LearnerSurvGlmnet: GLM with Elastic Net Regularization Survival Learner

Description Format Construction References See Also Examples

Description

Generalized linear models with elastic net regularization. Calls glmnet::cv.glmnet() from package glmnet.

Format

R6::R6Class() inheriting from LearnerSurv.

Construction

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LearnerSurvGlmnet$new()
mlr_learners$get("surv.glmnet")
lrn("surv.glmnet")

References

Jerome Friedman, Trevor Hastie, Robert Tibshirani (2010). Regularization Paths for Generalized Linear Models via Coordinate Descent. Journal of Statistical Software, 33(1), 1-22. doi: 10.18637/jss.v033.i01.

See Also

Dictionary of Learners: mlr3::mlr_learners

Examples

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library(mlr3)
task = tgen("simsurv")$generate(200)
learner = lrn("surv.glmnet")
resampling = rsmp("cv", folds = 3)
resample(task, learner, resampling)

mlr-org/mlr3survival documentation built on Oct. 21, 2019, 7:42 p.m.