get_risk: Get cross-validated risk of entire procedure (i.e.,...

Description Usage Arguments Value

Description

Get cross-validated risk of entire procedure (i.e., outer-most cross-validation layer)

Usage

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get_risk(Y, V, all_fit_tasks, all_fits, all_weight, folds, all_sl,
  sl_control, y_weight_control, learners)

Arguments

Y

A matrix or data.frame of outcomes

V

Number of outer folds of cross-validation (nested cross-validation uses V-1 and V-2 folds), so must be at least four.

all_fit_tasks

A list of all learner fitting tasks (quicker to search over than all_fits).

all_fits

A list of all learner fits (from get_fit)

all_weight

A list of all outcome weights (from get_y_weight)

folds

Vector identifying which fold observations fall into.

all_sl

A list of all super learner fits (from get_sl)

sl_control

A list with named entries ensemble.fn, optim_risk_fn, weight_fn, cv_risk_fn, family. Available functions can be viewed with sl_control_options(). See ?sl_control_options for more on how users may supply their own functions.

y_weight_control

A list with named entries ensemble.fn, optim_risk_fn, weight_fn, cv_risk_fn. Available functions can be viewed with y_weight_control_options(). See ?y_weight_control_options for more on how users may supply their own functions.

learners

Super learner wrappers. See SuperLearner::listWrappers.

Value

Numeric risk value


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