Description Usage Arguments Value
View source: R/stacking-utils.R
This function uses either a grid search or the "degenerate EM" algorithm outlined at http://www.cs.cmu.edu/~roni/11761-f16/Presentations/degenerateEM.pdf
1 2 | fit_unregularized_stacked_model(component_model_log_scores, method = "em",
tol = .Machine$double.eps, grid_size = 101, return_type = "optimal")
|
component_model_log_scores |
a data frame or matrix of log scores. Each column gives log scores for a particular predictive model. Each row corresponds to one observation |
method |
character, either "em" for degenerate EM or "grid-search" for grid search |
tol |
numeric, if method was "em", stopping tolerance |
grid_size |
number of grid points for each model to evaluate in a grid search |
return_type |
character, if method was "grid-search", either "optimal" to return only the best weights examined or "all" to return the full grid |
model weights
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