get_risk_sl: Get cross-validated risk of the super learner for a...

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

Description

Get cross-validated risk of the super learner for a univariate outcome

Usage

get_risk_sl(task, Y, V, all_sl, all_fit_tasks, all_fits, folds, sl_control,
  learners, all_weight)

Arguments

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 get_sl)
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)
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 sl_control_options(). See ?sl_control_options for more on how users may supply their own functions.
learners	Super learner wrappers. See SuperLearner::listWrappers.
all_weight	List of all outcome weight fits.

Value

Named list identifying which outcome and the cross-validated risk of the super learner.

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