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# DS 303 Homework 7

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DS 303 Homework 7

Instructions: Homework is to be submitted on Canvas by the deadline stated above. Please
submission as readable as you possibly can – this means no raw R output or code (unless
it is asked for specifically or needed for clarity).
Code should be submitted with your homework as a separate file (for example, a
.R file, text file, Word file, or .Rmd are all acceptable). You should mark sections of the
code that correspond to different homework problems using comments (e.g. ##### Problem 1
#####).
Problem 1: Concept Review
a. Suppose we are trying to build a classifier where Y can take on two classes: ‘sick’ or ‘healthy’.
In this context, we consider a positive result to be testing sick (you have the virus) and a
negative result to test as healthy (you don’t have the virus). After fitting the model with LDA
in R, we compare how our classifier performs with the actual outcomes of the individuals, as
shown below:
#rows are predicted, columns are true outcomes
#so the number of actually sick people is 65
lda.pred sick healthy
sick 40 32
healthy 25 121
What is the misclassification rate for the LDA classifier above? In the context of this problem,
which is more troubling: a false positive or a false negative? Depending on your answer, how
could you go about decreasing the false positive or false negative rate? Comment on how
this will likely affect overall the misclassification rate (consider which threshold will have the
lowest overall misclassification rate).
b. Consider the dataset:
x y
-2 red
5 blue
-1 red
10 blue
5 blue
DS 303: Homework 7 1 Fall 2021
We use logistic regression to fit a model to this data: that is, Y is binary variable that is
either red or blue. Our model is estimating:
P(Yi = red|xi) = 1
1 + exp(β0 + β1xi)
and P(Yi = blue|xi) = exp(β0 + β1xi)
1 + exp(β0 + β1xi)
for all i = 1, 2, 3, 4, 5. What value(s) of β0 and β1 would maximize the likelihood (and
therefore be the estimates we would get from fitting this model)? Recall that our likelihood
looks like:
l(β0, β1, X) = P(Y1 = red|β0, β1, x1) × P(Y2 = blue|β0, β1, x2) × . . . × P(Y5 = blue|β0, β1, x5).
Hint: What is P(Yi = blue|xi > 4)? Now what is the P(Y2 = blue|x2 = 5)? What values of
β0 and β1 will get us close to this probability?
c. Suppose you just took on a new consulting client. He tells you he has a large dataset (say
100, 000 observations) and he wants to use this to classify whether or not to invest in a stock
based on a set of p = 10, 000 predictors. He claims KNN will work really well in this case
because it is non-parametric and therefore makes no assumptions on the data. Present an
argument to your client on why KNN might fail when p is large relative to the sample size.
d. For each of the following classification problems, state whether you would advise a client to
use LDA, logistic regression, or KNN and explain why:
i. We want to predict gender based on height and weight. The training set consists of
heights and weights for 82 men and 63 women.
ii. We want to predict gender based on annual income and weekly working hours. The
training set consists of 770 mean and 820 women.
iii. We want to predict gender based on a set of predictors where the decision boundary
is complicated and highly non-linear. The training set consists of 960 men and 1040
women.
e. If the true decision boundary between two groups is linear and the constant variance assumption holds, do you expect LDA or QDA to perform better on the testing set? Explain using
f. Same question as part (e), but what if we compare the performance of LDA and QDA on the
training set? Which will perform better?
g. True or False: Even if the Bayes decision boundary for a given problem is linear, we will
probably achieve a superior test error rate using QDA rather than LDA because QDA is
h. Create a data set that consists of two predictors (X1, X2) and a binary response variable
Y . Let n = 16 and Y = 0 for 8 observations and Y = 1 for the remaining 8 observations.
Create this data set in such a way that logistic regression cannot converge when applied to
this data set. Explain why logistic regression cannot converge on this data set. Using logistic
regression, obtain the predicted probabilities for data set and report them here. You may
DS 303: Homework 7 2 Fall 2021
i. Apply LDA/QDA to the dataset you created in part (h). Are you able to get meaningful
results? Report the misclassification rate for LDA and QDA.
Problem 2: Practicing data simulations
Let us simulate data where we know the true P(Y = 1|X). Suppose Y can only take on 0 or 1.
We have 3 predictors of interest. Fill in the following code to simulate classification data.
a. set.seed(1)
x1 = rnorm(1000) # create 3 predictors
x2 = rnorm(1000)
x3 = rnorm(1000)
#true population parameters
B0 = 1
B1 = 2
B2 = 3
B3 = 2
# construct the true probability of Y =1 using the logistic function.
pr = ??
# randomly generate our response y based on these probabilities
y = rbinom(1000,1,pr)
df = data.frame(y=y,x1=x1,x2=x2, x3=x3)
b. On the simulated data, fit a logistic regression model with Y as the response and X1, X2, X3
as the predictors. Compute the confusion matrix and the misclassification rate.
c. On the simulated data, apply LDA. Compute the confusion matrix and the misclassification
rate.
d. On the simulated data, apply Naive Bayes. Compute the confusion matrix and the misclassification rate.
e. How do the 3 methods compare?
Problem 3: Weekly Data
This question should be answered using the Weekly data set, which is part of the ISLR2 package.
This data is similar in nature to the Smarket data we saw in class, except that it contains 1,098
weekly returns for 21 years, from the beginning of 1990 to the end of 2010.
a. Produce some numerical and graphical summaries of the Weekly data. Do there appear to
be any patterns?
DS 303: Homework 7 3 Fall 2021
b. Fit the logistic regression model using a training data period from 1990 to 2008, with Lag2
as the only predictor. Compute the confusion matrix and the overall fraction of correct
predictions for the test data period (that is, data from 2009 and 2010).
c. Repeat (b) using LDA.
d. Repeat (b) using QDA.
e. Repeat (b) using KNN with K chosen using cross-validation.
f. Repeat (b) using Naive Bayes.
g. Which of these methods appear to provide the best results on this data?
h. Experiment with different combinations of predictors for each of the methods. Report the
final model and associated confusion matrix that appears to provide the best results on the
test set.
Problem 4: Email Spam
We will use a well-known dataset to practice classification. You can find it here: https://archive.
The last column of the spam data set, called V58, denotes whether the e-mail was considered spam
(1) or not (0).
a. What proportion of emails are classified as spam and what proportion of emails are non-spam?
b. Carefully split the data into training and testing sets. Check to see that the proportions of
spam vs. non-spam in your training and testing sets are similar to what you observed in part
(a). Report those proportions here.
c. Fit a logistic regression model here and apply it to the test set. Use the predict() function
to predict the probability that an email in our data set will be spam or not. Print the first
ten predicted probabilities here.
d. We can convert these probabilities into labels. If the predicted probability is greater than
0.5, then we predict the email is spam (Yˆ
i = 1), otherwise it is not spam (Yˆ
i = 0). Create a
confusion matrix based on your results. What’s the overall misclassification rate? Break this
down and report the false negative rate and false positive rate.
e. What type of mistake do we think is more critical here: reporting a meaningful email as spam
or a spam email as meaningful? How can we adjust our classifier to accommodate this?
f. Carry out LDA, QDA, Naive Bayes and KNN on the training set. You should experiment
with values for K in the KNN classifier using cross-validation. Remember to standardize
your predictors for KNN. For each classifier, report the confusion matrix and overall test
error rates for each of the classifiers.
g. Which classifier would you recommend for this data? Justify your answer.
DS 303: Homework 7 4 Fall 2021