sandbox/benchmarks/big_glm_fast.R

In jeremyrcoyle/sl3: Pipelines for Machine Learning and Super Learning

data(cpp)
cpp <- cpp[!is.na(cpp[, "haz"]), ]
covars <- c("apgar1", "apgar5", "parity", "gagebrth", "mage", "meducyrs", "sexn")
cpp[is.na(cpp)] <- 0
cpp <- cpp[sample(nrow(cpp), 1e6, replace = T), ]
# cpp <- cpp[1:150, ]
outcome <- "haz"
task <- sl3_Task$new(cpp, covariates = covars, outcome = outcome, outcome_type = "continuous")

glm_fast <- make_learner(Lrnr_glm_fast)

training_time <- system.time({
  fit <- glm_fast$train(task)
})
pred_time <- system.time({
  preds <- fit$predict(task)
})
fold_time <- system.time({
  task$folds
})