get_best_split_function_from_gain_function: get_best_split_function_from_gain_function

In MalteLond/rfcd: Random Forest Change Point Detection

Description

Returns a closure with formal arguments x, start, end and split_candidates that finds the maximizer of the gain_function given data x, start start and end end on split_candidates using the optimizer optimizer.

Usage

get_best_split_function_from_gain_function(gain_function, optimizer,
  control)

Arguments

gain_function

A function with formal arguments x, start, end and lambda that returns a closure with argument split_point, that returns the gain after splitting the segment (start, end] at split_point given data x and tuning parameter lambda.

Value

A function with formal arguments x, start, end, split_candidates and lambda that uses the optimizer specified to search for a maximum of the gain_function on the split_candidates given a segment (start, end], data x and a tuning parameter lambda and returns a list with arguments gain, an array of length end - start with evaluations of the gain function and best_split.

MalteLond/rfcd documentation built on June 19, 2019, 2:52 p.m.