---
vignette: >
  %\VignetteIndexEntry{4 Reproducible benchmarks}
  %\VignetteEngine{litedown::vignette}
  %\VignetteEncoding{UTF-8}
---

```{r setup, include = FALSE}
litedown::reactor(
  print=NA,
  collapse = TRUE,
  comment = "#>",
  fig.width=10,
  fig.height=6)
data.table::setDTthreads(1)
```

The goal of this vignette is to explain how to compute reproducible machine learning benchmarks.

# Introduction

Reproducibility is the ability to re-compute the exact same results, given the exact same inputs, possibly on a variety of different computers.

In mlr3 benchmarks, there are three components, all of which may present barriers to reproducibility:

* Tasks represent data sets, which may not have pre-defined splits or cross-validation folds, in which case mlr3 will create them randomly (with a loss of reproducibility).
* Learners represent algorithms which may be deterministic (reproducible) or random (not reproducible unless random seed is set).
* Resampling methods like cross-validation are inherently random.

When using `mlr3resampling::proj_grid()`, the default is `train_seed=1L`, which means R’s random seed will be set before training.

For reproducible train/test splits, we recommend

* randomly creating a fold column, so that fold values respect strata such as class labels.
* save data with the fold column as a new CSV file, which can be used to communicate to others what cross-validation splits you used in your benchmark.
* assign the fold column to the `fold` role in the mlr3 Task.
* use `mlr3resampling::ResamplingSameOtherSizesCV` which uses the column with `fold` role in cross-validation.

These steps ensure that the benchmark results are reproducible, given the CSV file with fold column, and the random seed for training.

# Example

We begin by defining the Resampling method (default is 3-fold CV).

```{r}
kfold <- mlr3resampling::ResamplingSameOtherSizesCV$new()
```

Next we load the `spam` binary classification task, optionally down-sampling to 200 rows to make the computations quicker.

```{r}
spam <- mlr3::tsk("spam")
## uncomment next line to speedup rendering:
#spam$filter(as.integer(seq(1, spam$nrow, length.out = 200)))
spam
```

Next, we create a new CSV file with fold IDs.

```{r}
library(data.table)
spam_with_fold.csv <- if(interactive())"~/spam_with_fold.csv" else tempfile()
spam_with_fold.dt <- spam$data()[
, Fold := rep(1:3, length.out = .N)
, by = type]
fwrite(spam_with_fold.dt, spam_with_fold.csv)
spam_with_fold.dt[, table(Fold, type)]
```

The outpat above shows that the number of samples in each class is approximately constant across folds.
Next, we use these data to define a new task with the `fold` role.

```{r}
spam_with_fold <- mlr3::TaskClassif$new(
  "spam_with_fold", spam_with_fold.dt, target="type")
spam_with_fold$col_roles$fold <- "Fold"
spam_with_fold$col_roles$feature <- spam$col_roles$feature
```

Below we assign the `stratum` role to both tasks, for proportional down-sampling.

```{r}
spam_with_fold$col_roles$stratum <- c("type","Fold")
spam$col_roles$stratum <- "type"
```

Next we define learners and ensure their predict types are real-valued scores (`predict_type="prob"`), so we can compute AUC.

```{r}
learner_list <- list(
  mlr3learners::LearnerClassifCVGlmnet$new(),
  mlr3::LearnerClassifRpart$new())
for(learner.i in seq_along(learner_list)){
  learner_list[[learner.i]]$predict_type <- "prob"
}
```

Next, we create a project grid.

```{r}
pdir <- if(interactive())"~/pdir" else tempfile()
task_list <- list(spam, spam_with_fold)
unlink(pdir, recursive = TRUE)
measure_list <- mlr3::msrs("classif.auc")
mlr3resampling::proj_grid(
  pdir, task_list, learner_list, kfold, score_args=measure_list)
```

## Demonstration with test project

Below we run `proj_test()` twice.

```{r}
test_res_list <- list()
for(run.num in 1:2){
  tres <- mlr3resampling::proj_test(pdir, min_samples_per_stratum = 20)
  test_res_list[[run.num]] <- data.table(
    run=paste0("run", run.num), tres$results.csv)
}
test_res <- rbindlist(test_res_list)[
, algorithm := sub("classif.", "", learner_id)]
dcast(
  test_res, task_id + algorithm ~ run, value.var="classif.auc")
```

The result above shows that the two runs have the same AUC values.
Even for `spam`, which does not have `fold` column role, the random seed is set for reproducible fold assignments.

## Demonstration with full benchmark

Below we create two project grids from the same code.

```{r}
set.seed(1)
jobs_list <- list()
for(run.num in 1:2){
  pdir <- if(interactive())paste0("~/pdir",run.num) else tempfile()
  unlink(pdir, recursive = TRUE)
  pgrid <- mlr3resampling::proj_grid(
    pdir, task_list, learner_list, kfold, score_args=measure_list)
  jobs_list[[run.num]] <- data.table(
    run=paste0("run", run.num), pdir, job.i=pgrid[
    , which(test.fold==1 & grepl("glmnet", learner_id))])
}
```

In the code above, the two grids have the same fold assignments (because random seed is set inside `proj_grid`).
Below, we compute one glmnet job for each run and task.

```{r}
proj_res <- rbindlist(jobs_list)[
, mlr3resampling::proj_compute(job.i, pdir)
, by=.(run, pdir, job.i)][
, algorithm := sub("classif.", "", learner_id)]
dcast(
  proj_res, task_id + algorithm ~ run, value.var="classif.auc")
```

The results here using `proj_compute()` are consistent with the results above using `proj_test()`: results are reproducible between runs.

