kernDeepStackNet: Kernel Deep Stacking Networks

Contains functions for estimation and model selection of kernel deep stacking networks. The model selection includes direct optimization or model based alternatives with arbitrary loss functions.

AuthorThomas Welchowski <welchow@imbie.meb.uni-bonn.de> and Matthias Schmid <matthias.schmid@imbie.uni-bonn.de>
Date of publication2016-02-01 16:33:28
MaintainerThomas Welchowski <welchow@imbie.meb.uni-bonn.de>
LicenseGPL-3
Version1.0.1

View on CRAN

Man pages

calcTrA: Calculates the trace of the hat matrix

calcTrAFast: Calculates the trace of the hat matrix as C version

calcWdiag: Calculation of weight matrix

crossprodRcpp: Calculates the cross product of a matrix

devStandard: Predictive deviance of a linear model

EImod: Expected improvement criterion replacement function

fineTuneCvKDSN: Fine tuning of random weights of a given KDSN model

fineTuneKDSN: Fine tuning of random weights of a given KDSN model

fitKDSN: Fit kernel deep stacking network with random Fourier...

fourierTransPredict: Prediction based on random Fourier transformation

gDerivMu: Derivative of the link function evaluated at the expected...

getEigenValues: Calculates the eigenvalues of a matrix

kernDeepStackNet-package: Kernel deep stacking networks with random Fourier...

lossCvKDSN: Kernel deep stacking network loss function based on...

lossGCV: Generalized cross-validation loss

lossKDSN: Kernel deep stacking network loss function

lossKDSNgivenModel: Kernel deep stacking network loss function based on model fit

mbo1d: Efficient global optimization in combination with one...

mboAll: Efficient global optimization inclusive meta model validation

optimize1dMulti: One dimensional optimization of multivariate loss functions

predict.KDSN: Predict kernel deep stacking networks

predLogProb: Predictive logarithmic probability of Kriging model

randomFourierTrans: Random Fourier transformation

robustStandard: Robust standardization

tuneKDSN: Tune kernel deep stacking network by direct optimization

tuneLevelGridKDSN: Tune kernel deep stacking network by direct optimization over...

tuneLevelKDSN: Tune kernel deep stacking network by direct optimization...

tuneMboCvKDSN: Tuning of KDSN with efficient global optimization and...

tuneMboKDSN: Tuning of KDSN with efficient global optimization

tuneMboLevelCvKDSN: Tuning of KDSN with efficient global optimization given level...

tuneMboLevelGridKDSN: Tuning of KDSN with efficient global optimization over a set...

tuneMboLevelKDSN: Tuning of KDSN with efficient global optimization given level

varMu: Variance function evaluated at expected value

Files in this package

kernDeepStackNet
kernDeepStackNet/tests
kernDeepStackNet/tests/KDSNrcpp.R
kernDeepStackNet/tests/KDSNdirectOpt_tests_tune_KDSN.R
kernDeepStackNet/tests/KDSNmodelBasedOpt_tests_tune_KDSN_EGO.R
kernDeepStackNet/tests/KDSNfineTuneTests.R
kernDeepStackNet/tests/KDSNestimation_tests_robust_standard.R
kernDeepStackNet/tests/KDSNestimation_tests_fit_k_DSN_rft.R
kernDeepStackNet/tests/KDSNdirectOpt_tests_optimize_1D_multi_KDSN.R
kernDeepStackNet/tests/KDSNdirectOpt_tests_tune_KDSN_level.R
kernDeepStackNet/tests/KDSNmodelBasedOpt_tests_tune_KDSN_level_EGO.R
kernDeepStackNet/tests/KDSNestimation_tests_randomFourierTrans.R
kernDeepStackNet/tests/KDSNlossFunc_tests_kDSN_loss.R
kernDeepStackNet/src
kernDeepStackNet/src/crossprodRcpp.cpp
kernDeepStackNet/src/eigenvalues.cpp
kernDeepStackNet/src/RcppExports.cpp
kernDeepStackNet/NAMESPACE
kernDeepStackNet/R
kernDeepStackNet/R/KDSNOptMisc.R kernDeepStackNet/R/KDSNmodelBasedOpt.R kernDeepStackNet/R/KDSNlossFunc.R kernDeepStackNet/R/RcppExports.R kernDeepStackNet/R/KDSNdirectOpt.R kernDeepStackNet/R/KDSNestimation.R
kernDeepStackNet/MD5
kernDeepStackNet/DESCRIPTION
kernDeepStackNet/man
kernDeepStackNet/man/kernDeepStackNet-package.Rd kernDeepStackNet/man/tuneKDSN.Rd kernDeepStackNet/man/crossprodRcpp.Rd kernDeepStackNet/man/gDerivMu.Rd kernDeepStackNet/man/tuneLevelGridKDSN.Rd kernDeepStackNet/man/optimize1dMulti.Rd kernDeepStackNet/man/tuneMboCvKDSN.Rd kernDeepStackNet/man/getEigenValues.Rd kernDeepStackNet/man/tuneMboLevelKDSN.Rd kernDeepStackNet/man/mboAll.Rd kernDeepStackNet/man/calcTrA.Rd kernDeepStackNet/man/fitKDSN.Rd kernDeepStackNet/man/tuneMboLevelGridKDSN.Rd kernDeepStackNet/man/tuneMboLevelCvKDSN.Rd kernDeepStackNet/man/predLogProb.Rd kernDeepStackNet/man/lossKDSNgivenModel.Rd kernDeepStackNet/man/predict.KDSN.Rd kernDeepStackNet/man/varMu.Rd kernDeepStackNet/man/mbo1d.Rd kernDeepStackNet/man/fineTuneKDSN.Rd kernDeepStackNet/man/lossKDSN.Rd kernDeepStackNet/man/randomFourierTrans.Rd kernDeepStackNet/man/devStandard.Rd kernDeepStackNet/man/fineTuneCvKDSN.Rd kernDeepStackNet/man/tuneMboKDSN.Rd kernDeepStackNet/man/lossGCV.Rd kernDeepStackNet/man/calcWdiag.Rd kernDeepStackNet/man/fourierTransPredict.Rd kernDeepStackNet/man/EImod.Rd kernDeepStackNet/man/calcTrAFast.Rd kernDeepStackNet/man/tuneLevelKDSN.Rd kernDeepStackNet/man/robustStandard.Rd kernDeepStackNet/man/lossCvKDSN.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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