of the column containing sample identifiers can be specified using the `sample_id_column` parameter. If not specified, it is assumed that each instance forms a separate sample. In the colon dataset, the `id` column contains sample identifiers.

- Within a sample, it is possible to have multiple series, for example due to measurements at different locations in the same sample. A series differs from repeated measurements. While for series the outcome value may change, this is not allowed for repeated measurements. The column containing series identifiers may be specified by providing the column name as the `series_id_column` parameter. If not set, all instances of a sample with a different outcome value will be assigned a unique identifier.

- Within a sample, or series, it is possible to have repeated measurements, where one or more feature values may change but the outcome value does not. Such instances can for example used to assess feature robustness. Repeated measurement identifiers are automatically assigned for instances that have the same batch, sample and series identifiers.

### Outcome columns

The colon dataset also contains two outcome columns: `time` and `status` that define (censoring) time and survival status respectively. Survival status are encoded as `0` for alive, censored patients and `1` for patients that passed away after treatment. Note that these correspond to default values present in familiar. It is not necessary to pass these values as `censoring_indicator` and `event_indicator` parameters.

### Feature columns

The remaining columns in the colon dataset represent features. There are two numeric features, `age` and `nodes`, a categorical feature `rx` and several categorical and ordinal features encoded with integer values. Familiar will automatically detect and encode features that consist of `character`, `logical` or `factor` type. However, it will not automatically convert the features encoded with integer values. This is by design – familiar cannot determine whether a feature with integer values is intended to be a categorical feature or not. Should categorical features that are encoded with integers be present in your dataset, you should manually encode such values in the data prior to passing the data to familiar. For the colon dataset, this could be done as follows:

    # Categorical features
    data$sex <- factor(x=data$sex, levels=c(0, 1), labels=c("female", "male"))
    data$obstruct <- factor(data$obstruct, levels=c(0, 1), labels=c(FALSE, TRUE))
    data$perfor <- factor(data$perfor, levels=c(0, 1), labels=c(FALSE, TRUE))
    data$adhere <- factor(data$adhere, levels=c(0, 1), labels=c(FALSE, TRUE))
    data$surg <- factor(data$surg, levels=c(0, 1), labels=c("short", "long"))

    # Ordinal features
    data$differ <- factor(data$differ, levels=c(1, 2, 3), labels=c("well", "moderate", "poor"), ordered=TRUE)
    data$extent <- factor(data$extent, levels=c(1, 2, 3, 4), labels=c("submucosa", "muscle",  "serosa", "contiguous_structures"), ordered=TRUE)

    knitr::kable(data[1:5])

id | study | rx | sex | age | obstruct | perfor | adhere | nodes | status | differ | extent | surg | time
--- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | ---
1 | 1 | Lev+5FU | male | 43 | FALSE | FALSE | FALSE | 5 | 1 | moderate | serosa | short | 968
2 | 1 | Lev+5FU | male | 63 | FALSE | FALSE | FALSE | 1 | 0 | moderate | serosa | short | 3087
3 | 1 | Obs | female | 71 | FALSE | FALSE | TRUE | 7 | 1 | moderate | muscle | short | 542
4 | 1 | Lev+5FU | female | 66 | TRUE | FALSE | FALSE | 6 | 1 | moderate | serosa | long | 245
5 | 1 | Obs | male | 69 | FALSE | FALSE | FALSE | 22 | 1 | moderate | serosa | long | 523

Manual encoding also has the advantage that ordinal features can be specified. Familiar cannot determine whether features with `character` type values have an associated order and will encode these as regular categorical variables. Another advantage is that manual encoding allows for specifying the reference level, i.e. the level to which other levels of a feature are compared in regression models. Otherwise, the reference level is taken as the first level after sorting the levels.

## Experimental designs

The experimental design defines how data analysis is performed. Familiar allows for various designs, from very straightforward training on a single dataset, to complex nested cross-validation with external validation. Experimental design is defined using the `experimental_design` parameter and consists of basic workflow components and subsampling methods. The basic workflow components are:

- `fs`: positions the feature selection step. This component should always be present, even if `fs_method="none"`. Moreover, note that the feature selection step only determines variable importance. Actual feature selection takes place after optimisation for model hyperparameters determines the optimal number of features.

