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week3_assi2_sol1_Dhar.r
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week3_assi2_sol1_Dhar.r
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# # -*- coding: utf-8 -*-
# """Week3 Assi2 Sol1.ipynb
#
# Automatically generated by Colaboratory.
#
# Original file is located at
# https://colab.research.google.com/drive/1eOEr1XyJCE2RyKhWrOZoMupIwpIulA4o
# """
###########################################################################
## Week-4, Homework-2, Sol-1
## Sreya Dhar
## Created: Sept 20, 2020
## Edited: Sept 27, 2020
###########################################################################
## installing all the libaries in R kernel
#
# install.packages("corrplot")
# install.packages("forecast")
# install.packages("zoo")
# install.packages("rsample")
# install.packages("leaps")
# install.packages("car")
# install.packages("caret")
# install.packages("ROCR")
# install.packages("PerformanceAnalytics")
# install.packages("funModeling")
# install.packages("hrbrthemes")
rm(list = ls())
## importing the libraries in R kernel
library(ggplot2)
library(dplyr)
library(tidyverse)
library(tidyr)
library(corrplot)
library(repr)
library(ggplot2)
library(reshape2)
library(forecast)
library(zoo)
library(rsample)
library(ROCR)
library(class)
library(readr)
library(rsample)
library(leaps)
library(car)
library(PerformanceAnalytics)
library(funModeling)
library(caret)
library(hrbrthemes)
# Set working directory to where data file is located
setwd("C:/File E/EAS 506 Statistical Mining I/Week 3/Assignment-2")
## upload the dataset
data_nut <- read.csv("cereal.csv", header = TRUE)
## some exploratory data analysis for visualization
head(data_nut)
names(data_nut)
glimpse(data_nut)
data_nut_C <- data_nut[,-1]
glimpse(data_nut_C)
status(data_nut_C)
data_nut_n <- data_nut_C %>% mutate_if(is.factor, as.numeric)
profiling_num(data_nut_n)
glimpse(data_nut_n)
status(data_nut_n)
## plotting the correlation values on chart matrix which also combined with histogram and scatter plots of different features.
options(repr.plot.width=10, repr.plot.height=10, repr.plot.res = 200)
chart.Correlation(data_nut_n, histogram=TRUE, pch=15)
plot_num(data_nut_n)
describe(data_nut_n)
summary(data_nut_n)
head(data.matrix(data_nut_n))
options(repr.plot.width=7, repr.plot.height=7, repr.plot.res = 200)
pairs(data_nut_n, main = "Pairwise plot")
# heatmap and correlation matrix
options(repr.plot.width=6, repr.plot.height=6, repr.plot.res = 200)
data_nut_h <- as.data.frame(scale(data_nut_n,center=TRUE,scale=TRUE))
heatmap.2(as.matrix(data_nut_h), scale = "none", col = bluered(100), trace = "none", density.info = "none")
L <- cor(data_nut_n)
corrplot(L, method = "circle", type = "lower")
## min-max scaling on boston dataset prior to regression ############################################
max <- apply(data_nut_n , 2 , max)
min <- apply(data_nut_n, 2 , min)
data_nut_s <- as.data.frame(scale(data_nut_n, center = min, scale = max - min))
################### splitting the whole data into train and test sets (75:25) ############################################
data_split <- initial_split(data_nut_s, prop = 0.75) ## spliting the data by library 'rsample'
data_train <- training(data_split)
data_test <- testing(data_split)
#################################### Linear Regression #################################################
