tests/testthat/test-use_best.R

In jeremyrcoyle/tmle3: The Extensible TMLE Framework

context("Use best estimate (early stopping)")

library(sl3)
library(tmle3)
library(uuid)
library(assertthat)
library(data.table)
library(future)
# setup data for test
data(cpp)
data <- as.data.table(cpp)
data$parity01 <- as.numeric(data$parity > 0)
data$parity01_fac <- factor(data$parity01)
data$haz01 <- as.numeric(data$haz > 0)
data[is.na(data)] <- 0
node_list <- list(
  W = c(
    "apgar1", "apgar5", "gagebrth", "mage",
    "meducyrs", "sexn"
  ),
  A = "parity01",
  Y = "haz01"
)

qlib <- make_learner_stack(
  "Lrnr_mean",
  "Lrnr_glm_fast"
)

glib <- make_learner_stack(
  "Lrnr_mean",
  "Lrnr_glm_fast"
)

logit_metalearner <- make_learner(
  Lrnr_solnp, metalearner_logistic_binomial,
  loss_loglik_binomial
)
Q_learner <- make_learner(Lrnr_sl, qlib, logit_metalearner)
g_learner <- make_learner(Lrnr_sl, glib, logit_metalearner)
learner_list <- list(Y = Q_learner, A = g_learner)
tmle_spec <- tmle_TSM_all()

# define data
tmle_task <- tmle_spec$make_tmle_task(data, node_list)

# define likelihood
initial_likelihood <- tmle_spec$make_initial_likelihood(tmle_task, learner_list)

# define update method (submodel + loss function)
updater <- tmle3_Update$new(
  one_dimensional = TRUE, constrain_step = TRUE,
  maxit = 10000, cvtmle = TRUE,
  convergence_type = "sample_size",
  use_best = TRUE
)

# updater <- tmle3_Update$new()
targeted_likelihood <- Targeted_Likelihood$new(initial_likelihood, updater)
intervention <- define_lf(LF_static, "A", value = 1)
# params <- tmle_spec$make_params(tmle_task, targeted_likelihood)
tsm <- define_param(Param_TSM, targeted_likelihood, intervention)

updater$tmle_params <- tsm
# debugonce(updater$check_convergence)
tmle_fit <- fit_tmle3(tmle_task, targeted_likelihood, tsm, updater)

# extract results
tmle3_psi <- tmle_fit$summary$tmle_est
tmle3_se <- tmle_fit$summary$se
tmle3_epsilon <- updater$epsilons[[1]]$Y