'recursively split a dataframe with partykit::lmtree as a stump tree

I am trying to recursively split my data using a stump tree based on the lmtree function from the partykitlibrary. The idea is the following:

  • [1] for each variable of interest run and lmtree with a depth of 2, store the regression model's results and splitting rules.
  • [2] for each subset of data created from the rule-splits run [1]
  • [3] ...keep on going until there is nothing to split
  • [4] return all the rules generated and all the regression models at every iteration.

I have created the following data set as an example

dataCheck<-structure(list(Y = c(8.25182880801735, 4.38905581711409, 4.3723003426479, 
8.95352964997245, 3.11700618762515, 3.1034226537366, 7.89646389368191, 
6.85501406564123, 9.14109165528899, 1.76168520924609, -0.0186423064878894, 
4.05085948895797, 9.3290668201337, -0.688712840604117, 4.15315642195899, 
-0.00971512402195501, 5.42811470891677, 2.46276739480922, 8.19194673663205, 
1.73449749373474, 5.11176729680431, 6.99704403247248, 8.19840241595093, 
3.11060513769226, 7.90068926820612, 2.76471024799475, -1.94707392888114, 
8.70720034430486, 1.87038416922914, 6.20663570735997, 4.09386155410738, 
3.22531843927543, 0.830783579350356, -1.89145826468231, 4.83659003642515, 
8.42672861512832, 3.64564224371417, -1.15773582661539, 9.0284462831185, 
8.83097868528031, 6.45672650028379, 5.27430330162195, 1.67266323394736, 
9.77833830342575, 5.52833125887379, 6.02558241863665, 9.32123924173233, 
9.59814558462498, 4.99387919879268, 6.49466500856929, 7.2896720828623, 
1.45305800877985, 7.9206838214584, 3.10094680249827, 6.47011468231269, 
4.50777097352803, 2.80590591034666, 8.48494126341584, 5.28136515607325, 
7.26296418616002, 7.58618091344727, 0.657159517213753, 4.63042456168453, 
6.95119391263247, 5.81217832756039, 6.98278274815032, 1.87540163589012, 
6.71792941091317, -1.29432787337523, 7.78940895663812, 7.37649159209526, 
0.675702298998388, -0.00368332855764775, 6.73187085031259, 4.90496061288267, 
5.9489529474397, 6.38188340303357, 1.49060261962588, 8.02748275174409, 
2.68375327263568, 0.536734269942505, 10.9804396086597, 5.77181428022011, 
8.02014063211585, -0.154299594612417, 11.5771087779023, 3.15668239446356, 
10.9688804025395, 3.02557450708542, 2.13768854535059, 4.9987900600247, 
5.77251800446134, 5.69338793536718, 7.48847879852273, 4.61918663507178, 
5.31242784333302, 3.31453219290204, 5.43559388358608, 2.72114624838099, 
0.283680211264713, 7.32084446410466, 9.36726403837086, 6.28712663547282, 
9.68442109468396, 2.1771978188826, 2.91207121946027, 8.62268371794479, 
5.41172945001701, 5.38373182957917, 7.95353655623665, 10.4130862095915, 
6.25081183779213, 8.54684927325094, 8.17251249575749, 5.72201913971001, 
0.981509806109492, -1.23648317875867, 3.86213151478364, -0.0584268109220522, 
4.88005249800849, 5.42670918687429, 6.4038980260246, 7.14503570378985, 
8.88305747736355, 1.70163134436323, 0.62926133984831, 6.332538349964, 
5.85926583090084, 7.60153681164436, 1.18354110441859, 6.21376082513293, 
6.72176938214484, 0.327537651877887, 7.43424865766649, 9.5345481861972, 
3.36521469337704, 5.15683513556837, 6.05183146409861, 1.47921224995724, 
8.14770415530154, 5.5357695364988, 6.37292822354104, 10.4408451690402, 
10.6286558881235, 3.11671629644448, 4.33997804421313, 4.27598096655774, 
8.81901613584242, 8.48445947041034, 10.4418692374179, 7.52723751645487, 
