iTMLE.updater.xgb: iTMLE gbm learner / updater

In osofr/stremr: Streamlined Estimation for Static, Dynamic and Stochastic Treatment Regimes in Longitudinal Data

Description

Performs an SDR update using GBM from xgboost package with parameter max_delta_step=1. This function is passed along as a separate learner to the SuperLearner implementation of origami package

Performs an SDR update using GBM from xgboost package with parameter max_delta_step=2. This function is passed along as a separate learner to the SuperLearner implementation of origami package

Performs an SDR update using GBM from xgboost package with parameter max_delta_step=3. This function is passed along as a separate learner to the SuperLearner implementation of origami package

Performs an SDR update using GBM from xgboost package with parameter max_delta_step=4. This function is passed along as a separate learner to the SuperLearner implementation of origami package

General GBM learner from xgboost package. This function is passed along as a separate learner to the SuperLearner implementation of origami package

Usage

iTMLE.updater.xgb.delta1(Y, X, newX, family, obsWeights, params, ...)

iTMLE.updater.xgb.delta2(Y, X, newX, family, obsWeights, params, ...)

iTMLE.updater.xgb.delta3(Y, X, newX, family, obsWeights, params, ...)

iTMLE.updater.xgb.delta4(Y, X, newX, family, obsWeights, params, ...)

iTMLE.updater.xgb(Y, X, newX, family, obsWeights, params, ...)

## S3 method for class 'iTMLE.updater.xgb'
predict(object, newdata, offset, ...)

Arguments

Y	Input outcomes
X	Input design matrix with training data. Must contain a column named "offset", which contains the offsets converted to logit-linear scale.
newX	Input design matrix with test data. Same requirement as for X: must contain a column named "offset", which contains the offsets converted to logit-linear scale.
family	Link function (ignored).
obsWeights	Row-specific weights
params	Tuning parameters passed on to xgboost.
...	Additional arguments to be passed on to origami package.
object	Results of calling iTMLE.updater.xgb functions.
newdata	Design matrix with test data for which predictions should be obtained. May contain a column named "offset", instead of it being passed as a separate argument.
offset	Offset (on logit scale if using logistic regression update).

osofr/stremr documentation built on Jan. 25, 2022, 8:07 a.m.