data_lm <- lm(rating~., data= data_train)
summary(data_lm)
options(repr.plot.width=5, repr.plot.height=5, repr.plot.res = 180)
par(mfrow=c(2,2))
plot(data_lm)
# # Other useful functions
coefficients(data_lm) # model coefficients
confint(data_lm, level=0.95) # CIs for predictors
fitted(data_lm) # predicted values
residuals(data_lm) # residuals
anova(data_lm) # anova table
vcov(data_lm) # covariance matrix for variables
influence(data_lm) # linear regression diagnostics
anova(data_lm)['Residuals', 'Mean Sq'] # MSE calculation from anova table
sigma(data_lm) # residual standard deviation
## predict lm model on test set
pred_test <- predict(data_lm, newdata = data_test)
mse_error <- sum((pred_tes) - data_test$rating)^2)/length(data_test$rating) ## mse of test set
c(MSE = mse_error, R2=summary(data_lm)$r.squared)
sqrt(sum((pred_test - data_test$rating)^2)/length(data_test$rating)) ## rmse of test set
## predict lm model on train set
pred_train_lm <- predict(data_lm, newdata = data_train)
mse_error_tr <- sum((pred_train_lm - data_train$rating)^2)/length(data_train$rating) ## mse of train set
c(MSE = mse_error_tr)
sqrt(sum((pred_train_lm - data_train$rating)^2)/length(data_train$rating)) ## rmse of train set
## MAE error
mean(abs(pred_test- data_test$rating))
mean(abs(pred_train_lm - data_train$rating))
## plot of mse on train and test sets
options(repr.plot.width=8, repr.plot.height=4, repr.plot.res = 200)
par(mfrow=c(1,2))
plot(data_train$rating, pred_train_lm, xlim=c(0,3), ylim=c(0,3), xlab="original rating", ylab="predicted rating on training set", col="blue")
abline(a = 0, b = 1, lty = 2)
plot(data_test$rating, pred_test, xlim=c(0,3), ylim=c(0,3), xlab="original rating", ylab="predicted rating on test set", col="red")
abline(a = 0, b = 1, lty = 2)
################################ Backward subsets selection ####################################
data_back <- regsubsets(rating~., data= data_train, nvmax = 14, method = "backward")
back_sum <- summary(data_back)
# names of the 14 selected variables
back_sum$outmat[14,]
# Structure of the best 9 variable model
back_sum$outmat
# Look at the regression models determined by the different methods
data.frame(coef(data_back,14))
## prediction on train and test set for backward selection
test_error = rep(NA, 14)
train_error = rep(NA, 14)
new_test = model.matrix(rating ~., data=data_test)
new_train = model.matrix(rating ~., data=data_train)
for (i in 1:14){
coeffs = coef(data_back, id=i)
pred_te = new_test[,names(coeffs)]%*%coeffs
pred_tr = new_train[,names(coeffs)]%*%coeffs
test_error[i] = mean((data_test$rating-pred_te)^2) # predict on test
train_error[i] = mean((data_train$rating-pred_tr)^2) # predict on train
}
## mse plot from train and test prediction
options(repr.plot.width=6, repr.plot.height=6, repr.plot.res = 250)
plot(test_error, ylim= c(0.1,0.3), col='red', type="b", xlab="subset size", ylab= "MSE from backward selection")
abline(v = which.min(test_error),y = min(test_error)*100, type = "l", col = "red", lwd = 4, lty=2)
lines(train_error, col= "blue", type = "b")
abline(v = which.min(train_error),y = min(train_error)*100, type = "l", col = "blue", lwd = 2, lty=2)
abline(v = which.min(train_error),y = min(train_error)*100, type = "l", col = "blue", lwd = 2, lty=2)
legend(0.3,inset=.02, c("Test Set", "Train Set"), lty= c(1,1), lwd=c(2.5,2.5),col= c("red", "blue"))
#How many variables are needed for the best model fit.
