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Add quantile regression mode #1209

Merged
merged 29 commits into from
Oct 11, 2024
Merged

Add quantile regression mode #1209

merged 29 commits into from
Oct 11, 2024

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topepo
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@topepo topepo commented Sep 26, 2024

Culmination of #1191, #1207, and #1208.

cc @dajmcdon

  • Adds the new mode.
  • Allows users to set quantile levels in set_mode().
  • Changes the argument to predict_quantile() from quantile to quantile_levels
  • Removes quantile prediction methods for deprecated surv_reg() model.
  • Infrastructure to use the new vctrs object for quantile predictions.
  • Adds a "quantreg" engine to linear_reg().

topepo and others added 17 commits August 5, 2024 10:46
@topepo
add a quantile regression mode to test with
e7ce07b
update type checkers
cbf636f
avoid confusion with global all_models object
6bec5cb
add quantile_level argument to set_mode()
5f6db8c
initial data for quantreg
d753196
some initial tests
5176e86
fix some issues
abcd97d
enable quantile prediction
a153df0
@topepo
tests for quantreg
6168556
@dajmcdon @simonpcouch @topepo
Quantile predictions output constructor (#1191)
3bdb471 
* small change to predict checks

* add vctrs for quantiles and test, refactor *_rq_preds

* revise tests

* Apply some of the suggestions from code review

Co-authored-by: Simon P. Couch <[email protected]>

* rename tests on suggestion from code review

* export missing funs from vctrs for formatting

* convert errors to snapshot tests

* pass call through input check

* update snapshots for caller_env

* rename to parsnip_quantiles, add format snapshot tests

* Apply suggestions from @topepo

Co-authored-by: Max Kuhn <[email protected]>

* rename parsnip_quantiles to quantile_pred

* rename parsnip_quantiles to quantile_pred and add vector probability check

* fix: two bugs introduced earlier

* add formatting tests for single quantile

* replace walk with a loop to avoid "Error in map()"

* remove row/col names

* adjust quantile_pred format

* as_tibble method

* updated NEWS file

* add PR number

* small new update

* helper methods

* update docs

* re-enable quantiles prediction for #1203

* update some tests

* no longer needed

* use tibble::new_tibble

* braces

* test as_tibble

* remove print methods

---------

Co-authored-by: Simon P. Couch <[email protected]>
Co-authored-by: Max Kuhn <[email protected]>
Co-authored-by: ‘topepo’ <‘[email protected]’>
@topepo @hfrick
quantile regression updates for new hardhat model (#1207)
bef131b 
* bump hardhat version

* remove parts now in hardhat

* update for new hardhat version

* quantile_levels (plural now)

* news update

* typo

* rename helper function

* run CI on PRs from branches

* forgotten remote

* actions for edited PRs

* plural

* expand branch list

* export function for censored to use

* updated snapshot

* remake snapshot

* Revert "remake snapshot"

This reverts commit 954e326.

* updated snapshot

* Update R/arguments.R

Co-authored-by: Hannah Frick <[email protected]>

* typo

* changes from reviewer feedback

---------

Co-authored-by: ‘topepo’ <‘[email protected]’>
Co-authored-by: Hannah Frick <[email protected]>
@topepo
Change to quantile argument to quantile levels (#1208)
861a64a 
* quantile -> quantile_levels for #1203

* defer test until censored updates in new PR

* update docs for quantile_levels

* update test

* disable quantile predictions for surv_reg

---------

Co-authored-by: ‘topepo’ <‘[email protected]’>
@topepo
Merge branch 'main' into quantile-mode
db551ff
@topepo
post conflict merge updates
44ebdf7
@topepo
update news
481dbc3
@topepo
version bump and fix typo
69e754e
@topepo
revert GHA branches
9ebcae0
@topepo topepo marked this pull request as ready for review September 27, 2024 00:03
@dajmcdon
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Thanks for all your work on this @topepo and others!

If I were to make additional engines, would you like them in PRs here, or just elsewhere for now?

@topepo
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topepo commented Sep 30, 2024

If I were to make additional engines, would you like them in PRs here, or just elsewhere for now?

If we can avoid wrapper and more imports, then go ahead and put them here. Were you thinking of making another package to house new methods?

hfrick
hfrick reviewed Oct 1, 2024
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This looks good so far. I'm having second thoughts on the name swap for the quantiles/quantile_levels argument: I'd be in favor of deprecating that argument rather than changing it without warning.

Since you are not only adding a new mode but also a new engine with it, could you go over the checklists in https://github.com/tidymodels/tidymodels/pull/97/files? I think the PR is still missing the updates to the model registry, docs, examples, etc.

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EmilHvitfeldt
EmilHvitfeldt reviewed Oct 1, 2024
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looking good so far! left some suggested changes and questions

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@topepo topepo merged commit 297320e into main Oct 11, 2024
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@topepo topepo deleted the quantile-mode branch October 11, 2024 11:14
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@topepo @dajmcdon @hfrick @EmilHvitfeldt