6 Fitting models with parsnip
The parsnip package provides a fluent and standardized interface for a variety of different models. In this chapter, we both give some motivation for why a common interface is beneficial and show how to use the package.
In this chapter, we focus on how to fit()
and predict()
directly with a parsnip object. This may be a good fit for some straightforward modeling problems, but the next chapter illustrates a better approach to these tasks by combining models and preprocessors together into something called a workflow
object.
6.1 Create a model
Once the data have been encoded in a format ready for a modeling algorithm, such as a numeric matrix, they can be used in the model building process.
Suppose that a linear regression model was our initial choice for the model. This is equivalent to specifying that the outcome data is numeric and that the predictors are related to the outcome in terms of simple slopes and intercepts:
\[y_i = \beta_0 + \beta_1 x_{1i} + \ldots + \beta_p x_{pi}\]
There are a variety of methods that can be used to estimate the model parameters:
Ordinary linear regression uses the traditional method of least squares to solve for the model parameters.
Regularized linear regression adds a penalty to the least squares method to encourage simplicity by removing predictors and/or shrinking their coefficients towards zero. This can be executed using Bayesian or nonBayesian techniques.
In R, the stats package can be used for the first case. The syntax for lm()
is
where ...
symbolizes other options to pass to lm()
. The function does not have an x
/y
interface, where we might pass in our outcome as y
and our predictors as x
.
To estimate with regularization, a Bayesian model can be fit using the rstanarm package:
In this case, the other options passed via ...
would include arguments for the prior distributions of the parameters as well as specifics about the numerical aspects of the model. As with lm()
, only the formula interface is available.
A popular nonBayesian approach to regularized regression is the glmnet model (Friedman, Hastie, and Tibshirani 2010). Its syntax is:
In this case, the predictor data must already be formatted into a numeric matrix; there is only an x
/y
method and no formula method.
Note that these interfaces are heterogeneous in either how the data are passed to the model function or in terms of their arguments. The first issue is that, to fit models across different packages, the data must be formatted in different ways. lm()
and stan_glm()
only have formula interfaces while glmnet()
does not. For other types of models, the interfaces may be even more disparate. For a person trying to do data analysis, these differences require the memorization of each package’s syntax and can be very frustrating.
For tidymodels, the approach to specifying a model is intended to be more unified:
Specify the type of model based on its mathematical structure (e.g., linear regression, random forest, Knearest neighbors, etc).
Specify the engine for fitting the model. Most often this reflects the software package that should be used.
When required, declare the mode of the model. The mode reflects the type of prediction outcome. For numeric outcomes, the mode is regression; for qualitative outcomes, it is classification^{10}. If a model can only create one type of model, such as linear regression, the mode is already set.
These specifications are built without referencing the data. For example, for the three cases above:
library(tidymodels)
tidymodels_prefer()
linear_reg() %>% set_engine("lm")
#> Linear Regression Model Specification (regression)
#>
#> Computational engine: lm
linear_reg() %>% set_engine("glmnet")
#> Linear Regression Model Specification (regression)
#>
#> Computational engine: glmnet
linear_reg() %>% set_engine("stan")
#> Linear Regression Model Specification (regression)
#>
#> Computational engine: stan
Once the details of the model have been specified, the model estimation can be done with either the fit()
function (to use a formula) or the fit_xy()
function (when your data are already preprocessed). The parsnip package allows the user to be indifferent to the interface of the underlying model; you can always use a formula even if the modeling package’s function only has the x
/y
interface.
The translate()
function can provide details on how parsnip converts the user’s code to the package’s syntax:
linear_reg() %>% set_engine("lm") %>% translate()
#> Linear Regression Model Specification (regression)
#>
#> Computational engine: lm
#>
#> Model fit template:
#> stats::lm(formula = missing_arg(), data = missing_arg(), weights = missing_arg())
linear_reg(penalty = 1) %>% set_engine("glmnet") %>% translate()
#> Linear Regression Model Specification (regression)
#>
#> Main Arguments:
#> penalty = 1
#>
#> Computational engine: glmnet
#>
#> Model fit template:
#> glmnet::glmnet(x = missing_arg(), y = missing_arg(), weights = missing_arg(),
#> family = "gaussian")
linear_reg() %>% set_engine("stan") %>% translate()
#> Linear Regression Model Specification (regression)
#>
#> Computational engine: stan
#>
#> Model fit template:
#> rstanarm::stan_glm(formula = missing_arg(), data = missing_arg(),
#> weights = missing_arg(), family = stats::gaussian, refresh = 0)
Note that missing_arg()
is just a placeholder for the data that has yet to be provided.
Note that we supplied a required penalty
argument for the glmnet engine. Also, for the Stan and glmnet engines, the family
argument was automatically added as a default. As will be shown below, this option can be changed.
Let’s walk through how to predict the sale price of houses in the Ames data as a function of only longitude and latitude:
lm_model <
linear_reg() %>%
set_engine("lm")
lm_form_fit <
lm_model %>%
# Recall that Sale_Price has been prelogged
fit(Sale_Price ~ Longitude + Latitude, data = ames_train)
lm_xy_fit <
lm_model %>%
fit_xy(
x = ames_train %>% select(Longitude, Latitude),
y = ames_train %>% pull(Sale_Price)
)
lm_form_fit
#> parsnip model object
#>
#> Fit time: 4ms
#>
#> Call:
#> stats::lm(formula = Sale_Price ~ Longitude + Latitude, data = data)
#>
#> Coefficients:
#> (Intercept) Longitude Latitude
#> 300.25 2.01 2.78
lm_xy_fit
#> parsnip model object
#>
#> Fit time: 1ms
#>
#> Call:
#> stats::lm(formula = ..y ~ ., data = data)
#>
#> Coefficients:
#> (Intercept) Longitude Latitude
#> 300.25 2.01 2.78
The differences between fit()
and fit_xy()
may not be obvious.
When fit()
is used with a model specification, this almost always means that dummy variables will be created from qualitative predictors. If the underlying function requires a matrix (like glmnet), it will make them. However, if the underlying function uses a formula, fit()
just passes the formula to that function. We estimate that 99% of modeling functions using formulas make dummy variables. The other 1% include treebased methods that do not require purely numeric predictors.^{11}
The fit_xy()
function always passes the data asis to the underlying model function. It will not create dummy variables before doing so.
Not only does parsnip enable a consistent model interface for different packages, it also provides consistency in the model arguments. It is common for different functions which fit the same model to have different argument names. Random forest model functions are a good example. Three commonly used arguments are the number of trees in the ensemble, the number of predictors to randomly sample with each split within a tree, and the number of data points required to make a split. For three different R packages implementing this algorithm, those arguments are:
Argument Type  ranger  randomForest  sparklyr 

