squash_hal_fit: Squash HAL objects

In jeremyrcoyle/mangolassi: The Scalable Highly Adaptive Lasso

Squash HAL objects

Description

Reduce footprint by dropping basis functions with coefficients of zero

Usage

squash_hal_fit(object)

Arguments

object

An object of class hal9001, containing the results of fitting the Highly Adaptive LASSO, as produced by a call to fit_hal.

Value

Object of class hal9001, similar to the input object but reduced such that coefficients belonging to bases with coefficients equal to zero removed.

Examples

# generate simple test data
n <- 100
p <- 3
x <- matrix(rnorm(n * p), n, p)
y <- sin(x[, 1]) * sin(x[, 2]) + rnorm(n, mean = 0, sd = 0.2)

# fit HAL model and squash resulting object to reduce footprint
hal_fit <- fit_hal(X = x, Y = y, yolo = FALSE)
squashed <- squash_hal_fit(hal_fit)

jeremyrcoyle/mangolassi documentation built on Nov. 18, 2023, 6:22 p.m.