VEESA R Package

veesa is an R package for implementing the VEESA pipeline for an explainable approach to training machine learning models with functional data inputs. See manuscript describing the approach on arXiv. Installing veesa can be implemented using either of the commands below.

# CRAN
install.packages("veesa")

# Development version from GitHub
# remotes::install_github("sandialabs/veesa")
install.packages("veesa", repos = c('https://sandialabs.r-universe.dev', 'https://cloud.r-project.org'))

Keep reading for an example using veesa to implement the VEESA pipeline.

Demonstration

Set Up and Data Generation

# Load R packages
library(cowplot)
library(dplyr)
library(ggplot2)
library(purrr)
library(randomForest)
library(tidyr)
library(veesa)

# Specify a color palette
color_pal = wesanderson::wes_palette("Zissou1", 5, type = "continuous")

# Specify colors for PC direction plots
col_plus1 = "#784D8C"
col_plus2 = "#A289AE"
col_minus1 = "#EA9B44"
col_minus2 = "#EBBC88"
col_pcdir_1sd = c(col_plus1, "black", col_minus1)
col_pcdir_2sd = c(col_plus2, col_plus1, "black", col_minus1, col_minus2)

Simulate data:

sim_data = simulate_functions(M = 100, N = 75, seed = 20211130)

Separate data into training/testing:

set.seed(20211130)
id = unique(sim_data$id)
M_test = length(id) * 0.25
id_test = sample(x = id, size = M_test, replace = FALSE)
sim_data = sim_data %>% mutate(data = ifelse(id %in% id_test, "test", "train"))

Simulated functions colored by covariates:

Prepare matrices from the data frames:

prep_matrix <- function(df, train_test) {
  df %>%
    filter(data == train_test) %>%
    select(id, t, y) %>%
    ungroup() %>%
    pivot_wider(id_cols = t,
                names_from = id,
                values_from = y) %>%
    select(-t) %>%
    as.matrix()
}
sim_train_matrix = prep_matrix(df = sim_data, train_test = "train")
sim_test_matrix = prep_matrix(df = sim_data, train_test = "test")

Create a vector of times:

times = sim_data$t %>% unique()

Alignment and fPCA

Prepare train data

train_transformed_jfpca <-
  prep_training_data(
    f = sim_train_matrix,
    time = times, 
    fpca_method = "jfpca",
    optim_method = "DPo"
  )

By default, alignment applies no penalty (lambda = 0). To regularize the warping functions, set lambda to a positive value and (optionally) choose the penalty with penalty_method ("roughness", "l2gam", "l2psi", "geodesic", or "none"):

train_transformed_jfpca_penalized <-
  prep_training_data(
    f = sim_train_matrix,
    time = times,
    fpca_method = "jfpca",
    optim_method = "DPo",
    lambda = 0.01,
    penalty_method = "roughness"
  )

Prepare test data:

test_transformed_jfpca <-
  prep_testing_data(
    f = sim_test_matrix,
    time = times,
    train_prep = train_transformed_jfpca,
    optim_method = "DPo"
  )

prep_testing_data reuses the lambda and penalty_method values from the training data alignment by default, so the test data are aligned under the same criterion. Both can be overridden with the arguments of the same name.

Plot several PCs:

## Warning: Using `size` aesthetic for lines was deprecated in ggplot2 3.4.0.
## ℹ Please use `linewidth` instead.
## ℹ The deprecated feature was likely used in the veesa package.
##   Please report the issue to the authors.
## This warning is displayed once per session.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.

Compare jfPCA coefficients from train and test data:

Models

Create response variable:

x1_train <- 
  sim_data %>% filter(data == "train") %>%
  select(id, x1) %>%
  distinct() %>% 
  pull(x1)

Create data frame with PCs and response for random forest:

rf_jfpca_df <- 
  train_transformed_jfpca$fpca_res$coef %>%
  data.frame() %>%
  rename_all(.funs = function(x) stringr::str_replace(x, "X", "pc")) %>%
  mutate(x1 = x1_train) %>%
  select(x1, everything())

Fit random forest:

set.seed(20211130)
rf_jfpca = randomForest(x1 ~ ., data = rf_jfpca_df)

PFI

Compute PFI:

set.seed(20211130)
pfi_jfpca <- compute_pfi(
  x = rf_jfpca_df %>% select(-x1),
  y = rf_jfpca_df$x1,
  f = rf_jfpca,
  K = 10,
  metric = "nmse"
)

PFI results (mean of reps):

PFI results (variability across reps):

Identify the top PC for each elastic fPCA method:

top_pc_jfpca <- 
  data.frame(pfi = pfi_jfpca$pfi) %>%
  mutate(pc = 1:n()) %>%
  arrange(desc(pfi)) %>%
  slice(1) %>%
  pull(pc)

Principal directions of top PC for each jfPCA method:

References

K. Goode, J. D. Tucker, D. Ries, and H. Hoffman, “An Explainable Pipeline for Machine Learning with Functional Data”, Journal of Data Science, 10.6339/25-JDS1212, 2025.