The Patient Rule Induction Method (PRIM) was introduced by Friedman and Fisher (1999). It is a technique from data mining for finding `interesting’ regions in high-dimensional data. We start with regression-type data (X1, Y1), …, (Xn, Yn) where Xi is d-dimensional and Yi is a scalar response variable. We are interested in the conditional expectation function
m(x) = E (Y | X = x).
In the case where we have a single sample then PRIM finds the bumps of m(x).
We use a subset of the Boston data set in the
MASS library. It contains housing data measurements for 506
towns in the Boston, USA area. For the explanatory variables, we take
the nitrogen oxides concentration in parts per 10 million
nox and the average number of rooms per dwelling
rm. The response is the per capita crime rate
crim. We are interested in characterising those areas with
higher crime rates in order to provide better support
infrastructure.
library(prim)
library(MASS)
data(Boston)
x <- Boston[,5:6]
y <- Boston[,1]
boston.prim <- prim.box(x=x, y=y, threshold.type=1)The default settings for prim.box are
peel.alpha=0.05pasting=TRUEpaste.alpha=0.01mass.min=0.05threshold is the overall mean of the response variable
ythreshold.type=0We use the default settings except that we wish to only find high
crime areas {m(x) \(\ge\) threshold} so we set
threshold.type=1.
We view the output using a summary method. This displays
three columns: the box mean, the box mass, and the threshold type. Each
line is a summary for each box, as well as an overall summary. The box
which is asterisked indicates that it is the box which contains the rest
of the data not processed by PRIM. There is one box which contains
42.89% of the towns and where the average crime rate is 7.62. This is
our HDR estimate. This regions comprises the bulk of the high crime
areas, and is described in terms of nitrogen oxides levels in [0.53,
0.74] and average number of rooms in [3.04, 7.07]. The other 57.11% of
the towns have an average crime rate of 0.6035.
summary(boston.prim, print.box=TRUE)
#> box-fun box-mass threshold.type
#> box1 7.6222290 0.4288538 1
#> box2* 0.6035267 0.5711462 NA
#> overall 3.6135236 1.0000000 NA
#>
#> Box limits for box1
#> nox rm
#> min 0.5332 3.0391
#> max 0.7400 7.0718
#>
#> Box limits for box2
#> nox rm
#> min 0.3364 3.0391
#> max 0.9196 9.3019We plot the PRIM boxes, including all those towns whose crime rate exceeds 3.5. Thus verifying that the majority of high crime towns fall inside thebump.
There are many options for the graphical display. See the help guide
for more details ?plot.prim.
The default function applied to the response variable y
is mean. We can input another function,
e.g. median, using
We compare the results: the box for the mean is in black, for the median in red:
plot(boston.prim, col="transparent")
plot(boston.prim.med, col="transparent", border="red", add=TRUE)
legend("topleft", legend=c("mean", "median"), col=1:2, lty=1, bty="n")
The covariate x can also include categorical variables:
we replace the average number of rooms per dwelling rm with
the index of accessibility to radial highways rad which
takes integral values from 1 to 24 inclusive.
x2 <- Boston[,c(5,9)]
y <- Boston[,1]
boston.cat.prim <- prim.box(x=x2, y=y, threshold.type=1)
summary(boston.cat.prim, print.box=TRUE)
#> box-fun box-mass threshold.type
#> box1 7.2629703 0.4822134 1
#> box2* 0.2148022 0.5177866 NA
#> overall 3.6135236 1.0000000 NA
#>
#> Box limits for box1
#> nox rad
#> min 0.5380 4.0
#> max 0.9196 26.3
#>
#> Box limits for box2
#> nox rad
#> min 0.3364 -1.3
#> max 0.9196 26.3
plot(boston.cat.prim, col="transparent")
points(x2[y>3.5,])
Friedman, J. H. and Fisher, N. I. (1999). Bump-hunting for high dimensional data. Statistics and Computing, 9, 123-143.