## Do it yourself

In this section we demonstrate that it is possible to compute the same test AUC values without using the mlr3 framework.

```{r}
fold1.dt <- data.table(spam_with_fold.dt)[
, set := ifelse(Fold==1, "test", "train")][]
set.dt.list <- split(fold1.dt, fold1.dt$set)
set.xy.list <- list()
for(set in names(set.dt.list)){
  set.dt <- set.dt.list[[set]]
  set.xy.list[[set]] <- list(
    X=as.matrix(set.dt[, spam$col_roles$feature, with=FALSE]),
    y=set.dt$type)
}
library(glmnet)
set.seed(1)
cvg_train_predict <- function(set.xy.list){
  cvfit <- with(set.xy.list$train, cv.glmnet(X, y, family="binomial"))
  with(set.xy.list$test, {
    pred <- predict(cvfit, X)
    roc.df <- WeightedROC::WeightedROC(pred, y)
    WeightedROC::WeightedAUC(roc.df)
  })
}
fold1.test.auc <- cvg_train_predict(set.xy.list)
rbind(
  data.table(packages="glmnet,WeightedROC", run="only", auc=fold1.test.auc),
  proj_res[task_id=="spam_with_fold", .(
    packages="mlr3resampling", run, auc=classif.auc)])
```

The output above is a table with AUC values that are identical across packages used for computation.
These data indicate that the proposed framework enables reproducibility even if `mlr3resampling` is not used.

If the seed is not obvious from the code, you can read it from the grid RDS file:

```{r}
grid.rds <- file.path(pdir, "grid.rds")
readRDS(grid.rds)$train_seed
```

# Comparison with batchtools

If you want consistent results between runs with batchtools, you need to set the seed argument when making the registry.

```{r}
(bgrid <- mlr3::benchmark_grid(task_list, learner_list, kfold))
batchtools.seed <- 1
if(requireNamespace("mlr3batchmark")){
  batch_dt_list <- list()
  for(run.num in 1:2){
    reg_dir <- if(interactive())paste0("~/reg",run.num) else tempfile()
    unlink(reg_dir, recursive = TRUE)
    reg <- batchtools::makeExperimentRegistry(reg_dir, seed=batchtools.seed)
    mlr3batchmark::batchmark(bgrid)
    jt <- batchtools::getJobTable()
    jt1 <- jt[repl==1]
    batchtools::submitJobs(jt1)
    batchtools::waitForJobs()
    ignore.learner <- function(L){
      L$learner_state$model <- NULL
      L
    }
    bt_res <- mlr3batchmark::reduceResultsBatchmark(jt1, fun=ignore.learner)
    bt_score <- bt_res$score(measure_list)
    batch_dt_list[[run.num]] <- data.table(
      run=paste0("run", run.num), bt_score
    )[
    , algorithm := sub("classif.", "", learner_id)]
  }
  batch_dt <- rbindlist(batch_dt_list)
  dcast(
    batch_dt, task_id + algorithm ~ run, value.var="classif.auc")
}
```

The table above shows consistent results across runs, which means that reproducibility is possible as long as batchtools is used with the same seed argument.

## Do it yourself

It is possible to reproduce these results without batchtools.
First, the code below shows that the `bgrid` object contains an instantiated sampler with fold IDs that are consistent with the values in the `Fold` column.

```{r}
bgrid_dt <- as.data.table(bgrid)[, task_id := sapply(task, "[[", "id")][]
resampler_with_fold <- bgrid_dt[task_id=="spam_with_fold"]$resampling[[1]]
identical(resampler_with_fold$instance$fold.dt$Fold, spam_with_fold.dt$Fold)
```

To reproduce these values outside of the batchtools framework, we need to set the same random seed that was used by batchtools.
This is documented on `?batchtools::makeExperimentRegistry` which says

```
    seed: ['integer(1)']
          Start seed for jobs. Each job uses the ('seed' + 'job.id') as
          seed. Default is a random integer between 1 and 32768.
```

The code below sets this random seed.

```{r}
(one_job <- jt1[, let(
  task_id = sapply(prob.pars, "[[", "task_id"),
  learner_id = sapply(algo.pars, "[[", "learner_id")
)][task_id=="spam_with_fold" & learner_id=="classif.cv_glmnet"])
set.seed(one_job$job.id+batchtools.seed)
```

Next we train cv glmnet again.

```{r}
batchtools.test.auc <- cvg_train_predict(set.xy.list)
rbind(
  data.table(
    packages="glmnet,WeightedROC", run="only", auc=batchtools.test.auc),
  batch_dt[algorithm=="cv_glmnet" & task_id=="spam_with_fold", .(
    packages="batchtools", run, auc=classif.auc)])
```

The DIY results above are consistent with the previous two runs, indicating that reproducibility is possible with batchtools as well.

If the seed was not set in the batchtools code, you can read it from the registry RDS file:

```{r}
registry.rds <- file.path(reg_dir, "registry.rds")
rbind(
  code=batchtools.seed,
  registry=readRDS(registry.rds)$seed)
unlink(reg_dir, recursive = TRUE)
batchtools::makeExperimentRegistry(reg_dir)
readRDS(registry.rds)$seed
```

# Conclusion

We see that reproducibility is possible in mlr3.
Using `mlr3resampling::proj_grid()`

* For simple reproducibility even outside R and mlr3, use tasks with `fold` column role.
* Even without `fold` column role, random seeds are set for reproducible splitting and training.

Using `mlr3batchmark`, user needs to give `seed` argument to `batchtools::makeExperimentRegistry`.
