--- title: "Getting Started with figsr" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Getting Started with figsr} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.width = 7, fig.height = 4 ) ``` ## Introduction to FIGS **figsr** implements Fast Interpretable Greedy-Tree Sums (FIGS) (*Tan et al., PNAS 2023*). FIGS fits a *sum* of shallow decision trees, $\hat{f}(x) = \sum_k \hat{f}_k(x)$, one split at a time. At every step the algorithm compares a single global pool of candidates: opening a new tree on the full sample, and splitting each leaf of every tree already grown. The candidate with the largest reduction in the residual sum of squares wins, and all residuals are recomputed against the whole sum before the next step. That is the whole idea: *grow a new tree or deepen an existing one, whichever helps most*. The pay-off is that additive structure is modeled additively. A single CART tree has to repeat a subtree for every combination of two independent effects; FIGS puts each effect in its own small tree. ## A regression fit ```{r example} library(figsr) set.seed(42) df <- data.frame(x1 = rnorm(300), x2 = rnorm(300), x3 = rnorm(300)) df$y <- 3 * (df$x1 > 0) + 2 * (df$x2 > 0.5) - 1.5 * (df$x3 < -0.2) + rnorm(300, sd = 0.3) fit <- figs(y ~ x1 + x2 + x3, data = df, max_splits = 6) fit ``` The three effects were generated independently, so we expect FIGS to recover them as separate trees rather than as one deep tree. ```{r rules} summary(fit) ``` Each leaf holds that tree's *contribution* to the prediction; a prediction is the sum of one leaf per tree. ```{r predict} preds <- predict(fit, new_data = df) head(preds) cor(preds$.pred, df$y) ``` ## Variable importance `figsr_importance()` adds up, for each predictor, the residual sum-of-squares reduction of every split it carries. ```{r importance} figsr_importance(fit) ``` ## Visualizing the tree sum `plot()` draws every tree in the sum. Three styles are available: `"scientific"` (the default), `"modern"` and `"classic"`. ```{r plot, fig.alt = "The trees of the fitted FIGS model, drawn side by side."} plot(fit) ``` ## Two-class classification A factor outcome with two levels switches the model to classification. The engine still fits squared error, on the 0/1 encoding of the outcome, so the sum of the leaf values estimates the probability of the second level directly. ```{r classification} set.seed(7) dfc <- data.frame(x1 = rnorm(300), x2 = rnorm(300)) score <- 1.5 * dfc$x1 + dfc$x2 dfc$y <- factor(ifelse(score + rnorm(300, sd = 0.5) > 0, "yes", "no")) fit_c <- figs(y ~ x1 + x2, data = dfc, max_splits = 6) head(predict(fit_c, new_data = dfc)) head(predict(fit_c, new_data = dfc, type = "prob")) ``` ## Use inside tidymodels `figs_tree()` registers FIGS with `parsnip`, so the model can be used anywhere a `parsnip` specification is accepted, and `max_splits`, `max_trees` and `min_n` can be tuned with `dials` and `tune`. ```{r parsnip} library(parsnip) spec <- figs_tree(max_splits = 6, min_n = 5) |> set_engine("figsr") |> set_mode("regression") wf_fit <- fit(spec, y ~ x1 + x2 + x3, data = df) head(predict(wf_fit, new_data = df)) ``` ## Bootstrap ensembling `bagging_figs()` fits several FIGS models on bootstrap resamples and averages them. It trades the readable rule set for stability on noisy data. ```{r bagging} bag <- bagging_figs(y ~ x1 + x2 + x3, data = df, n_estimators = 5, max_splits = 6) head(predict(bag, new_data = df)) ``` ## Limitations * Classification is limited to two classes. * Case weights are not supported. * Factor predictors with more than 10 levels present in a node are skipped, because the split search enumerates subsets of levels. * Missing values are dropped at fit time and raise an error at prediction time; there are no surrogate splits.