Regression.Sweep.CV.Fit

Perform the same sweep operation on data partitions and assemble the pieces into a complete set.

Extending the base classes and methods of EnsembleBase package for Penalized-Regression-based (Ridge and Lasso) integration of base learners. Default implementation uses cross-validation error to choose the optimal lambda (shrinkage parameter) for the final predictor. The package takes advantage of the file method provided in EnsembleBase package for writing estimation objects to disk in order to circumvent RAM bottleneck. Special save and load methods are provided to allow estimation objects to be saved to permanent files on disk, and to be loaded again into temporary files in a later R session. Users and developers can extend the package by extending the generic methods and classes provided in EnsembleBase package as well as this package.

Alireza Mahani

EnsemblePenReg

Extensible Classes and Methods for Penalized-Regression-Based
Integration of Base Learners

Regression.Sweep.CV.Fit function

<dl> <dt>config</dt>
<dd>Object of class <code>Regression.Sweep.Config</code>, determining the configuration of the underlying sweep operations.</dd> <dt>X</dt>
<dd>Matrix of predictors to perform PCR on.</dd> <dt>y</dt>
<dd>Vector of response to use during PCR.</dd> <dt>partition</dt>
<dd>Data partition used for CV sweep, typically the output of <code>generate.partition</code></dd> <dt>print.level</dt>
<dd>Determining verbosity level during function execution.</dd></dl>

Arguments

Mansour T.A. Sharabiani, Alireza S. Mahani

Author

Function for cross-validation based sweep operation. — Regression.Sweep.CV.Fit

<dl>

 <dt>config</dt>
<dd>Object of class <code>Regression.Sweep.Config</code>, determining the configuration of the underlying sweep operations.</dd>

 <dt>X</dt>
<dd>Matrix of predictors to perform PCR on.</dd>

 <dt>y</dt>
<dd>Vector of response to use during PCR.</dd>

 <dt>partition</dt>
<dd>Data partition used for CV sweep, typically the output of <code>generate.partition</code></dd>

 <dt>print.level</dt>
<dd>Determining verbosity level during function execution.</dd>

</dl>

Regression.Sweep.CV.Fit: Function for cross-validation based sweep operation.

Description

Usage

Value

Arguments

Author

See Also