data.frame(
Adj.R2 = which.max(back_sum$adjr2),
CP = which.min(back_sum$cp),
BIC = which.min(back_sum$bic),
RSS = which.min(back_sum$rss)
)
## comparison for statistical parameters from backward selection
options(repr.plot.width=6, repr.plot.height=6, repr.plot.res = 200)
## Adjusted R2
par(mfrow = c(2,2))
plot(back_sum$cp, xlab = "Number of Variables", ylab = "Mallow's Cp", type = "l")
points(x= 1:14, y=back_sum$cp, col="red",cex=1,pch=20)
abline(v=which.min(back_sum$cp), y=min(back_sum$cp), type = "l", col = "blue", lty = 3)
abline(x=which.min(back_sum$cp), h=min(back_sum$cp), type = "l", col = "blue", lty = 3)
plot(back_sum$bic, xlab = "Number of Variables", ylab = "BIC", type = "l")
points(x= 1:14, y=back_sum$bic, col="red",cex=1,pch=20)
abline(v=which.min(back_sum$bic), y=min(back_sum$bic), type = "l", col = "blue", lty = 3)
abline(x=which.min(back_sum$bic), h=min(back_sum$bic), type = "l", col = "blue", lty = 3)
plot(back_sum$rss, xlab = "Number of Variables", ylab = "RSS", type = "l")
points(x= 1:14, y=back_sum$rss, col="red",cex=1,pch=20)
abline(v=which.min(back_sum$rss), y=min(back_sum$rss), type = "l", col = "blue", lty = 3)
abline(x=which.min(back_sum$rss), h=min(back_sum$rss), type = "l", col = "blue", lty = 3)
plot(back_sum$adjr2, xlab = "Number of Variables", ylab = "Adjusted R^2", type = "l")
points(x= 1:14, y=back_sum$adjr2, col="red",cex=1,pch=20)
abline(v=which.max(back_sum$adjr2), y=max(back_sum$adjr2), type = "l", col = "blue", lty = 3)
abline(x=which.max(back_sum$adjr2), h=max(back_sum$adjr2), type = "l", col = "blue", lty = 3)
################### performing CV for cross-checking ###################################
set.seed(123) # set seed for unique sampling
k <- 10 # no. of folds in cv
cv_folds <- sample(1:k, nrow(data_nut_s), replace = TRUE)
cv_errors <- matrix(NA, k, 14, dimnames = list(NULL, paste(1:14)))
predict.regsubsets <- function(object, newdata, id ,...) { ## from lecture slides
form <- as.formula(object$call[[2]])
mat <- model.matrix(form, newdata)
coefi <- coef(object, id = id)
xvars <- names(coefi)
mat[, xvars] %*% coefi
}
for(j in 1:k) {
# perform backward subset on rows not equal to j
cv_subset <- regsubsets(rating ~ ., data_nut_s[cv_folds != j, ], nvmax = 14)
# prediction on test set from cross-validation
for( i in 1:14) {
pred_cv <- predict.regsubsets(cv_subset, data_nut_s[cv_folds == j, ], id = i)
cv_errors[j, i] <- mean((data_nut_s$rating[cv_folds == j] - pred_cv)^2)
}
}
mean_cv_errors <- colMeans(cv_errors) # mse on test set in CV
se_cv_errors <- apply(cv_errors, 2, sd)/sqrt(k)
## plot of mse on test set with error bars
par(mfrow = c(1,2))
options(repr.plot.width=8, repr.plot.height=4, repr.plot.res = 200)
plot(mean_cv_errors, type = "l", col="black", xlab= "No. of Variables", ylab="MSE in CV (test set)", ylim=c(0.12,0.24))
points(mean_cv_errors, col="red",cex=1,pch=20)
errbar(1:14, mean_cv_errors, mean_cv_errors+se_cv_errors, mean_cv_errors-se_cv_errors, type="l", xlab= "No. of Variables",ylab="Error bars from CV (test set)", ylim=c(0.12,0.24) )
points(mean_cv_errors, col="red",cex=1,pch=20)
cv_sum<-summary(cv_subset) ## summary of CV
#How many variables are needed for the best model fit.
data.frame(
Adj.R2 = which.max(cv_sum$adjr2),
CP = which.min(cv_sum$cp),
BIC = which.min(cv_sum$bic),
RSS = which.min(cv_sum$rss)
)
test_error
