2.5 Resampling

Resampling strategies are usually used to assess the performance of a learning algorithm. mlr3 entails 6 predefined resampling strategies: Cross-validation, Leave-one-out cross validation, Repeated cross-validation, Out-of-bag bootstrap and other variants (e.g. b632), Monte-Carlo cross-validation and Holdout. The following sections provide guidance on how to set and select a resampling strategy and how to subsequently instantiate the resampling process.

Below you can find a graphical illustration of the resampling process:

2.5.1 Settings

In this example we use the iris task and a simple classification tree from the package rpart.

When performing resampling with a dataset, we first need to define which approach should be used. The resampling strategies of mlr3 can be queried using the $keys() method of the mlr_resamplings dictionary.

Additional resampling methods for special use cases will be available via extension packages, such as mlr3spatiotemporal for spatial data (still in development).

The model fit conducted in the train/predict/score chapter is equivalent to a “holdout resampling”, so let’s consider this one first. Again, we can retrieve elements from the dictionary mlr_resamplings via $get() or with the convenience functionrsmp():

Note that the $is_instantiated field is set to FALSE. This means we did not actually apply the strategy on a dataset yet. Applying the strategy on a dataset is done in the next section Instantiation.

By default we get a .66/.33 split of the data. There are two ways in which the ratio can be changed:

  1. Overwriting the slot in $param_set$values using a named list:
  1. Specifying the resampling parameters directly during construction:

2.5.2 Instantiation

So far we just set the stage and selected the resampling strategy. To actually perform the splitting and obtain indices for the training and the test split the resampling needs a Task. By calling the method instantiate(), splits into training and test set are calculated and stored in the Resampling object:

2.5.3 Execution

With a Task, a Learner and a Resampling object we can call resample() and create a ResampleResult object.

Before we go into more detail, let’s change the resampling to a “3-fold cross-validation” to better illustrate what operations are possible with a ResampleResult. Additionally, we tell resample() to keep the fitted models via the flag store_models:

The following operations are supported with ResampleResult objects:

Note that if you want to compare multiple learners, you should ensure to that each learner operates on the same resampling instance by manually instantiating beforehand. This reduces the variance of the performance estimation.

If your aim is to compare different Task, Learner or Resampling, you are better off using the benchmark() function, covered in the next section. It is basically a wrapper around resample() simplifying the handling of multiple settings. If you discover this only after you’ve run multiple resample() calls, don’t worry. You can combine multiple ResampleResult objects into a BenchmarkResult (also explained in the next section).

2.5.4 Custom resampling

Sometimes it is necessary to perform resampling with custom splits. If you want to do that because you are coming from a specific modeling field, first take a look at the mlr3 extension packages, to check wheter your resampling method has been implemented already. If this is not the case, feel welcome to extend an existing package or create your own extension package.

A manual resampling instance can be created using the "custom" template.

2.5.5 Plotting Resample Results

Again, mlr3viz provides a autoplot() method.

All available plot types are listed on the manual page of autoplot.ResampleResult().