details_discrim_regularized_klaR | R Documentation |
klaR::rda()
fits a a model that estimates a multivariate
distribution for the predictors separately for the data in each class. The
structure of the model can be LDA, QDA, or some amalgam of the two. Bayes'
theorem is used to compute the probability of each class, given the
predictor values.
For this engine, there is a single mode: classification
This model has 2 tuning parameter:
frac_common_cov
: Fraction of the Common Covariance Matrix (type:
double, default: (see below))
frac_identity
: Fraction of the Identity Matrix (type: double,
default: (see below))
Some special cases for the RDA model:
frac_identity = 0
and frac_common_cov = 1
is a linear discriminant
analysis (LDA) model.
frac_identity = 0
and frac_common_cov = 0
is a quadratic
discriminant analysis (QDA) model.
The discrim extension package is required to fit this model.
library(discrim) discrim_regularized(frac_identity = numeric(0), frac_common_cov = numeric(0)) %>% set_engine("klaR") %>% translate()
## Regularized Discriminant Model Specification (classification) ## ## Main Arguments: ## frac_common_cov = numeric(0) ## frac_identity = numeric(0) ## ## Computational engine: klaR ## ## Model fit template: ## klaR::rda(formula = missing_arg(), data = missing_arg(), lambda = numeric(0), ## gamma = numeric(0))
Factor/categorical predictors need to be converted to numeric values
(e.g., dummy or indicator variables) for this engine. When using the
formula method via fit()
, parsnip will
convert factor columns to indicators.
Variance calculations are used in these computations within each outcome class. For this reason, zero-variance predictors (i.e., with a single unique value) within each class should be eliminated before fitting the model.
The underlying model implementation does not allow for case weights.
Friedman, J (1989). Regularized Discriminant Analysis. Journal of the American Statistical Association, 84, 165-175.
Kuhn, M, and K Johnson. 2013. Applied Predictive Modeling. Springer.
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