createAutoGridCrossValidationControl: Create a Cyclops control object that supports multiple...

In Cyclops: Cyclic Coordinate Descent for Logistic, Poisson and Survival Analysis

Create a Cyclops control object that supports multiple hyperparameters

Description

createCrossValidationControl creates a Cyclops control object for use with fitCyclopsModel that supports multiple hyperparameters through an auto-search in one dimension and a grid-search over the remaining dimensions

Usage

createAutoGridCrossValidationControl(
  outerGrid,
  autoPosition = 1,
  refitAtMaximum = TRUE,
  cvType = "auto",
  initialValue = 1,
  ...
)

Arguments

outerGrid	List or data.frame of grid parameters to explore
autoPosition	Vector position for auto-search parameter (concatenated into outerGrid)
refitAtMaximum	Logical: re-fit Cyclops object at maximal cross-validation parameters
cvType	Must equal "auto"
initialValue	Initial value for auto-search parameter
...	Additional parameters passed through to createControl

Value

A Cyclops prior object of class inheriting from "cyclopsPrior" and "cyclopsFunctionalPrior" for use with fitCyclopsModel.

Cyclops documentation built on June 22, 2024, 10:24 a.m.