mlr3learners (version 0.5.2)

mlr_learners_regr.km: Kriging Regression Learner

Description

Kriging regression. Calls DiceKriging::km() from package DiceKriging.

• The predict type hyperparameter "type" defaults to "sk" (simple kriging).

• The additional hyperparameter nugget.stability is used to overwrite the hyperparameter nugget with nugget.stability * var(y) before training to improve the numerical stability. We recommend a value of 1e-8.

• The additional hyperparameter jitter can be set to add N(0, [jitter])-distributed noise to the data before prediction to avoid perfect interpolation. We recommend a value of 1e-12.

Dictionary

This Learner can be instantiated via the dictionary mlr_learners or with the associated sugar function lrn():

mlr_learners$get("regr.km")
lrn("regr.km")

Meta Information

• Task type: “regr”

• Predict Types: “response”, “se”

• Feature Types: “logical”, “integer”, “numeric”

• Required Packages: mlr3, mlr3learners, DiceKriging

Parameters

Id	Type	Default	Range	Levels
bias.correct	logical	FALSE	-	TRUE, FALSE
checkNames	logical	TRUE	-	TRUE, FALSE
coef.cov	list	NULL	-	-
coef.trend	list	NULL	-	-
coef.var	list	NULL	-	-
control	list	NULL	-	-
cov.compute	logical	TRUE	-	TRUE, FALSE
covtype	character	matern5_2	-	gauss, matern5_2, matern3_2, exp, powexp
estim.method	character	MLE	-	MLE, LOO
gr	logical	TRUE	-	TRUE, FALSE
iso	logical	FALSE	-	TRUE, FALSE
jitter	numeric	0	\([0, \infty)\)	-
kernel	list	NULL	-	-
knots	list	NULL	-	-
light.return	logical	FALSE	-	TRUE, FALSE
lower	list	NULL	-	-
multistart	integer	1	\((-\infty, \infty)\)	-
noise.var	list	NULL	-	-
nugget	numeric	-	\((-\infty, \infty)\)	-
nugget.estim	logical	FALSE	-	TRUE, FALSE
nugget.stability	numeric	0	\([0, \infty)\)	-
optim.method	character	BFGS	-	BFGS, gen
parinit	list	NULL	-	-
penalty	list	NULL	-	-
scaling	logical	FALSE	-	TRUE, FALSE
se.compute	logical	TRUE	-	TRUE, FALSE
type	character	SK	-	SK, UK
upper	list	NULL	-	-

Super classes

mlr3::Learner -> mlr3::LearnerRegr -> LearnerRegrKM

Methods

Public methods

• LearnerRegrKM$new()

• LearnerRegrKM$clone()

• mlr3::Learner$base_learner()

• mlr3::Learner$format()

• mlr3::Learner$help()

• mlr3::Learner$predict()

• mlr3::Learner$predict_newdata()

• mlr3::Learner$print()

• mlr3::Learner$reset()

• mlr3::Learner$train()

Method new()

Creates a new instance of this R6 class.

Usage

LearnerRegrKM$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerRegrKM$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

References

Roustant O, Ginsbourger D, Deville Y (2012). “DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization.” Journal of Statistical Software, 51(1), 1--55. 10.18637/jss.v051.i01.

See Also

• Chapter in the mlr3book: https://mlr3book.mlr-org.com/basics.html#learners

• Package mlr3extralearners for more learners.

• Dictionary of Learners: mlr_learners

• as.data.table(mlr_learners) for a table of available Learners in the running session (depending on the loaded packages).

• mlr3pipelines to combine learners with pre- and postprocessing steps.

• Extension packages for additional task types:

  • mlr3proba for probabilistic supervised regression and survival analysis.

  • mlr3cluster for unsupervised clustering.

• mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.

Other Learner: mlr_learners_classif.cv_glmnet, mlr_learners_classif.glmnet, mlr_learners_classif.kknn, mlr_learners_classif.lda, mlr_learners_classif.log_reg, mlr_learners_classif.multinom, mlr_learners_classif.naive_bayes, mlr_learners_classif.nnet, mlr_learners_classif.qda, mlr_learners_classif.ranger, mlr_learners_classif.svm, mlr_learners_classif.xgboost, mlr_learners_regr.cv_glmnet, mlr_learners_regr.glmnet, mlr_learners_regr.kknn, mlr_learners_regr.lm, mlr_learners_regr.ranger, mlr_learners_regr.svm, mlr_learners_regr.xgboost, mlr_learners_surv.cv_glmnet, mlr_learners_surv.glmnet, mlr_learners_surv.ranger, mlr_learners_surv.xgboost

Examples

# NOT RUN {
if (requireNamespace("DiceKriging", quietly = TRUE)) {
  learner = mlr3::lrn("regr.km")
  print(learner)

  # available parameters:
learner$param_set$ids()
}
# }