mlr_learners_avg

Optimized Weighted Average of Features for Classification and Regression

Computes a weighted average of inputs. Used in the context of computing weighted averages of predictions.

Predictions are averaged using weights (in order of appearance in the data) which are optimized using nonlinear optimization from the package "nloptr" for a measure provided in measure (defaults to classif.acc for LearnerClassifAvg and regr.mse for LearnerRegrAvg). Learned weights can be obtained from $model. Using non-linear optimization is implemented in the SuperLearner R package. For a more detailed analysis the reader is referred to LeDell (2015).

Note, that weights always sum to 1 by dividing through sum(weights) before weighting incoming features.

Usage

mlr_learners_classif.avg
mlr_learners_regr.avg

Format

R6Class object inheriting from mlr3::LearnerClassif/mlr3::Learner.

Parameters

The parameters are the parameters inherited from LearnerClassif, as well as:

• measure :: Measure | character Measure to optimize for. Will be converted to a Measure in case it is character. Initialized to "classif.ce", i.e. misclassification error for classification and "regr.mse", i.e. mean squared error for regression.

• optimizer :: Optimizer | character(1) Optimizer used to find optimal thresholds. If character, converts to Optimizer via opt. Initialized to OptimizerNLoptr. Nloptr hyperparameters are initialized to xtol_rel = 1e-8, algorithm = "NLOPT_LN_COBYLA" and equal initial weights for each learner. For more fine-grained control, it is recommended to supply a instantiated Optimizer.

• log_level :: character(1) | integer(1) Set a temporary log-level for lgr::get_logger("bbotk"). Initialized to: "warn".

Methods

• LearnerClassifAvg$new(), id = "classif.avg") (chr) -> self Constructor.

• LearnerRegrAvg$new(), id = "regr.avg") (chr) -> self Constructor.

References

mlr3pipelinesledell_2015

See Also

Other Learners: mlr_learners_graph

Other Ensembles: PipeOpEnsemble, mlr_pipeops_classifavg, mlr_pipeops_ovrunite, mlr_pipeops_regravg

Aliases

• mlr_learners_avg
• LearnerClassifAvg
• mlr_learners_classif.avg
• LearnerRegrAvg
• mlr_learners_regr.avg