R/LearnerDensNonparametric.R

#' @title Density Nonparametric Learner
#'
#' @name mlr_learners_dens.nonpar
#'
#' @description
#' A [mlr3proba::LearnerDens] implementing nonparametric density estimation from package
#'   \CRANpkg{sm}.
#' Calls [sm::sm.density()].
#'
#' @templateVar id dens.nonpar
#' @template section_dictionary_learner
#'
#' @references
#' Bowman, A.W. and Azzalini, A. (1997).
#' Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations.
#' Oxford University Press, Oxford.
#'
#' @template seealso_learner
#' @template example
#' @export
LearnerDensNonparametric = R6Class("LearnerDensNonparametric",
  inherit = LearnerDens,

  public = list(
    #' @description
    #' Creates a new instance of this [R6][R6::R6Class] class.
    initialize = function() {
      ps = ParamSet$new(
        params = list(
          ParamDbl$new(id = "h", tags = "train"),
          ParamUty$new(id = "group", tags = "train"),
          ParamDbl$new(id = "delta", tags = "train"),
          ParamDbl$new(id = "h.weights", default = 1, tags = "train"),
          ParamUty$new(id = "hmult", default = 1, tags = "train"),
          ParamFct$new(
            id = "method", default = "normal",
            levels = c("normal", "cv", "sj", "df", "aicc"), tags = "train"),
          ParamLgl$new(id = "positive", default = FALSE, tags = "train"),
          ParamUty$new(id = "verbose", default = 1, tags = "train")
        )
      )

      super$initialize(
        id = "dens.nonpar",
        packages = "sm",
        feature_types = c("logical", "integer", "numeric", "character", "factor", "ordered"),
        predict_types = "pdf",
        param_set = ps,
        properties = "weights",
        man = "mlr3learners.sm::mlr_learners_dens.nonpar"
      )
    }
  ),

  private = list(
    .train = function(task) {
      pars = self$param_set$get_values(tag = "train")

      if ("weights" %in% task$properties) {
        pars$weights = task$weights$weight
      }

      pdf = function(x) {} # nolint
      body(pdf) = substitute({
        mlr3misc::invoke(sm::sm.density,
          x = data, eval.points = x, display = "none", show.script = FALSE,
          .args = pars)$estimate
      }, list(data = task$truth()))

      distr6::Distribution$new(
        name = "Nonparametric Density",
        short_name = "NonparDens",
        type = set6::Reals$new(),
        pdf = pdf)
    },

    .predict = function(task) {
      mlr3proba::PredictionDens$new(task = task, pdf = self$model$pdf(task$truth()))
    }
  )
)
mlr3learners/mlr3learners.sm documentation built on July 31, 2020, 9:31 a.m.