Description Usage Arguments Value
Get cross-validated risk of the super learner for a univariate outcome
1 2 | get_risk_learner(task, Y, V, all_sl, all_fit_tasks, all_fits, folds,
sl_control, learners, all_weight)
|
task |
A named list identifying what training folds to use to obtain outcome weights. |
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_sl |
A list of all super learner fits (from |
all_fit_tasks |
A list of all learner fitting tasks (quicker to search over
than |
all_fits |
A list of all learner fits (from |
folds |
Vector identifying which fold observations fall into. |
sl_control |
A list with named entries ensemble.fn, optim_risk_fn, weight_fn,
cv_risk_fn, family. Available functions can be viewed with |
learners |
Super learner wrappers. See |
all_weight |
List of all outcome weight fits. |
Named list identifying which outcome and the cross-validated risk of the super learner.
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