tests/testthat/test-sl-timeseries.R

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

context("test-sl-timeseries.R -- Super Learner for time-series")

library(sl3)
library(delayed)
library(origami)
library(devtools)
library(assertthat)
library(digest)

test_that("validation set for time-series is as expected", {
  data(cpp_imputed)
  covars <- c("apgar1", "apgar5", "parity", "gagebrth", "mage", "meducyrs", "sexn")
  outcome <- "haz"
  data <- cpp_imputed[1:100, ]

  folds <- origami::make_folds(data,
    fold_fun = folds_rolling_window, window_size = 25,
    validation_size = 25, gap = 0, batch = 10
  )
  task <- make_sl3_Task(
    data = data,
    covariates = covars,
    outcome = outcome, folds = folds
  )

  lrnr_glm <- make_learner(Lrnr_glm)
  lrnr_mean <- make_learner(Lrnr_mean)
  lrnr_glmnet <- make_learner(Lrnr_glmnet)

  stack <- make_learner(
    Stack,
    lrnr_glm, lrnr_mean, lrnr_glmnet
  )
  metalearner <- make_learner(Lrnr_nnls)

  sl <- make_learner(Lrnr_sl,
    learners = stack,
    metalearner = metalearner
  )
  sl_fit <- sl$train(task)
  preds <- sl_fit$predict_fold(task, "validation")
  expect_equal(length(preds), 150)
})