4.9570006189033, 4.23525434076004, 4.61233757658881, 5.97883596964654, 
8.92350768169135, 3.36744748717257, 7.5935668820036, 10.1530021272265, 
4.44781564448189, -0.249607613297988, 7.71200039180305, 6.06313433331344, 
3.51906505864441, 1.03215089097043, 6.90937324325054, 9.12875026148115, 
9.21902600933707, 0.0144208736886396, 3.62417570727636, 7.02168510403701, 
6.85147195840605, 3.47082453284862, -0.0848457381909239, 8.11569632204266, 
7.82069734436052, 6.09482844636063, 0.951714826858227, 6.68025842180694, 
0.83503748042638, 7.73552283142719, 0.166199593532002, 5.55737073827801, 
9.60315749786249, 2.34268963194322, 5.06130544981114, 8.41498517401806, 
6.47923805898893, 3.60160770616943, 1.93479805024185, 5.15513930951948, 
6.52441526450235, 8.12845225663792, 4.79311355060987, 0.979200604605808, 
1.8268590440232, 9.48019794908497, 1.08410154255385, 9.27908007601209, 
8.68019897887756), Treat = c(1L, 1L, 1L, 1L, 0L, 1L, 1L, 0L, 
1L, 1L, 0L, 1L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 1L, 1L, 1L, 
1L, 1L, 0L, 1L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 1L, 0L, 0L, 1L, 1L, 
1L, 1L, 0L, 1L, 1L, 0L, 1L, 1L, 0L, 1L, 0L, 0L, 0L, 0L, 1L, 1L, 
0L, 1L, 0L, 1L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 0L, 0L, 1L, 1L, 0L, 
0L, 1L, 1L, 1L, 1L, 0L, 1L, 0L, 0L, 1L, 1L, 1L, 0L, 1L, 0L, 1L, 
1L, 0L, 0L, 1L, 1L, 1L, 0L, 1L, 1L, 0L, 1L, 0L, 1L, 1L, 1L, 1L, 
0L, 0L, 1L, 1L, 1L, 1L, 1L, 0L, 1L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 
0L, 1L, 1L, 1L, 1L, 0L, 0L, 1L, 0L, 0L, 1L, 0L, 0L, 1L, 1L, 1L, 
0L, 0L, 0L, 1L, 0L, 0L, 1L, 1L, 1L, 0L, 0L, 1L, 1L, 1L, 0L, 1L, 
0L, 0L, 0L, 1L, 0L, 1L, 1L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 1L, 1L, 
0L, 0L, 1L, 0L, 1L, 0L, 0L, 1L, 1L, 0L, 0L, 0L, 1L, 0L, 0L, 1L, 
1L, 0L, 1L, 1L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 0L, 1L, 0L, 1L, 1L
), V1 = c(-0.512224184361134, 0.236874945466597, -1.87889995137573, 
0.417180920995462, -0.671381865721995, 0.287167828494884, 0.489380353826899, 
-0.0882793575066059, 0.317742648720351, 1.22953756109929, -0.411584735880727, 
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-0.0292939926335329, -1.19627566198503, 0.129016676567211, 1.01388479182626, 
-1.77853019823201, 1.70834544836442, 0.0454885896688708, 0.0522602787427178, 
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0.588982048814097, -2.51335929144276, -0.33718609396271, 1.23629555181408, 
2.21920877408719, 2.00276718551955, -0.266133894204283, 0.0463897977044271, 
-1.28942121425525, 1.84913424106894, -1.17352670639698, -0.00604822691863582, 
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1.5613690865751, -0.298506285466049, -0.495281299842039, 1.00812101114208, 
1.11685818214117, -0.505794287012676, -1.40273953487652, 2.06123765465717, 
0.368184101316567, 0.420456807959395, 0.00599354238077596, -1.1398273773676, 
0.783863027697299, 1.12470121951805, -0.708307856061111, -0.0906433568083879, 
-1.25738689932716, 1.26095202154429, 0.301138661248989, 0.045843974918831, 
1.03024799700031, 0.949019551531677, -1.39380451586336, -0.528730424300515, 
0.0369965771020032, -1.18171381017, 1.49979891866957, 0.15676325449813, 
0.402736509896824, -1.03099304732686, -0.48056251405081, 1.11384829811643, 
-0.218085210734798, -1.25125131426365, 0.0768043975792328, -0.0859557017662965, 
-0.634842234143288, 0.605421881599738, 0.50271688606003, 0.0544965175079416, 