## comparison of mse error on test set from backward and CV
options(repr.plot.width=7, repr.plot.height=7, repr.plot.res = 250)
plot(test_error, ylim= c(0.1,0.3), type = "l", col='blue', xlab="subset size", ylab= "MSE in test set")
points(test_error, col="green",cex=1,pch=20)
abline(v = which.min(test_error),h = min(test_error)*100, col = "blue", lwd = 2, lty = 2)
lines(mean_cv_errors, type = "l", col="black", xlab= "No. of Variables", ylab="MSE in cross validation", ylim=c(0.12,0.24))
points(mean_cv_errors, col="red",cex=1,pch=20)
legend(0.3,inset=.02, c("MSE from backward subset", "MSE from CV"), lty= c(1,1), lwd=c(2.0,2.0),col= c("blue", "black"))
abline(v = which.min(mean_cv_errors),y = min(mean_cv_errors)*100, type = "l", col = "black", lwd = 2, lty=2)
# abline(x = which.max(mean_cv_errors),h = max(mean_cv_errors)*100, type = "l", col = "black", lty = 2)
################################### Exhaustive Subsets selection (nbest=100) ##################################
data_all <- regsubsets(rating~., data= data_train, ## from lecture slides
nbest = 100, # '100' best model for each number of predictors
nvmax = NULL, # NULL for no limit on number of variables
force.in = NULL, force.out = NULL,
really.big = TRUE,
method = "exhaustive")
exh_all <- summary(data_all)
names(exh_all)
head(exh_all$which)
data_all_size <- as.numeric(attr(exh_all$which, "dimnames")[[1]])
data_all_size
length(data_all_size)
options(repr.plot.width=5, repr.plot.height=5, repr.plot.res = 200)
plot(data_all)
all_rss <- exh_all$rss
all_best_rss<- tapply(all_rss, data_all_size, min)
all_best_rss
data_all_size
all_adjr2 <- exh_all$adjr2
exh_all_adjr2 <- data.frame(data_all_size, all_adjr2)
dim(exh_all_adjr2)
#exh_all_adjr2["all_adjr2"]
# Considering intercept only for calculatinng RSS on train data
all_dummy <- lm(rating~1, data_train)
all_dummy_best <- c(sum(resid(all_dummy)^2), all_best_rss)
#
options(repr.plot.width=6, repr.plot.height=6, repr.plot.res = 200)
par(mfrow = c(1,1))
plot(0:14, all_dummy_best, ylim= c(0,2), type="b", xlab="subset size", ylab= "Residual Sum of Square (train set)", col="black")
points(data_all_size, all_rss, pch = 2, col="red", cex=0.5)
## predicting on train and test set
test_error_ex1 = rep(NA, 1111)
train_error_ex1 = rep(NA, 1111)
new_test_ex1 = model.matrix(rating ~., data=data_test)
new_train_ex1 = model.matrix(rating ~., data=data_train)
for (i in 1:1111){
coeffs_ex1 = coef(data_all, id=i)
pred_te_ex1 = new_test_ex1[,names(coeffs_ex1)]%*%coeffs_ex1
pred_tr_ex1 = new_train_ex1[,names(coeffs_ex1)]%*%coeffs_ex1
test_error_ex1[i] = mean((data_test$rating-pred_te_ex1)^2) # prediction on test
train_error_ex1[i] = mean((data_train$rating-pred_tr_ex1)^2) # prediction on train
}
all_adjr2 <- exh_all$adjr2
all_best_adjr2<- tapply(all_adjr2, data_all_size, min)
all_best_adjr2
all_best_mse<- tapply(test_error_ex1, data_all_size, min)
all_best_mse_tr<- tapply(train_error_ex1, data_all_size, min)
## plot of mse on train anad test set
options(repr.plot.width=7, repr.plot.height=7, repr.plot.res = 200)
par(mfrow = c(1,1))
plot(data_all_size, test_error_ex1, pch = 20, ylim= c(0.0,0.4), col='red', xlab="subset size", ylab= "MSE from exhaustive model (nbest=100)", cex=0.5)
points(data_all_size, train_error_ex1, pch = 17,col= "blue", cex=0.5)
