Merge pull request #592 from bjornkallerud/deprecate-lags

Deprecate lag argument in initial_time_split and update NEWS

Author: hfrick

NEWS.md

@@ -1,5 +1,7 @@
 # rsample (development version)
 
+* The lag argument for `initial_time_split()` has been soft deprecated (@bjornkallerud, #592).
+
 # rsample 1.3.1
 
 * The new `internal_calibration_split()` function and its methods for various resamples is for usage in tune to create a internal split of the analysis set to fit the preprocessor and model on one part and the post-processor on the other part (#483, #488, #489, #569, #575,  #577, #582).

R/initial_split.R

@@ -9,6 +9,9 @@
 #'
 #' @details `training()` and `testing()` are used to extract the resulting data.
 #'
+#' To avoid data leakage when using lagged variables, lag the predictors before
+#' the initial split.
+#'
 #' @template strata_details
 #' @inheritParams vfold_cv
 #' @inheritParams make_strata
@@ -26,13 +29,7 @@
 #' drinks_split <- initial_time_split(drinks)
 #' train_data <- training(drinks_split)
 #' test_data <- testing(drinks_split)
-#' c(max(train_data$date), min(test_data$date)) # no lag
-#'
-#' # With 12 period lag
-#' drinks_lag_split <- initial_time_split(drinks, lag = 12)
-#' train_data <- training(drinks_lag_split)
-#' test_data <- testing(drinks_lag_split)
-#' c(max(train_data$date), min(test_data$date)) # 12 period lag
+#' c(max(train_data$date), min(test_data$date))
 #'
 #' set.seed(1353)
 #' car_split <- group_initial_split(mtcars, cyl)
@@ -76,14 +73,28 @@ initial_split <- function(
 }
 
 #' @rdname initial_split
-#' @param lag A value to include a lag between the assessment
-#'  and analysis set. This is useful if lagged predictors will be used
-#'  during training and testing.
+#' @param lag `r lifecycle::badge("deprecated")` This is deprecated, please lag
+#' your predictors prior to splitting the dataset.
 #' @export
-initial_time_split <- function(data, prop = 3 / 4, lag = 0, ...) {
+initial_time_split <- function(
+  data,
+  prop = 3 / 4,
+  lag = lifecycle::deprecated(),
+  ...
+) {
   check_dots_empty()
   check_prop(prop)
 
+  if (lifecycle::is_present(lag)) {
+    lifecycle::deprecate_soft(
+      when = "1.3.1.9000",
+      what = "initial_time_split(lag)",
+      details = "Please lag your predictors prior to splitting the dataset."
+    )
+  } else {
+    lag <- 0
+  }
+
   if (!is.numeric(lag) | !(lag %% 1 == 0)) {
     cli_abort("{.arg lag} must be a whole number.")
   }

R/internal_calibration_split.R

@@ -669,6 +669,11 @@ internal_calibration_split.initial_time_split <- function(x, split_args, ...) {
 
   training_set <- training(x)
 
+  # to avoid deprecation warning if lag is just the default of 0
+  if (-1 < split_args$lag && split_args$lag < 1) {
+    split_args$lag <- NULL
+  }
+
   split_cal <- internal_calibration_split_core(
     training_set,
     split_function = initial_time_split,

R/validation_split.R

@@ -92,7 +92,9 @@ validation_split <- function(
   split_objs$splits <- map(split_objs$splits, rm_out)
   class(split_objs$splits[[1]]) <- c("val_split", "rsplit")
 
-  if (!is.null(strata)) names(strata) <- NULL
+  if (!is.null(strata)) {
+    names(strata) <- NULL
+  }
   val_att <- list(
     prop = prop,
     strata = strata,
@@ -111,6 +113,9 @@ validation_split <- function(
 #' @rdname validation_split
 #' @inheritParams vfold_cv
 #' @inheritParams initial_time_split
+#' @param lag A value to include a lag between the assessment and analysis set.
+#' This is useful if lagged predictors will be used during training and
+#' testing.
 #' @export
 validation_time_split <- function(data, prop = 3 / 4, lag = 0, ...) {
   lifecycle::deprecate_warn(
@@ -195,7 +200,9 @@ group_validation_split <- function(
   class(split_objs$splits[[1]]) <- c("group_val_split", "val_split", "rsplit")
 
   # This is needed for printing -- strata cannot be missing
-  if (is.null(strata)) strata <- FALSE
+  if (is.null(strata)) {
+    strata <- FALSE
+  }
   val_att <- list(
     prop = prop,
     group = group,

man/initial_split.Rd

@@ -1,3 +1,15 @@
+# `lag` arg to `initial_time_split()` is deprecated
+
+    Code
+      initial_time_split(mtcars, lag = 2)
+    Condition
+      Warning:
+      The `lag` argument of `initial_time_split()` is deprecated as of rsample 1.3.1.9000.
+      i Please lag your predictors prior to splitting the dataset.
+    Output
+      <Training/Testing/Total>
+      <24/10/32>
+
 # `initial_time_split()` error messages
 
     Code

man/validation_split.Rd

@@ -18,7 +18,15 @@ test_that("default time param", {
   expect_equal(tr1, dplyr::slice(dat1, 1:floor(nrow(dat1) * 3 / 4)))
 })
 
+test_that("`lag` arg to `initial_time_split()` is deprecated", {
+  expect_snapshot({
+    initial_time_split(mtcars, lag = 2)
+  })
+})
+
 test_that("default time param with lag", {
+  withr::local_options(lifecycle_verbosity = "quiet")
+
   rs1 <- initial_time_split(dat1, lag = 5)
   expect_equal(class(rs1), c("initial_time_split", "initial_split", "rsplit"))
   tr1 <- training(rs1)
@@ -41,6 +49,8 @@ test_that("`initial_time_split()` error messages", {
     initial_time_split(drinks, prop = 2)
   })
 
+  withr::local_options(lifecycle_verbosity = "quiet")
+
   expect_snapshot(error = TRUE, {
     initial_time_split(drinks, lag = 12.5)
   })