Lrnr_solnp: Nonlinear Optimization via Augmented Lagrange

Description Usage Format Value Parameters Common Parameters See Also


This meta-learner provides fitting procedures for any pairing of loss function and metalearner function, subject to constraints. The optimization problem is solved by making use of solnp, using Lagrange multipliers. For further details, consult the documentation of the Rsolnp package.




R6Class object.


Learner object with methods for training and prediction. See Lrnr_base for documentation on learners.



A function(alpha, X) that takes a vector of covariates and a matrix of data and combines them into a vector of predictions. See metalearners for options.


A function(pred, truth) that takes prediction and truth vectors and returns a loss vector. See loss_functions for options.


If TRUE, zeros out small alpha values.


If TRUE, constrain alpha to sum to 1.


If TRUE, alpha is initialized to all 0's, useful for TMLE. Otherwise, it is initialized to equal weights summing to 1, useful for SuperLearner.


Not currently used.

Common Parameters

Individual learners have their own sets of parameters. Below is a list of shared parameters, implemented by Lrnr_base, and shared by all learners.


A character vector of covariates. The learner will use this to subset the covariates for any specified task


A variable_type object used to control the outcome_type used by the learner. Overrides the task outcome_type if specified


All other parameters should be handled by the invidual learner classes. See the documentation for the learner class you're instantiating

See Also

Other Learners: Custom_chain, Lrnr_HarmonicReg, Lrnr_arima, Lrnr_bartMachine, Lrnr_base, Lrnr_bilstm, Lrnr_condensier, Lrnr_cv, Lrnr_dbarts, Lrnr_define_interactions, Lrnr_expSmooth, Lrnr_glm_fast, Lrnr_glmnet, Lrnr_glm, Lrnr_grf, Lrnr_h2o_grid, Lrnr_hal9001, Lrnr_independent_binomial, Lrnr_lstm, Lrnr_mean, Lrnr_nnls, Lrnr_optim, Lrnr_pca, Lrnr_pkg_SuperLearner, Lrnr_randomForest, Lrnr_ranger, Lrnr_rpart, Lrnr_rugarch, Lrnr_sl, Lrnr_solnp_density, Lrnr_stratified, Lrnr_subset_covariates, Lrnr_svm, Lrnr_tsDyn, Lrnr_xgboost, Pipeline, Stack, define_h2o_X, undocumented_learner

jeremyrcoyle/sl3 documentation built on Dec. 6, 2018, 7:15 p.m.