Regression.Integrator.PenReg.SelMin.Config-class: Class '"Regression.Integrator.PenReg.SelMin.Config"'

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

Description

Configuration class for PenReg-base integration, where optimal shrinkage parameter is selected to minimize the cross-validation error of the integrator.

Objects from the Class

Objects can be created by calls of the form new("Regression.Integrator.PenReg.SelMin.Config", ...).

Slots

partition:

Object of class "integer", data partition to use for cross-validation selection of optimal PC's in PCR integration. This can be the output of generate.partition.

n:

Object of class "OptionalNumeric", indicating, in this derived class, the maximum number of values of lambda's to produce predictions for.

alpha:

Object of class "numeric", indicating the relative strength of L1 (alpha=1.0) vs. L2 (alpha=0.0) penalty in penalized regression.

errfun:

Object of class "function", error function to use for selecting best number of PC's.

Extends

Class "Regression.Integrator.Config", directly.

Methods

Regression.Integrator.Fit

signature(object = "Regression.Integrator.PenReg.SelMin.Config"): ...

Author(s)

Mansour T.A. Sharabiani, Alireza S. Mahani

See Also

generate.partition

EnsemblePenReg documentation built on May 2, 2019, 7:29 a.m.