- `mb`: positions the model building step. This component should always be present.

- `ev`: positions the external validation step. This should be used in conjunction with the `validation_batch_id` parameter to specify which batches/cohorts should be used for external validation. Unlike `fs` and `mb` components, `ev` is optional.

Each basic workflow component can only appear once in the experimental design. It is possible to form an experiment using just the basic workflow components, i.e. `fs+mb` or `fs+mb+ev`. In these experiments, feature selection is directly followed by modelling, with external validation of the model on one or more validation cohorts for `fs+mb+ev`. These options correspond to TRIPOD type 1a and 3, respectively. TRIPOD analysis types 1b and 2 require more complicated experimental designs, which are facilitated by subsampling.

Hyperparameter optimisation does not require explicit specification. Hyperparameter optimisation is conducted when required to determine variable importance and prior to building a model.

Subsampling methods are used to (randomly) sample the data that are not used for external validation, and divide these data into internal development and validation sets. Thus the dataset as a whole is at most divided into three parts: internal development, internal validation and external validation. Familiar implements the following subsampling methods:

- `bs(x,n)`: (stratified) .632 bootstrap, with `n` the number of bootstraps. Bootstrapping randomly samples the data with replacement, and on average assigns 63.2% of the samples to the new subsampled subset to form the in-bag dataset with the same size as the original dataset. Remaining, unselected samples form the out-of-bag dataset. All pre-processing steps and hyperparameter optimisation (if any) are performed using the in-bag data.

- `bt(x,n)`: (stratified) .632 bootstrap, with `n` the number of bootstraps. Functions like `bs`, but pre-processing parameters and hyperparameters (if any) are inherited from the enveloping layer. That is, for `bt(fs+mb,20)+ev` twenty bootstraps are created from the development dataset, and feature selection and modelling are performed on the in-bag data. However, pre-processing parameters and hyperparameters are determined on the main development dataset. The most practical application of `bt` is for repeating feature selection multiple times (e.g. `bt(fs,50)+mb+ev`), as this allows for aggregating variable importance and reducing the effect of random selection.

- `cv(x,n,p)`: (stratified) `n`-fold cross-validation, repeated `p` times. `p` equals 1 by default. Cross-validation randomly assigns samples to `n` folds. Cross-validation forms `n` experiments where one fold is assigned as a validation fold, and the remainder as training folds. All pre-processing steps and hyperparameter optimisation (if any) are performed using data in the training folds.

- `lv(x)`: leave-one-out-cross-validation. This is the same as `n`-fold cross-validations with `n` the number of samples.

- `ip(x)`: imbalance partitioning for addressing class imbalances in the dataset. This creates subsets of the data with balanced classes and can be used in conjunction with `binomial` and `multinomial` outcomes. All pre-processing steps and hyperparameter optimisation are determined within the partitions. The number of partitions generated depends on the imbalance correction method (specified using the `imbalance_correction_method` parameter). Imbalance partitioning does not generate validation sets.

The `x` argument of subsample methods can contain one or more of the workflow components. Moreover, it is possible to nest subsample methods. For example, `experiment_design="cv(bt(fs,50)+mb,5)+ev"` would create a 5-fold cross-validation of the development dataset, with each set of training folds again subsampled for feature selection. After aggregating variable importance obtained over 50 bootstraps, a model is trained within each set of training folds, resulting in 5 models overall. The ensemble of these models is then evaluated on an external dataset.

Other designs, such as `experiment_design="bs(fs+mb,400)+ev"` allow for building large ensembles, and capturing the posterior distribution of the model predictions.

As a final remark: Though it is possible to encapsulate the external validation (`ev`) workflow component in a subsampler, this is completely unnecessary. Unlike the feature selection (`fs`) and modelling (`mb`) components, `ev` is passive, and only indicates whether external validation should be performed.

# References

Cortes, David. 2021. Isotree: Isolation-Based Outlier Detection. https://CRAN.R-project.org/package=isotree.
Royston, Patrick, and Douglas G Altman. 2013. “External Validation of a Cox Prognostic Model: Principles and Methods.” BMC Med. Res. Methodol. 13 (March): 33.