Lrnr_glm_fast: Computationally Efficient Generalized Linear Model (GLM)...

In tlverse/sl3: Pipelines for Machine Learning and Super Learning

Computationally Efficient Generalized Linear Model (GLM) Fitting

Description

This learner provides faster procedures for fitting linear and generalized linear models than Lrnr_glm with a minimal memory footprint. This learner uses the internal fitting function provided by speedglm package, speedglm.wfit. See \insertCitespeedglm;textualsl3 for more detail. The glm.fit function is used as a fallback, if speedglm.wfit fails.

Format

An R6Class object inheriting from Lrnr_base.

Value

A learner object inheriting from Lrnr_base with methods for training and prediction. For a full list of learner functionality, see the complete documentation of Lrnr_base.

Parameters

• intercept = TRUE: Should an intercept be included in the model?

• method = "Cholesky": The method to check for singularity.

• ...: Other parameters to be passed to speedglm.wfit.

References

\insertAllCited

See Also

Other Learners: Custom_chain, Lrnr_HarmonicReg, Lrnr_arima, Lrnr_bartMachine, Lrnr_base, Lrnr_bayesglm, Lrnr_caret, Lrnr_cv_selector, Lrnr_cv, Lrnr_dbarts, Lrnr_define_interactions, Lrnr_density_discretize, Lrnr_density_hse, Lrnr_density_semiparametric, Lrnr_earth, Lrnr_expSmooth, Lrnr_gam, Lrnr_ga, Lrnr_gbm, Lrnr_glm_semiparametric, Lrnr_glmnet, Lrnr_glmtree, Lrnr_glm, Lrnr_grfcate, Lrnr_grf, Lrnr_gru_keras, Lrnr_gts, Lrnr_h2o_grid, Lrnr_hal9001, Lrnr_haldensify, Lrnr_hts, Lrnr_independent_binomial, Lrnr_lightgbm, Lrnr_lstm_keras, Lrnr_mean, Lrnr_multiple_ts, Lrnr_multivariate, Lrnr_nnet, Lrnr_nnls, Lrnr_optim, Lrnr_pca, Lrnr_pkg_SuperLearner, Lrnr_polspline, Lrnr_pooled_hazards, Lrnr_randomForest, Lrnr_ranger, Lrnr_revere_task, Lrnr_rpart, Lrnr_rugarch, Lrnr_screener_augment, Lrnr_screener_coefs, Lrnr_screener_correlation, Lrnr_screener_importance, Lrnr_sl, Lrnr_solnp_density, Lrnr_solnp, Lrnr_stratified, Lrnr_subset_covariates, Lrnr_svm, Lrnr_tsDyn, Lrnr_ts_weights, Lrnr_xgboost, Pipeline, Stack, define_h2o_X(), undocumented_learner

Examples

data(cpp_imputed)
covs <- c("apgar1", "apgar5", "parity", "gagebrth", "mage", "meducyrs")
task <- sl3_Task$new(cpp_imputed, covariates = covs, outcome = "haz")

# simple, main-terms GLM
lrnr_glm_fast <- Lrnr_glm_fast$new(method = "eigen")
glm_fast_fit <- lrnr_glm_fast$train(task)
glm_fast_preds <- glm_fast_fit$predict()

tlverse/sl3 documentation built on Nov. 18, 2024, 12:46 a.m.