# sampled predictors  mtry  mtry  feature_subset_strategy 
# trees  num.trees  ntree  num_trees 
# data points to split  min.node.size  nodesize  min_instances_per_node 
In an effort to make argument specification less painful, parsnip uses common argument names within and between packages. For random forests, parsnip models use:
Argument Type  parsnip 

# sampled predictors  mtry 
# trees  trees 
# data points to split  min_n 
Admittedly, this is one more set of arguments to memorize. However, when other types of models have the same argument types, these names still apply. For example, boosted tree ensembles also create a large number of treebased models, so trees
is also used there, as is min_n
, and so on.
Some of the original argument names can be fairly jargony. For example, to specify the amount of regularization to use in a glmnet model, the Greek letter lambda
is used. While this mathematical notation is commonly used in the statistics literature, it is not obvious to many people what lambda
represents (especially those who consume the model results). Since this is the penalty used in regularization, parsnip standardizes on the argument name penalty
. Similarly, the number of neighbors in a Knearest neighbors model is called neighbors
instead of k
. Our rule of thumb when standardizing argument names is:
If a practitioner were to include these names in a plot or table, would the people viewing those results understand the name?
To understand how the parsnip argument names map to the original names, use the help file for the model (available via ?rand_forest
) as well as the translate()
function:
rand_forest(trees = 1000, min_n = 5) %>%
set_engine("ranger") %>%
set_mode("regression") %>%
translate()
#> Random Forest Model Specification (regression)
#>
#> Main Arguments:
#> trees = 1000
#> min_n = 5
#>
#> Computational engine: ranger
#>
#> Model fit template:
#> ranger::ranger(x = missing_arg(), y = missing_arg(), case.weights = missing_arg(),
#> num.trees = 1000, min.node.size = min_rows(~5, x), num.threads = 1,
#> verbose = FALSE, seed = sample.int(10^5, 1))
Modeling functions in parsnip separate model arguments into two categories:
Main arguments are more commonly used and tend to be available across engines.
Engine arguments are either specific to a particular engine or used more rarely.
For example, in the translation of the random forest code above, the arguments num.threads
, verbose
, and seed
were added by default. These arguments are specific to the ranger implementation of random forest models and wouldn’t make sense as main arguments. Enginespecific arguments can be specified in set_engine()
. For example, to have the ranger::ranger()
function print out more information about the fit:
6.2 Use the model results
Once the model is created and fit, we can use the results in a variety of ways; we might want to plot, print, or otherwise examine the model output. Several quantities are stored in a parsnip model object, including the fitted model. This can be found in an element called fit
, which can be returned using the extract_fit_engine()
function:
lm_form_fit %>% extract_fit_engine()
#>
#> Call:
#> stats::lm(formula = Sale_Price ~ Longitude + Latitude, data = data)
#>
#> Coefficients:
#> (Intercept) Longitude Latitude
#> 300.25 2.01 2.78
Normal methods can be applied to this object, such as printing, plotting, and so on:
lm_form_fit %>% extract_fit_engine() %>% vcov()
#> (Intercept) Longitude Latitude
#> (Intercept) 212.621 1.6113032 1.4686377
#> Longitude 1.611 0.0168166 0.0008695
#> Latitude 1.469 0.0008695 0.0330019
Never pass the fit
element of a parsnip model to a model prediction function, i.e., use predict(lm_form_fit)
but do not use predict(lm_form_fit$fit)
. If the data were preprocessed in any way, incorrect predictions will be generated (sometimes, without errors). The underlying model’s prediction function has no idea if any transformations have been made to the data prior to running the model. See Section 6.3 for more on making predictions.
One issue with some existing methods in base R is that the results are stored in a manner that may not be the most useful. For example, the summary()
method for lm
objects can be used to print the results of the model fit, including a table with parameter values, their uncertainty estimates, and pvalues. These particular results can also be saved:
model_res <
lm_form_fit %>%
extract_fit_engine() %>%
summary()
# The model coefficient table is accessible via the `coef` method.
param_est < coef(model_res)
class(param_est)
#> [1] "matrix" "array"
param_est
#> Estimate Std. Error t value Pr(>t)
