ensemble_linear: Compute a linear ensemble of predictions

In benkeser/cvma: Cross-validation-based maximal association

Description

In general, sl_control$ensemble_fn and y_weight_control$ensemble_fn must accept named inputs, pred and weight, which are, respectively, a matrix and a vector. The matrix has columns corresponding to different learner fits (for sl_control$ensemble_fn) or to the different components of the multivariate outcome (for y_weight_control$ensemble_fn).

Usage

ensemble_linear(pred, weight)

Arguments

pred	A matrix of predictions
weight	A vector of ensemble weights (should have same length as number of columns in pred)

Details

In this case, the function computes a linear combination.

Value

A vector of ensembled values with length equal to the number of rows of pred.

benkeser/cvma documentation built on May 5, 2019, 1:37 p.m.