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.

Author
Thomas Welchowski <welchow@imbie.meb.uni-bonn.de> and Matthias Schmid <matthias.schmid@imbie.uni-bonn.de>
Date of publication
2016-02-01 16:33:28
Maintainer
Thomas Welchowski <welchow@imbie.meb.uni-bonn.de>
License
GPL-3
Version
1.0.1

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