lines(all_best_mse, ylim= c(0,0.4), type="b", xlab="subset size", ylab= "MSE of test set", col="red")
lines(all_best_mse_tr, ylim= c(0,0.4), type="b", xlab="subset size", ylab= "MSE of test set", col="blue")
legend(0.4,inset=.02, c("Test Set (least mse)", "Train Set (least mse)"), lty= c(1,1), lwd=c(2.0,2.0),col= c("red", "blue"))
exh_all_adjr2 <- as.data.frame(exh_all$adjr2)
exh_all_adjr2[706,]
## accuracy prediction fro exhaustive models (nbest=100)
data.frame(
Adj.R2 = which.max(exh_all$adjr2),
CP = which.min(exh_all$cp),
BIC = which.min(exh_all$bic),
RSS = which.min(exh_all$rss)
)# data_all_size
par(mfrow = c(1,2))
as.data.frame(exh_all$outmat[706,])
as.data.frame(exh_all$outmat[806,])
options(repr.plot.width=8, repr.plot.height=10, repr.plot.res = 200)
par(mfrow = c(2,2))
plot(data_all, scale = "r2", main = "R^2")
plot(data_all, scale = "adjr2", main = "Adjusted R^2")
plot(data_all, scale = "Cp",main = "Cp" )
plot(data_all, scale = "bic", main = "BIC")
################################### Exhaustive Subsets selection, nvmax=1 ##################################
data_exh <- regsubsets(rating~., data= data_train,
nbest = 1, # only 'one' best model for each number of predictors
nvmax = NULL, # NULL for no limit on number of variables
force.in = NULL, force.out = NULL,
really.big = TRUE,
method = "exhaustive")
exh_sum <- summary(data_exh)
names(exh_sum)
as.data.frame(exh_sum$outmat)
exh_sum$rsq
coef(data_exh ,14)
#plot of r2 for different models
options(repr.plot.width=4, repr.plot.height=4, repr.plot.res = 200)
exh_r2 <- as.data.frame(exh_sum$rsq)
names(exh_r2) <- "R2"
plot(x= 1:nrow(exh_r2), y=exh_r2[,'R2'], xlab = "Number of Variables", ylab = "R^2",type="l")
points(x= 1:nrow(exh_r2), y=exh_r2[,'R2'], col="red",cex=1,pch=20)
abline(v=which.max(exh_r2[,'R2']), y=max(exh_r2['R2']), type = "l", col = "blue", lty = 3)
abline(x=which.max(exh_r2[,'R2']), h=max(exh_r2['R2']), type = "l", col = "blue", lty = 3)
options(repr.plot.width=6, repr.plot.height=6, repr.plot.res = 200)
## Plot Cp, BIC, RSS, Adjusted R2 for ex.model(nbest=100)
par(mfrow = c(2,2))
plot(exh_sum$cp, xlab = "Number of Variables", ylab = "Mallow's Cp", type = "l")
points(x= 1:14, y=exh_sum$cp, col="red",cex=1,pch=20)
abline(v=which.min(exh_sum$cp), y=min(exh_sum$cp), type = "l", col = "blue", lty = 3)
abline(x=which.min(exh_sum$cp), h=min(exh_sum$cp), type = "l", col = "blue", lty = 3)
plot(exh_sum$bic, xlab = "Number of Variables", ylab = "BIC", type = "l")
points(x= 1:14, y=exh_sum$bic, col="red",cex=1,pch=20)
abline(v=which.min(exh_sum$bic), y=min(exh_sum$bic), type = "l", col = "blue", lty = 3)
abline(x=which.min(exh_sum$bic), h=min(exh_sum$bic), type = "l", col = "blue", lty = 3)
plot(exh_sum$rss, xlab = "Number of Variables", ylab = "RSS", type = "l")
points(x= 1:14, y=exh_sum$rss, col="red",cex=1,pch=20)
abline(v=which.min(exh_sum$rss), y=min(exh_sum$rss), type = "l", col = "blue", lty = 3)
abline(x=which.min(exh_sum$rss), h=min(exh_sum$rss), type = "l", col = "blue", lty = 3)
plot(exh_sum$adjr2, xlab = "Number of Variables", ylab = "Adjusted R^2", type = "l")
points(x= 1:14, y=exh_sum$adjr2, col="red",cex=1,pch=20)
abline(v=which.max(exh_sum$adjr2), y=max(exh_sum$adjr2), type = "l", col = "blue", lty = 3)
abline(x=which.max(exh_sum$adjr2), h=max(exh_sum$adjr2), type = "l", col = "blue", lty = 3)
#How many variables are needed for the best model fit.
