Lrnr_solnp_density: Nonlinear Optimization via Augmented Lagrange
In jeremyrcoyle/sl3: Pipelines for Machine Learning and Super Learning
Lrnr_solnp_density R Documentation
Nonlinear Optimization via Augmented Lagrange
Description
This meta-learner provides fitting procedures for density estimation, finding
convex combinations of candidate density estimators by minimizing the
cross-validated negative log-likelihood loss of each candidate density. The
optimization problem is solved by making use of solnp,
using Lagrange multipliers. For further details, consult the documentation of
the Rsolnp package.
Format
R6Class object.
Value
Learner object with methods for training and prediction. See
Lrnr_base for documentation on learners.
Parameters
...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.
covariatesA character vector of covariates. The learner will use this to subset the covariates for any specified task
outcome_typeA 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_bayesglm,
Lrnr_caret,
Lrnr_cv_selector,
Lrnr_cv,
Lrnr_dbarts,
Lrnr_define_interactions,
Lrnr_density_discretize,
Lrnr_density_hse,
Lrnr_density_semiparametric,
Lrnr_earth,
Lrnr_expSmooth,
Lrnr_gam,
Lrnr_ga,
Lrnr_gbm,
Lrnr_glm_fast,
Lrnr_glm_semiparametric,
Lrnr_glmnet,
Lrnr_glmtree,
Lrnr_glm,
Lrnr_grfcate,
Lrnr_grf,
Lrnr_gru_keras,
Lrnr_gts,
Lrnr_h2o_grid,
Lrnr_hal9001,
Lrnr_haldensify,
Lrnr_hts,
Lrnr_independent_binomial,
Lrnr_lightgbm,
Lrnr_lstm_keras,
Lrnr_mean,
Lrnr_multiple_ts,
Lrnr_multivariate,
Lrnr_nnet,
Lrnr_nnls,
Lrnr_optim,
Lrnr_pca,
Lrnr_pkg_SuperLearner,
Lrnr_polspline,
Lrnr_pooled_hazards,
Lrnr_randomForest,
Lrnr_ranger,
Lrnr_revere_task,
Lrnr_rpart,
Lrnr_rugarch,
Lrnr_screener_augment,
Lrnr_screener_coefs,
Lrnr_screener_correlation,
Lrnr_screener_importance,
Lrnr_sl,
Lrnr_solnp,
Lrnr_stratified,
Lrnr_subset_covariates,
Lrnr_svm,
Lrnr_tsDyn,
Lrnr_ts_weights,
Lrnr_xgboost,
Pipeline,
Stack,
define_h2o_X(),
undocumented_learner
jeremyrcoyle/sl3 documentation built on Nov. 18, 2024, 4:21 p.m.
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| Lrnr_solnp_density | R Documentation |
Nonlinear Optimization via Augmented Lagrange
Description
This meta-learner provides fitting procedures for density estimation, finding
convex combinations of candidate density estimators by minimizing the
cross-validated negative log-likelihood loss of each candidate density. The
optimization problem is solved by making use of solnp,
using Lagrange multipliers. For further details, consult the documentation of
the Rsolnp package.
Format
R6Class object.
Value
Learner object with methods for training and prediction. See
Lrnr_base for documentation on learners.
Parameters
...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.
covariatesA character vector of covariates. The learner will use this to subset the covariates for any specified task
outcome_typeA
variable_typeobject 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_bayesglm,
Lrnr_caret,
Lrnr_cv_selector,
Lrnr_cv,
Lrnr_dbarts,
Lrnr_define_interactions,
Lrnr_density_discretize,
Lrnr_density_hse,
Lrnr_density_semiparametric,
Lrnr_earth,
Lrnr_expSmooth,
Lrnr_gam,
Lrnr_ga,
Lrnr_gbm,
Lrnr_glm_fast,
Lrnr_glm_semiparametric,
Lrnr_glmnet,
Lrnr_glmtree,
Lrnr_glm,
Lrnr_grfcate,
Lrnr_grf,
Lrnr_gru_keras,
Lrnr_gts,
Lrnr_h2o_grid,
Lrnr_hal9001,
Lrnr_haldensify,
Lrnr_hts,
Lrnr_independent_binomial,
Lrnr_lightgbm,
Lrnr_lstm_keras,
Lrnr_mean,
Lrnr_multiple_ts,
Lrnr_multivariate,
Lrnr_nnet,
Lrnr_nnls,
Lrnr_optim,
Lrnr_pca,
Lrnr_pkg_SuperLearner,
Lrnr_polspline,
Lrnr_pooled_hazards,
Lrnr_randomForest,
Lrnr_ranger,
Lrnr_revere_task,
Lrnr_rpart,
Lrnr_rugarch,
Lrnr_screener_augment,
Lrnr_screener_coefs,
Lrnr_screener_correlation,
Lrnr_screener_importance,
Lrnr_sl,
Lrnr_solnp,
Lrnr_stratified,
Lrnr_subset_covariates,
Lrnr_svm,
Lrnr_tsDyn,
Lrnr_ts_weights,
Lrnr_xgboost,
Pipeline,
Stack,
define_h2o_X(),
undocumented_learner
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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