createWeightBasedSearchControl: Create a Cyclops control object that supports in- /...

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

Create a Cyclops control object that supports in- / out-of-sample hyperparameter search using weights

Description

createWeightBasedSearchControl creates a Cyclops control object for use with fitCyclopsModel that supports hyperparameter optimization through an auto-search where weight = 1 identifies in-sample observations and weight = 0 identifies out-of-sample observations.

Usage

createWeightBasedSearchControl(cvType = "auto", initialValue = 1, ...)

Arguments

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 "cyclopsControl" for use with fitCyclopsModel.

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