0.254883531339007, 0.724258364968426, -0.870650774526025, 0.253029590313987, 
-2.0986762438242, -0.0240824333410968, 0.174296097882529, 1.33359836459227, 
-0.346308257138143, -0.563106795944062, -0.260627921956495, -0.268980353567251, 
0.185828017673224, 2.01233897740523, 0.16357851917081, -0.776176022489553, 
1.89540402776715, -0.6615289177093, 0.131681717006018, -1.21145287910156, 
0.932690336174062, 0.585783815391921, -0.571349415819544, -1.42497017096838, 
1.10888317549818, 0.283311326326235, -0.414969695561733, -0.939616281339742, 
0.110492068893627, -0.746014266098047, -1.07991576386102, -0.432025117819907, 
0.830391245203387, 0.164428464782244, -1.51572185585929, -0.421075043960813, 
0.23777931298336, -1.17495654928808, -0.100265604687606, 0.435095241672069, 
1.04859111394976, 1.21578829328542, 0.444072958180845, -0.694238471712357, 
-0.739705032889642, 0.389192710410273, 0.0937806873880687, 0.462085160399263, 
0.156974707854046, 0.266963975753482, -0.29707267641139, 0.354079230828466, 
-0.0971026416271703, 0.673191241548993, -0.530180479720613, -0.66580050863429, 
-0.26721804945571, -1.92264958452522, -0.185099340678194, 0.485163365007242, 
0.638813737506359, -1.23177250938818, 0.439975847642966, 0.716863270101894, 
1.02688539285126, -1.72807904491845, -0.786367064946864, -1.68678578842494, 
1.22942039351412, -1.70618655825219, -1.22990651413465, -0.324950136558707, 
0.624858269195195, -0.828068321649018, 0.947486788826015, -0.108630973427409, 
-2.40250570840112, 1.44771355228476, -1.24199088371159, 2.0917304355165, 
-1.77311409695832, 0.0954605832796433, -0.740994505927424, 1.61778488533527, 
-1.40573129075368, -1.00370633649212, 1.38162617605784, 0.884164534682012, 
0.267169875178434, 1.9057917321543, 0.206145940614585, -1.18383159869387, 
0.481036958396535, 1.31027045373907, 0.358433947320302, -0.29237023947135, 
0.282768651359503, 0.781651423368563, -0.138721715418646, -0.381835428164467, 
1.70428320688559, 0.106774777090092, -0.843309921038093, -0.143242083596126, 
0.698361373594494), V2 = c(0.380304375791841, -1.02059433700002, 
0.250167152859078, 1.19197310535082, -0.665212884381305, 1.55101992940286, 
0.0677143288757891, 0.475101191357759, -1.03947212891308, 1.33093806534135, 
-1.53024562146233, 0.264721134679345, -0.850689035040517, -0.957133686252826, 
1.87696618529297, -2.15775600281697, -0.338372884575403, -0.65534425003225, 
0.000341190135952188, -0.325103882313815, 1.35236410406428, 0.71204447686019, 
-0.832202393832718, -0.104160072249246, 0.548770775839287, -1.02555695096039, 
-0.545265782667373, -0.0716200430572802, -0.416112028859363, 
0.227288103381536, 0.267105299509607, 0.797786411399094, 0.588039577794279, 
-1.35531243965783, -0.191960436342607, 0.802287953041775, 0.688984565302114, 
-1.38282061870725, -0.145188087012673, -0.164918559770532, 0.151817539241955, 
0.579936723341327, -1.82374499984194, -0.770579614791879, 0.169550022479414, 
2.19606347734814, 0.680134653059498, -0.185915544520268, -2.21291386243485, 
-0.902294133219532, -0.387497535879364, -1.67055198613076, 1.96212040244854, 
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-0.966018134129389, -0.304971980458869, -0.444854699256305), 
    V3 = c(-0.783029123458224, -2.86136360818513, 1.698849090337, 
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    -0.326746686522603)), row.names = c(NA, -200L))

