EnsemblePenReg: Extensible Classes and Methods for Penalized-Regression-Based Integration of Base Learners

Extending the base classes and methods of EnsembleBase package for Penalized-Regression-based (Ridge and Lasso) integration of base learners. Default implementation uses cross-validation error to choose the optimal lambda (shrinkage parameter) for the final predictor. The package takes advantage of the file method provided in EnsembleBase package for writing estimation objects to disk in order to circumvent RAM bottleneck. Special save and load methods are provided to allow estimation objects to be saved to permanent files on disk, and to be loaded again into temporary files in a later R session. Users and developers can extend the package by extending the generic methods and classes provided in EnsembleBase package as well as this package.

Author
Mansour T.A. Sharabiani, Alireza S. Mahani
Date of publication
2016-09-14 18:50:35
Maintainer
Alireza S. Mahani <alireza.s.mahani@gmail.com>
License
GPL (>= 2)
Version
0.7

View on CRAN

Man pages

epenreg
Penalized-Regression-Based (PenReg) Integration of Base...
epenreg.baselearner.control
Utility Functions for Configuring Regression Base Learners...
epenreg.save
Custom Functions for Disk I/O in 'EnsemblePenReg' Package
plot.epenreg
Plot function for 'epenreg' model
predict.epenreg
Predict method for class '"epenreg"'
Regression.Integrator.PenReg.SelMin.Config-class
Class '"Regression.Integrator.PenReg.SelMin.Config"'
Regression.Integrator.PenReg.SelMin.FitObj-class
Class '"Regression.Integrator.PenReg.SelMin.FitObj"'
Regression.Sweep.CV.Fit
Function for cross-validation based sweep operation.
Regression.Sweep.CV.FitObj-class
Class '"Regression.Sweep.CV.FitObj"'
Regression.Sweep.PenReg.Config-class
Class '"Regression.Sweep.PenReg.Config"'
Regression.Sweep.PenReg.FitObj-class
Class '"Regression.Sweep.PenReg.FitObj"'

Files in this package

EnsemblePenReg
EnsemblePenReg/NAMESPACE
EnsemblePenReg/R
EnsemblePenReg/R/aaa.R
EnsemblePenReg/R/integrator.R
EnsemblePenReg/R/epenreg.R
EnsemblePenReg/MD5
EnsemblePenReg/DESCRIPTION
EnsemblePenReg/ChangeLog
EnsemblePenReg/man
EnsemblePenReg/man/plot.epenreg.Rd
EnsemblePenReg/man/Regression.Sweep.PenReg.FitObj-class.Rd
EnsemblePenReg/man/Regression.Sweep.CV.Fit.Rd
EnsemblePenReg/man/predict.epenreg.Rd
EnsemblePenReg/man/epenreg.Rd
EnsemblePenReg/man/epenreg.baselearner.control.Rd
EnsemblePenReg/man/epenreg.save.Rd
EnsemblePenReg/man/Regression.Integrator.PenReg.SelMin.Config-class.Rd
EnsemblePenReg/man/Regression.Integrator.PenReg.SelMin.FitObj-class.Rd
EnsemblePenReg/man/Regression.Sweep.CV.FitObj-class.Rd
EnsemblePenReg/man/Regression.Sweep.PenReg.Config-class.Rd