#> (Intercept) 300.251 14.5815 20.59 1.023e86
#> Longitude 2.013 0.1297 15.53 8.126e52
#> Latitude 2.782 0.1817 15.31 1.639e50
There are a few things to notice about this result. First, the object is a numeric matrix. This data structure was mostly likely chosen since all of the calculated results are numeric and a matrix object is stored more efficiently than a data frame. This choice was probably made in the late 1970’s when computational efficiency was extremely critical. Second, the nonnumeric data (the labels for the coefficients) are contained in the row names. Keeping the parameter labels as row names is very consistent with the conventions in the original S language.
A reasonable next step might be to create a visualization of the parameters values. To do this, it would be sensible to convert the parameter matrix to a data frame. We could add the row names as a column so that they can be used in a plot. However, notice that several of the existing matrix column names would not be valid R column names for ordinary data frames (e.g. "Pr(>t)"
). Another complication is the consistency of the column names. For lm
objects, the column for the test statistic is "Pr(>t)"
, but for other models, a different test might be used and, as a result, the column name would be different (e.g., "Pr(>z)"
) and the type of test would be encoded in the column name.
While these additional data formatting steps are not impossible to overcome, they are a hindrance, especially since they might be different for different types of models. The matrix is not a highly reusable data structure mostly because it constrains the data to be of a single type (e.g. numeric). Additionally, keeping some data in the dimension names is also problematic since those data must be extracted to be of general use.
As a solution, the broom package has methods to convert many types of model objects to a tidy structure. For example, using the tidy()
method on the linear model produces:
tidy(lm_form_fit)
#> # A tibble: 3 × 5
#> term estimate std.error statistic p.value
#> <chr> <dbl> <dbl> <dbl> <dbl>
#> 1 (Intercept) 300. 14.6 20.6 1.02e86
#> 2 Longitude 2.01 0.130 15.5 8.13e52
#> 3 Latitude 2.78 0.182 15.3 1.64e50
The column names are standardized across models and do not contain any additional data (such as the type of statistical test). The data previously contained in the row names are now in a column called term
and so on. One important principle in the tidymodels ecosystem is that a function should return values that are predictable, consistent, and unsurprising.
6.3 Make predictions
Another area where parsnip diverges from conventional R modeling functions is the format of values returned from predict()
. For predictions, parsnip always conforms to the following rules:
 The results are always a tibble.
 The column names of the tibble are always predictable.
 There are always as many rows in the tibble as there are in the input data set.
For example, when numeric data are predicted:
ames_test_small < ames_test %>% slice(1:5)
predict(lm_form_fit, new_data = ames_test_small)
#> # A tibble: 5 × 1
#> .pred
#> <dbl>
#> 1 5.22
#> 2 5.22
#> 3 5.28
#> 4 5.24
#> 5 5.31
The row order of the predictions are always the same as the original data.
Why are there leading dot in some of the column names? Some tidyverse and tidymodels arguments and return values contain periods. This is to protect against merging data with duplicate names. There are some data sets that contain predictors named pred
!
These three rules make it easier to merge predictions with the original data:
ames_test_small %>%
select(Sale_Price) %>%
bind_cols(predict(lm_form_fit, ames_test_small)) %>%
# Add 95% prediction intervals to the results:
bind_cols(predict(lm_form_fit, ames_test_small, type = "pred_int"))
#> # A tibble: 5 × 4
#> Sale_Price .pred .pred_lower .pred_upper
#> <dbl> <dbl> <dbl> <dbl>
#> 1 5.02 5.22 4.91 5.54
#> 2 5.24 5.22 4.91 5.54
#> 3 5.28 5.28 4.97 5.60
#> 4 5.06 5.24 4.92 5.56
#> 5 5.60 5.31 5.00 5.63
The motivation for the first rule comes from some R packages producing dissimilar data types from prediction functions. For example, the ranger package is an excellent tool for computing random forest models. However, instead of returning a data frame or vector as output, a specialized object is returned that has multiple values embedded within it (including the predicted values). This is just one more step for the data analyst to work around in their scripts. As another example, the glmnet package can return at least four different output types for predictions, depending on the model and characteristics of the data:
Type of Prediction  Returns a: 

