ebma: Bayesian Ensemble Model Averaging EBMA

In autoMrP: Improving MrP with Ensemble Learning

Bayesian Ensemble Model Averaging EBMA

Description

ebma tunes EBMA and generates weights for classifier averaging.

Usage

ebma(
  ebma.fold,
  y,
  L1.x,
  L2.x,
  L2.unit,
  L2.reg,
  pc.names,
  post.strat,
  n.draws,
  tol,
  best.subset.opt,
  pca.opt,
  lasso.opt,
  gb.opt,
  svm.opt,
  verbose,
  cores
)

Arguments

ebma.fold	New data for EBMA tuning. A list containing the the data that must not have been used in classifier training.
y	Outcome variable. A character vector containing the column names of the outcome variable. A character scalar containing the column name of the outcome variable in survey.
L1.x	Individual-level covariates. A character vector containing the column names of the individual-level variables in survey and census used to predict outcome y. Note that geographic unit is specified in argument L2.unit.
L2.x	Context-level covariates. A character vector containing the column names of the context-level variables in survey and census used to predict outcome y.
L2.unit	Geographic unit. A character scalar containing the column name of the geographic unit in survey and census at which outcomes should be aggregated.
L2.reg	Geographic region. A character scalar containing the column name of the geographic region in survey and census by which geographic units are grouped (L2.unit must be nested within L2.reg). Default is NULL.
pc.names	Principal Component Variable names. A character vector containing the names of the context-level principal components variables.
post.strat	Post-stratification results. A list containing the best models for each of the tuned classifiers, the individual level predictions on the data classifier trainig data and the post-stratified context-level predictions.
n.draws	EBMA number of samples. An integer-valued scalar specifying the number of bootstrapped samples to be drawn from the EBMA fold and used for tuning EBMA. Default is 100. Passed on from ebma.n.draws.
tol	EBMA tolerance. A numeric vector containing the tolerance values for improvements in the log-likelihood before the EM algorithm stops optimization. Values should range at least from 0.01 to 0.001. Default is c(0.01, 0.005, 0.001, 0.0005, 0.0001, 0.00005, 0.00001). Passed on from ebma.tol.
best.subset.opt	Tuned best subset parameters. A list returned from run_best_subset().
pca.opt	Tuned best subset with principal components parameters. A list returned from run_pca().
lasso.opt	Tuned lasso parameters. A list returned from run_lasso().
gb.opt	Tuned gradient tree boosting parameters. A list returned from run_gb().
svm.opt	Tuned support vector machine parameters. A list returned from run_svm().
verbose	Verbose output. A logical argument indicating whether or not verbose output should be printed. Default is FALSE.
cores	The number of cores to be used. An integer indicating the number of processor cores used for parallel computing. Default is 1.

autoMrP documentation built on April 5, 2022, 1:13 a.m.