On skipping stepsSource:
When steps are created in a recipe, they can be applied to data (i.e. baked) at two distinct times:
- During the process of preparing the recipe, each step is estimated
prepand then applied to the training set using
bakebefore proceeding to the next step.
- After the recipe has been prepared,
bakecan be used with any data set to apply the preprocessing to those data.
There are times where we would like to circumvent baking on a new data set (i.e., #2 above). For example:
- There are outcomes in the recipe that won’t be available when a recipe is baked in the future. For predictive modeling, this is common when you receive new data to be predicted.
- When doing resampling or a training/test split, certain operations make sense for the data to be used for modeling but are problematic for new samples or the test set.
As an example of the second case, consider the problem of a severe class imbalance. Suppose that there are two classes to be predicted and the event of interest occurs in only 5% of the time. Many models will quickly optimize accuracy by overfitting to the majority class by predicting everything to be a non-event. One method to compensate for this is to down-sample the training set so that the class frequencies are about equal. Although somewhat counter-intuitive, this can often lead to better models.
The important consideration is that this preprocessing is only applied to the training set so that it can impact the model fit. The test set should be unaffected by this operation. If the recipe is used to create the design matrix for the model, down-sampling would remove rows. This would be a bad idea for the test set since these data should represent what the population of samples looks like “in the wild.”. Based on this, a recipe that included down-sample should skip this step when data are baked for the test set.
There are other steps that have a default value of
skip = TRUE:
step_filter()allows for arbitrary filtering of rows.
step_slice()also removes (or adds) rows to the data.
step_sample()enables random sampling of the data set.
step_naomit()will remove rows with missing values in certain columns.
The main issue with these steps being applied to new data (i.e. after the recipe has been trained) is that the non-outcome rows can become out-of-sync with the outcome data.
For example, when
bake() is run with
step_naomit(skip = FALSE) and there are missing values, the
predictors will have fewer rows than the outcome vector. When model
predictions are produced and merged with the other data, their will be
discordant rows. In this case, it would be better to have missing values
in the predictions and a full data set than a subset of predictions from
the complete data. The general
rule in tidymodels is that, for models,
The return value is a tibble with the same number of rows as the data being predicted and in the same order.
As of version recipes 0.1.2, each step has an optional logical
skip. In almost every case, the default is
FALSE. When using this option:
- No steps are skipped during
- Steps with
skip = TRUEare not applied to the data when
Recall that there are two ways of getting the results for the
training set with recipes. First,
bake() can be used as
bake(new_data = NULL) is a shortcut that
will use the already processed data that is contained in the recipe when
prep(recipe, retain = TRUE) is used.
bake(new_data = NULL) is much faster and would be the way
to get the training set with all of the steps applied to the
data. For this reason, you should almost always used
retain = TRUE if any steps are skipped (and a warning is
Skipping is a necessary feature but can be dangerous if used carelessly.
As an example, skipping an operation whose variables are used later might be an issue:
library(recipes) car_recipe <- recipe(mpg ~ ., data = mtcars) %>% step_log(disp, skip = TRUE) %>% step_center(all_numeric_predictors()) %>% prep(training = mtcars) # These *should* produce the same results (as they do for `hp`) bake(car_recipe, new_data = NULL) %>% head() %>% select(disp, hp) #> # A tibble: 6 × 2 #> disp hp #> <dbl> <dbl> #> 1 -0.210 -36.7 #> 2 -0.210 -36.7 #> 3 -0.603 -53.7 #> 4 0.268 -36.7 #> 5 0.601 28.3 #> 6 0.131 -41.7 bake(car_recipe, new_data = mtcars) %>% head() %>% select(disp, hp) #> # A tibble: 6 × 2 #> disp hp #> <dbl> <dbl> #> 1 155. -36.7 #> 2 155. -36.7 #> 3 103. -53.7 #> 4 253. -36.7 #> 5 355. 28.3 #> 6 220. -41.7
This should emphasize that
bake(new_data = NULL) should
be used to get the training set values whenever a step is skipped.