numeric  numeric matrix 
class  character matrix 
probability (2 classes)  numeric matrix (2nd level only) 
probability (3+ classes)  3D numeric array (all levels) 
Additionally, the column names of the results contain coded values that map to a vector called lambda
within the glmnet model object. This excellent statistical method can be discouraging to use in practice because of all of the special cases an analyst might encounter that require additional code to be useful.
For the second tidymodels prediction rule, the predictable column names for different types of predictions are:
type value  column name(s) 

numeric

.pred

class

.pred_class

prob

.pred_{class levels}

conf_int

.pred_lower , .pred_upper

pred_int

.pred_lower , .pred_upper

The third rule regarding the number of rows in the output is critical. For example, if any rows of the new data contain missing values, the output will be padded with missing results for those rows. A main advantage of standardizing the model interface and prediction types in parsnip is that, when different models are used, the syntax is identical. Suppose that we used a decision tree to model the Ames data. Outside of the model specification, there are no significant differences in the code pipeline:
tree_model <
decision_tree(min_n = 2) %>%
set_engine("rpart") %>%
set_mode("regression")
tree_fit <
tree_model %>%
fit(Sale_Price ~ Longitude + Latitude, data = ames_train)
ames_test_small %>%
select(Sale_Price) %>%
bind_cols(predict(tree_fit, ames_test_small))
#> # A tibble: 5 × 2
#> Sale_Price .pred
#> <dbl> <dbl>
#> 1 5.02 5.15
#> 2 5.24 5.15
#> 3 5.28 5.31
#> 4 5.06 5.15
#> 5 5.60 5.52
This demonstrates the benefit of homogenizing the data analysis process and syntax across different models. It enables the user to spend their time on the results and interpretation rather than having to focus on the syntactical differences between R packages.
6.4 parsnipadjacent packages
The parsnip package itself contains interfaces to a number of models. However, for ease of package installation and maintenance, there are other tidymodels packages that have parsnip model definitions for other sets of models. The discrim package has model definitions for the set of classification techniques called discriminant analysis methods (such as linear or quadratic discriminant analysis). In this way, the package dependencies required for installing parsnip are reduced. A list of all of the models that can be used with parsnip (across different packages that are on CRAN) can be found at tidymodels.org/find
.
6.5 Creating model specifications
It may become tedious to write many model specifications, or to remember how to write the code to generate them. The parsnip package includes an RStudio addin that can help. Either choosing this addin from the Addins toolbar menu or running the code:
will open a window in the Viewer panel of the RStudio IDE with a list of possible models for each model mode. These can be written to the source code panel:
The model list includes models from parsnip and parsnipadjacent packages that are on CRAN.
6.6 Chapter summary
This chapter introduced the parsnip package, which provides a common interface for models across R packages using a standard syntax. The interface and resulting objects have a predictable structure.
The code for modeling the Ames data that we will use moving forward is:
REFERENCES
Friedman, J, T Hastie, and R Tibshirani. 2010. “Regularization Paths for Generalized Linear Models via Coordinate Descent.” Journal of Statistical Software 33 (1): 1.