data.frame(
Adj.R2 = which.max(exh_sum$adjr2),
CP = which.min(exh_sum$cp),
BIC = which.min(exh_sum$bic),
RSS = which.min(exh_sum$rss)
)
options(repr.plot.width=8, repr.plot.height=8, repr.plot.res = 200)
par(mfrow = c(2,2))
plot(data_exh, scale = "r2", main = "R^2")
plot(data_exh, scale = "adjr2", main = "Adjusted R^2")
plot(data_exh, scale = "Cp",main = "Cp" )
plot(data_exh, scale = "bic", main = "BIC")
# coefficient output
exh_sum$outmat[9,]
exh_sum$outmat[12,]
exh_sum$outmat[13,]
# variables for best models
options(repr.plot.width=10, repr.plot.height=5, repr.plot.res = 200)
par(mfrow = c(1,2))
## Adjusted R2
res_adjr <- subsets(data_exh, statistic="adjr2", legend = FALSE, min.size = 5, main = "Adjusted R^2")
## Mallow Cp
res_mcp <- subsets(data_exh, statistic="cp", legend = FALSE, min.size = 5, main = "Mallow Cp")
abline(a = 1, b = 1, lty = 2)
res_adjr ## gives the legend in the previous plots
## prediction on train and test set
test_error_ex = rep(NA, 14)
train_error_ex = rep(NA, 14)
new_test_ex = model.matrix(rating ~., data=data_test)
new_train_ex = model.matrix(rating ~., data=data_train)
for (i in 1:14){
coeffs_ex = coef(data_exh, id=i)
pred_te_ex = new_test_ex[,names(coeffs_ex)]%*%coeffs_ex
pred_tr_ex = new_train_ex[,names(coeffs_ex)]%*%coeffs_ex
test_error_ex[i] = mean((data_test$rating-pred_te_ex)^2) # prediction on test
train_error_ex[i] = mean((data_train$rating-pred_tr_ex)^2) # prediction on train
}
options(repr.plot.width=7, repr.plot.height=7, repr.plot.res = 200)
plot(test_error_ex, ylim= c(0.1,0.4), col='red', type="b", xlab="subset size", ylab= "MSE from exhaustive model (nbest=1)")
abline(v = which.min(test_error_ex),y = min(test_error_ex), type = "d", col = "blue", lty=2, lwd=4)
lines(train_error_ex, col= "blue", type = "b")
abline(v = which.min(train_error_ex),y = min(train_error_ex), type = "d", col = "red", lty=2, lwd=2)
legend(0.4,inset=.02, c("Test Set", "Train Set"), lty= c(1,1), lwd=c(2.5,2.5),col= c("red", "blue"))
test_error
test_error_ex
## comparison of mse on test set from the previous considered models.
options(repr.plot.width=7, repr.plot.height=7, repr.plot.res = 200)
plot(test_error, ylim= c(0.1,0.4), type = "b", col='blue', xlab="subset size", ylab= "MSE in test set")
#points(test_error, col="green",cex=1,pch=20)
abline(v = which.min(test_error),y = min(test_error)*100, type = "d", col = "blue", lty=2, lwd=4)
lines(mean_cv_errors, type = "b", col="black", xlab= "No. of Variables", ylab="MSE in cross validation", ylim=c(0.12,0.24))
#points(mean_cv_errors, col="red",cex=1,pch=20)
abline(v = which.min(mean_cv_errors),y = min(mean_cv_errors)*100, type = "d", col = "black", lty=2, lwd=2)
lines(test_error_ex, ylim= c(0.1,0.4), col='green', type="b", xlab="subset size", ylab= "MSE from exhaustive model")
points(test_error_ex, col="yellow",cex=1,pch=20)
abline(v = which.min(test_error_ex),y = min(test_error_ex)*100, type = "d", col = "green", lty=2, lwd=2)
lines(all_best_mse, ylim= c(0,0.4), type="b", xlab="subset size", ylab= "MSE of test set", col="brown")
points(all_best_mse, col="yellow",cex=1,pch=20)
#abline(v = which.min(all_best_mse),y = min(all_best_mse)*100, type = "d", col = "brown", lty=2, lwd=2)
legend(0.4,inset=.02, c("MSE from backward subset", "MSE from CV", "MSE from exhaustive model (nbest=1)","MSE from exhaustive model (nbest=100)"),
lty= c(1,1), lwd=c(2.0,2.0),col= c( "blue","black","green", "brown"))
# performing exhaustive subset on whole dataset for model comparison
whole_exh <- regsubsets(rating~., data= data_nut_s,
nbest = 1, # only 'one' best model for each number of predictors
nvmax = NULL, # NULL for no limit on number of variables
force.in = NULL, force.out = NULL,
really.big = TRUE,
method = "exhaustive")
whole_sum <- summary(whole_exh)
names(whole_sum)
#How many variables are needed for the best model fit.
data.frame(
Adj.R2 = which.max(whole_sum$adjr2),
CP = which.min(whole_sum$cp),
BIC = which.min(whole_sum$bic),
RSS = which.min(whole_sum$rss)
)
## end ###