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Non-linearity in R

Dr. D’Agostino McGowan

1 / 6
Dr. Lucy D'Agostino McGowan

Recall

  • Polynomials
2 / 6
Dr. Lucy D'Agostino McGowan

Recall

  • Polynomials
  • Step functions
2 / 6
Dr. Lucy D'Agostino McGowan

Recall

  • Polynomials
  • Step functions
  • Linear splines
2 / 6
Dr. Lucy D'Agostino McGowan

Recall

  • Polynomials
  • Step functions
  • Linear splines
  • Cubic Splines
2 / 6
Dr. Lucy D'Agostino McGowan

Recall

  • Polynomials
  • Step functions
  • Linear splines
  • Cubic Splines
  • Natural Splines
2 / 6
Dr. Lucy D'Agostino McGowan

3 / 6
Dr. Lucy D'Agostino McGowan

Natural cubic splines

A natural cubic spline extrapolates linearly beyond the boundary knots

4 / 6
Dr. Lucy D'Agostino McGowan

Natural cubic splines

A natural cubic spline extrapolates linearly beyond the boundary knots

  • This adds 4 extra constraints and allows us to put more internal knots for the same degrees of freedom as a regular cubic spline

4 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

5 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

  • You can transform any continuous (numeric) variable into a natural spline by using the step_ns() function in a recipe.
5 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

  • You can transform any continuous (numeric) variable into a natural spline by using the step_ns() function in a recipe.
  • You specify the degrees of freedom that you would like to use for that variable using the deg_free parameter
5 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

  • You can transform any continuous (numeric) variable into a natural spline by using the step_ns() function in a recipe.
  • You specify the degrees of freedom that you would like to use for that variable using the deg_free parameter
library(ISLR)
auto_rec <- Auto %>%
  recipe(mpg ~ horsepower) %>%
  step_ns(horsepower, deg_free = 2)
5 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

  • You can transform any continuous (numeric) variable into a natural spline by using the step_ns() function in a recipe.
  • You specify the degrees of freedom that you would like to use for that variable using the deg_free parameter
library(ISLR)
auto_rec <- Auto %>%
  recipe(mpg ~ horsepower) %>%
  step_ns(horsepower, deg_free = 2)

How many degrees of freedom did I allocate to the horsepower variable?

5 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

  • You can transform any continuous (numeric) variable into a natural spline by using the step_ns() function in a recipe.
  • You specify the degrees of freedom that you would like to use for that variable using the deg_free parameter
  • Instead of specifying deg_free you could use tune() to tune this.
6 / 6
Dr. Lucy D'Agostino McGowan

It's really easy to do this in R!

  • You can transform any continuous (numeric) variable into a natural spline by using the step_ns() function in a recipe.
  • You specify the degrees of freedom that you would like to use for that variable using the deg_free parameter
  • Instead of specifying deg_free you could use tune() to tune this.
auto_rec <- Auto %>%
  recipe(mpg ~ horsepower) %>%
  step_ns(horsepower, deg_free = tune())
6 / 6
Dr. Lucy D'Agostino McGowan

Recall

  • Polynomials
2 / 6
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