I can easily run the first loop in on the variables and extract all the information I need after the first iteration, but I do not understand how to make the function recursive.

library(data.table)
library(partykit)
library(jtools)

setDT(dataCheck)

first<-lapply(setdiff(names(dataCheck),c("Y","Treat")), function(x){
  
  tr<-lmtree(as.formula(paste("Y ~ Treat | ",x )), data = dataCheck,maxdepth = 2 )
  
  if (length(tr)>2){# if it is less than 2 there are no splits on the variable x
  rules<-partykit:::.list.rules.party(tr) # get the rules
  subChunks<-lapply(rules,function(x){ # parse the text of the rule and extract the subset of data
  DataChunk=dataCheck[eval(parse(text = rules)),]
  })
  
#extract SE from ech regression
    allse<-nodeapply(tr, nodeids(tr,terminal = T), function(x){
      seIn<-summ(info_node(x)$object)
      seIn$coeftable[2,2]})
      #wextract terminal node sample size
      allw<-nodeapply(tr, nodeids(tr,terminal = T), function(x) info_node(x)$nobs)
      #extract coef of the regression
      coefz<-coef(tr)

  lapply(unlist(subChunks), function(dt){
  lapply(setdiff(names(dt),c("Y","Treat")), function(x){
  tr<-lmtree(as.formula(paste("Y ~ Treat | ",x )), data = dt,maxdepth = 2 )
  })
  })
  
  }else {
    NULL
  }
  
})



Solution 1:[1]

I'm not sure what exactly you are struggling with because you seem to be doing the right steps. I would just recommend to use more infrastructure readily provided by partykit.

Most importantly, you should not parse the text rules but make all computations on the partysplit objects. (See the package's vignettes for more details.) As an example:

tr <- lmtree(Y ~ Treat | V1, data = dataCheck, maxdepth = 2)
nodeapply(tr, ids = 1, split_node)[[1]]
## $varid
## [1] 3
## 
## $breaks
## [1] -0.8280683
## 
## $index
## NULL
## 
## $right
## [1] TRUE
## 
## $prob
## NULL
## 
## $info
## NULL
## 
## attr(,"class")
## [1] "partysplit"

Based on this object you can do various kinds of operations including the computation of sample splits. A convenience interface for this is also the data_party() function that can extract the data associated with certain nodes in the tree:

d2 <- data_party(tr, 2)
d3 <- data_party(tr, 3)
dim(d2)
## [1] 42  4
dim(d3)
## [1] 158   4

However, this only extracts the 4 variables from the model frame of the fitted tree tr. If you want to extract all 7 variables from the original learning data, you can predict the node ID and subset based on that:

d2 <- dataCheck[predict(tr, newdata = dataCheck, type = "node") == 2, ]
dim(d2)
## [1] 42  7
d3 <- dataCheck[predict(tr, newdata = dataCheck, type = "node") == 3, ]
dim(d3)
## [1] 158   7

And then you can use these data sets for estimating the next tree:

tr2 <- lmtree(Y ~ Treat | V1, data = d2, maxdepth = 2)

What is the best way to repeat this recursively and store the results then depends a bit on the way you want to combine the splits later on.

Sources

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Source: Stack Overflow

Solution Source
Solution 1