train_ade_quick: ADE training poor version Train meta-models in the training...

Description Usage Arguments

View source: R/arbitration-methods.r

Description

Saves times by not computing oob predictions. Testing comp costs are the same.

Usage

1
train_ade_quick(form, train, specs, lambda, lfun, meta_model_type, num_cores)

Arguments

form

formula

train

training data

specs

a model_specs-class object class. It contains the parameter setting specifications for training the ensemble;

lambda

window size. Number of observations to compute the recent performance of the base models, according to the committee ratio omega. Essentially, the top omega models are selected and weighted at each prediction instance, according to their performance in the last lambda observations. Defaults to 50 according to empirical experiments;

lfun

meta loss function - defaults to ae (absolute error)

meta_model_type

algorithm used to train meta models. Defaults to a random forest (using ranger package)

num_cores

A numeric value to specify the number of cores used to train base and meta models. num_cores = 1 leads to sequential training of models. num_cores > 1 splits the training of the base models across num_cores cores.


tsensembler documentation built on Oct. 27, 2020, 5:07 p.m.