tmle3_Update: Defines an update procedure (submodel+loss function)

Description Usage Format Constructor

Description

Current Limitations: loss function and submodel are hard-coded (need to accept arguments for these)

Usage

1

Format

An object of class R6ClassGenerator of length 24.

Constructor

define_param(maxit, cvtmle, one_dimensional, constrain_step, delta_epsilon, verbose)

maxit

The maximum number of update iterations

cvtmle

If TRUE, use CV-likelihood values when calculating updates.

one_dimensional

If TRUE, collapse clever covariates into a one-dimensional clever covariate scaled by the mean of their EIFs.

constrain_step

If TRUE, step size is at most delta_epsilon (it can be smaller if a smaller step decreases the loss more).

delta_epsilon

The maximum step size allowed if constrain_step is TRUE.

convergence_type

The convergence criterion to use: (1) "se_logn" corresponds to sqrt(Var(D)/n)/logn (the default) while (2) "n_samp" corresponds to 1/n.

verbose

If TRUE, diagnostic output is generated about the updating procedure.


lurui0421/Super-Learning- documentation built on July 4, 2019, 1:02 p.m.