View source: R/Prediction_Functions.R
predict.cv.SplitGLM | R Documentation |
predict.cv.SplitGLM
returns the predictions for a SplitGLM object.
## S3 method for class 'cv.SplitGLM' predict(object, newx, group_index = NULL, type = c("prob", "class")[1], ...)
object |
An object of class cv.SplitGLM. |
newx |
New data for predictions. |
group_index |
The group for which to return the coefficients. Default is the ensemble. |
type |
The type of predictions for binary response. Options are "prob" (default) and "class". |
... |
Additional arguments for compatibility. |
The predictions for the cv.SplitGLM object.
Anthony-Alexander Christidis, anthony.christidis@stat.ubc.ca
cv.SplitGLM
# Data simulation set.seed(1) n <- 50 N <- 2000 p <- 1000 beta.active <- c(abs(runif(p, 0, 1/2))*(-1)^rbinom(p, 1, 0.3)) # Parameters p.active <- 100 beta <- c(beta.active[1:p.active], rep(0, p-p.active)) Sigma <- matrix(0, p, p) Sigma[1:p.active, 1:p.active] <- 0.5 diag(Sigma) <- 1 # Train data x.train <- mvnfast::rmvn(n, mu = rep(0, p), sigma = Sigma) prob.train <- exp(x.train %*% beta)/ (1+exp(x.train %*% beta)) y.train <- rbinom(n, 1, prob.train) mean(y.train) # Test data x.test <- mvnfast::rmvn(N, mu = rep(0, p), sigma = Sigma) prob.test <- exp(x.test %*% beta)/ (1+exp(x.test %*% beta)) y.test <- rbinom(N, 1, prob.test) mean(y.test) # SplitGLM - CV (Multiple Groups) split.out <- cv.SplitGLM(x.train, y.train, glm_type="Logistic", G=10, include_intercept=TRUE, alpha_s=3/4, alpha_d=1, n_lambda_sparsity=50, n_lambda_diversity=50, tolerance=1e-3, max_iter=1e3, n_folds=5, active_set=FALSE, n_threads=1) split.coef <- coef(split.out) # Predictions split.prob <- predict(split.out, newx=x.test, type="prob", group_index=NULL) split.class <- predict(split.out, newx=x.test, type="class", group_index=NULL) plot(prob.test, split.prob, pch=20) abline(h=0.5,v=0.5) mean((prob.test-split.prob)^2) mean(abs(y.test-split.class))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.