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 2 samples, we can label the response as a binary variable with
Yi = 1 if Xi is in sample 1
or
Yi = -1 if Xi is in sample 2.
Then PRIM finds the regions where the samples are most different. Here we have a positive HDR (where sample 1 points dominate) and a negative HDR (where sample 2 points dominate).
We look at a 3-dimensional data set quasiflow included
in the prim library. It is a randomly generated data set
from two normal mixture distributions whose structure mimics some light
scattering data, taken from a machine known as a flow cytometer.
library(prim)
data(quasiflow)
yflow <- quasiflow[,4]
xflow <- quasiflow[,1:3]
xflowp <- quasiflow[yflow==1,1:3]
xflown <- quasiflow[yflow==-1,1:3]We can think of xflowp as flow cytometric measurements
from an HIV+ patient, and xflown from an HIV– patient.
There are two ways of using prim.box to estimate where
the two samples are most different (or equivalently to estimate the HDRs
of the difference of the density functions). In the first way, we assume
that we have suitable values for the thresholds. Then we can use
{r}= qflow.thr <- c(0.38, -0.23) qflow.prim <- prim.box(x=xflow, y=yflow, threshold=qflow.thr, threshold.type=0)
An alternative is compute PRIM box sequences which cover the range of
the response variable y, and then use prim.hdr
to experiment with different threshold values. This two-step process is
more efficient and faster than calling prim.box for each
different threshold. We are happy with the positive HDR threshold so we
can compute the positive HDR directly:
qflow.hdr.pos <- prim.box(x=xflow, y=yflow, threshold=0.38, threshold.type=1)
summary(qflow.hdr.pos)
#> box-fun box-mass threshold.type
#> box1 0.551879699 0.05808875 1
#> box2* -0.003431327 0.94191125 NA
#> overall 0.028825996 1.00000000 NAOn the other hand, we are not sure about the negative HDR thresholds.
So we try several different values for threshold.
qflow.neg <- prim.box(x=xflow, y=yflow, threshold.type=-1)
qflow.hdr.neg1 <- prim.hdr(qflow.neg, threshold=-0.23, threshold.type=-1)
qflow.hdr.neg2 <- prim.hdr(qflow.neg, threshold=-0.43, threshold.type=-1)
qflow.hdr.neg3 <- prim.hdr(qflow.neg, threshold=-0.63, threshold.type=-1)After examining the summaries and plots,
summary(qflow.hdr.neg1)
#> box-fun box-mass threshold.type
#> box1 -0.6767677 0.05188679 -1
#> box2 -0.3109244 0.05197414 -1
#> box3 -0.2778316 0.09023410 -1
#> box4 -0.2815199 0.05057652 -1
#> box5* 0.1580895 0.75532844 NA
#> overall 0.0288260 1.00000000 NAwe choose qflow.hdr.neg1 to combine with
qflow.hdr.pos.
qflow.prim2 <- prim.combine(qflow.hdr.pos, qflow.hdr.neg1)
summary(qflow.prim2)
#> box-fun box-mass threshold.type
#> box1 0.5518797 0.05808875 1
#> box2 -0.6767677 0.05188679 -1
#> box3 -0.3109244 0.05197414 -1
#> box4 -0.2778316 0.09023410 -1
#> box5 -0.2815199 0.05057652 -1
#> box6* 0.1252819 0.69723969 NA
#> overall 0.0288260 1.00000000 NAIn the plot below, the positive HDR is coloured orange (where the HIV+ sample is more prevalent), and the negative HDR is coloured blue (where the HIV- sample is more prevalent)
or equivalently as a 3D scatter plot.
plot(qflow.prim2, x.pt=xflow, pch=16, cex=0.5, alpha=0.1, splom=FALSE, colkey=FALSE, ticktype="detailed")
Friedman, J. H. and Fisher, N. I. (1999). Bump-hunting for high dimensional data. Statistics and Computing, 9, 123-143.